Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-23 13:38:28

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)
62.3 neutral
20d Trend
+5.9%
5d Trend
+0.9%
EMA20 Dist
+1.9%
ATR%
1.9%
Range Pos
83%
Bounce Ratio
2.8×
Green/Red 10d
6/4

Strategy Score Scored Jun 23, 2026

13
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
7.2/15
Profit Factor
0.0/15
Consistency
5.7/10
Raw Quality 12.8/100
× Confidence 0.99 = 12.7

30-Day Momentum

49
+1.8%
30d Return
85%
Win Rate
13
Trades
3.1×
Profit Factor
Quality: 51.7 Conf: 0.95×
Accelerating (+37 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
1,531
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
$9,301.72
Current Value
$9,537.85
Period P&L
$236.08
Max Drawdown
-13.7%
Sharpe Ratio
0.56

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
11 / 2
Best Trade
+0.59%
Worst Trade
-0.38%
Avg Trade Return
+0.14%
Avg Hold Time
9.1h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$245,070.66
Estimated Fees
$0.00
Gross P&L
$236.08
Net P&L (after fees)
$236.08
Gross Return
+2.54%
Net Return (after fees)
+2.54%

✅ 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

📈 MDT 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 $9,301.72 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 May 22, 2026 3:30pm ET $78.67 119 $9,361.73
🔴 SELL May 26, 2026 9:30am ET $78.37 119 $9,326.03 $9,332.89 $-35.70
(-0.4%)
🛑 -10% Stop
3.8d held
2 🟢 BUY May 27, 2026 10:00am ET $77.39 120 $9,286.80
🔴 SELL May 27, 2026 10:10am ET $77.85 120 $9,342.00 $9,388.09 +$55.20
(+0.6%)
MEAN_REVERSION
10m held
3 🟢 BUY May 28, 2026 10:45am ET $75.53 124 $9,365.41
🔴 SELL May 28, 2026 11:50am ET $75.64 124 $9,379.36 $9,402.04 +$13.95
(+0.1%)
MEAN_REVERSION
1.1h held
4 🟢 BUY May 29, 2026 12:55pm ET $74.50 126 $9,387.39
🔴 SELL May 29, 2026 1:40pm ET $74.57 126 $9,395.82 $9,410.47 +$8.43
(+0.1%)
MEAN_REVERSION
45m held
5 🟢 BUY Jun 2, 2026 9:30am ET $73.84 127 $9,377.68
🔴 SELL Jun 2, 2026 10:25am ET $74.07 127 $9,406.89 $9,439.68 +$29.21
(+0.3%)
MEAN_REVERSION
55m held
6 🟢 BUY Jun 4, 2026 12:00pm ET $81.01 116 $9,397.16
🔴 SELL Jun 4, 2026 1:40pm ET $81.17 116 $9,415.72 $9,458.24 +$18.56
(+0.2%)
MEAN_REVERSION
1.7h held
7 🟢 BUY Jun 5, 2026 2:50pm ET $81.44 116 $9,447.62
🔴 SELL Jun 5, 2026 3:35pm ET $81.60 116 $9,465.60 $9,476.22 +$17.98
(+0.2%)
MEAN_REVERSION
45m held
8 🟢 BUY Jun 9, 2026 3:10pm ET $82.00 115 $9,430.00
🔴 SELL Jun 10, 2026 9:30am ET $82.07 115 $9,438.05 $9,484.27 +$8.05
(+0.1%)
MEAN_REVERSION
18.3h held
9 🟢 BUY Jun 11, 2026 9:30am ET $79.97 118 $9,436.46
🔴 SELL Jun 11, 2026 9:55am ET $80.36 118 $9,482.48 $9,530.29 +$46.02
(+0.5%)
MEAN_REVERSION
25m held
10 🟢 BUY Jun 15, 2026 1:00pm ET $80.31 118 $9,476.58
🔴 SELL Jun 15, 2026 2:15pm ET $80.32 118 $9,477.76 $9,531.47 +$1.18
(+0.0%)
MEAN_REVERSION
1.3h held
11 🟢 BUY Jun 17, 2026 9:55am ET $80.67 118 $9,518.47
🔴 SELL Jun 17, 2026 11:25am ET $80.47 118 $9,496.05 $9,509.05 $-22.42
(-0.2%)
MEAN_REVERSION
1.5h held
12 🟢 BUY Jun 18, 2026 1:55pm ET $78.86 120 $9,462.60
🔴 SELL Jun 18, 2026 2:40pm ET $78.99 120 $9,478.80 $9,525.25 +$16.20
(+0.2%)
MEAN_REVERSION
45m held
13 🟢 BUY Jun 22, 2026 2:55pm ET $79.19 120 $9,502.80
🔴 SELL Jun 22, 2026 3:45pm ET $79.29 120 $9,515.40 $9,537.85 +$12.60
(+0.1%)
MEAN_REVERSION
50m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,537.85
Net Profit/Loss: $-462.15
Total Return: -4.62%
Back to Professor Mean