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: 2026-08-24 to present • 15 trades in period

-2.74%
Last Month Return
$10,200.40
Current Value
47%
Win Rate
$10,487.46
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-09-24 19:34:08

No strong directional signal. Monitor for regime shift.

Fear & Greed
71
Greed
VIX
14.2
LOW
10Y Yield
4.96%
HIGH
Yield Curve
+0.26%
NORMAL
HY Spread
2.68
CALM
🌍 Kp Index
🟢 0.5
Quiet
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 Sep 24, 2026

17
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
0.5/35
Total Return
3.9/25
Win Rate
6.9/15
Profit Factor
0.2/15
Consistency
5.5/10
Raw Quality 16.9/100
× Confidence 1.00 = 16.9

30-Day Momentum

10
-2.7%
30d Return
38%
Win Rate
13
Trades
0.6×
Profit Factor
Quality: 10.0 Conf: 0.95×
Cooling (-7 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
1,794
Timeframe
5-Minute Bars
Period Range
2026-08-24 → 2026-09-24
Trading Days
23 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
$10,487.46
Current Value
$10,200.40
Period P&L
$-287.04
Max Drawdown
-14.5%
Sharpe Ratio
-0.41

Trade Statistics (Last Month)

Trades in Period
15
Winners / Losers
7 / 8
Best Trade
+0.51%
Worst Trade
-0.77%
Avg Trade Return
-0.19%
Avg Hold Time
8.9h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$308,659.53
Estimated Fees
$0.00
Gross P&L
$-287.04
Net P&L (after fees)
$-287.04
Gross Return
-2.74%
Net Return (after fees)
-2.74%

✅ 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: 23 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 15 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,487.46 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 Aug 24, 2026 9:30am ET $299.04 35 $10,466.40 — — —
🔴 SELL Aug 24, 2026 9:35am ET $298.61 35 $10,451.35 $10,472.39 $-15.05
(-0.1%) 		🛑 -10% Stop
5m held
2 🟢 BUY Aug 26, 2026 3:55pm ET $298.80 35 $10,458.17 — — —
🔴 SELL Aug 27, 2026 9:40am ET $299.52 35 $10,483.37 $10,497.59 +$25.20
(+0.2%) 		MEAN_REVERSION
17.8h held
3 🟢 BUY Aug 28, 2026 9:40am ET $299.42 35 $10,479.70 — — —
🔴 SELL Aug 28, 2026 11:20am ET $298.33 35 $10,441.55 $10,459.44 $-38.15
(-0.4%) 		MEAN_REVERSION
1.7h held
4 🟢 BUY Aug 31, 2026 1:05pm ET $292.89 35 $10,250.98 — — —
🔴 SELL Aug 31, 2026 1:40pm ET $293.02 35 $10,255.70 $10,464.16 +$4.72
(+0.0%) 		MEAN_REVERSION
35m held
5 🟢 BUY Sep 1, 2026 2:10pm ET $290.60 36 $10,461.60 — — —
🔴 SELL Sep 1, 2026 3:00pm ET $290.60 36 $10,461.60 $10,464.16 $0.00
(+0.0%) 		MEAN_REVERSION
50m held
6 🟢 BUY Sep 4, 2026 9:30am ET $293.67 35 $10,278.45 — — —
🔴 SELL Sep 4, 2026 9:45am ET $294.93 35 $10,322.72 $10,508.43 +$44.27
(+0.4%) 		MEAN_REVERSION
15m held
7 🟢 BUY Sep 8, 2026 2:50pm ET $295.34 35 $10,336.90 — — —
🔴 SELL Sep 9, 2026 9:30am ET $293.48 35 $10,271.80 $10,443.33 $-65.10
(-0.6%) 		🛑 -10% Stop
18.7h held
8 🟢 BUY Sep 10, 2026 9:30am ET $288.26 36 $10,377.36 — — —
🔴 SELL Sep 10, 2026 10:25am ET $289.56 36 $10,424.16 $10,490.13 +$46.80
(+0.5%) 		MEAN_REVERSION
55m held
9 🟢 BUY Sep 11, 2026 2:20pm ET $289.37 36 $10,417.32 — — —
🔴 SELL Sep 14, 2026 9:30am ET $287.64 36 $10,355.04 $10,427.85 $-62.28
(-0.6%) 		🛑 -10% Stop
2.8d held
10 🟢 BUY Sep 15, 2026 9:30am ET $286.84 36 $10,326.24 — — —
🔴 SELL Sep 15, 2026 11:45am ET $284.85 36 $10,254.65 $10,356.26 $-71.59
(-0.7%) 		MEAN_REVERSION
2.3h held
11 🟢 BUY Sep 16, 2026 2:15pm ET $285.84 36 $10,290.24 — — —
🔴 SELL Sep 16, 2026 3:55pm ET $283.85 36 $10,218.60 $10,284.62 $-71.64
(-0.7%) 		MEAN_REVERSION
1.7h held
12 🟢 BUY Sep 18, 2026 9:30am ET $284.96 36 $10,258.56 — — —
🔴 SELL Sep 18, 2026 11:35am ET $283.17 36 $10,194.12 $10,220.18 $-64.44
(-0.6%) 		MEAN_REVERSION
2.1h held
13 🟢 BUY Sep 21, 2026 3:55pm ET $285.69 35 $9,999.15 — — —
🔴 SELL Sep 22, 2026 9:30am ET $287.15 35 $10,050.25 $10,271.28 +$51.10
(+0.5%) 		MEAN_REVERSION
17.6h held
14 🟢 BUY Sep 23, 2026 9:30am ET $285.97 35 $10,008.95 — — —
🔴 SELL Sep 23, 2026 11:10am ET $283.77 35 $9,931.95 $10,194.28 $-77.00
(-0.8%) 		MEAN_REVERSION
1.7h held
15 🟢 BUY Sep 24, 2026 11:15am ET $279.54 36 $10,063.26 — — —
🔴 SELL Sep 24, 2026 12:15pm ET $279.70 36 $10,069.38 $10,200.40 +$6.12
(+0.1%) 		MEAN_REVERSION
1h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,200.40
Net Profit/Loss: +$200.40
Total Return: +2.00%
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