Simulated with $10,000 starting capital

Strategy Score Scored Sep 24, 2026

33
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
7.1/35
Total Return
9.4/25
Win Rate
8.5/15
Profit Factor
1.9/15
Consistency
6.7/10
Raw Quality 33.5/100
× Confidence 0.99 = 33.2

30-Day Momentum

41
+1.6%
30d Return
77%
Win Rate
13
Trades
1.9×
Profit Factor
Quality: 43.5 Conf: 0.95×
Steady (+8 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
1,794
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
$11,063.91
Current Value
$11,288.05
Period P&L
$224.21
Max Drawdown
-6.2%
Sharpe Ratio
0.38

Trade Statistics (Last Month)

Trades in Period
15
Winners / Losers
12 / 3
Best Trade
+0.74%
Worst Trade
-0.76%
Avg Trade Return
+0.14%
Avg Hold Time
5.7h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$331,499.51
Estimated Fees
$0.00
Gross P&L
$224.21
Net P&L (after fees)
$224.21
Gross Return
+2.03%
Net Return (after fees)
+2.03%

✅ 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

📈 KO 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 $11,063.91 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 12:40pm ET $91.78 120 $11,013.60 — — —
🔴 SELL Aug 24, 2026 1:10pm ET $91.89 120 $11,027.40 $11,077.64 +$13.80
(+0.1%)
MEAN_REVERSION
30m held
2 🟢 BUY Aug 26, 2026 9:35am ET $91.39 121 $11,058.79 — — —
🔴 SELL Aug 26, 2026 12:15pm ET $90.70 121 $10,974.70 $10,993.55 $-84.09
(-0.8%)
MEAN_REVERSION
2.7h held
3 🟢 BUY Aug 27, 2026 3:15pm ET $89.40 122 $10,906.80 — — —
🔴 SELL Aug 28, 2026 9:35am ET $89.59 122 $10,929.98 $11,016.73 +$23.18
(+0.2%)
MEAN_REVERSION
18.3h held
4 🟢 BUY Aug 31, 2026 9:45am ET $89.12 123 $10,961.76 — — —
🔴 SELL Aug 31, 2026 10:45am ET $89.26 123 $10,979.59 $11,034.56 +$17.83
(+0.2%)
MEAN_REVERSION
1h held
5 🟢 BUY Sep 1, 2026 10:50am ET $88.56 124 $10,980.82 — — —
🔴 SELL Sep 1, 2026 1:10pm ET $88.17 124 $10,932.46 $10,986.20 $-48.36
(-0.4%)
MEAN_REVERSION
2.3h held
6 🟢 BUY Sep 2, 2026 3:05pm ET $88.69 123 $10,909.48 — — —
🔴 SELL Sep 3, 2026 9:30am ET $88.73 123 $10,913.79 $10,990.51 +$4.31
(+0.0%)
MEAN_REVERSION
18.4h held
7 🟢 BUY Sep 4, 2026 9:30am ET $88.40 124 $10,961.60 — — —
🔴 SELL Sep 4, 2026 11:00am ET $88.70 124 $10,998.97 $11,027.88 +$37.37
(+0.3%)
MEAN_REVERSION
1.5h held
8 🟢 BUY Sep 8, 2026 2:15pm ET $88.13 125 $11,016.25 — — —
🔴 SELL Sep 8, 2026 2:45pm ET $88.25 125 $11,031.87 $11,043.51 +$15.63
(+0.1%)
MEAN_REVERSION
30m held
9 🟢 BUY Sep 9, 2026 3:50pm ET $87.52 126 $11,027.22 — — —
🔴 SELL Sep 10, 2026 9:30am ET $88.17 126 $11,108.79 $11,125.08 +$81.57
(+0.7%)
MEAN_REVERSION
17.7h held
10 🟢 BUY Sep 15, 2026 9:30am ET $88.33 125 $11,041.25 — — —
🔴 SELL Sep 15, 2026 10:40am ET $88.68 125 $11,084.63 $11,168.46 +$43.38
(+0.4%)
MEAN_REVERSION
1.2h held
11 🟢 BUY Sep 16, 2026 2:35pm ET $88.23 126 $11,116.98 — — —
🔴 SELL Sep 17, 2026 9:30am ET $88.19 126 $11,112.57 $11,164.05 $-4.41
(-0.0%)
MEAN_REVERSION
18.9h held
12 🟢 BUY Sep 18, 2026 9:30am ET $87.88 127 $11,160.76 — — —
🔴 SELL Sep 18, 2026 10:00am ET $87.99 127 $11,174.73 $11,178.02 +$13.97
(+0.1%)
MEAN_REVERSION
30m held
13 🟢 BUY Sep 21, 2026 1:50pm ET $87.70 127 $11,137.89 — — —
🔴 SELL Sep 21, 2026 2:30pm ET $87.81 127 $11,151.87 $11,192.00 +$13.98
(+0.1%)
MEAN_REVERSION
40m held
14 🟢 BUY Sep 23, 2026 9:55am ET $88.19 126 $11,112.57 — — —
🔴 SELL Sep 23, 2026 10:15am ET $88.67 126 $11,171.79 $11,251.22 +$59.22
(+0.5%)
MEAN_REVERSION
20m held
15 🟢 BUY Sep 24, 2026 11:50am ET $88.44 127 $11,231.88 — — —
🔴 SELL Sep 24, 2026 12:30pm ET $88.73 127 $11,268.71 $11,288.05 +$36.83
(+0.3%)
MEAN_REVERSION
40m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,288.05
Net Profit/Loss: +$1,288.05
Total Return: +12.88%
Back to Professor Mean