Simulated with $10,000 starting capital
PHASE 4: RECOVERY
Signals generated 2026-06-23 14:42:54

Bounce in progress. Hold existing positions, let trailing stops manage exits.

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)
79.9 overbought
20d Trend
+11.9%
5d Trend
+9.6%
EMA20 Dist
+7.7%
ATR%
2.4%
Range Pos
96%
Bounce Ratio
5.6×
Green/Red 10d
7/3

Strategy Score Scored Jun 23, 2026

46
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
14.9/35
Total Return
12.8/25
Win Rate
8.7/15
Profit Factor
4.2/15
Consistency
6.0/10
Raw Quality 46.6/100
× Confidence 0.98 = 45.8

30-Day Momentum

29
+1.6%
30d Return
58%
Win Rate
12
Trades
1.4×
Profit Factor
Quality: 31.7 Conf: 0.93×
Declining (-16 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 (98%) 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
1,545
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
$13,181.26
Current Value
$13,433.70
Period P&L
$252.44
Max Drawdown
-8.0%
Sharpe Ratio
0.25

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
8 / 5
Best Trade
+0.87%
Worst Trade
-1.19%
Avg Trade Return
+0.15%
Avg Hold Time
18.2h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$343,354.45
Estimated Fees
$0.00
Gross P&L
$252.44
Net P&L (after fees)
$252.44
Gross Return
+1.92%
Net Return (after fees)
+1.92%

✅ 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

📈 MRK 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 $13,181.26 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 26, 2026 9:35am ET $121.96 108 $13,172.22
🔴 SELL May 26, 2026 11:15am ET $120.93 108 $13,060.44 $13,069.48 $-111.78
(-0.8%)
MEAN_REVERSION
1.7h held
2 🟢 BUY May 27, 2026 3:45pm ET $120.47 108 $13,010.76
🔴 SELL May 28, 2026 9:35am ET $120.88 108 $13,055.04 $13,113.76 +$44.28
(+0.3%)
MEAN_REVERSION
17.8h held
3 🟢 BUY May 29, 2026 9:55am ET $118.96 110 $13,085.60
🔴 SELL May 29, 2026 11:40am ET $118.76 110 $13,063.60 $13,091.76 $-22.00
(-0.2%)
MEAN_REVERSION
1.8h held
4 🟢 BUY Jun 2, 2026 3:55pm ET $115.66 113 $13,069.58
🔴 SELL Jun 3, 2026 9:35am ET $116.44 113 $13,157.72 $13,179.90 +$88.14
(+0.7%)
MEAN_REVERSION
17.7h held
5 🟢 BUY Jun 4, 2026 2:05pm ET $118.75 110 $13,061.95
🔴 SELL Jun 4, 2026 2:20pm ET $119.23 110 $13,115.30 $13,233.25 +$53.35
(+0.4%)
MEAN_REVERSION
15m held
6 🟢 BUY Jun 5, 2026 2:55pm ET $121.47 108 $13,119.30
🔴 SELL Jun 8, 2026 9:30am ET $122.13 108 $13,189.50 $13,303.45 +$70.20
(+0.5%)
MEAN_REVERSION
2.8d held
7 🟢 BUY Jun 9, 2026 10:00am ET $118.23 112 $13,241.76
🔴 SELL Jun 9, 2026 10:20am ET $119.26 112 $13,357.12 $13,418.81 +$115.36
(+0.9%)
MEAN_REVERSION
20m held
8 🟢 BUY Jun 10, 2026 11:40am ET $118.10 113 $13,345.30
🔴 SELL Jun 10, 2026 12:50pm ET $117.92 113 $13,324.40 $13,397.91 $-20.90
(-0.2%)
MEAN_REVERSION
1.2h held
9 🟢 BUY Jun 11, 2026 3:25pm ET $122.30 109 $13,330.70
🔴 SELL Jun 12, 2026 10:55am ET $120.84 109 $13,171.56 $13,238.77 $-159.14
(-1.2%)
MEAN_REVERSION
19.5h held
10 🟢 BUY Jun 15, 2026 3:55pm ET $115.04 115 $13,229.03
🔴 SELL Jun 16, 2026 9:30am ET $115.88 115 $13,326.20 $13,335.94 +$97.17
(+0.7%)
MEAN_REVERSION
17.6h held
11 🟢 BUY Jun 17, 2026 9:35am ET $114.50 116 $13,282.58
🔴 SELL Jun 17, 2026 10:05am ET $115.10 116 $13,351.60 $13,404.96 +$69.02
(+0.5%)
MEAN_REVERSION
30m held
12 🟢 BUY Jun 18, 2026 3:50pm ET $113.79 117 $13,313.43
🔴 SELL Jun 22, 2026 10:50am ET $113.63 117 $13,294.71 $13,386.24 $-18.72
(-0.1%)
MEAN_REVERSION
3.8d held
13 🟢 BUY Jun 23, 2026 11:25am ET $117.60 113 $13,288.80
🔴 SELL Jun 23, 2026 12:10pm ET $118.02 113 $13,336.26 $13,433.70 +$47.46
(+0.4%)
MEAN_REVERSION
45m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $13,433.70
Net Profit/Loss: +$3,433.70
Total Return: +34.34%
Back to Professor Mean