Simulated with $10,000 starting capital
PHASE 1: COMPLACENT DECLINE
😴 Complacent Bear (strategies struggle)
Signals generated 2026-09-24 22:47:50

Price declining but no fear. Strategies historically underperform. Wait for fear to build.

Fear & Greed
71
Greed
VIX
14.2
LOW
10Y Yield
5.11%
HIGH
Yield Curve
+0.31%
NORMAL
HY Spread
2.68
CALM
🌍 Kp Index
🟢 0.5
Quiet
RSI(14)
22.7 oversold
20d Trend
-16.1%
5d Trend
-8.1%
EMA20 Dist
-9.8%
ATR%
3.8%
Range Pos
2%
Bounce Ratio
0.3×
Green/Red 10d
2/8

Strategy Score Scored Sep 24, 2026

12
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.7/15
Profit Factor
0.0/15
Consistency
5.2/10
Raw Quality 11.9/100
× Confidence 0.99 = 11.8

30-Day Momentum

12
+0.0%
30d Return
50%
Win Rate
10
Trades
1.0×
Profit Factor
Quality: 14.2 Conf: 0.87×
Steady (+1 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
1,794
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
$8,974.89
Current Value
$8,971.58
Period P&L
$-3.25
Max Drawdown
-10.0%
Sharpe Ratio
-0.01

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
5 / 6
Best Trade
+1.10%
Worst Trade
-1.04%
Avg Trade Return
-0.01%
Avg Hold Time
9.9h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$193,484.02
Estimated Fees
$0.00
Gross P&L
$-3.25
Net P&L (after fees)
$-3.25
Gross Return
-0.04%
Net Return (after fees)
-0.04%

✅ 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

📈 MSFT 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 - 11 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $8,974.89 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 25, 2026 9:30am ET $484.74 18 $8,725.32 — — —
🔴 SELL Aug 25, 2026 9:40am ET $488.86 18 $8,799.48 $9,048.99 +$74.16
(+0.8%)
MEAN_REVERSION
10m held
2 🟢 BUY Aug 27, 2026 9:35am ET $490.90 18 $8,836.29 — — —
🔴 SELL Aug 27, 2026 9:45am ET $496.31 18 $8,933.58 $9,146.28 +$97.29
(+1.1%)
MEAN_REVERSION
10m held
3 🟢 BUY Aug 31, 2026 9:30am ET $510.55 17 $8,679.35 — — —
🔴 SELL Aug 31, 2026 10:50am ET $510.09 17 $8,671.53 $9,138.46 $-7.82
(-0.1%)
MEAN_REVERSION
1.3h held
4 🟢 BUY Sep 2, 2026 9:30am ET $497.29 18 $8,951.13 — — —
🔴 SELL Sep 2, 2026 9:35am ET $495.96 18 $8,927.28 $9,114.61 $-23.85
(-0.3%)
🛑 -10% Stop
5m held
5 🟢 BUY Sep 4, 2026 9:35am ET $506.41 17 $8,608.97 — — —
🔴 SELL Sep 4, 2026 12:15pm ET $501.16 17 $8,519.65 $9,025.29 $-89.32
(-1.0%)
MEAN_REVERSION
2.7h held
6 🟢 BUY Sep 8, 2026 12:20pm ET $491.64 18 $8,849.52 — — —
🔴 SELL Sep 8, 2026 1:05pm ET $492.30 18 $8,861.40 $9,037.17 +$11.88
(+0.1%)
MEAN_REVERSION
45m held
7 🟢 BUY Sep 9, 2026 2:35pm ET $491.83 18 $8,852.94 — — —
🔴 SELL Sep 10, 2026 9:30am ET $488.09 18 $8,785.66 $8,969.89 $-67.28
(-0.8%)
🛑 -10% Stop
18.9h held
8 🟢 BUY Sep 14, 2026 3:55pm ET $505.37 17 $8,591.30 — — —
🔴 SELL Sep 15, 2026 9:30am ET $500.61 17 $8,510.37 $8,888.96 $-80.93
(-0.9%)
🛑 -10% Stop
17.6h held
9 🟢 BUY Sep 16, 2026 9:30am ET $492.79 18 $8,870.22 — — —
🔴 SELL Sep 16, 2026 11:10am ET $494.86 18 $8,907.48 $8,926.22 +$37.26
(+0.4%)
MEAN_REVERSION
1.7h held
10 🟢 BUY Sep 18, 2026 3:50pm ET $492.70 18 $8,868.60 — — —
🔴 SELL Sep 21, 2026 9:30am ET $495.59 18 $8,920.62 $8,978.24 +$52.02
(+0.6%)
MEAN_REVERSION
2.7d held
11 🟢 BUY Sep 24, 2026 9:30am ET $495.00 18 $8,910.00 — — —
🔴 SELL Sep 24, 2026 9:35am ET $494.63 18 $8,903.34 $8,971.58 $-6.66
(-0.1%)
🛑 -10% Stop
5m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $8,971.58
Net Profit/Loss: $-1,028.42
Total Return: -10.28%
Back to Professor Mean