Simulated with $10,000 starting capital
PHASE 4: RECOVERY
Signals generated 2026-06-23 14:39:52

Bounce in progress. Hold existing positions, let trailing stops manage exits.

Fear & Greed
23
Extreme Fear
VIX
16.8
NORMAL
10Y Yield
4.46%
ELEVATED
Yield Curve
+0.27%
NORMAL
HY Spread
2.66
CALM
🌍 Kp Index
🟡 1.2
Unsettled
RSI(14)
59.7 neutral
20d Trend
+0.8%
5d Trend
+3.3%
EMA20 Dist
+2.2%
ATR%
1.5%
Range Pos
64%
Bounce Ratio
2.8×
Green/Red 10d
7/3

Strategy Score Scored Jun 23, 2026

25
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
4.2/35
Total Return
8.2/25
Win Rate
6.7/15
Profit Factor
1.0/15
Consistency
5.0/10
Raw Quality 25.0/100
× Confidence 0.98 = 24.6

30-Day Momentum

47
+2.5%
30d Return
73%
Win Rate
11
Trades
3.7×
Profit Factor
Quality: 52.1 Conf: 0.90×
Accelerating (+22 vs lifetime)
Momentum meets PRO threshold (40+)
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 (98%) 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 Month)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
1,544
Timeframe
5-Minute Bars
Period Range
2026-05-26 → 2026-06-23
Trading Days
20 days
Data Gaps
None (2 market holidays)

Market Closed (2 days)

2026-05-25 — Memorial Day, 2026-06-19 — Juneteenth
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 Month)

Period Start Capital
$10,709.17
Current Value
$10,860.86
Period P&L
$151.74
Max Drawdown
-7.2%
Sharpe Ratio
0.55

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
9 / 2
Best Trade
+1.05%
Worst Trade
-0.59%
Avg Trade Return
+0.22%
Avg Hold Time
12.6h

💰 Trading Cost Analysis (Alpaca Fees) (Last Month)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$237,168.53
Estimated Fees
$0.00
Gross P&L
$151.74
Net P&L (after fees)
$151.74
Gross Return
+1.42%
Net Return (after fees)
+1.42%

✅ 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

📈 BAC 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: 20 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 11 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,709.17 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 May 22, 2026 3:05pm ET $51.81 204 $10,570.26
🔴 SELL May 26, 2026 9:30am ET $52.36 204 $10,681.46 $10,709.12 +$111.20
(+1.1%)
MEAN_REVERSION
3.8d held
2 🟢 BUY May 27, 2026 9:40am ET $51.81 206 $10,672.86
🔴 SELL May 27, 2026 10:25am ET $52.03 206 $10,718.18 $10,754.44 +$45.32
(+0.4%)
MEAN_REVERSION
45m held
3 🟢 BUY May 28, 2026 12:15pm ET $50.78 211 $10,713.99
🔴 SELL May 28, 2026 1:00pm ET $50.90 211 $10,738.85 $10,779.30 +$24.86
(+0.2%)
MEAN_REVERSION
45m held
4 🟢 BUY Jun 1, 2026 3:10pm ET $51.51 209 $10,765.61
🔴 SELL Jun 2, 2026 9:35am ET $51.91 209 $10,849.17 $10,862.86 +$83.56
(+0.8%)
MEAN_REVERSION
18.4h held
5 🟢 BUY Jun 3, 2026 9:35am ET $51.75 209 $10,815.75
🔴 SELL Jun 3, 2026 11:35am ET $51.44 209 $10,752.00 $10,799.11 $-63.75
(-0.6%)
MEAN_REVERSION
2h held
6 🟢 BUY Jun 4, 2026 1:30pm ET $53.79 200 $10,759.00
🔴 SELL Jun 4, 2026 2:35pm ET $53.93 200 $10,785.17 $10,825.28 +$26.17
(+0.2%)
MEAN_REVERSION
1.1h held
7 🟢 BUY Jun 8, 2026 1:05pm ET $53.81 201 $10,814.81
🔴 SELL Jun 8, 2026 2:10pm ET $53.83 201 $10,820.83 $10,831.31 +$6.03
(+0.1%)
MEAN_REVERSION
1.1h held
8 🟢 BUY Jun 10, 2026 1:45pm ET $54.68 198 $10,826.64
🔴 SELL Jun 11, 2026 9:30am ET $54.81 198 $10,852.26 $10,856.93 +$25.62
(+0.2%)
MEAN_REVERSION
19.8h held
9 🟢 BUY Jun 15, 2026 2:10pm ET $56.04 193 $10,816.68
🔴 SELL Jun 15, 2026 3:20pm ET $56.08 193 $10,823.44 $10,863.69 +$6.76
(+0.1%)
MEAN_REVERSION
1.2h held
10 🟢 BUY Jun 17, 2026 12:30pm ET $57.40 189 $10,847.66
🔴 SELL Jun 17, 2026 1:55pm ET $57.40 189 $10,847.66 $10,863.69 $0.00
(+0.0%)
MEAN_REVERSION
1.4h held
11 🟢 BUY Jun 22, 2026 1:05pm ET $57.40 189 $10,849.54
🔴 SELL Jun 22, 2026 2:25pm ET $57.39 189 $10,846.71 $10,860.86 $-2.83
(-0.0%)
MEAN_REVERSION
1.3h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,860.86
Net Profit/Loss: +$860.86
Total Return: +8.61%
Back to Professor Mean