Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-23 14:38:49

No strong directional signal. Monitor for regime shift.

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)
49.7 neutral
20d Trend
-0.3%
5d Trend
+0.4%
EMA20 Dist
-0.2%
ATR%
2.1%
Range Pos
72%
Bounce Ratio
0.9×
Green/Red 10d
5/5

Strategy Score Scored Jun 23, 2026

47
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
17.9/35
Total Return
12.5/25
Win Rate
7.3/15
Profit Factor
3.5/15
Consistency
6.3/10
Raw Quality 47.6/100
× Confidence 0.99 = 46.9

30-Day Momentum

44
+3.7%
30d Return
60%
Win Rate
10
Trades
2.3×
Profit Factor
Quality: 50.1 Conf: 0.87×
Cooling (-3 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 (99%) 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
$12,616.46
Current Value
$13,145.91
Period P&L
$529.45
Max Drawdown
-6.0%
Sharpe Ratio
0.41

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
7 / 4
Best Trade
+2.27%
Worst Trade
-0.84%
Avg Trade Return
+0.38%
Avg Hold Time
14.3h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$278,867.85
Estimated Fees
$0.00
Gross P&L
$529.45
Net P&L (after fees)
$529.45
Gross Return
+4.20%
Net Return (after fees)
+4.20%

✅ 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

📈 C 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 $12,616.46 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 26, 2026 3:10pm ET $125.31 100 $12,530.50
🔴 SELL May 26, 2026 3:35pm ET $125.64 100 $12,564.00 $12,649.96 +$33.50
(+0.3%)
MEAN_REVERSION
25m held
2 🟢 BUY May 28, 2026 9:30am ET $124.47 101 $12,571.47
🔴 SELL May 28, 2026 9:45am ET $125.20 101 $12,645.20 $12,723.69 +$73.73
(+0.6%)
MEAN_REVERSION
15m held
3 🟢 BUY May 29, 2026 3:55pm ET $125.74 101 $12,699.75
🔴 SELL Jun 1, 2026 9:55am ET $126.21 101 $12,747.21 $12,771.15 +$47.46
(+0.4%)
MEAN_REVERSION
2.8d held
4 🟢 BUY Jun 3, 2026 9:35am ET $130.22 98 $12,761.56
🔴 SELL Jun 3, 2026 11:35am ET $129.14 98 $12,655.72 $12,665.31 $-105.84
(-0.8%)
MEAN_REVERSION
2h held
5 🟢 BUY Jun 5, 2026 9:30am ET $134.32 94 $12,626.08
🔴 SELL Jun 5, 2026 9:35am ET $133.19 94 $12,519.86 $12,559.09 $-106.22
(-0.8%)
🛑 -10% Stop
5m held
6 🟢 BUY Jun 8, 2026 1:10pm ET $134.07 93 $12,468.05
🔴 SELL Jun 8, 2026 2:10pm ET $134.31 93 $12,490.83 $12,581.87 +$22.78
(+0.2%)
MEAN_REVERSION
1h held
7 🟢 BUY Jun 10, 2026 10:45am ET $133.59 94 $12,557.46
🔴 SELL Jun 10, 2026 12:10pm ET $133.26 94 $12,526.44 $12,550.85 $-31.02
(-0.2%)
MEAN_REVERSION
1.4h held
8 🟢 BUY Jun 12, 2026 3:55pm ET $139.83 89 $12,444.87
🔴 SELL Jun 15, 2026 9:30am ET $143.01 89 $12,727.45 $12,833.43 +$282.58
(+2.3%)
MEAN_REVERSION
2.7d held
9 🟢 BUY Jun 16, 2026 2:05pm ET $142.54 90 $12,828.60
🔴 SELL Jun 16, 2026 3:25pm ET $142.51 90 $12,826.35 $12,831.18 $-2.25
(-0.0%)
MEAN_REVERSION
1.3h held
10 🟢 BUY Jun 17, 2026 3:25pm ET $144.26 88 $12,694.77
🔴 SELL Jun 18, 2026 9:30am ET $147.15 88 $12,949.20 $13,085.61 +$254.43
(+2.0%)
MEAN_REVERSION
18.1h held
11 🟢 BUY Jun 23, 2026 9:30am ET $144.29 90 $12,986.10
🔴 SELL Jun 23, 2026 10:20am ET $144.96 90 $13,046.40 $13,145.91 +$60.30
(+0.5%)
MEAN_REVERSION
50m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $13,145.91
Net Profit/Loss: +$3,145.91
Total Return: +31.46%
Back to Professor Mean