Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-09-24 22:10:17

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)
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 Sep 24, 2026

42
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
12.6/35
Total Return
12.0/25
Win Rate
8.9/15
Profit Factor
2.9/15
Consistency
6.1/10
Raw Quality 42.5/100
× Confidence 0.99 = 42.2

30-Day Momentum

17
-0.4%
30d Return
62%
Win Rate
13
Trades
0.9×
Profit Factor
Quality: 18.1 Conf: 0.95×
Declining (-25 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 (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
1,794
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
$12,778.22
Current Value
$12,756.63
Period P&L
$-21.62
Max Drawdown
-7.6%
Sharpe Ratio
-0.02

Trade Statistics (Last Month)

Trades in Period
15
Winners / Losers
9 / 6
Best Trade
+0.93%
Worst Trade
-1.14%
Avg Trade Return
-0.01%
Avg Hold Time
3.2h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$379,796.20
Estimated Fees
$0.00
Gross P&L
$-21.62
Net P&L (after fees)
$-21.62
Gross Return
-0.17%
Net Return (after fees)
-0.17%

✅ 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: 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 $12,778.22 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 12:35pm ET $355.71 35 $12,449.70 — — —
🔴 SELL Aug 24, 2026 2:00pm ET $355.57 35 $12,444.95 $12,773.50 $-4.75
(-0.0%)
MEAN_REVERSION
1.4h held
2 🟢 BUY Aug 26, 2026 9:30am ET $356.05 35 $12,461.75 — — —
🔴 SELL Aug 26, 2026 9:40am ET $357.14 35 $12,499.90 $12,811.65 +$38.15
(+0.3%)
MEAN_REVERSION
10m held
3 🟢 BUY Aug 27, 2026 10:10am ET $352.91 36 $12,704.76 — — —
🔴 SELL Aug 27, 2026 10:55am ET $354.80 36 $12,772.80 $12,879.69 +$68.04
(+0.5%)
MEAN_REVERSION
45m held
4 🟢 BUY Aug 28, 2026 1:45pm ET $356.16 36 $12,821.76 — — —
🔴 SELL Aug 28, 2026 2:40pm ET $356.55 36 $12,835.98 $12,893.91 +$14.22
(+0.1%)
MEAN_REVERSION
55m held
5 🟢 BUY Aug 31, 2026 2:40pm ET $355.26 36 $12,789.36 — — —
🔴 SELL Aug 31, 2026 3:20pm ET $355.69 36 $12,804.67 $12,909.22 +$15.31
(+0.1%)
MEAN_REVERSION
40m held
6 🟢 BUY Sep 1, 2026 3:30pm ET $354.39 36 $12,758.04 — — —
🔴 SELL Sep 2, 2026 9:30am ET $357.68 36 $12,876.66 $13,027.84 +$118.62
(+0.9%)
MEAN_REVERSION
18h held
7 🟢 BUY Sep 4, 2026 9:30am ET $361.19 36 $13,002.84 — — —
🔴 SELL Sep 4, 2026 11:50am ET $357.06 36 $12,854.16 $12,879.16 $-148.68
(-1.1%)
MEAN_REVERSION
2.3h held
8 🟢 BUY Sep 8, 2026 1:30pm ET $355.02 36 $12,780.72 — — —
🔴 SELL Sep 8, 2026 1:55pm ET $355.70 36 $12,805.38 $12,903.82 +$24.66
(+0.2%)
MEAN_REVERSION
25m held
9 🟢 BUY Sep 10, 2026 9:30am ET $353.53 36 $12,727.08 — — —
🔴 SELL Sep 10, 2026 10:55am ET $352.77 36 $12,699.85 $12,876.59 $-27.23
(-0.2%)
MEAN_REVERSION
1.4h held
10 🟢 BUY Sep 14, 2026 9:30am ET $354.51 36 $12,762.18 — — —
🔴 SELL Sep 14, 2026 11:55am ET $352.17 36 $12,677.94 $12,792.35 $-84.24
(-0.7%)
MEAN_REVERSION
2.4h held
11 🟢 BUY Sep 16, 2026 2:55pm ET $348.48 36 $12,545.10 — — —
🔴 SELL Sep 16, 2026 3:50pm ET $348.59 36 $12,549.24 $12,796.49 +$4.14
(+0.0%)
MEAN_REVERSION
55m held
12 🟢 BUY Sep 18, 2026 9:30am ET $346.08 36 $12,458.88 — — —
🔴 SELL Sep 18, 2026 9:35am ET $345.69 36 $12,444.84 $12,782.45 $-14.04
(-0.1%)
🛑 -10% Stop
5m held
13 🟢 BUY Sep 21, 2026 11:30am ET $350.46 36 $12,616.74 — — —
🔴 SELL Sep 21, 2026 12:10pm ET $351.44 36 $12,651.84 $12,817.55 +$35.10
(+0.3%)
MEAN_REVERSION
40m held
14 🟢 BUY Sep 22, 2026 3:50pm ET $339.91 37 $12,576.67 — — —
🔴 SELL Sep 23, 2026 9:30am ET $337.22 37 $12,477.14 $12,718.02 $-99.53
(-0.8%)
🛑 -10% Stop
17.7h held
15 🟢 BUY Sep 24, 2026 9:40am ET $336.58 37 $12,453.33 — — —
🔴 SELL Sep 24, 2026 10:00am ET $337.62 37 $12,491.94 $12,756.63 +$38.61
(+0.3%)
MEAN_REVERSION
20m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,756.63
Net Profit/Loss: +$2,756.63
Total Return: +27.57%
Back to Professor Mean