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.
📊 Year to Date Performance: Showing Professor Mean's performance over the year to date across 102 stock symbols. 🟢 LIVE
$10,898
Avg Value (per symbol)
Started at:
$10,700
(+$199)
+1.86%
Year to Date ROI
61.2%
Win Rate
5,042
Total Trades
Quick Performance Comparison
Click any period to view detailed stats
Equity Curve (Year to Date)
Combined P&L across all 102 symbols
⚙️ 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
→
May 6, 2026
(124 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.
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.
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.
🔥 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 |
UVXY
|
25 | 32 | +32.94% | $8,817 | $11,721 | 49 | 65% | - | +$2,904 | -33.5% | 6.8h | ✓ | - | |
| 2 |
AMC
|
61 | 29🧊 | +22.80% | $17,848 | $21,917 | 52 | 71% | - | +$4,069 | -18.6% | 5.2h | ✓ | - | |
| 3 |
RIVN
|
11 | 33🔥 | +21.83% | $6,967 | $8,488 | 54 | 70% | - | +$1,521 | -32.4% | 7.7h | ✓ | - | |
| 4 |
MU
|
32 | 67🔥 | +21.07% | $10,400 | $12,591 | 49 | 71% | - | +$2,191 | -23.5% | 4.9h | ✓ | - | |
| 5 |
INTC
|
19 | 75🔥 | +20.11% | $8,751 | $10,510 | 51 | 65% | - | +$1,760 | -24.3% | 6.5h | ✓ | - | |
| 6 |
USO
|
39 | 60🔥 | +17.43% | $11,265 | $13,229 | 48 | 60% | - | +$1,964 | -11.5% | 5.6h | ✓ | - | |
| 7 |
NIO
|
12 | 48🔥 | +16.05% | $8,149 | $9,457 | 46 | 67% | - | +$1,308 | -30.0% | 6.6h | ✓ | - | |
| 8 |
AMGN
|
35 | 33 | +13.33% | $10,597 | $12,010 | 54 | 72% | - | +$1,413 | -10.0% | 4.5h | ✓ | - | |
| 9 |
MS
|
37 | 67🔥 | +13.11% | $10,958 | $12,395 | 50 | 72% | - | +$1,437 | -9.7% | 6.1h | ✓ | - | |
| 10 |
VXX
|
29 | 11 | +12.56% | $11,316 | $12,737 | 47 | 57% | - | +$1,421 | -19.3% | 6.2h | ✓ | - | |
| 11 |
AMZN
|
28 | 28 | +11.94% | $10,519 | $11,775 | 48 | 65% | - | +$1,256 | -15.2% | 5.8h | ✓ | - | |
| 12 |
SOXL
|
36 | 83🔥 | +11.93% | $14,290 | $15,994 | 46 | 61% | - | +$1,705 | -43.9% | 5.2h | ✓ | - | |
| 13 |
CRM
|
27 | 39 | +10.82% | $9,998 | $11,079 | 48 | 69% | - | +$1,082 | -9.2% | 8.0h | ✓ | - | |
| 14 |
MRK
|
42 | 60 | +10.82% | $11,539 | $12,787 | 51 | 65% | - | +$1,248 | -8.0% | 4.8h | ✓ | - | |
| 15 |
GILD
|
19 | 19 | +10.34% | $9,333 | $10,298 | 52 | 65% | - | +$965 | -18.5% | 6.6h | ✓ | - | |
| 16 |
NET
|
25 | 20 | +8.72% | $10,417 | $11,325 | 48 | 58% | - | +$908 | -16.9% | 6.4h | ✓ | - | |
| 17 |
NFLX
|
32 | 37 | +8.67% | $11,067 | $12,026 | 48 | 65% | - | +$959 | -13.7% | 6.8h | ✓ | - | |
| 18 |
JNJ
|
47 | 29 | +8.33% | $11,262 | $12,200 | 47 | 74% | - | +$938 | -5.7% | 5.0h | ✓ | - | |
| 19 |
RIOT
|
12 | 65🔥 | +8.28% | $9,087 | $9,839 | 48 | 69% | - | +$752 | -50.0% | 7.1h | ✓ | - | |
| 20 |
DIS
|
11 | 47🔥 | +8.17% | $8,668 | $9,377 | 52 | 65% | - | +$708 | -21.3% | 6.2h | ✓ | - | |
| 21 |
KO
|
31 | 24 | +7.54% | $10,222 | $10,993 | 50 | 76% | - | +$771 | -6.2% | 5.8h | ✓ | - | |
| 22 |
NVDA
|
47 | 17🧊 | +7.39% | $13,872 | $14,897 | 49 | 63% | - | +$1,025 | -11.5% | 4.4h | ✓ | - | |
| 23 |
TSLA
|
12 | 38🔥 | +6.28% | $8,783 | $9,335 | 50 | 64% | - | +$552 | -25.6% | 5.0h | ✓ | - | |
| 24 |
MA
|
30 | 9🧊 | +6.23% | $10,412 | $11,061 | 50 | 64% | - | +$649 | -5.8% | 7.6h | ✓ | - | |
| 25 |
COIN
|
18 | 19 | +6.10% | $9,813 | $10,412 | 49 | 55% | - | +$599 | -42.7% | 6.1h | ✓ | - | |
| 26 |
C
|
40 | 36 | +4.95% | $11,785 | $12,368 | 48 | 52% | - | +$583 | -6.0% | 5.3h | ✓ | - | |
| 27 |
AVGO
|
33 | 49 | +4.83% | $11,908 | $12,483 | 52 | 60% | - | +$575 | -12.8% | 5.7h | ✓ | - | |
| 28 |
SPXU
|
25 | 12 | +4.79% | $10,893 | $11,415 | 50 | 58% | - | +$522 | -19.1% | 10.6h | ✓ | - | |
| 29 |
XLK
|
31 | 52🔥 | +4.77% | $10,849 | $11,366 | 50 | 72% | - | +$517 | -11.6% | 6.8h | ✓ | - | |
| 30 |
AAPL
|
32 | 39 | +4.76% | $11,355 | $11,896 | 48 | 60% | - | +$541 | -13.3% | 6.8h | ✓ | - | |
| 31 |
ORCL
|
9 | 58🔥 | +4.72% | $8,722 | $9,133 | 52 | 58% | - | +$412 | -27.9% | 6.9h | ✓ | - | |
| 32 |
PG
|
32 | 34 | +4.55% | $10,663 | $11,149 | 48 | 75% | - | +$485 | -7.0% | 6.1h | ✓ | - | |
| 33 |
RBLX
|
38 | 41 | +4.42% | $12,891 | $13,461 | 51 | 63% | - | +$570 | -18.1% | 7.7h | ✓ | - | |
| 34 |
VZ
|
19 | 14 | +4.40% | $9,796 | $10,227 | 50 | 62% | - | +$431 | -12.7% | 5.7h | ✓ | - | |
| 35 |
UNH
|
16 | 51🔥 | +4.22% | $9,238 | $9,628 | 50 | 70% | - | +$390 | -22.2% | 5.8h | ✓ | - | |
| 36 |
REGN
|
29 | 21 | +4.16% | $11,153 | $11,617 | 52 | 69% | - | +$464 | -13.4% | 6.7h | ✓ | - | |
| 37 |
COP
|
11 | 9 | +3.88% | $9,302 | $9,663 | 45 | 73% | - | +$361 | -18.3% | 5.6h | ✓ | - | |
| 38 |
VTI
|
22 | 37 | +3.81% | $10,052 | $10,435 | 45 | 64% | - | +$383 | -8.8% | 6.0h | ✓ | - | |
| 39 |
XLE
|
11 | 10 | +3.71% | $9,276 | $9,621 | 50 | 62% | - | +$344 | -13.3% | 5.3h | ✓ | - | |
| 40 |
WMT
|
39 | 19 | +3.63% | $11,223 | $11,630 | 48 | 71% | - | +$407 | -4.5% | 6.2h | ✓ | - | |
| 41 |
OXY
|
10 | 17 | +3.60% | $8,399 | $8,701 | 47 | 64% | - | +$302 | -17.0% | 6.1h | ✓ | - | |
| 42 |
PFE
|
19 | 17 | +3.58% | $9,995 | $10,352 | 47 | 64% | - | +$358 | -11.8% | 6.2h | ✓ | - | |
| 43 |
LLY
|
14 | 61🔥 | +3.42% | $8,587 | $8,881 | 52 | 71% | - | +$294 | -24.9% | 5.9h | ✓ | - | |
| 44 |
IWM
|
12 | 30 | +3.09% | $9,395 | $9,686 | 47 | 55% | - | +$290 | -14.5% | 7.0h | ✓ | - | |
| 45 |
MCD
|
47 | 13🧊 | +2.95% | $12,323 | $12,686 | 50 | 54% | - | +$364 | -4.1% | 5.4h | ✓ | - | |
| 46 |
GS
|
57 | 9🧊 | +2.79% | $13,378 | $13,751 | 50 | 60% | - | +$373 | -3.9% | 6.1h | ✓ | - | |
| 47 |
TQQQ
|
21 | 62🔥 | +2.63% | $10,250 | $10,520 | 51 | 59% | - | +$270 | -17.9% | 5.9h | ✓ | - | |
| 48 |
PEP
|
14 | 22 | +2.55% | $9,794 | $10,044 | 48 | 67% | - | +$250 | -12.9% | 6.3h | ✓ | - | |
| 49 |
GOOGL
|
29 | 21 | +2.27% | $11,110 | $11,363 | 46 | 52% | - | +$252 | -9.9% | 5.7h | ✓ | - | |
| 50 |
MARA
|
22 | 14 | +2.26% | $10,784 | $11,028 | 51 | 67% | - | +$244 | -29.5% | 6.1h | ✓ | - | |
| 51 |
MDT
|
12 | 22 | +2.07% | $9,107 | $9,295 | 49 | 59% | - | +$189 | -13.7% | 4.9h | ✓ | - | |
| 52 |
SOFI
|
22 | 64🔥 | +1.92% | $10,361 | $10,560 | 49 | 59% | - | +$199 | -26.0% | 5.5h | ✓ | - | |
| 53 |
GME
|
13 | 30 | +1.77% | $7,722 | $7,859 | 52 | 58% | - | +$137 | -44.4% | 6.8h | ✓ | - | |
| 54 |
BRK-B
|
43 | 16🧊 | +1.77% | $11,636 | $11,842 | 49 | 65% | - | +$206 | -4.6% | 6.3h | ✓ | - | |
| 55 |
TMO
|
13 | 38🔥 | +1.71% | $9,874 | $10,043 | 51 | 65% | - | +$169 | -13.7% | 5.2h | ✓ | - | |
| 56 |
VOO
|
35 | 41 | +1.03% | $11,001 | $11,114 | 48 | 60% | - | +$113 | -5.6% | 5.6h | ✓ | - | |
| 57 |
JPM
|
34 | 49 | +0.99% | $11,634 | $11,749 | 50 | 62% | - | +$115 | -7.6% | 5.9h | ✓ | - | |
| 58 |
SPY
|
29 | 40 | +0.91% | $10,643 | $10,740 | 47 | 62% | - | +$97 | -7.1% | 5.9h | ✓ | - | |
| 59 |
BMY
|
54 | 20🧊 | +0.89% | $15,247 | $15,383 | 48 | 60% | - | +$136 | -10.5% | 5.6h | ✓ | - | |
| 60 |
QQQ
|
27 | 47 | +0.72% | $10,660 | $10,736 | 50 | 60% | - | +$77 | -4.4% | 6.1h | ✓ | - | |
| 61 |
SCHW
|
45 | 36 | +0.32% | $12,775 | $12,816 | 50 | 66% | - | +$41 | -7.0% | 5.7h | ✓ | - | |
| 62 |
ISRG
|
33 | 16 | +0.13% | $12,424 | $12,440 | 49 | 55% | - | +$16 | -17.0% | 4.5h | ✓ | - | |
| 63 |
AXP
|
26 | 12 | +0.13% | $10,990 | $11,004 | 52 | 54% | - | +$14 | -12.7% | 4.9h | ✓ | - | |
| 64 |
DIA
|
12 | 46🔥 | +0.10% | $9,552 | $9,562 | 48 | 63% | - | +$10 | -11.0% | 5.4h | ✓ | - | |
| 65 |
SQQQ
|
9 | 12 | -0.03% | $6,163 | $6,161 | 50 | 58% | - | -$2 | -42.9% | 6.3h | ✓ | - | |
| 66 |
TLT
|
17 | 29 | -0.50% | $10,198 | $10,147 | 53 | 58% | - | -$51 | -6.8% | 5.3h | ✓ | - | |
| 67 |
AMD
|
13 | 29 | -0.51% | $10,017 | $9,966 | 52 | 56% | - | -$51 | -28.5% | 6.3h | ✓ | - | |
| 68 |
XLF
|
28 | 45 | -0.67% | $11,009 | $10,936 | 48 | 60% | - | -$74 | -5.4% | 6.9h | ✓ | - | |
| 69 |
BIIB
|
15 | 10 | -0.69% | $8,943 | $8,881 | 53 | 55% | - | -$62 | -26.8% | 4.7h | ✓ | - | |
| 70 |
CSCO
|
14 | 36🔥 | -1.78% | $9,762 | $9,589 | 49 | 63% | - | -$174 | -10.7% | 7.5h | ✓ | - | |
| 71 |
CVX
|
27 | 13 | -1.91% | $10,894 | $10,686 | 50 | 60% | - | -$208 | -5.5% | 6.1h | ✓ | - | |
| 72 |
BAC
|
17 | 14 | -2.33% | $10,520 | $10,275 | 49 | 55% | - | -$245 | -7.2% | 6.8h | ✓ | - | |
| 73 |
SLB
|
13 | 21 | -2.52% | $9,854 | $9,606 | 47 | 57% | - | -$248 | -18.4% | 6.7h | ✓ | - | |
| 74 |
ARKK
|
25 | 19 | -2.54% | $10,903 | $10,626 | 49 | 53% | - | -$277 | -16.4% | 6.2h | ✓ | - | |
| 75 |
PYPL
|
14 | 35🔥 | -2.81% | $10,152 | $9,867 | 54 | 54% | - | -$285 | -17.7% | 6.3h | ✓ | - | |
| 76 |
COST
|
21 | 14 | -2.87% | $10,633 | $10,328 | 48 | 56% | - | -$305 | -7.2% | 5.7h | ✓ | - | |
| 77 |
LCID
|
11 | 16 | -3.37% | $9,348 | $9,033 | 50 | 60% | - | -$315 | -30.7% | 5.2h | ✓ | - | |
| 78 |
IBM
|
21 | 30 | -3.47% | $10,867 | $10,490 | 47 | 60% | - | -$377 | -9.2% | 4.7h | ✓ | - | |
| 79 |
BLK
|
54 | 45 | -3.69% | $13,741 | $13,234 | 50 | 56% | - | -$507 | -4.0% | 4.8h | ✓ | - | |
| 80 |
VRTX
|
33 | 17 | -4.01% | $11,682 | $11,214 | 49 | 49% | - | -$468 | -5.5% | 5.3h | ✓ | - | |
| 81 |
HD
|
12 | 51🔥 | -4.75% | $10,510 | $10,010 | 53 | 60% | - | -$499 | -5.1% | 3.8h | ✓ | - | |
| 82 |
V
|
17 | 13 | -4.97% | $10,608 | $10,081 | 52 | 56% | - | -$527 | -5.0% | 6.8h | ✓ | - | |
| 83 |
WFC
|
12 | 23 | -5.19% | $9,760 | $9,254 | 47 | 64% | - | -$507 | -15.9% | 6.5h | ✓ | - | |
| 84 |
PM
|
14 | 21 | -5.90% | $10,612 | $9,986 | 46 | 54% | - | -$626 | -10.7% | 5.3h | ✓ | - | |
| 85 |
META
|
33 | 15 | -6.00% | $12,349 | $11,608 | 49 | 65% | - | -$741 | -5.9% | 5.3h | ✓ | - | |
| 86 |
ACN
|
12 | 15 | -6.02% | $9,131 | $8,582 | 53 | 60% | - | -$550 | -15.0% | 6.8h | ✓ | - | |
| 87 |
ARM
|
25 | 17 | -6.23% | $12,246 | $11,483 | 49 | 51% | - | -$763 | -16.8% | 6.3h | ✓ | - | |
| 88 |
MSFT
|
12 | 22 | -6.50% | $10,283 | $9,615 | 48 | 50% | - | -$668 | -10.0% | 4.8h | ✓ | - | |
| 89 |
GLD
|
10 | 9 | -7.60% | $9,974 | $9,216 | 51 | 51% | - | -$758 | -7.6% | 5.1h | ✓ | - | |
| 90 |
SMCI
|
14 | 20 | -8.03% | $7,594 | $6,984 | 51 | 59% | - | -$610 | -55.7% | 5.3h | ✓ | - | |
| 91 |
ABBV
|
14 | 14 | -8.07% | $10,054 | $9,243 | 50 | 60% | - | -$811 | -17.6% | 6.6h | ✓ | - | |
| 92 |
CMCSA
|
13 | 20 | -8.49% | $9,007 | $8,242 | 48 | 65% | - | -$765 | -19.7% | 6.3h | ✓ | - | |
| 93 |
PLTR
|
57 | 21🧊 | -8.69% | $18,749 | $17,120 | 54 | 69% | - | -$1,629 | -11.2% | 4.9h | ✓ | - | |
| 94 |
ADBE
|
10 | 17 | -9.36% | $8,983 | $8,142 | 51 | 55% | - | -$841 | -18.6% | 6.8h | ✓ | - | |
| 95 |
PANW
|
10 | 12 | -9.51% | $9,560 | $8,651 | 52 | 50% | - | -$909 | -24.6% | 6.9h | ✓ | - | |
| 96 |
CRWD
|
39 | 12🧊 | -9.67% | $14,974 | $13,526 | 45 | 56% | - | -$1,448 | -12.6% | 6.7h | ✓ | - | |
| 97 |
HOOD
|
31 | 18 | -12.40% | $14,702 | $12,879 | 48 | 48% | - | -$1,823 | -26.1% | 6.6h | ✓ | - | |
| 98 |
XOM
|
13 | 9 | -12.47% | $10,759 | $9,418 | 47 | 51% | - | -$1,342 | -9.1% | 5.5h | ✓ | - | |
| 99 |
SLV
|
17 | 14 | -14.10% | $11,767 | $10,108 | 50 | 56% | - | -$1,659 | -25.0% | 4.9h | ✓ | - | |
| 100 |
DKNG
|
29 | 19 | -14.28% | $13,729 | $11,768 | 51 | 63% | - | -$1,960 | -14.0% | 5.1h | ✓ | - | |
| 101 |
SNOW
|
22 | 9 | -17.71% | $13,070 | $10,755 | 43 | 53% | - | -$2,315 | -17.7% | 6.3h | ✓ | - | |
| 102 |
MRNA
|
9 | 15 | -22.89% | $7,145 | $5,509 | 50 | 58% | - | -$1,635 | -31.7% | 6.1h | ✓ | - |
👤 Personality
Speaks in equations. Finds human behavior predictable and slightly disappointing. Gets genuinely excited about standard deviations.