Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-23 16:20:51

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)
45 neutral
20d Trend
-0.3%
5d Trend
-10.0%
EMA20 Dist
-6.7%
ATR%
7.8%
Range Pos
52%
Bounce Ratio
0.4×
Green/Red 10d
3/7

Strategy Score Scored Jun 23, 2026

9
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.8/15
Profit Factor
0.0/15
Consistency
2.7/10
Raw Quality 9.4/100
× Confidence 0.98 = 9.2

30-Day Momentum

21
+0.4%
30d Return
70%
Win Rate
10
Trades
1.0×
Profit Factor
Quality: 24.4 Conf: 0.87×
Accelerating (+12 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
1,560
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
$5,375.21
Current Value
$5,394.70
Period P&L
$19.52
Max Drawdown
-31.7%
Sharpe Ratio
0.03

Trade Statistics (Last Month)

Trades in Period
10
Winners / Losers
7 / 3
Best Trade
+2.17%
Worst Trade
-4.15%
Avg Trade Return
+0.06%
Avg Hold Time
2.9h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$108,816.62
Estimated Fees
$0.00
Gross P&L
$19.52
Net P&L (after fees)
$19.52
Gross Return
+0.36%
Net Return (after fees)
+0.36%

✅ 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

📈 MRNA 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 - 10 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $5,375.21 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 3:25pm ET $47.20 113 $5,333.24
🔴 SELL May 27, 2026 9:35am ET $47.45 113 $5,361.85 $5,403.79 +$28.61
(+0.5%)
MEAN_REVERSION
18.2h held
2 🟢 BUY May 28, 2026 9:35am ET $46.23 116 $5,362.68
🔴 SELL May 28, 2026 10:45am ET $46.60 116 $5,405.02 $5,446.13 +$42.34
(+0.8%)
MEAN_REVERSION
1.2h held
3 🟢 BUY May 29, 2026 1:40pm ET $48.42 112 $5,423.04
🔴 SELL May 29, 2026 2:15pm ET $48.85 112 $5,471.20 $5,494.29 +$48.16
(+0.9%)
MEAN_REVERSION
35m held
4 🟢 BUY Jun 2, 2026 9:30am ET $44.14 124 $5,473.22
🔴 SELL Jun 2, 2026 10:45am ET $44.78 124 $5,552.72 $5,573.79 +$79.50
(+1.5%)
MEAN_REVERSION
1.3h held
5 🟢 BUY Jun 5, 2026 9:35am ET $50.67 110 $5,573.70
🔴 SELL Jun 5, 2026 11:30am ET $49.11 110 $5,402.10 $5,402.19 $-171.60
(-3.1%)
MEAN_REVERSION
1.9h held
6 🟢 BUY Jun 8, 2026 12:10pm ET $47.79 113 $5,400.27
🔴 SELL Jun 8, 2026 2:25pm ET $47.16 113 $5,329.08 $5,331.00 $-71.19
(-1.3%)
MEAN_REVERSION
2.3h held
7 🟢 BUY Jun 10, 2026 9:30am ET $47.03 113 $5,314.31
🔴 SELL Jun 10, 2026 9:40am ET $48.05 113 $5,429.65 $5,446.34 +$115.34
(+2.2%)
MEAN_REVERSION
10m held
8 🟢 BUY Jun 12, 2026 12:05pm ET $50.05 108 $5,405.40
🔴 SELL Jun 12, 2026 12:50pm ET $51.03 108 $5,511.24 $5,552.18 +$105.84
(+2.0%)
MEAN_REVERSION
45m held
9 🟢 BUY Jun 15, 2026 12:55pm ET $50.77 109 $5,533.93
🔴 SELL Jun 15, 2026 1:30pm ET $51.45 109 $5,608.05 $5,626.30 +$74.12
(+1.3%)
MEAN_REVERSION
35m held
10 🟢 BUY Jun 22, 2026 9:35am ET $61.31 91 $5,578.76
🔴 SELL Jun 22, 2026 11:30am ET $58.76 91 $5,347.16 $5,394.70 $-231.60
(-4.2%)
MEAN_REVERSION
1.9h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $5,394.70
Net Profit/Loss: $-4,605.30
Total Return: -46.05%
Back to Professor Mean