Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-09-24 22:47:56

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)
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 Sep 24, 2026

24
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
3.7/35
Total Return
7.8/25
Win Rate
6.8/15
Profit Factor
0.8/15
Consistency
5.2/10
Raw Quality 24.3/100
× Confidence 1.00 = 24.3

30-Day Momentum

10
-3.3%
30d Return
31%
Win Rate
13
Trades
0.5×
Profit Factor
Quality: 10.0 Conf: 0.95×
Declining (-15 vs lifetime)
Momentum below 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 (100%) 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
1,794
Timeframe
5-Minute Bars
Period Range
2026-08-24 → 2026-09-24
Trading Days
23 days
Data Gaps
None (1 market holiday)

Market Closed (1 day)

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 Month)

Period Start Capital
$11,138.55
Current Value
$10,772.22
Period P&L
$-366.28
Max Drawdown
-7.2%
Sharpe Ratio
-0.40

Trade Statistics (Last Month)

Trades in Period
14
Winners / Losers
5 / 9
Best Trade
+0.45%
Worst Trade
-1.19%
Avg Trade Return
-0.21%
Avg Hold Time
14h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$307,301.46
Estimated Fees
$0.00
Gross P&L
$-366.28
Net P&L (after fees)
$-366.28
Gross Return
-3.29%
Net Return (after fees)
-3.29%

✅ 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: 23 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 14 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $11,138.55 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 Aug 21, 2026 3:55pm ET $61.69 179 $11,043.40 — — —
🔴 SELL Aug 24, 2026 9:30am ET $61.96 179 $11,090.84 $11,138.50 +$47.43
(+0.4%)
MEAN_REVERSION
2.7d held
2 🟢 BUY Aug 25, 2026 9:35am ET $62.16 179 $11,126.64 — — —
🔴 SELL Aug 25, 2026 9:45am ET $61.93 179 $11,085.47 $11,097.33 $-41.17
(-0.4%)
🛑 -10% Stop
10m held
3 🟢 BUY Aug 26, 2026 9:50am ET $62.02 178 $11,039.65 — — —
🔴 SELL Aug 26, 2026 10:45am ET $62.30 178 $11,089.40 $11,147.08 +$49.75
(+0.5%)
MEAN_REVERSION
55m held
4 🟢 BUY Aug 27, 2026 2:20pm ET $61.46 181 $11,124.26 — — —
🔴 SELL Aug 28, 2026 9:30am ET $61.38 181 $11,109.78 $11,132.60 $-14.48
(-0.1%)
MEAN_REVERSION
19.2h held
5 🟢 BUY Aug 31, 2026 9:30am ET $62.17 179 $11,128.43 — — —
🔴 SELL Aug 31, 2026 10:05am ET $62.36 179 $11,162.39 $11,166.56 +$33.96
(+0.3%)
MEAN_REVERSION
35m held
6 🟢 BUY Sep 1, 2026 12:25pm ET $62.15 179 $11,125.74 — — —
🔴 SELL Sep 1, 2026 12:30pm ET $62.06 179 $11,107.85 $11,148.66 $-17.90
(-0.2%)
🛑 -10% Stop
5m held
7 🟢 BUY Sep 4, 2026 9:30am ET $62.69 177 $11,097.01 — — —
🔴 SELL Sep 4, 2026 11:45am ET $62.40 177 $11,044.80 $11,096.45 $-52.21
(-0.5%)
MEAN_REVERSION
2.3h held
8 🟢 BUY Sep 8, 2026 2:55pm ET $62.51 177 $11,063.39 — — —
🔴 SELL Sep 9, 2026 9:30am ET $61.94 177 $10,964.26 $10,997.33 $-99.12
(-0.9%)
🛑 -10% Stop
18.6h held
9 🟢 BUY Sep 10, 2026 9:50am ET $62.51 175 $10,940.12 — — —
🔴 SELL Sep 10, 2026 11:30am ET $62.44 175 $10,927.87 $10,985.08 $-12.25
(-0.1%)
MEAN_REVERSION
1.7h held
10 🟢 BUY Sep 11, 2026 3:30pm ET $62.70 175 $10,972.50 — — —
🔴 SELL Sep 14, 2026 9:30am ET $62.33 175 $10,908.62 $10,921.20 $-63.88
(-0.6%)
🛑 -10% Stop
2.8d held
11 🟢 BUY Sep 16, 2026 9:30am ET $59.33 184 $10,916.72 — — —
🔴 SELL Sep 16, 2026 10:40am ET $58.84 184 $10,826.56 $10,831.04 $-90.16
(-0.8%)
MEAN_REVERSION
1.2h held
12 🟢 BUY Sep 17, 2026 2:40pm ET $58.22 186 $10,827.99 — — —
🔴 SELL Sep 18, 2026 9:30am ET $57.52 186 $10,698.72 $10,701.77 $-129.27
(-1.2%)
🛑 -10% Stop
18.8h held
13 🟢 BUY Sep 21, 2026 9:45am ET $57.52 186 $10,698.72 — — —
🔴 SELL Sep 21, 2026 10:20am ET $57.72 186 $10,734.99 $10,738.04 +$36.27
(+0.3%)
MEAN_REVERSION
35m held
14 🟢 BUY Sep 22, 2026 3:20pm ET $56.35 190 $10,705.57 — — —
🔴 SELL Sep 22, 2026 3:35pm ET $56.53 190 $10,739.75 $10,772.22 +$34.18
(+0.3%)
MEAN_REVERSION
15m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,772.22
Net Profit/Loss: +$772.22
Total Return: +7.72%
Back to Professor Mean