Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-06-23 14:37:03

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)
36.7 neutral
20d Trend
-7.0%
5d Trend
-5.4%
EMA20 Dist
-4.4%
ATR%
3.0%
Range Pos
59%
Bounce Ratio
0.5×
Green/Red 10d
4/6

Strategy Score Scored Jun 23, 2026

67
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
34.9/35
Total Return
14.2/25
Win Rate
7.7/15
Profit Factor
5.0/15
Consistency
6.7/10
Raw Quality 68.4/100
× Confidence 0.99 = 67.5

30-Day Momentum

67
+7.3%
30d Return
83%
Win Rate
12
Trades
3.3×
Profit Factor
Quality: 72.5 Conf: 0.93×
Cooling (-0 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
$14,136.44
Current Value
$15,039.03
Period P&L
$902.56
Max Drawdown
-3.9%
Sharpe Ratio
0.61

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
11 / 2
Best Trade
+2.72%
Worst Trade
-1.23%
Avg Trade Return
+0.60%
Avg Hold Time
16.6h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$361,560.95
Estimated Fees
$0.00
Gross P&L
$902.56
Net P&L (after fees)
$902.56
Gross Return
+6.38%
Net Return (after fees)
+6.38%

✅ 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

📈 GS 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 - 13 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $14,136.44 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 $999.36 13 $12,991.68
🔴 SELL May 26, 2026 9:30am ET $1,006.53 13 $13,084.89 $14,047.94 +$93.21
(+0.7%)
MEAN_REVERSION
3.8d held
2 🟢 BUY May 27, 2026 9:45am ET $978.74 14 $13,702.36
🔴 SELL May 27, 2026 10:15am ET $991.15 14 $13,876.03 $14,221.61 +$173.67
(+1.3%)
MEAN_REVERSION
30m held
3 🟢 BUY May 28, 2026 10:30am ET $988.44 14 $13,838.16
🔴 SELL May 28, 2026 10:55am ET $994.42 14 $13,921.88 $14,305.33 +$83.72
(+0.6%)
MEAN_REVERSION
25m held
4 🟢 BUY May 29, 2026 1:00pm ET $1,021.53 14 $14,301.42
🔴 SELL May 29, 2026 1:15pm ET $1,024.31 14 $14,340.34 $14,344.25 +$38.92
(+0.3%)
MEAN_REVERSION
15m held
5 🟢 BUY Jun 2, 2026 3:35pm ET $1,066.91 13 $13,869.83
🔴 SELL Jun 3, 2026 9:30am ET $1,053.82 13 $13,699.66 $14,174.08 $-170.17
(-1.2%)
🛑 -10% Stop
17.9h held
6 🟢 BUY Jun 5, 2026 9:30am ET $1,083.32 13 $14,083.16
🔴 SELL Jun 5, 2026 9:35am ET $1,072.63 13 $13,944.19 $14,035.11 $-138.97
(-1.0%)
🛑 -10% Stop
5m held
7 🟢 BUY Jun 8, 2026 1:05pm ET $1,052.88 13 $13,687.38
🔴 SELL Jun 9, 2026 9:30am ET $1,058.50 13 $13,760.50 $14,108.24 +$73.13
(+0.5%)
MEAN_REVERSION
20.4h held
8 🟢 BUY Jun 10, 2026 9:30am ET $1,026.02 13 $13,338.26
🔴 SELL Jun 10, 2026 9:40am ET $1,030.00 13 $13,390.00 $14,159.98 +$51.74
(+0.4%)
MEAN_REVERSION
10m held
9 🟢 BUY Jun 11, 2026 1:00pm ET $1,007.51 14 $14,105.14
🔴 SELL Jun 11, 2026 1:25pm ET $1,021.90 14 $14,306.53 $14,361.37 +$201.39
(+1.4%)
MEAN_REVERSION
25m held
10 🟢 BUY Jun 12, 2026 3:45pm ET $1,062.89 13 $13,817.51
🔴 SELL Jun 15, 2026 9:30am ET $1,091.77 13 $14,193.01 $14,736.88 +$375.51
(+2.7%)
MEAN_REVERSION
2.7d held
11 🟢 BUY Jun 16, 2026 2:35pm ET $1,090.05 13 $14,170.65
🔴 SELL Jun 16, 2026 3:20pm ET $1,091.28 13 $14,186.58 $14,752.80 +$15.92
(+0.1%)
MEAN_REVERSION
45m held
12 🟢 BUY Jun 17, 2026 3:25pm ET $1,104.44 13 $14,357.78
🔴 SELL Jun 18, 2026 9:30am ET $1,121.97 13 $14,585.65 $14,980.66 +$227.86
(+1.6%)
MEAN_REVERSION
18.1h held
13 🟢 BUY Jun 23, 2026 9:30am ET $1,075.00 13 $13,975.00
🔴 SELL Jun 23, 2026 9:35am ET $1,079.49 13 $14,033.37 $15,039.03 +$58.37
(+0.4%)
🛑 -10% Stop
5m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $15,039.03
Net Profit/Loss: +$5,039.03
Total Return: +50.39%
Back to Professor Mean