Compendium › Professor Mean › DIA
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
DIA
Alpaca Tradeable

Professor Mean's Analysis

Last Month: 2026-08-25 to present • 13 trades in period

-1.81%
Last Month Return
$9,600.42
Current Value
23%
Win Rate
$9,777.79
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-09-25 00:27:39

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)
47 neutral
20d Trend
-0.8%
5d Trend
-0.1%
EMA20 Dist
-0.5%
ATR%
1.0%
Range Pos
78%
Bounce Ratio
1.0×
Green/Red 10d
4/6

Strategy Score Scored Sep 24, 2026

12
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.9/15
Profit Factor
0.0/15
Consistency
5.5/10
Raw Quality 12.3/100
× Confidence 1.00 = 12.3

30-Day Momentum

10
-1.8%
30d Return
23%
Win Rate
13
Trades
0.4×
Profit Factor
Quality: 10.0 Conf: 0.95×
Cooling (-3 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
1,716
Timeframe
5-Minute Bars
Period Range
2026-08-25 → 2026-09-24
Trading Days
22 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
$9,777.79
Current Value
$9,600.42
Period P&L
$-177.36
Max Drawdown
-11.0%
Sharpe Ratio
-0.85

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
3 / 10
Best Trade
+0.13%
Worst Trade
-0.43%
Avg Trade Return
-0.14%
Avg Hold Time
7.3h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$246,128.10
Estimated Fees
$0.00
Gross P&L
$-177.36
Net P&L (after fees)
$-177.36
Gross Return
-1.81%
Net Return (after fees)
-1.81%

✅ 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

📈 DIA 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: 22 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 13 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,777.79 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 26, 2026 10:25am ET $534.31 18 $9,617.58 — — —
🔴 SELL Aug 26, 2026 11:45am ET $534.25 18 $9,616.50 $9,776.70 $-1.08
(-0.0%) 		MEAN_REVERSION
1.3h held
2 🟢 BUY Aug 27, 2026 2:00pm ET $535.69 18 $9,642.39 — — —
🔴 SELL Aug 27, 2026 3:40pm ET $534.95 18 $9,629.01 $9,763.32 $-13.38
(-0.1%) 		MEAN_REVERSION
1.7h held
3 🟢 BUY Aug 31, 2026 9:30am ET $531.92 18 $9,574.56 — — —
🔴 SELL Aug 31, 2026 11:05am ET $531.66 18 $9,569.88 $9,758.64 $-4.68
(-0.0%) 		MEAN_REVERSION
1.6h held
4 🟢 BUY Sep 1, 2026 12:20pm ET $528.62 18 $9,515.16 — — —
🔴 SELL Sep 1, 2026 12:25pm ET $528.13 18 $9,506.34 $9,749.82 $-8.82
(-0.1%) 		🛑 -10% Stop
5m held
5 🟢 BUY Sep 3, 2026 3:10pm ET $536.74 18 $9,661.32 — — —
🔴 SELL Sep 3, 2026 3:35pm ET $536.92 18 $9,664.56 $9,753.06 +$3.24
(+0.0%) 		MEAN_REVERSION
25m held
6 🟢 BUY Sep 8, 2026 9:30am ET $530.27 18 $9,544.86 — — —
🔴 SELL Sep 8, 2026 11:05am ET $528.75 18 $9,517.50 $9,725.70 $-27.36
(-0.3%) 		MEAN_REVERSION
1.6h held
7 🟢 BUY Sep 9, 2026 3:50pm ET $524.46 18 $9,440.28 — — —
🔴 SELL Sep 10, 2026 9:30am ET $522.20 18 $9,399.60 $9,685.02 $-40.68
(-0.4%) 		🛑 -10% Stop
17.7h held
8 🟢 BUY Sep 11, 2026 2:25pm ET $526.24 18 $9,472.32 — — —
🔴 SELL Sep 14, 2026 9:30am ET $524.76 18 $9,445.68 $9,658.38 $-26.64
(-0.3%) 		🛑 -10% Stop
2.8d held
9 🟢 BUY Sep 15, 2026 9:30am ET $523.56 18 $9,424.08 — — —
🔴 SELL Sep 15, 2026 9:35am ET $521.63 18 $9,389.34 $9,623.64 $-34.74
(-0.4%) 		🛑 -10% Stop
5m held
10 🟢 BUY Sep 16, 2026 10:00am ET $520.35 18 $9,366.30 — — —
🔴 SELL Sep 16, 2026 10:45am ET $520.68 18 $9,372.33 $9,629.67 +$6.03
(+0.1%) 		MEAN_REVERSION
45m held
11 🟢 BUY Sep 18, 2026 9:30am ET $516.54 18 $9,297.72 — — —
🔴 SELL Sep 18, 2026 9:35am ET $515.77 18 $9,283.86 $9,615.81 $-13.86
(-0.1%) 		🛑 -10% Stop
5m held
12 🟢 BUY Sep 22, 2026 9:50am ET $518.97 18 $9,341.46 — — —
🔴 SELL Sep 22, 2026 12:10pm ET $517.43 18 $9,313.83 $9,588.18 $-27.63
(-0.3%) 		MEAN_REVERSION
2.3h held
13 🟢 BUY Sep 23, 2026 1:00pm ET $514.15 18 $9,254.70 — — —
🔴 SELL Sep 23, 2026 1:15pm ET $514.83 18 $9,266.94 $9,600.42 +$12.24
(+0.1%) 		MEAN_REVERSION
15m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,600.42
Net Profit/Loss: $-399.58
Total Return: -4.00%
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