Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-06-23 14:40:38

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)
39 neutral
20d Trend
-6.5%
5d Trend
-4.3%
EMA20 Dist
-3.4%
ATR%
2.4%
Range Pos
56%
Bounce Ratio
0.6×
Green/Red 10d
5/5

Strategy Score Scored Jun 23, 2026

37
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
8.9/35
Total Return
11.7/25
Win Rate
8.0/15
Profit Factor
2.4/15
Consistency
6.3/10
Raw Quality 37.2/100
× Confidence 0.99 = 36.7

30-Day Momentum

23
+0.8%
30d Return
60%
Win Rate
10
Trades
1.2×
Profit Factor
Quality: 26.0 Conf: 0.87×
Declining (-14 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
1,545
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
$12,438.66
Current Value
$12,396.89
Period P&L
$-41.81
Max Drawdown
-9.7%
Sharpe Ratio
0.05

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
6 / 5
Best Trade
+1.61%
Worst Trade
-1.18%
Avg Trade Return
+0.04%
Avg Hold Time
15.4h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$267,614.66
Estimated Fees
$0.00
Gross P&L
$-41.81
Net P&L (after fees)
$-41.81
Gross Return
-0.34%
Net Return (after fees)
-0.34%

✅ 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

📈 MS 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 - 11 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $12,438.66 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 3:05pm ET $201.94 61 $12,318.34
🔴 SELL May 26, 2026 9:30am ET $202.38 61 $12,345.48 $12,377.39 +$27.14
(+0.2%)
MEAN_REVERSION
3.8d held
2 🟢 BUY May 27, 2026 9:40am ET $199.24 62 $12,353.14
🔴 SELL May 27, 2026 10:30am ET $200.08 62 $12,404.96 $12,429.21 +$51.82
(+0.4%)
MEAN_REVERSION
50m held
3 🟢 BUY May 29, 2026 1:05pm ET $207.18 59 $12,223.91
🔴 SELL May 29, 2026 2:10pm ET $207.30 59 $12,230.70 $12,436.00 +$6.79
(+0.1%)
MEAN_REVERSION
1.1h held
4 🟢 BUY Jun 2, 2026 3:45pm ET $215.63 57 $12,290.91
🔴 SELL Jun 3, 2026 9:30am ET $213.08 57 $12,145.45 $12,290.54 $-145.46
(-1.2%)
🛑 -10% Stop
17.8h held
5 🟢 BUY Jun 5, 2026 9:30am ET $215.72 56 $12,080.32
🔴 SELL Jun 5, 2026 9:35am ET $213.67 56 $11,965.52 $12,175.74 $-114.80
(-1.0%)
🛑 -10% Stop
5m held
6 🟢 BUY Jun 8, 2026 1:05pm ET $214.53 56 $12,013.68
🔴 SELL Jun 9, 2026 9:30am ET $214.19 56 $11,994.64 $12,156.70 $-19.04
(-0.2%)
MEAN_REVERSION
20.4h held
7 🟢 BUY Jun 10, 2026 9:30am ET $208.75 58 $12,107.50
🔴 SELL Jun 10, 2026 11:05am ET $207.75 58 $12,049.56 $12,098.76 $-57.94
(-0.5%)
MEAN_REVERSION
1.6h held
8 🟢 BUY Jun 12, 2026 11:45am ET $213.77 56 $11,971.12
🔴 SELL Jun 12, 2026 1:05pm ET $214.12 56 $11,990.44 $12,118.08 +$19.32
(+0.2%)
MEAN_REVERSION
1.3h held
9 🟢 BUY Jun 15, 2026 3:55pm ET $217.95 55 $11,987.25
🔴 SELL Jun 16, 2026 9:30am ET $220.51 55 $12,128.05 $12,258.88 +$140.80
(+1.2%)
MEAN_REVERSION
17.6h held
10 🟢 BUY Jun 17, 2026 3:25pm ET $224.71 54 $12,134.34
🔴 SELL Jun 18, 2026 9:30am ET $228.33 54 $12,329.82 $12,454.36 +$195.48
(+1.6%)
MEAN_REVERSION
18.1h held
11 🟢 BUY Jun 23, 2026 9:30am ET $223.70 55 $12,303.50
🔴 SELL Jun 23, 2026 9:35am ET $222.65 55 $12,246.02 $12,396.89 $-57.47
(-0.5%)
🛑 -10% Stop
5m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,396.89
Net Profit/Loss: +$2,396.89
Total Return: +23.97%
Back to Professor Mean