Compendium › Marcus Reversal › XLF
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
XLF
Alpaca Tradeable

Marcus Reversal's Analysis

Last 3 Months: 2026-06-25 to present • 4 trades in period

+3.40%
Last 3 Months Return
$14,720.60
Current Value
75%
Win Rate
$14,236.91
Period Start
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PHASE 0: RANGING
Signals generated 2026-09-25 00:27:14

No strong directional signal. Monitor for regime shift.

Fear & Greed
71
Greed
VIX
14.2
LOW
10Y Yield
5.11%
HIGH
Yield Curve
+0.31%
NORMAL
HY Spread
2.68
CALM
🌍 Kp Index
🟢 0.5
Quiet
RSI(14)
44.4 neutral
20d Trend
-1.7%
5d Trend
+0.1%
EMA20 Dist
-0.7%
ATR%
1.2%
Range Pos
44%
Bounce Ratio
1.3×
Green/Red 10d
5/5

Strategy Score Scored Sep 24, 2026

40
Lifetime
Confidence: 87%

Quality Components

Return-to-Risk
14.4/35
Total Return
14.0/25
Win Rate
6.8/15
Profit Factor
3.7/15
Consistency
6.5/10
Raw Quality 45.3/100
× Confidence 0.87 = 39.5

30-Day Momentum

Insufficient Recent Data
Fewer than 3 trades in the last 30 days. Momentum scores require recent trading activity.
How Scoring Works: Score = Quality × Confidence. Quality (0-100) rates absolute performance across 5 dimensions: Return-to-Risk (35pts), Total Return (25pts), Win Rate (15pts), Profit Factor (15pts), Consistency (10pts). Confidence (87%) adjusts for trade count and freshness — more trades + recent activity = higher confidence. Momentum uses the same model recalibrated for a 30-day trailing window. PRO status requires both Lifetime Score ≥ 70 and Momentum ≥ 40.

Data Transparency (Last 3 Months)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
4,992
Timeframe
5-Minute Bars
Period Range
2026-06-25 → 2026-09-24
Trading Days
64 days
Data Gaps
None (2 market holidays)

Market Closed (2 days)

2026-07-03 — Independence Day (observed), 2026-09-07 — Labor Day
Brokerage: Alpaca Markets

✓ Tradeable on Alpaca
Stocks: Commission-free • Market hours: 9:30 AM - 4:00 PM ET

To execute these strategies, you'll need an Alpaca brokerage account.

Performance Summary (Last 3 Months)

Period Start Capital
$14,236.91
Current Value
$14,720.60
Period P&L
$483.69
Max Drawdown
-11.5%
Sharpe Ratio
0.42

Trade Statistics (Last 3 Months)

Trades in Period
4
Winners / Losers
3 / 1
Best Trade
+5.10%
Worst Trade
-3.08%
Avg Trade Return
+1.26%
Avg Hold Time
24.7d

💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$118,748.57
Estimated Fees
$0.00
Gross P&L
$483.69
Net P&L (after fees)
$483.69
Gross Return
+3.40%
Net Return (after fees)
+3.40%

✅ Stocks: Alpaca offers commission-free stock trading. No fees on this symbol!
Actual fees may vary based on your volume tier. See Alpaca pricing.

Equity Curve — Your Money Over Time

Each dot is a completed trade. ● Green = profitable trade, ● Red = losing trade. Hover for details.

The dashed blue line shows your starting $10,000. Points above = profit, points below = loss.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset

Price Action + Equity Overlay

📈 XLF Price (left axis) vs 📊 Your Equity (right axis). See how the stock price moved while you held positions.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset
📊 Price data: 64 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last 3 Months - 4 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Marcus Reversal had $14,236.91 at period start. When he sees a buy signal, he uses all available cash to buy shares. He holds until hitting his +5% target, -10% stop loss, or 30-day limit. After selling, the profit/loss is added to his balance, and the next trade uses that new balance.

# Action Date & Time Price/Share Shares Total Value Balance After Result Exit Reason
1 🟢 BUY Jun 12, 2026 12:05pm ET $53.19 263 $13,987.66 — — —
🔴 SELL Jul 6, 2026 11:00am ET $55.90 263 $14,700.75 $14,742.24 +$713.10
(+5.1%) 		🎯 +5% Target
24d held
2 🟢 BUY Jul 7, 2026 11:10am ET $56.22 262 $14,728.33 — — —
🔴 SELL Aug 6, 2026 11:10am ET $57.76 262 $15,133.12 $15,147.03 +$404.79
(+2.7%) 		⏰ 30 Day Max
30d held
3 🟢 BUY Aug 7, 2026 11:30am ET $57.58 263 $15,142.59 — — —
🔴 SELL Sep 8, 2026 9:30am ET $57.73 263 $15,182.99 $15,187.43 +$40.40
(+0.3%) 		⏰ 30 Day Max
31.9d held
4 🟢 BUY Sep 9, 2026 9:30am ET $57.03 266 $15,169.98 — — —
🔴 SELL Sep 22, 2026 10:10am ET $55.28 266 $14,703.15 $14,720.60 $-466.83
(-3.1%) 		🛑 -10% Stop
13d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $14,720.60
Net Profit/Loss: +$4,720.60
Total Return: +47.21%
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