Simulated with $10,000 starting capital
PHASE 4: RECOVERY
Signals generated 2026-07-26 19:35:16

Bounce in progress. Hold existing positions, let trailing stops manage exits.

Fear & Greed
26
Fear
VIX
18.7
NORMAL
10Y Yield
4.71%
HIGH
Yield Curve
+0.36%
NORMAL
HY Spread
2.77
CALM
🌍 Kp Index
🟡 1.4
Unsettled
⛈️ 2 storm days in 7d
RSI(14)
85.2 overbought
20d Trend
+19.9%
5d Trend
+9.7%
EMA20 Dist
+9.3%
ATR%
2.1%
Range Pos
98%
Bounce Ratio
62.6×
Green/Red 10d
9/1

Strategy Score Scored Jul 26, 2026

13
Lifetime
Confidence: 95%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
8.2/15
Profit Factor
0.0/15
Consistency
5.8/10
Raw Quality 14.0/100
× Confidence 0.95 = 13.3

30-Day Momentum

3
-5.1%
30d Return
33%
Win Rate
6
Trades
0.6×
Profit Factor
Quality: 4.3 Conf: 0.74×
Declining (-10 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 (95%) 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
2026-06-26 → 2026-07-24
Trading Days
20 days
Data Gaps
None (1 market holiday)

Market Closed (1 day)

2026-07-03 — Independence Day (observed)
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
$10,260.34
Current Value
$9,733.73
Period P&L
$-526.56
Max Drawdown
-12.9%
Sharpe Ratio
-0.51

Trade Statistics (Last Month)

Trades in Period
6
Winners / Losers
2 / 4
Best Trade
+1.02%
Worst Trade
-4.29%
Avg Trade Return
-0.86%
Avg Hold Time
4.2h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$120,038.06
Estimated Fees
$0.00
Gross P&L
$-526.56
Net P&L (after fees)
$-526.56
Gross Return
-5.13%
Net Return (after fees)
-5.13%

✅ 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

📈 PEP 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 - 6 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,260.34 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 Jun 26, 2026 3:10pm ET $141.09 72 $10,158.48
🔴 SELL Jun 26, 2026 3:50pm ET $141.43 72 $10,182.96 $10,284.77 +$24.48
(+0.2%)
MEAN_REVERSION
40m held
2 🟢 BUY Jun 30, 2026 10:00am ET $137.07 75 $10,280.25
🔴 SELL Jun 30, 2026 12:25pm ET $136.47 75 $10,235.39 $10,239.91 $-44.86
(-0.4%)
MEAN_REVERSION
2.4h held
3 🟢 BUY Jul 6, 2026 9:30am ET $143.04 71 $10,155.84
🔴 SELL Jul 6, 2026 9:35am ET $142.62 71 $10,126.02 $10,210.09 $-29.82
(-0.3%)
🛑 -10% Stop
5m held
4 🟢 BUY Jul 7, 2026 11:10am ET $147.31 69 $10,164.39
🔴 SELL Jul 7, 2026 2:45pm ET $145.22 69 $10,020.18 $10,065.88 $-144.21
(-1.4%)
MEAN_REVERSION
3.6h held
5 🟢 BUY Jul 8, 2026 3:55pm ET $143.02 70 $10,011.75
🔴 SELL Jul 9, 2026 9:30am ET $136.89 70 $9,582.30 $9,636.43 $-429.45
(-4.3%)
🛑 -10% Stop
17.6h held
6 🟢 BUY Jul 10, 2026 9:30am ET $135.88 70 $9,511.60
🔴 SELL Jul 10, 2026 10:05am ET $137.27 70 $9,608.90 $9,733.73 +$97.30
(+1.0%)
MEAN_REVERSION
35m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,733.73
Net Profit/Loss: $-266.27
Total Return: -2.66%
Back to Professor Mean