Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-26 06:11:03

No strong directional signal. Monitor for regime shift.

Fear & Greed
13
Extreme Fear
VIX
18.6
NORMAL
10Y Yield
4.50%
ELEVATED
Yield Curve
+0.31%
NORMAL
HY Spread
2.76
CALM
🌍 Kp Index
⛈️ 3.6
Severe
⛈️ 1 storm day in 7d
RSI(14)
58.2 neutral
20d Trend
+92.9%
5d Trend
-10.5%
EMA20 Dist
+4.3%
ATR%
12.0%
Range Pos
60%
Bounce Ratio
0.8×
Green/Red 10d
2/8
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored Jun 25, 2026

35
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
7.2/35
Total Return
12.9/25
Win Rate
6.7/15
Profit Factor
1.8/15
Consistency
6.3/10
Raw Quality 34.9/100
× Confidence 0.99 = 34.7

30-Day Momentum

73
+9.9%
30d Return
69%
Win Rate
13
Trades
3.1×
Profit Factor
Quality: 76.3 Conf: 0.95×
Accelerating (+38 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
1,716
Timeframe
5-Minute Bars
Period Range
2026-05-26 → 2026-06-25
Trading Days
22 days
Data Gaps
None (1 market holiday)

Market Closed (1 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
$12,262.59
Current Value
$13,478.39
Period P&L
$1,215.77
Max Drawdown
-16.9%
Sharpe Ratio
0.53

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
9 / 4
Best Trade
+3.88%
Worst Trade
-1.89%
Avg Trade Return
+0.75%
Avg Hold Time
4.9h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$337,392.37
Estimated Fees
$0.00
Gross P&L
$1,215.77
Net P&L (after fees)
$1,215.77
Gross Return
+9.91%
Net Return (after fees)
+9.91%

✅ 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

📈 NET 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: 22 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 $12,262.59 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 2:10pm ET $219.68 55 $12,082.13
🔴 SELL May 26, 2026 3:15pm ET $219.62 55 $12,078.83 $12,259.32 $-3.30
(-0.0%)
MEAN_REVERSION
1.1h held
2 🟢 BUY May 27, 2026 3:55pm ET $209.60 58 $12,156.80
🔴 SELL May 28, 2026 9:30am ET $217.74 58 $12,628.92 $12,731.44 +$472.12
(+3.9%)
MEAN_REVERSION
17.6h held
3 🟢 BUY Jun 2, 2026 9:30am ET $262.77 48 $12,613.15
🔴 SELL Jun 2, 2026 10:10am ET $269.52 48 $12,937.20 $13,055.49 +$324.05
(+2.6%)
MEAN_REVERSION
40m held
4 🟢 BUY Jun 3, 2026 11:40am ET $261.20 49 $12,798.80
🔴 SELL Jun 3, 2026 12:15pm ET $262.77 49 $12,875.49 $13,132.18 +$76.69
(+0.6%)
MEAN_REVERSION
35m held
5 🟢 BUY Jun 4, 2026 12:40pm ET $272.58 48 $13,083.84
🔴 SELL Jun 4, 2026 1:05pm ET $274.46 48 $13,174.08 $13,222.42 +$90.24
(+0.7%)
MEAN_REVERSION
25m held
6 🟢 BUY Jun 5, 2026 2:15pm ET $248.95 53 $13,194.09
🔴 SELL Jun 5, 2026 3:25pm ET $249.67 53 $13,232.51 $13,260.84 +$38.42
(+0.3%)
MEAN_REVERSION
1.2h held
7 🟢 BUY Jun 8, 2026 3:25pm ET $246.43 53 $13,060.53
🔴 SELL Jun 9, 2026 9:50am ET $248.27 53 $13,158.31 $13,358.63 +$97.79
(+0.7%)
MEAN_REVERSION
18.4h held
8 🟢 BUY Jun 10, 2026 10:00am ET $228.59 58 $13,258.22
🔴 SELL Jun 10, 2026 12:00pm ET $224.26 58 $13,007.37 $13,107.78 $-250.85
(-1.9%)
MEAN_REVERSION
2h held
9 🟢 BUY Jun 12, 2026 9:40am ET $223.98 58 $12,990.69
🔴 SELL Jun 12, 2026 9:55am ET $227.09 58 $13,171.22 $13,288.31 +$180.53
(+1.4%)
MEAN_REVERSION
15m held
10 🟢 BUY Jun 15, 2026 12:35pm ET $237.40 55 $13,057.00
🔴 SELL Jun 15, 2026 1:55pm ET $236.94 55 $13,031.70 $13,263.01 $-25.30
(-0.2%)
MEAN_REVERSION
1.3h held
11 🟢 BUY Jun 17, 2026 9:40am ET $230.10 57 $13,115.56
🔴 SELL Jun 17, 2026 9:45am ET $233.08 57 $13,285.70 $13,433.16 +$170.15
(+1.3%)
MEAN_REVERSION
5m held
12 🟢 BUY Jun 22, 2026 9:30am ET $220.73 60 $13,243.80
🔴 SELL Jun 22, 2026 9:50am ET $223.77 60 $13,426.20 $13,615.56 +$182.40
(+1.4%)
MEAN_REVERSION
20m held
13 🟢 BUY Jun 23, 2026 1:55pm ET $227.69 59 $13,433.71
🔴 SELL Jun 24, 2026 9:45am ET $225.37 59 $13,296.54 $13,478.39 $-137.17
(-1.0%)
MEAN_REVERSION
19.8h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $13,478.39
Net Profit/Loss: +$3,478.39
Total Return: +34.78%
Back to Professor Mean