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Professor Mean
8

Professor Mean

The Mathematician

📐 Swing Trader 📅 146 years old (Born 1880)

"Price is a drunk stumbling home. It may wander, but it always returns to the mean."

Impossibly old—a walking artifact from the Victorian era. Bow tie, antique spectacles, chalk dust on his academic robes. His hands shake slightly, but his mind is sharp.

ℹ️ Character descriptions are creative personas representing trading strategy styles. They are not financial advice, promises, or guarantees of performance.

📊 Last 6 Months Performance: Showing Professor Mean's performance over the last 6 months across 114 symbols. 🟢 LIVE

$10,130
Avg Value (per symbol)
Started at: $10,677 ($-547)
-5.12%
Last 6 Months ROI
56.6%
Win Rate
11,961
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

-0.4%
1 Month
-3.5%
3 Months
-5.1%
6 Months
-2.9%
YTD
-2.0%
1 Year

Equity Curve (Last 6 Months)

Combined P&L across all 114 symbols

💰 Trading Activity (Last 6 Months)

Stock Volume
$79,102,966
7,434 trades
Stock Fees
$0
✓ Commission FREE
Crypto Volume
$12,719,212
4,527 trades
Crypto Fees
$31,798
0.25% of volume

⚙️ Trading Strategy

Trade 2 standard deviation extremes back to mean

When price moves 2 standard deviations from its 20-day average, the move is statistically extreme. Professor Mean profits from the inevitable return to normalcy.

🎯 Best Suited For

Range-bound stocks and ETFs

"Everything reverts to the mean. Everything."

📜 Why This Strategy Works

Markets overreact. Good news pushes prices above fair value; bad news pushes them below. Extremes are by definition unsustainable.

Mathematical Formula

CODE VERIFIED — These formulas are extracted directly from the simulation engine and verified against the source code.
Source: scripts/run-*-simulation.php

📊 Entry Signal

📈 Entry Signal

Z-Score ≤ -2.0 (price is 2+ std devs below mean)
→ BUY at current close price

📉 Exit Rules

• MEAN_REVERSION: Z-Score ≥ 0 (price returned to mean)
• STOP_LOSS: Z-Score ≤ -3.0 OR price ≤ entry × 0.92 (-8%)
• MAX_HOLD: Hold time ≥ 10 days

⚙️ Simulation Parameters

MEAN_PERIOD: 20
ENTRY_STD_DEVS: 2
EXIT_AT_MEAN: 1
STOP_LOSS_STD_DEVS: 3
MAX_HOLD_DAYS: 10

📖 Historical Origin

Origin: Sir Francis Galton's regression to the mean

Sir Francis Galton was a polymath who, in the 1880s, discovered "regression toward mediocrity" while studying hereditary traits. The principle was universal: extreme measurements tend to be followed by less extreme ones.

🏆 Top 10 Performing Symbols (Last 6 Months)

📉 Worst 5 Performing Symbols (Last 6 Months)

📊 All Symbol Results

Click on any row to see detailed trade history with equity curve

📅 Last 6 Months: Nov 6, 2025 May 6, 2026 (180 days)
📖 Understanding Score & Momentum columns
📊 Score — Lifetime Quality Score
Measures how well this strategy+symbol combination has performed across the entire simulation history. Based on return, win rate, drawdown control, profit factor, and trade count. Higher is better.
75+ Elite   60+ Good   40+ Fair   <40 Weak
⚡ Mom — 30-Day Momentum Score
Measures performance over the last 30 days only. Same quality model but calibrated for short-term activity. Captures recent regime shifts that the lifetime score may miss.
75+ Hot   60+ Active   40+ Moderate   <40 Quiet
Spread Indicators — Comparing Mom vs Score reveals regime sensitivity:
🔥 Heating Up — Mom is 20+ points above Score. This symbol is performing significantly better recently than its lifetime average. Could indicate a favorable regime shift.
🧊 Cooling Off — Mom is 20+ points below Score. This symbol is underperforming recently despite a strong lifetime track record. Could indicate an unfavorable regime shift.
No icon = Steady — Scores within ±20 points. Consistent performance.
⚠️ Scores are calculated from simulated backtest data and are for informational purposes only. They do not constitute financial advice or predict future performance. Full methodology →
Rank Symbol Score Mom Return 6M Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 SOXL 36 83🔥 +30.43% $13,180 $17,191 65 63% - +$4,011 -43.9% 5.2h -
2 AMC 61 29🧊 +25.58% $17,452 $21,917 78 69% - +$4,464 -18.6% 5.2h -
3 MU 32 67🔥 +21.19% $10,390 $12,591 68 63% - +$2,202 -23.5% 4.9h -
4 INTC 19 75🔥 +20.46% $8,939 $10,768 76 61% - +$1,829 -24.3% 6.5h -
5 MRK 42 60 +18.94% $10,815 $12,864 73 70% - +$2,048 -8.0% 4.8h -
6 UVXY 25 34 +17.24% $9,997 $11,721 72 64% - +$1,724 -33.5% 6.8h -
7 USO 38 57 +15.41% $11,462 $13,229 72 60% - +$1,766 -11.5% 5.6h -
8 BMY 54 20🧊 +12.47% $13,678 $15,383 73 64% - +$1,706 -10.5% 5.6h -
9 CRM 26 31 +12.02% $9,890 $11,079 71 65% - +$1,189 -9.2% 8.0h -
10 GILD 19 20 +11.49% $9,237 $10,298 75 63% - +$1,061 -18.5% 6.6h -
11 TSLA 12 43🔥 +11.09% $8,403 $9,335 74 58% - +$932 -25.6% 5.0h -
12 AAPL 32 39 +10.78% $10,844 $12,013 72 67% - +$1,169 -13.3% 6.8h -
13 JNJ 47 29 +10.49% $11,041 $12,200 69 72% - +$1,158 -5.7% 5.0h -
14 NFLX 31 30 +10.36% $11,017 $12,158 75 64% - +$1,141 -13.7% 6.8h -
15 MS 37 67🔥 +9.99% $11,269 $12,395 75 69% - +$1,126 -9.7% 6.1h -
16 SPXU 25 11 +9.74% $10,402 $11,415 65 58% - +$1,013 -19.1% 10.6h -
17 AMGN 35 33 +9.42% $10,976 $12,010 77 65% - +$1,034 -10.0% 4.5h -
18 PG 32 38 +8.01% $10,322 $11,149 72 74% - +$827 -7.0% 6.1h -
19 RIVN 11 30 +7.97% $7,862 $8,488 75 65% - +$627 -32.4% 7.7h -
20 UNH 16 38🔥 +7.75% $8,936 $9,628 74 70% - +$693 -22.2% 5.8h -
21 AMZN 29 27 +7.69% $10,935 $11,775 73 62% - +$841 -15.2% 5.8h -
22 MA 31 10🧊 +7.21% $10,317 $11,061 73 64% - +$744 -5.8% 7.6h -
23 DIS 11 41🔥 +7.11% $8,754 $9,377 75 61% - +$622 -21.3% 6.2h -
24 KO 31 24 +6.93% $10,324 $11,039 66 67% - +$715 -6.2% 5.8h -
25 GOOGL 29 26 +6.78% $10,641 $11,363 70 54% - +$721 -9.9% 5.7h -
26 BIIB 15 10 +6.65% $8,327 $8,881 78 64% - +$554 -26.8% 4.7h -
27 NVDA 47 17🧊 +5.50% $14,316 $15,104 75 63% - +$787 -11.5% 4.4h -
28 RIOT 12 70🔥 +5.47% $9,329 $9,839 70 64% - +$510 -50.0% 7.1h -
29 VTI 22 37 +5.31% $9,975 $10,505 71 66% - +$530 -8.8% 6.0h -
30 SLB 13 21 +4.71% $9,173 $9,606 72 64% - +$432 -18.4% 6.7h -
31 XLK 31 52🔥 +4.69% $10,947 $11,460 77 70% - +$513 -11.6% 6.8h -
32 XLE 11 10 +4.10% $8,924 $9,290 77 60% - +$366 -13.3% 5.3h -
33 PEP 16 31 +3.55% $9,700 $10,044 71 68% - +$344 -12.9% 6.3h -
34 RBLX 36 20 +3.40% $13,019 $13,461 75 60% - +$443 -18.1% 7.7h -
35 VOO 35 41 +3.34% $10,813 $11,174 72 64% - +$361 -5.6% 5.6h -
36 BRK-B 43 17🧊 +3.18% $11,477 $11,842 71 63% - +$365 -4.6% 6.3h -
37 MCD 48 15🧊 +2.99% $12,318 $12,686 71 54% - +$368 -4.1% 5.4h -
38 AVGO 33 49 +2.93% $12,303 $12,663 74 62% - +$360 -12.8% 5.7h -
39 LLY 14 64🔥 +2.88% $8,632 $8,881 76 68% - +$249 -24.9% 5.9h -
40 COIN 18 17 +2.86% $10,122 $10,412 70 53% - +$289 -42.7% 6.1h -
41 MDT 12 22 +2.55% $9,064 $9,295 72 64% - +$231 -13.7% 4.9h -
42 JPM 34 49 +2.52% $11,460 $11,749 74 62% - +$289 -7.6% 5.9h -
43 VXX 30 13 +2.44% $12,434 $12,737 71 58% - +$303 -19.3% 6.2h -
44 C 41 40 +2.36% $12,083 $12,368 72 50% - +$285 -6.0% 5.3h -
45 SPY 29 40 +2.35% $10,555 $10,803 71 65% - +$248 -7.1% 5.9h -
46 COP 11 11 +2.23% $9,453 $9,663 68 65% - +$211 -18.3% 5.6h -
47 GS 57 9🧊 +2.11% $13,467 $13,751 74 59% - +$284 -3.9% 6.1h -
48 IWM 12 30 +1.96% $9,499 $9,686 69 58% - +$186 -14.5% 7.0h -
49 SCHW 45 36 +1.87% $12,580 $12,816 76 62% - +$235 -7.0% 5.7h -
50 VZ 19 17 +1.27% $10,099 $10,227 71 59% - +$128 -12.7% 5.7h -
51 WMT 38 19 +1.22% $11,490 $11,630 68 66% - +$140 -4.5% 6.2h -
52 GME 14 30 +1.07% $7,776 $7,859 77 53% - +$83 -44.4% 6.8h -
53 REGN 30 23 +1.05% $11,496 $11,617 75 64% - +$121 -13.4% 6.7h -
54 ISRG 33 16 +0.99% $12,318 $12,440 72 56% - +$122 -17.0% 4.5h -
55 QQQ 27 50🔥 +0.95% $10,635 $10,736 75 61% - +$101 -4.4% 6.1h -
56 PFE 19 17 +0.79% $10,271 $10,352 69 59% - +$81 -11.8% 6.2h -
57 ORCL 9 63🔥 +0.59% $9,080 $9,133 75 55% - +$54 -27.9% 6.9h -
58 AXP 27 11 +0.53% $10,946 $11,004 76 54% - +$58 -12.7% 4.9h -
59 PYPL 13 27 +0.42% $9,826 $9,867 73 59% - +$41 -17.7% 6.3h -
60 TLT 17 29 +0.41% $10,106 $10,147 78 60% - +$41 -6.8% 5.3h -
61 TQQQ 21 65🔥 +0.21% $10,498 $10,520 76 61% - +$22 -17.9% 5.9h -
62 PEPEUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
63 SHIBUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
64 SQQQ 9 12 -0.59% $6,198 $6,161 73 63% - -$37 -42.9% 6.3h -
65 NET 25 20 -0.88% $11,425 $11,325 74 55% - -$101 -16.9% 6.4h -
66 DIA 12 46🔥 -0.89% $9,648 $9,562 69 64% - -$86 -11.0% 5.4h -
67 XLF 29 49 -1.09% $11,056 $10,936 70 60% - -$121 -5.4% 6.9h -
68 VRTX 33 17 -1.30% $11,362 $11,214 73 56% - -$148 -5.5% 5.3h -
69 CVX 26 12 -1.34% $10,831 $10,686 76 62% - -$145 -5.5% 6.1h -
70 OXY 10 19 -1.36% $8,821 $8,701 69 58% - -$120 -17.0% 6.1h -
71 TMO 15 47🔥 -1.43% $10,188 $10,043 73 58% - -$146 -13.7% 5.2h -
72 BAC 17 16 -1.44% $10,425 $10,275 73 55% - -$150 -7.2% 6.8h -
73 LCID 11 16 -1.80% $9,199 $9,033 74 61% - -$166 -30.7% 5.2h -
74 NIO 12 48🔥 -2.35% $9,774 $9,544 68 56% - -$230 -30.0% 6.6h -
75 BLK 55 49 -2.52% $13,576 $13,234 75 61% - -$342 -4.0% 4.8h -
76 ARKK 23 17 -3.05% $10,961 $10,626 74 57% - -$334 -16.4% 6.2h -
77 DOTUSD -3.15% $10,100 $9,781 104 31% $5,137 -$318 -99.1% 1.0h 5 Feb 6, 2026
78 CSCO 14 36🔥 -3.88% $9,818 $9,437 74 61% - -$381 -10.7% 7.5h -
79 GLD 10 10 -4.10% $9,610 $9,216 75 53% - -$394 -7.6% 5.1h -
80 HD 13 55🔥 -4.22% $10,451 $10,010 76 59% - -$441 -5.1% 3.8h -
81 AMD 13 36🔥 -4.25% $10,408 $9,966 76 54% - -$442 -28.5% 6.3h -
82 WFC 12 23 -4.39% $9,679 $9,254 69 65% - -$425 -15.9% 6.5h -
83 V 16 12 -5.20% $10,634 $10,081 75 59% - -$553 -5.0% 6.8h -
84 MARA 23 16 -5.50% $11,670 $11,028 76 62% - -$642 -29.5% 6.1h -
85 ACN 12 16 -5.77% $9,107 $8,582 75 61% - -$525 -15.0% 6.8h -
86 PM 14 21 -6.15% $10,640 $9,986 71 58% - -$654 -10.7% 5.3h -
87 IBM 21 30 -6.60% $11,231 $10,490 70 57% - -$741 -9.2% 4.7h -
88 ADBE 11 17 -6.74% $8,731 $8,142 74 58% - -$588 -18.6% 6.8h -
89 COST 21 14 -6.75% $11,075 $10,328 71 61% - -$748 -7.2% 5.7h -
90 META 34 17 -7.39% $12,534 $11,608 74 58% - -$926 -5.9% 5.3h -
91 DKNG 29 20 -7.57% $12,732 $11,768 74 62% - -$964 -14.0% 5.1h -
92 MSFT 13 25 -7.83% $10,432 $9,615 73 52% - -$817 -10.0% 4.8h -
93 PLTR 53 20🧊 -8.02% $18,612 $17,120 79 66% - -$1,493 -11.2% 4.9h -
94 SMCI 15 25 -8.34% $7,620 $6,984 73 63% - -$635 -55.7% 5.3h -
95 ABBV 15 16 -8.47% $10,098 $9,243 72 63% - -$855 -17.6% 6.6h -
96 SLV 18 16 -9.69% $11,192 $10,108 73 60% - -$1,085 -25.0% 4.9h -
97 CMCSA 13 20 -10.09% $9,167 $8,242 72 61% - -$925 -19.7% 6.3h -
98 PANW 10 13 -10.50% $9,666 $8,651 76 53% - -$1,015 -24.6% 6.9h -
99 ARM 26 17 -12.62% $13,142 $11,483 74 53% - -$1,658 -16.8% 6.3h -
100 CRWD 39 12🧊 -14.04% $15,398 $13,236 73 52% - -$2,162 -12.6% 6.7h -
101 XOM 13 10 -15.58% $11,156 $9,418 70 51% - -$1,738 -9.1% 5.5h -
102 HOOD 32 18 -16.47% $15,419 $12,879 72 53% - -$2,539 -26.1% 6.6h -
103 SOFI 22 67🔥 -17.05% $12,730 $10,560 73 56% - -$2,170 -26.0% 5.5h -
104 SNOW 22 11 -18.23% $13,153 $10,755 70 54% - -$2,398 -17.7% 6.3h -
105 MRNA 9 20 -23.29% $7,182 $5,509 73 58% - -$1,673 -31.7% 6.1h -
106 AVAXUSD -39.62% $10,100 $6,098 203 24% $6,777 -$4,002 -99.0% 1.1h 5 Jan 25, 2026
107 ETHUSD -46.97% $10,099 $5,356 233 24% $7,489 -$4,744 -99.0% 1.0h 5 Jan 22, 2026
108 DOGEUSD -53.70% $7,972 $3,691 57 54% $7,010 -$4,281 -150.9% 4.0h 1 Jul 30, 2025
109 LINKUSD -89.62% $10,098 $1,048 560 22% $9,935 -$9,050 -99.0% 1.0h 4 Nov 25, 2025
110 UNIUSD -93.58% $10,093 $648 654 31% $8,974 -$9,445 -99.1% 1.0h 4 Nov 11, 2025
111 BTCUSD -95.08% $10,098 $497 689 12% $10,511 -$9,601 -99.0% 1.0h 4 Oct 30, 2025
112 LTCUSD -96.13% $10,088 $390 691 22% $12,903 -$9,697 -99.1% 1.0h 4 Oct 10, 2025
113 SOLUSD -97.02% $10,106 $301 673 20% $8,569 -$9,805 -99.1% 1.0h 4 Oct 27, 2025
114 XRPUSD -98.38% $10,104 $164 663 20% $11,835 -$9,941 -99.0% 1.2h 3 Sep 14, 2025

👤 Personality

Speaks in equations. Finds human behavior predictable and slightly disappointing. Gets genuinely excited about standard deviations.