Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-09-25 00:00:44

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)
48.3 neutral
20d Trend
+3.5%
5d Trend
-2.6%
EMA20 Dist
-2.0%
ATR%
5.7%
Range Pos
51%
Bounce Ratio
0.6×
Green/Red 10d
7/3

Strategy Score Scored Sep 24, 2026

11
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
7.5/15
Profit Factor
0.0/15
Consistency
3.9/10
Raw Quality 11.4/100
× Confidence 1.00 = 11.3

30-Day Momentum

45
+1.8%
30d Return
64%
Win Rate
14
Trades
2.6×
Profit Factor
Quality: 45.9 Conf: 0.98×
Accelerating (+34 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 (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
$9,709.15
Current Value
$9,888.26
Period P&L
$179.11
Max Drawdown
-7.6%
Sharpe Ratio
0.38

Trade Statistics (Last Month)

Trades in Period
14
Winners / Losers
9 / 5
Best Trade
+0.87%
Worst Trade
-0.37%
Avg Trade Return
+0.13%
Avg Hold Time
8.5h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$268,870.80
Estimated Fees
$0.00
Gross P&L
$179.11
Net P&L (after fees)
$179.11
Gross Return
+1.84%
Net Return (after fees)
+1.84%

✅ 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

📈 GLD 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 - 14 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,709.15 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 25, 2026 9:30am ET $423.90 22 $9,325.80 — — —
🔴 SELL Aug 25, 2026 10:30am ET $424.59 22 $9,340.98 $9,724.34 +$15.18
(+0.2%)
MEAN_REVERSION
1h held
2 🟢 BUY Aug 26, 2026 11:05am ET $421.57 23 $9,696.11 — — —
🔴 SELL Aug 26, 2026 11:50am ET $422.62 23 $9,720.26 $9,748.49 +$24.15
(+0.2%)
MEAN_REVERSION
45m held
3 🟢 BUY Aug 27, 2026 2:05pm ET $422.00 23 $9,706.00 — — —
🔴 SELL Aug 27, 2026 2:55pm ET $422.51 23 $9,717.62 $9,760.11 +$11.62
(+0.1%)
MEAN_REVERSION
50m held
4 🟢 BUY Aug 31, 2026 9:30am ET $406.99 23 $9,360.77 — — —
🔴 SELL Aug 31, 2026 10:50am ET $406.54 23 $9,350.31 $9,749.65 $-10.46
(-0.1%)
MEAN_REVERSION
1.3h held
5 🟢 BUY Sep 1, 2026 12:30pm ET $398.82 24 $9,571.68 — — —
🔴 SELL Sep 1, 2026 3:10pm ET $397.80 24 $9,547.20 $9,725.16 $-24.48
(-0.3%)
MEAN_REVERSION
2.7h held
6 🟢 BUY Sep 3, 2026 2:30pm ET $410.72 23 $9,446.56 — — —
🔴 SELL Sep 3, 2026 3:50pm ET $410.59 23 $9,443.57 $9,722.17 $-2.99
(-0.0%)
MEAN_REVERSION
1.3h held
7 🟢 BUY Sep 8, 2026 9:30am ET $403.56 24 $9,685.44 — — —
🔴 SELL Sep 8, 2026 11:05am ET $403.67 24 $9,688.20 $9,724.93 +$2.76
(+0.0%)
MEAN_REVERSION
1.6h held
8 🟢 BUY Sep 9, 2026 11:05am ET $403.14 24 $9,675.36 — — —
🔴 SELL Sep 9, 2026 12:25pm ET $403.43 24 $9,682.41 $9,731.98 +$7.05
(+0.1%)
MEAN_REVERSION
1.3h held
9 🟢 BUY Sep 10, 2026 2:00pm ET $399.02 24 $9,576.48 — — —
🔴 SELL Sep 11, 2026 9:30am ET $402.48 24 $9,659.52 $9,815.02 +$83.04
(+0.9%)
MEAN_REVERSION
19.5h held
10 🟢 BUY Sep 14, 2026 9:30am ET $392.07 25 $9,801.75 — — —
🔴 SELL Sep 14, 2026 11:00am ET $392.27 25 $9,806.75 $9,820.02 +$5.00
(+0.1%)
MEAN_REVERSION
1.5h held
11 🟢 BUY Sep 16, 2026 2:05pm ET $396.79 24 $9,522.95 — — —
🔴 SELL Sep 17, 2026 9:30am ET $400.26 24 $9,606.24 $9,903.31 +$83.29
(+0.9%)
MEAN_REVERSION
19.4h held
12 🟢 BUY Sep 18, 2026 2:45pm ET $401.67 24 $9,640.08 — — —
🔴 SELL Sep 21, 2026 9:30am ET $400.17 24 $9,603.98 $9,867.21 $-36.10
(-0.4%)
🛑 -10% Stop
2.8d held
13 🟢 BUY Sep 22, 2026 9:30am ET $397.38 24 $9,537.00 — — —
🔴 SELL Sep 22, 2026 11:00am ET $397.08 24 $9,529.92 $9,860.13 $-7.08
(-0.1%)
MEAN_REVERSION
1.5h held
14 🟢 BUY Sep 23, 2026 1:35pm ET $391.99 25 $9,799.87 — — —
🔴 SELL Sep 23, 2026 1:40pm ET $393.12 25 $9,828.00 $9,888.26 +$28.13
(+0.3%)
MEAN_REVERSION
5m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,888.26
Net Profit/Loss: $-111.74
Total Return: -1.12%
Back to Professor Mean