Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-07-26 19:36:45

No strong directional signal. Monitor for regime shift.

Fear & Greed
26
Fear
VIX
18.7
NORMAL
10Y Yield
4.71%
HIGH
Yield Curve
+0.36%
NORMAL
HY Spread
2.77
CALM
🌍 Kp Index
🟡 1.4
Unsettled
⛈️ 2 storm days in 7d
RSI(14)
49.6 neutral
20d Trend
-0.6%
5d Trend
+1.6%
EMA20 Dist
+0.2%
ATR%
1.7%
Range Pos
42%
Bounce Ratio
0.9×
Green/Red 10d
7/3

Strategy Score Scored Jul 26, 2026

37
Lifetime
Confidence: 95%

Quality Components

Return-to-Risk
10.5/35
Total Return
11.4/25
Win Rate
8.7/15
Profit Factor
2.5/15
Consistency
5.8/10
Raw Quality 38.9/100
× Confidence 0.95 = 36.9

30-Day Momentum

17
+0.2%
30d Return
80%
Win Rate
5
Trades
1.5×
Profit Factor
Quality: 24.2 Conf: 0.70×
Declining (-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 (95%) 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
1,560
Timeframe
5-Minute Bars
Period Range
2026-06-26 → 2026-07-24
Trading Days
20 days
Data Gaps
None (1 market holiday)

Market Closed (1 day)

2026-07-03 — Independence Day (observed)
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
$12,236.72
Current Value
$12,258.79
Period P&L
$22.04
Max Drawdown
-7.6%
Sharpe Ratio
0.31

Trade Statistics (Last Month)

Trades in Period
5
Winners / Losers
4 / 1
Best Trade
+0.14%
Worst Trade
-0.19%
Avg Trade Return
+0.04%
Avg Hold Time
41m

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$120,458.58
Estimated Fees
$0.00
Gross P&L
$22.04
Net P&L (after fees)
$22.04
Gross Return
+0.18%
Net Return (after fees)
+0.18%

✅ 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

📈 JPM 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 - 5 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $12,236.72 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 Jun 29, 2026 1:15pm ET $331.10 36 $11,919.60
🔴 SELL Jun 29, 2026 2:00pm ET $331.56 36 $11,936.16 $12,253.31 +$16.56
(+0.1%)
MEAN_REVERSION
45m held
2 🟢 BUY Jun 30, 2026 2:05pm ET $328.13 37 $12,140.81
🔴 SELL Jun 30, 2026 2:50pm ET $328.39 37 $12,150.43 $12,262.93 +$9.62
(+0.1%)
MEAN_REVERSION
45m held
3 🟢 BUY Jul 1, 2026 3:05pm ET $333.48 36 $12,005.28
🔴 SELL Jul 1, 2026 3:50pm ET $333.84 36 $12,018.24 $12,275.89 +$12.96
(+0.1%)
MEAN_REVERSION
45m held
4 🟢 BUY Jul 8, 2026 9:30am ET $335.92 36 $12,092.94
🔴 SELL Jul 8, 2026 9:35am ET $335.26 36 $12,069.36 $12,252.31 $-23.58
(-0.2%)
🛑 -10% Stop
5m held
5 🟢 BUY Jul 9, 2026 2:45pm ET $334.99 36 $12,059.64
🔴 SELL Jul 9, 2026 3:50pm ET $335.17 36 $12,066.12 $12,258.79 +$6.48
(+0.1%)
MEAN_REVERSION
1.1h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,258.79
Net Profit/Loss: +$2,258.79
Total Return: +22.59%
Back to Professor Mean