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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.

Jan 1, 2026 Jun 20, 2026 (169d)

📊 Year to Date Performance: Showing Professor Mean's performance over the year to date across 114 symbols. 🟢 LIVE

$10,176
Avg Value (per symbol)
Started at: $10,142 (+$34)
+0.33%
Year to Date ROI
58.3%
Win Rate
9,552
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

+1.5%
1 Month
-2.0%
3 Months
-1.3%
6 Months
+0.3%
YTD
-0.4%
1 Year

Equity Curve (Year to Date)

Combined P&L across all 114 symbols

💰 Trading Activity (Year to Date)

Stock Volume
$74,160,806
6,912 trades
Stock Fees
$0
✓ Commission FREE
Crypto Volume
$5,785,809
2,640 trades
Crypto Fees
$14,465
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 (Year to Date)

📉 Worst 5 Performing Symbols (Year to Date)

📊 All Symbol Results

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

📅 Year to Date: Jan 1, 2026 Jun 20, 2026 (169 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 YTD Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 SOXL 56 87🔥 +113.36% $14,289 $30,488 63 70% - +$16,198 -43.9% 5.2h -
2 INTC 29 88🔥 +44.49% $8,751 $12,644 69 68% - +$3,893 -24.3% 6.5h -
3 AMC 69 56 +42.10% $17,847 $25,361 71 69% - +$7,514 -18.6% 5.2h -
4 NET 34 74🔥 +28.96% $10,417 $13,433 67 64% - +$3,017 -16.9% 6.4h -
5 MU 34 66🔥 +28.12% $10,400 $13,325 66 67% - +$2,925 -23.5% 4.9h -
6 UVXY 23 14 +26.37% $8,817 $11,142 67 63% - +$2,325 -33.5% 6.8h -
7 CRM 32 71🔥 +18.71% $9,997 $11,868 67 64% - +$1,870 -9.2% 8.0h -
8 NVDA 53 67 +18.17% $13,871 $16,392 71 63% - +$2,520 -11.5% 4.4h -
9 ORCL 15 44🔥 +17.57% $8,722 $10,254 71 62% - +$1,532 -27.9% 6.9h -
10 TQQQ 30 84🔥 +16.83% $10,250 $11,975 69 67% - +$1,725 -17.9% 5.9h -
11 AMD 27 61🔥 +16.32% $10,017 $11,652 72 61% - +$1,635 -28.5% 6.3h -
12 MRK 46 44 +16.18% $11,538 $13,405 70 66% - +$1,867 -8.0% 4.8h -
13 USO 37 13🧊 +16.17% $11,265 $13,086 66 61% - +$1,821 -11.5% 5.6h -
14 RIOT 20 40 +15.63% $9,086 $10,507 67 69% - +$1,420 -50.0% 7.1h -
15 AMZN 31 50 +15.41% $10,519 $12,140 66 67% - +$1,621 -15.2% 5.8h -
16 RBLX 41 68🔥 +15.33% $12,891 $14,867 70 64% - +$1,976 -18.1% 7.7h -
17 MARA 28 89🔥 +15.23% $10,785 $12,427 68 71% - +$1,642 -29.5% 6.1h -
18 RIVN 11 7 +14.40% $6,967 $7,970 69 65% - +$1,003 -32.4% 7.7h -
19 MS 37 26 +13.66% $10,958 $12,454 68 68% - +$1,497 -9.7% 6.1h -
20 VXX 30 50 +13.04% $11,316 $12,792 67 60% - +$1,476 -19.3% 6.2h -
21 UNH 24 65🔥 +13.02% $9,239 $10,441 67 73% - +$1,203 -22.2% 5.8h -
22 GILD 21 33 +12.38% $9,334 $10,489 70 63% - +$1,156 -18.5% 6.6h -
23 AVGO 38 29 +12.28% $11,908 $13,370 71 63% - +$1,462 -12.8% 5.7h -
24 GS 68 67 +11.98% $13,378 $14,981 69 64% - +$1,603 -3.9% 6.1h -
25 XLK 36 62🔥 +11.74% $10,849 $12,122 71 73% - +$1,274 -11.6% 6.8h -
26 AMGN 34 14 +11.51% $10,596 $11,816 72 68% - +$1,220 -10.0% 4.5h -
27 C 47 55 +11.04% $11,785 $13,086 67 58% - +$1,301 -6.0% 5.3h -
28 JNJ 49 27🧊 +10.95% $11,262 $12,495 65 72% - +$1,233 -5.7% 5.0h -
29 OXY 11 52🔥 +10.76% $8,398 $9,302 68 68% - +$904 -17.0% 6.1h -
30 KO 33 17 +9.81% $10,222 $11,225 68 75% - +$1,003 -6.2% 5.8h -
31 NIO 12 15 +9.71% $8,149 $8,941 63 65% - +$791 -30.0% 6.6h -
32 DIS 11 22 +9.63% $8,668 $9,503 71 65% - +$835 -21.3% 6.2h -
33 COIN 20 33 +8.69% $9,813 $10,665 67 60% - +$853 -42.7% 6.1h -
34 PG 36 57🔥 +8.38% $10,664 $11,558 67 73% - +$894 -7.0% 6.1h -
35 SOFI 26 46 +7.98% $10,361 $11,188 66 61% - +$827 -26.0% 5.5h -
36 REGN 32 53🔥 +7.07% $11,154 $11,942 71 70% - +$789 -13.4% 6.7h -
37 NFLX 30 10 +7.03% $11,067 $11,845 67 61% - +$778 -13.7% 6.8h -
38 COP 11 17 +6.77% $9,302 $9,932 65 72% - +$630 -18.3% 5.6h -
39 IWM 13 40🔥 +6.65% $9,395 $10,020 66 59% - +$625 -14.5% 7.0h -
40 VTI 25 44 +6.33% $10,052 $10,689 66 64% - +$636 -8.8% 6.0h -
41 TSLA 12 19 +5.94% $8,783 $9,305 68 63% - +$522 -25.6% 5.0h -
42 LLY 14 46🔥 +5.42% $8,587 $9,053 71 69% - +$465 -24.9% 5.9h -
43 PFE 21 28 +5.37% $9,994 $10,531 67 66% - +$537 -11.8% 6.2h -
44 MA 30 17 +5.36% $10,412 $10,970 68 62% - +$558 -5.8% 7.6h -
45 QQQ 34 57🔥 +4.94% $10,661 $11,187 68 69% - +$527 -4.4% 6.1h -
46 GOOGL 31 54🔥 +4.65% $11,111 $11,627 64 58% - +$517 -9.9% 5.7h -
47 MDT 13 51🔥 +4.60% $9,106 $9,525 67 64% - +$419 -13.7% 4.9h -
48 JPM 38 37 +4.44% $11,634 $12,150 70 69% - +$517 -7.6% 5.9h -
49 BIIB 15 29 +4.11% $8,943 $9,310 73 59% - +$368 -26.8% 4.7h -
50 SPXU 24 18 +3.66% $10,893 $11,291 67 57% - +$399 -19.1% 10.6h -
51 XLE 11 22 +3.44% $9,276 $9,596 70 61% - +$319 -13.3% 5.3h -
52 PEP 17 14 +3.31% $9,794 $10,118 66 67% - +$324 -12.9% 6.3h -
53 CRWD 48 78🔥 +3.27% $14,975 $15,465 64 64% - +$490 -12.6% 6.7h -
54 BAC 25 52🔥 +3.26% $10,521 $10,864 66 62% - +$343 -7.2% 6.8h -
55 AXP 28 17 +3.24% $10,990 $11,346 71 56% - +$356 -12.7% 4.9h -
56 MCD 48 14🧊 +2.78% $12,322 $12,665 67 55% - +$343 -4.1% 5.4h -
57 BRK-B 44 23🧊 +2.66% $11,635 $11,945 68 62% - +$309 -4.6% 6.3h -
58 VOO 37 36 +2.56% $11,002 $11,283 70 60% - +$282 -5.6% 5.6h -
59 SPY 31 34 +2.39% $10,643 $10,897 69 61% - +$254 -7.1% 5.9h -
60 ARKK 27 65🔥 +2.21% $10,903 $11,144 68 57% - +$241 -16.4% 6.2h -
61 VRTX 40 47 +2.15% $11,681 $11,933 66 55% - +$251 -5.5% 5.3h -
62 DIA 13 37🔥 +1.82% $9,552 $9,726 65 62% - +$174 -11.0% 5.4h -
63 VZ 14 17 +1.50% $9,796 $9,943 67 61% - +$147 -12.7% 5.7h -
64 CSCO 14 25 +1.33% $9,763 $9,892 65 65% - +$130 -10.7% 7.5h -
65 XLF 32 32 +1.32% $11,009 $11,155 67 63% - +$145 -5.4% 6.9h -
66 ISRG 33 17 +0.60% $12,424 $12,499 67 60% - +$75 -17.0% 4.5h -
67 PANW 11 65🔥 +0.36% $9,560 $9,595 69 58% - +$34 -24.6% 6.9h -
68 SHIBUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
69 PEPEUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
70 AAPL 28 17 -0.31% $11,356 $11,320 65 63% - -$35 -13.3% 6.8h -
71 SLB 12 10 -0.44% $9,854 $9,811 65 58% - -$43 -18.4% 6.7h -
72 BMY 52 17🧊 -0.95% $15,248 $15,104 65 62% - -$145 -10.5% 5.6h -
73 CVX 27 33 -1.17% $10,894 $10,766 70 61% - -$127 -5.5% 6.1h -
74 TLT 15 12 -1.33% $10,198 $10,062 69 59% - -$136 -6.8% 5.3h -
75 ABBV 15 58🔥 -1.85% $10,054 $9,868 69 65% - -$186 -17.6% 6.6h -
76 HD 20 45🔥 -1.88% $10,510 $10,313 68 63% - -$198 -5.1% 3.8h -
77 COST 22 20 -2.32% $10,633 $10,386 66 58% - -$247 -7.2% 5.7h -
78 WMT 30 13 -2.50% $11,222 $10,942 65 65% - -$281 -4.5% 6.2h -
79 PYPL 13 24 -2.60% $10,153 $9,889 74 54% - -$264 -17.7% 6.3h -
80 BLK 56 26🧊 -2.91% $13,741 $13,341 70 61% - -$400 -4.0% 4.8h -
81 DOTUSD -3.15% $10,100 $9,781 104 31% $5,137 -$318 -99.1% 1.0h 5 Feb 6, 2026
82 ARM 27 48 -3.29% $12,245 $11,842 65 54% - -$403 -16.8% 6.3h -
83 GLD 11 45🔥 -3.35% $9,975 $9,640 69 58% - -$334 -7.6% 5.1h -
84 SMCI 15 46🔥 -3.47% $7,594 $7,331 69 62% - -$264 -55.7% 5.3h -
85 SCHW 41 11🧊 -3.50% $12,775 $12,328 69 65% - -$447 -7.0% 5.7h -
86 GME 13 10 -3.64% $7,723 $7,441 70 53% - -$281 -44.4% 6.8h -
87 TMO 13 14 -3.80% $9,874 $9,499 68 60% - -$375 -13.7% 5.2h -
88 ACN 12 69🔥 -3.96% $9,131 $8,770 71 58% - -$362 -15.0% 6.8h -
89 WFC 13 33 -4.52% $9,761 $9,320 66 65% - -$441 -15.9% 6.5h -
90 IBM 18 9 -5.30% $10,868 $10,292 65 54% - -$576 -9.2% 4.7h -
91 CMCSA 14 36🔥 -5.63% $9,008 $8,501 64 69% - -$507 -19.7% 6.3h -
92 META 34 16 -5.95% $12,348 $11,614 67 61% - -$735 -5.9% 5.3h -
93 V 13 23 -6.35% $10,608 $9,934 69 55% - -$674 -5.0% 6.8h -
94 XOM 14 25 -8.72% $10,758 $9,820 65 57% - -$938 -9.1% 5.5h -
95 PM 13 14 -9.52% $10,612 $9,602 64 58% - -$1,010 -10.7% 5.3h -
96 MSFT 12 13 -10.15% $10,284 $9,240 66 50% - -$1,044 -10.0% 4.8h -
97 SQQQ 9 9 -10.30% $6,163 $5,528 67 52% - -$635 -42.9% 6.3h -
98 DOGEUSD -10.35% $4,117 $3,691 21 57% $7,010 -$426 -150.9% 4.0h 1 Jul 30, 2025
99 ADBE 11 16 -10.64% $8,983 $8,027 70 59% - -$956 -18.6% 6.8h -
100 SNOW 27 43 -10.93% $13,069 $11,641 61 57% - -$1,428 -17.7% 6.3h -
101 SLV 21 57🔥 -12.45% $11,767 $10,302 69 59% - -$1,465 -25.0% 4.9h -
102 DKNG 30 12 -13.86% $13,729 $11,826 70 63% - -$1,903 -14.0% 5.1h -
103 HOOD 30 9🧊 -14.28% $14,703 $12,603 65 48% - -$2,100 -26.1% 6.6h -
104 PLTR 49 17🧊 -14.50% $18,750 $16,031 72 68% - -$2,719 -11.2% 4.9h -
105 LCID 11 19 -15.90% $9,348 $7,862 69 59% - -$1,486 -30.7% 5.2h -
106 MRNA 10 38🔥 -21.25% $7,145 $5,626 67 61% - -$1,518 -31.7% 6.1h -
107 AVAXUSD -39.62% $10,100 $6,098 203 24% $6,777 -$4,002 -99.0% 1.1h 5 Jan 25, 2026
108 ETHUSD -46.97% $10,099 $5,356 233 24% $7,489 -$4,744 -99.0% 1.0h 5 Jan 22, 2026
109 LTCUSD -68.42% $1,236 $390 355 21% $12,903 -$846 -99.1% 1.0h 4 Oct 10, 2025
110 LINKUSD -70.47% $3,550 $1,048 344 24% $9,935 -$2,501 -99.0% 1.0h 4 Nov 25, 2025
111 BTCUSD -70.64% $1,692 $497 355 14% $10,511 -$1,195 -99.0% 1.0h 4 Oct 30, 2025
112 SOLUSD -71.34% $1,051 $301 330 20% $8,569 -$750 -99.1% 1.0h 4 Oct 27, 2025
113 UNIUSD -71.56% $2,278 $648 362 30% $8,974 -$1,630 -99.1% 1.0h 4 Nov 11, 2025
114 XRPUSD -72.34% $592 $164 333 22% $11,835 -$428 -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.