Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-06-23 15:59:22

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)
30.2 neutral
20d Trend
-10.9%
5d Trend
-5.8%
EMA20 Dist
-5.4%
ATR%
3.3%
Range Pos
4%
Bounce Ratio
0.9×
Green/Red 10d
4/6

Strategy Score Scored Jun 23, 2026

28
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
3.7/35
Total Return
9.9/25
Win Rate
7.9/15
Profit Factor
1.1/15
Consistency
5.3/10
Raw Quality 28.0/100
× Confidence 0.99 = 27.6

30-Day Momentum

9
-5.7%
30d Return
33%
Win Rate
12
Trades
0.5×
Profit Factor
Quality: 10.0 Conf: 0.93×
Declining (-18 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
1,560
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
$12,145.26
Current Value
$11,455.16
Period P&L
$-690.13
Max Drawdown
-13.7%
Sharpe Ratio
-0.43

Trade Statistics (Last Month)

Trades in Period
12
Winners / Losers
4 / 8
Best Trade
+1.18%
Worst Trade
-3.30%
Avg Trade Return
-0.48%
Avg Hold Time
4.3h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$289,104.45
Estimated Fees
$0.00
Gross P&L
$-690.13
Net P&L (after fees)
$-690.13
Gross Return
-5.68%
Net Return (after fees)
-5.68%

✅ 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

📈 NFLX 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 - 12 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $12,145.26 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 9:40am ET $87.64 138 $12,094.32
🔴 SELL May 26, 2026 11:30am ET $87.73 138 $12,106.74 $12,157.71 +$12.42
(+0.1%)
MEAN_REVERSION
1.8h held
2 🟢 BUY May 28, 2026 9:30am ET $86.85 139 $12,071.46
🔴 SELL May 28, 2026 9:35am ET $86.25 139 $11,989.44 $12,075.70 $-82.01
(-0.7%)
🛑 -10% Stop
5m held
3 🟢 BUY May 29, 2026 9:50am ET $85.81 140 $12,013.40
🔴 SELL May 29, 2026 10:05am ET $86.23 140 $12,072.20 $12,134.50 +$58.80
(+0.5%)
MEAN_REVERSION
15m held
4 🟢 BUY Jun 2, 2026 9:30am ET $84.32 143 $12,057.05
🔴 SELL Jun 2, 2026 11:00am ET $84.20 143 $12,040.60 $12,118.05 $-16.45
(-0.1%)
MEAN_REVERSION
1.5h held
5 🟢 BUY Jun 3, 2026 12:05pm ET $81.14 149 $12,089.86
🔴 SELL Jun 3, 2026 1:00pm ET $81.40 149 $12,129.34 $12,157.53 +$39.48
(+0.3%)
MEAN_REVERSION
55m held
6 🟢 BUY Jun 4, 2026 3:30pm ET $81.50 149 $12,144.24
🔴 SELL Jun 5, 2026 9:30am ET $82.46 149 $12,287.28 $12,300.57 +$143.04
(+1.2%)
MEAN_REVERSION
18h held
7 🟢 BUY Jun 9, 2026 9:30am ET $82.18 149 $12,245.56
🔴 SELL Jun 9, 2026 11:00am ET $82.06 149 $12,226.92 $12,281.93 $-18.64
(-0.2%)
MEAN_REVERSION
1.5h held
8 🟢 BUY Jun 10, 2026 2:15pm ET $82.18 149 $12,244.82
🔴 SELL Jun 10, 2026 3:40pm ET $82.03 149 $12,222.47 $12,259.58 $-22.35
(-0.2%)
MEAN_REVERSION
1.4h held
9 🟢 BUY Jun 12, 2026 9:35am ET $80.72 151 $12,189.47
🔴 SELL Jun 12, 2026 11:00am ET $80.05 151 $12,087.43 $12,157.53 $-102.05
(-0.8%)
MEAN_REVERSION
1.4h held
10 🟢 BUY Jun 16, 2026 9:50am ET $80.72 150 $12,108.00
🔴 SELL Jun 16, 2026 11:30am ET $79.13 150 $11,869.50 $11,919.03 $-238.50
(-2.0%)
MEAN_REVERSION
1.7h held
11 🟢 BUY Jun 17, 2026 2:10pm ET $77.42 153 $11,845.26
🔴 SELL Jun 18, 2026 9:55am ET $76.93 153 $11,770.75 $11,844.52 $-74.51
(-0.6%)
MEAN_REVERSION
19.8h held
12 🟢 BUY Jun 22, 2026 10:20am ET $75.12 157 $11,793.84
🔴 SELL Jun 22, 2026 1:45pm ET $72.64 157 $11,404.48 $11,455.16 $-389.36
(-3.3%)
MEAN_REVERSION
3.4h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,455.16
Net Profit/Loss: +$1,455.16
Total Return: +14.55%
Back to Professor Mean