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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.

Sep 25, 2024 → Sep 25, 2026 (730d)

📊 2 Years Performance: We gave Professor Mean $10,000 and let him trade 114 symbols from Dec 31, 2023 to today. 🟢 LIVE

$10,687
Avg Value (per symbol)
Started at: $10,000 (+$687)
+6.87%
2-Year ROI
56.5%
Win Rate
36,529
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

-0.7%
1 Month
-3.2%
3 Months
-0.3%
6 Months
+2.6%
YTD
+1.2%
1 Year

Equity Curve (2 Years)

Combined P&L across all 114 symbols

💰 Trading Activity (2 Years)

Stock Volume
$334,015,340
31,303 trades
Stock Fees
$0
✓ Commission FREE
Crypto Volume
$17,825,434
5,226 trades
Crypto Fees
$44,564
0.25% of volume

⚠️ Important Note: This simulation tests each symbol with its own $10K account (not pooled). Crypto symbols can show 40-75%+ fee drag due to high trade frequency.

Stocks are FREE on Alpaca, so the ~100 stock symbols have zero fee impact.

⚙️ 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 (2 Years)

📉 Worst 5 Performing Symbols (2 Years)

📊 All Symbol Results

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

📅 2 Years: Sep 25, 2024 → Sep 25, 2026 (730 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 Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 SOXL 47 17🧊 +157.88% $10,000 $25,788 298 62% - +$15,788 -43.9% 5.2h ✓ -
2 AMC 62 36🧊 +130.28% $10,000 $23,028 316 65% - +$13,028 -18.6% 5.2h ✓ -
3 NVDA 61 55 +84.44% $10,000 $18,444 316 63% - +$8,444 -11.5% 4.4h ✓ -
4 CRWD 53 62 +68.84% $10,000 $16,884 309 63% - +$6,884 -12.6% 6.7h ✓ -
5 PLTR 47 30 +59.31% $10,000 $15,931 305 61% - +$5,931 -11.2% 4.9h ✓ -
6 BMY 54 42 +57.73% $10,000 $15,773 304 66% - +$5,773 -10.5% 5.6h ✓ -
7 TQQQ 40 19🧊 +48.54% $10,000 $14,854 308 63% - +$4,854 -17.9% 5.9h ✓ -
8 RBLX 41 23 +48.30% $10,000 $14,830 312 62% - +$4,830 -18.1% 7.7h ✓ -
9 MARA 34 19 +47.64% $10,000 $14,764 311 64% - +$4,764 -29.5% 6.1h ✓ -
10 USO 45 36 +45.70% $10,000 $14,570 297 57% - +$4,570 -11.5% 5.6h ✓ -
11 INTC 34 62🔥 +43.91% $10,000 $14,391 316 60% - +$4,391 -24.3% 6.5h ✓ -
12 COIN 31 61🔥 +43.16% $10,000 $14,316 304 57% - +$4,316 -42.7% 6.1h ✓ -
13 GS 59 10🧊 +41.44% $10,000 $14,144 316 60% - +$4,144 -3.9% 6.1h ✓ -
14 HOOD 34 40 +40.04% $10,000 $14,004 307 59% - +$4,004 -26.1% 6.6h ✓ -
15 MU 34 65🔥 +37.82% $10,000 $13,782 289 61% - +$3,782 -23.5% 4.9h ✓ -
16 AVGO 39 13🧊 +37.02% $10,000 $13,702 312 60% - +$3,702 -12.8% 5.7h ✓ -
17 VRTX 54 63 +35.51% $10,000 $13,551 310 63% - +$3,551 -5.5% 5.3h ✓ -
18 MRK 46 15🧊 +34.85% $10,000 $13,485 303 62% - +$3,485 -8.0% 4.8h ✓ -
19 MS 41 12🧊 +32.98% $10,000 $13,298 319 61% - +$3,298 -9.7% 6.1h ✓ -
20 VXX 30 10🧊 +30.13% $10,000 $13,013 303 60% - +$3,013 -19.3% 6.2h ✓ -
21 JNJ 52 19🧊 +29.36% $10,000 $12,936 301 66% - +$2,936 -5.7% 5.0h ✓ -
22 SOFI 32 61🔥 +28.70% $10,000 $12,870 305 63% - +$2,870 -26.0% 5.5h ✓ -
23 META 42 69🔥 +28.18% $10,000 $12,818 313 60% - +$2,818 -5.9% 5.3h ✓ -
24 XLK 38 15🧊 +28.00% $10,000 $12,800 321 64% - +$2,800 -11.6% 6.8h ✓ -
25 BLK 49 10🧊 +27.63% $10,000 $12,763 306 62% - +$2,763 -4.0% 4.8h ✓ -
26 JPM 42 17🧊 +27.57% $10,000 $12,757 312 61% - +$2,757 -7.6% 5.9h ✓ -
27 C 43 9🧊 +25.27% $10,000 $12,527 308 57% - +$2,527 -6.0% 5.3h ✓ -
28 CRM 36 27 +25.04% $10,000 $12,504 306 60% - +$2,504 -9.2% 8.0h ✓ -
29 BRK-B 49 47 +24.75% $10,000 $12,475 315 63% - +$2,475 -4.6% 6.3h ✓ -
30 MCD 43 12🧊 +23.34% $10,000 $12,334 309 58% - +$2,334 -4.1% 5.4h ✓ -
31 DKNG 32 34 +23.10% $10,000 $12,310 309 62% - +$2,310 -14.0% 5.1h ✓ -
32 AMD 29 42 +23.09% $10,000 $12,309 315 59% - +$2,309 -28.5% 6.3h ✓ -
33 UVXY 26 10 +22.13% $10,000 $12,213 301 63% - +$2,213 -33.5% 6.8h ✓ -
34 SNOW 30 30 +21.94% $10,000 $12,194 312 61% - +$2,194 -17.7% 6.3h ✓ -
35 AMGN 35 46 +21.42% $10,000 $12,142 314 64% - +$2,142 -10.0% 4.5h ✓ -
36 NET 28 12 +20.95% $10,000 $12,095 307 55% - +$2,095 -16.9% 6.4h ✓ -
37 SCHW 39 12🧊 +20.74% $10,000 $12,074 313 65% - +$2,074 -7.0% 5.7h ✓ -
38 QQQ 42 14🧊 +19.66% $10,000 $11,966 306 64% - +$1,966 -4.4% 6.1h ✓ -
39 PG 38 20 +19.47% $10,000 $11,947 314 65% - +$1,947 -7.0% 6.1h ✓ -
40 ISRG 30 32 +17.96% $10,000 $11,796 312 62% - +$1,796 -17.0% 4.5h ✓ -
41 ARKK 30 28 +17.95% $10,000 $11,795 306 60% - +$1,795 -16.4% 6.2h ✓ -
42 ARM 27 19 +17.79% $10,000 $11,779 316 57% - +$1,779 -16.8% 6.3h ✓ -
43 NFLX 30 27 +17.36% $10,000 $11,736 315 62% - +$1,736 -13.7% 6.8h ✓ -
44 CVX 37 53 +17.24% $10,000 $11,724 320 63% - +$1,724 -5.5% 6.1h ✓ -
45 AMZN 28 17 +16.60% $10,000 $11,660 311 58% - +$1,660 -15.2% 5.8h ✓ -
46 REGN 29 19 +15.66% $10,000 $11,566 311 63% - +$1,566 -13.4% 6.7h ✓ -
47 GOOGL 30 9🧊 +14.90% $10,000 $11,490 297 59% - +$1,490 -9.9% 5.7h ✓ -
48 AAPL 28 10 +13.90% $10,000 $11,390 304 62% - +$1,390 -13.3% 6.8h ✓ -
49 XLF 34 10🧊 +13.07% $10,000 $11,307 306 57% - +$1,307 -5.4% 6.9h ✓ -
50 KO 33 41 +12.88% $10,000 $11,288 297 63% - +$1,288 -6.2% 5.8h ✓ -
51 SLV 27 74🔥 +12.57% $10,000 $11,257 310 66% - +$1,257 -25.0% 4.9h ✓ -
52 AXP 28 10 +12.45% $10,000 $11,245 316 60% - +$1,245 -12.7% 4.9h ✓ -
53 VOO 35 11🧊 +12.24% $10,000 $11,224 308 60% - +$1,224 -5.6% 5.6h ✓ -
54 IBM 28 49🔥 +11.90% $10,000 $11,190 303 59% - +$1,190 -9.2% 4.7h ✓ -
55 GILD 26 55🔥 +11.83% $10,000 $11,183 305 63% - +$1,183 -18.5% 6.6h ✓ -
56 MA 32 21 +11.75% $10,000 $11,175 315 63% - +$1,175 -5.8% 7.6h ✓ -
57 PFE 25 40 +9.89% $10,000 $10,989 305 62% - +$989 -11.8% 6.2h ✓ -
58 RIOT 20 10 +9.15% $10,000 $10,915 303 58% - +$915 -50.0% 7.1h ✓ -
59 SPY 30 10 +8.80% $10,000 $10,880 305 62% - +$880 -7.1% 5.9h ✓ -
60 SPXU 21 17 +8.64% $10,000 $10,864 169 57% - +$864 -19.1% 10.6h ✓ -
61 VTI 25 10 +7.93% $10,000 $10,793 304 59% - +$793 -8.8% 6.0h ✓ -
62 BAC 24 10 +7.72% $10,000 $10,772 311 59% - +$772 -7.2% 6.8h ✓ -
63 COP 19 17 +6.12% $10,000 $10,612 305 60% - +$612 -18.3% 5.6h ✓ -
64 XLE 21 20 +5.46% $10,000 $10,546 314 59% - +$546 -13.3% 5.3h ✓ -
65 ACN 21 76🔥 +5.32% $10,000 $10,532 317 60% - +$532 -15.0% 6.8h ✓ -
66 CSCO 23 13 +4.97% $10,000 $10,497 307 62% - +$497 -10.7% 7.5h ✓ -
67 HD 21 27 +4.11% $10,000 $10,411 309 56% - +$411 -5.1% 3.8h ✓ -
68 OXY 17 16 +3.52% $10,000 $10,352 311 59% - +$352 -17.0% 6.1h ✓ -
69 XOM 19 36 +2.48% $10,000 $10,248 314 61% - +$248 -9.1% 5.5h ✓ -
70 TMO 19 19 +2.30% $10,000 $10,230 307 60% - +$230 -13.7% 5.2h ✓ -
71 IWM 17 10 +2.00% $10,000 $10,200 303 59% - +$200 -14.5% 7.0h ✓ -
72 UNH 20 16 +1.89% $10,000 $10,189 318 66% - +$189 -22.2% 5.8h ✓ -
73 COST 17 15 +1.47% $10,000 $10,147 312 60% - +$147 -7.2% 5.7h ✓ -
74 V 16 22 +1.43% $10,000 $10,143 312 59% - +$143 -5.0% 6.8h ✓ -
75 VZ 15 16 +1.27% $10,000 $10,127 302 62% - +$127 -12.7% 5.7h ✓ -
76 PYPL 15 21 +0.55% $10,000 $10,055 292 61% - +$55 -17.7% 6.3h ✓ -
77 SHIBUSD ₿ — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
78 PEPEUSD ₿ — — +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h ✓ -
79 TLT 12 26 -0.08% $10,000 $9,992 311 57% - -$8 -6.8% 5.3h ✓ -
80 WMT 14 14 -0.09% $10,000 $9,991 295 62% - -$9 -4.5% 6.2h ✓ -
81 ABBV 15 54🔥 -0.19% $10,000 $9,981 307 63% - -$19 -17.6% 6.6h ✓ -
82 PANW 11 33🔥 -0.65% $10,000 $9,935 308 56% - -$65 -24.6% 6.9h ✓ -
83 GLD 11 45🔥 -1.12% $10,000 $9,888 304 60% - -$112 -7.6% 5.1h ✓ -
84 MDT 12 15 -3.83% $10,000 $9,617 306 58% - -$383 -13.7% 4.9h ✓ -
85 DIA 12 10 -4.00% $10,000 $9,600 302 56% - -$400 -11.0% 5.4h ✓ -
86 ORCL 9 53🔥 -4.24% $10,000 $9,576 310 54% - -$424 -27.9% 6.9h ✓ -
87 BIIB 15 52🔥 -4.33% $10,000 $9,567 313 64% - -$433 -26.8% 4.7h ✓ -
88 PEP 14 19 -4.81% $10,000 $9,519 308 63% - -$481 -12.9% 6.3h ✓ -
89 SLB 12 10 -5.98% $10,000 $9,402 306 61% - -$598 -18.4% 6.7h ✓ -
90 DIS 11 12 -6.21% $10,000 $9,379 318 56% - -$621 -21.3% 6.2h ✓ -
91 CMCSA 15 39🔥 -6.37% $10,000 $9,363 313 63% - -$637 -19.7% 6.3h ✓ -
92 WFC 13 13 -6.69% $10,000 $9,331 307 60% - -$669 -15.9% 6.5h ✓ -
93 LLY 14 19 -7.28% $10,000 $9,272 314 63% - -$728 -24.9% 5.9h ✓ -
94 NIO 12 16 -7.50% $10,000 $9,250 302 59% - -$750 -30.0% 6.6h ✓ -
95 MSFT 12 12 -10.28% $10,000 $8,972 308 55% - -$1,028 -10.0% 4.8h ✓ -
96 PM 13 16 -11.06% $10,000 $8,894 304 57% - -$1,106 -10.7% 5.3h ✓ -
97 GME 14 65🔥 -16.82% $10,000 $8,318 307 63% - -$1,682 -44.4% 6.8h ✓ -
98 TSLA 12 17 -20.07% $10,000 $7,993 308 59% - -$2,007 -25.6% 5.0h ✓ -
99 ADBE 11 20 -21.69% $10,000 $7,831 315 58% - -$2,169 -18.6% 6.8h ✓ -
100 SMCI 15 69🔥 -25.98% $10,000 $7,402 306 60% - -$2,598 -55.7% 5.3h ✓ -
101 RIVN 10 10 -27.17% $10,000 $7,283 305 58% - -$2,717 -32.4% 7.7h ✓ -
102 LCID 11 16 -31.46% $10,000 $6,854 307 61% - -$3,146 -30.7% 5.2h ✓ -
103 DOTUSD ₿ — — -40.68% 🔄 $10,096 $9,781 104 31% $5,137 -$315 -99.1% 1.0h 5 Feb 6, 2026
104 MRNA 10 16 -43.22% $10,000 $5,678 305 60% - -$4,322 -31.7% 6.1h ✓ -
105 SQQQ 9 9 -46.88% $10,000 $5,312 300 53% - -$4,688 -42.9% 6.3h ✓ -
106 DOGEUSD ₿ — — -64.01% 🔄 $10,098 $3,691 211 51% $7,010 -$6,406 -150.9% 4.0h 1 Jul 30, 2025
107 AVAXUSD ₿ — — -67.44% 🔄 $10,100 $6,098 203 24% $6,777 -$4,001 -99.0% 1.1h 5 Jan 25, 2026
108 ETHUSD ₿ — — -72.16% 🔄 $10,100 $5,356 233 24% $7,489 -$4,744 -99.0% 1.0h 5 Jan 22, 2026
109 LINKUSD ₿ — — -94.40% 🔄 $10,100 $1,048 560 22% $9,935 -$9,052 -99.0% 1.0h 4 Nov 25, 2025
110 UNIUSD ₿ — — -96.27% 🔄 $10,094 $648 654 31% $8,974 -$9,446 -99.1% 1.0h 4 Nov 11, 2025
111 BTCUSD ₿ — — -97.35% 🔄 $10,098 $497 730 12% $10,511 -$9,601 -99.0% 1.0h 4 Oct 30, 2025
112 LTCUSD ₿ — — -97.92% 🔄 $10,095 $390 823 23% $12,903 -$9,705 -99.1% 1.0h 4 Oct 10, 2025
113 SOLUSD ₿ — — -98.38% 🔄 $10,099 $301 733 20% $8,569 -$9,798 -99.1% 1.0h 4 Oct 27, 2025
114 XRPUSD ₿ — — -99.10% 🔄 $10,100 $164 975 20% $11,835 -$9,936 -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.