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

Professor Mean's Analysis

Last Month: 2026-05-23 to present • 13 trades in period

+1.70%
Last Month Return
$10,153.28
Current Value
69%
Win Rate
$9,984.06
Period Start
Login to Apply
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)
41.2 neutral
20d Trend
-2.2%
5d Trend
-1.3%
EMA20 Dist
-1.9%
ATR%
1.8%
Range Pos
63%
Bounce Ratio
0.9×
Green/Red 10d
5/5

Strategy Score Scored Jun 23, 2026

12
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.1/35
Total Return
0.7/25
Win Rate
7.0/15
Profit Factor
0.0/15
Consistency
5.0/10
Raw Quality 12.7/100
× Confidence 0.98 = 12.5

30-Day Momentum

33
+1.6%
30d Return
67%
Win Rate
12
Trades
1.5×
Profit Factor
Quality: 35.2 Conf: 0.93×
Accelerating (+20 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 (98%) 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
$9,984.06
Current Value
$10,153.28
Period P&L
$169.25
Max Drawdown
-14.5%
Sharpe Ratio
0.30

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
9 / 4
Best Trade
+1.43%
Worst Trade
-1.07%
Avg Trade Return
+0.23%
Avg Hold Time
10.2h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$257,849.14
Estimated Fees
$0.00
Gross P&L
$169.25
Net P&L (after fees)
$169.25
Gross Return
+1.70%
Net Return (after fees)
+1.70%

✅ 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

📈 IWM 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 $9,984.06 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 3:30pm ET $284.64 34 $9,677.76 — — —
🔴 SELL May 26, 2026 9:30am ET $288.71 34 $9,816.14 $10,000.52 +$138.38
(+1.4%) 		MEAN_REVERSION
3.8d held
2 🟢 BUY May 28, 2026 9:30am ET $289.51 34 $9,843.34 — — —
🔴 SELL May 28, 2026 10:15am ET $290.42 34 $9,874.28 $10,031.46 +$30.94
(+0.3%) 		MEAN_REVERSION
45m held
3 🟢 BUY May 29, 2026 2:00pm ET $289.78 34 $9,852.52 — — —
🔴 SELL May 29, 2026 3:30pm ET $289.91 34 $9,856.94 $10,035.88 +$4.42
(+0.0%) 		MEAN_REVERSION
1.5h held
4 🟢 BUY Jun 1, 2026 3:55pm ET $289.03 34 $9,827.02 — — —
🔴 SELL Jun 2, 2026 9:35am ET $290.75 34 $9,885.50 $10,094.36 +$58.48
(+0.6%) 		MEAN_REVERSION
17.7h held
5 🟢 BUY Jun 3, 2026 9:35am ET $288.80 34 $9,819.20 — — —
🔴 SELL Jun 3, 2026 9:40am ET $287.98 34 $9,791.49 $10,066.65 $-27.71
(-0.3%) 		🛑 -10% Stop
5m held
6 🟢 BUY Jun 4, 2026 3:55pm ET $291.99 34 $9,927.66 — — —
🔴 SELL Jun 5, 2026 9:30am ET $289.07 34 $9,828.38 $9,967.37 $-99.28
(-1.0%) 		🛑 -10% Stop
17.6h held
7 🟢 BUY Jun 8, 2026 1:05pm ET $284.64 35 $9,962.40 — — —
🔴 SELL Jun 8, 2026 2:05pm ET $284.94 35 $9,972.90 $9,977.87 +$10.50
(+0.1%) 		MEAN_REVERSION
1h held
8 🟢 BUY Jun 10, 2026 11:10am ET $284.89 35 $9,971.15 — — —
🔴 SELL Jun 10, 2026 12:35pm ET $284.70 35 $9,964.50 $9,971.22 $-6.65
(-0.1%) 		MEAN_REVERSION
1.4h held
9 🟢 BUY Jun 11, 2026 1:00pm ET $284.81 35 $9,968.35 — — —
🔴 SELL Jun 11, 2026 1:30pm ET $288.54 35 $10,098.90 $10,101.77 +$130.55
(+1.3%) 		MEAN_REVERSION
30m held
10 🟢 BUY Jun 12, 2026 2:20pm ET $293.37 34 $9,974.58 — — —
🔴 SELL Jun 12, 2026 3:30pm ET $293.55 34 $9,980.70 $10,107.89 +$6.12
(+0.1%) 		MEAN_REVERSION
1.2h held
11 🟢 BUY Jun 16, 2026 1:40pm ET $293.12 34 $9,966.08 — — —
🔴 SELL Jun 16, 2026 1:50pm ET $293.67 34 $9,984.61 $10,126.42 +$18.53
(+0.2%) 		MEAN_REVERSION
10m held
12 🟢 BUY Jun 17, 2026 2:00pm ET $294.65 34 $10,018.10 — — —
🔴 SELL Jun 17, 2026 2:05pm ET $291.51 34 $9,911.34 $10,019.66 $-106.76
(-1.1%) 		🛑 -10% Stop
5m held
13 🟢 BUY Jun 23, 2026 9:30am ET $293.26 34 $9,970.84 — — —
🔴 SELL Jun 23, 2026 10:15am ET $297.19 34 $10,104.46 $10,153.28 +$133.62
(+1.3%) 		MEAN_REVERSION
45m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,153.28
Net Profit/Loss: +$153.28
Total Return: +1.53%
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