Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-06-23 14:44:06

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)
31.7 neutral
20d Trend
-3.6%
5d Trend
-4.6%
EMA20 Dist
-3.6%
ATR%
1.8%
Range Pos
21%
Bounce Ratio
0.6×
Green/Red 10d
4/6

Strategy Score Scored Jun 23, 2026

33
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
8.3/35
Total Return
9.2/25
Win Rate
8.8/15
Profit Factor
1.9/15
Consistency
5.7/10
Raw Quality 33.9/100
× Confidence 0.99 = 33.4

30-Day Momentum

55
+3.5%
30d Return
100%
Win Rate
12
Trades
10.0×
Profit Factor
Quality: 59.1 Conf: 0.93×
Accelerating (+21 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
1,545
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
$10,901.40
Current Value
$11,204.96
Period P&L
$303.54
Max Drawdown
-4.4%
Sharpe Ratio
0.92

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
13 / 0
Best Trade
+1.05%
Worst Trade
+0.01%
Avg Trade Return
+0.29%
Avg Hold Time
10.4h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$277,181.06
Estimated Fees
$0.00
Gross P&L
$303.54
Net P&L (after fees)
$303.54
Gross Return
+2.78%
Net Return (after fees)
+2.78%

✅ 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

📈 QQQ 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 - 13 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,901.40 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 3:15pm ET $718.47 15 $10,777.12
🔴 SELL May 26, 2026 9:30am ET $726.04 15 $10,890.60 $10,920.77 +$113.48
(+1.1%)
MEAN_REVERSION
3.8d held
2 🟢 BUY May 27, 2026 10:25am ET $727.09 15 $10,906.32
🔴 SELL May 27, 2026 12:10pm ET $727.66 15 $10,914.90 $10,929.35 +$8.58
(+0.1%)
MEAN_REVERSION
1.8h held
3 🟢 BUY May 29, 2026 2:00pm ET $735.92 14 $10,302.88
🔴 SELL May 29, 2026 2:30pm ET $738.16 14 $10,334.24 $10,960.71 +$31.36
(+0.3%)
MEAN_REVERSION
30m held
4 🟢 BUY Jun 1, 2026 3:35pm ET $743.38 14 $10,407.32
🔴 SELL Jun 2, 2026 10:00am ET $743.42 14 $10,407.88 $10,961.27 +$0.56
(+0.0%)
MEAN_REVERSION
18.4h held
5 🟢 BUY Jun 3, 2026 11:40am ET $743.63 14 $10,410.82
🔴 SELL Jun 3, 2026 12:55pm ET $743.74 14 $10,412.36 $10,962.81 +$1.54
(+0.0%)
MEAN_REVERSION
1.3h held
6 🟢 BUY Jun 4, 2026 3:15pm ET $741.85 14 $10,385.90
🔴 SELL Jun 4, 2026 3:25pm ET $743.28 14 $10,405.94 $10,982.85 +$20.04
(+0.2%)
MEAN_REVERSION
10m held
7 🟢 BUY Jun 8, 2026 3:10pm ET $716.25 15 $10,743.75
🔴 SELL Jun 9, 2026 9:30am ET $722.69 15 $10,840.35 $11,079.45 +$96.60
(+0.9%)
MEAN_REVERSION
18.3h held
8 🟢 BUY Jun 10, 2026 11:15am ET $698.49 15 $10,477.35
🔴 SELL Jun 10, 2026 12:35pm ET $700.34 15 $10,505.17 $11,107.27 +$27.82
(+0.3%)
MEAN_REVERSION
1.3h held
9 🟢 BUY Jun 12, 2026 3:35pm ET $719.83 15 $10,797.45
🔴 SELL Jun 12, 2026 3:55pm ET $721.72 15 $10,825.80 $11,135.62 +$28.35
(+0.3%)
MEAN_REVERSION
20m held
10 🟢 BUY Jun 16, 2026 9:30am ET $742.47 14 $10,394.58
🔴 SELL Jun 16, 2026 9:50am ET $743.63 14 $10,410.82 $11,151.86 +$16.24
(+0.2%)
MEAN_REVERSION
20m held
11 🟢 BUY Jun 17, 2026 1:05pm ET $731.45 15 $10,971.75
🔴 SELL Jun 17, 2026 1:55pm ET $733.45 15 $11,001.75 $11,181.86 +$30.00
(+0.3%)
MEAN_REVERSION
50m held
12 🟢 BUY Jun 18, 2026 2:35pm ET $739.05 15 $11,085.75
🔴 SELL Jun 18, 2026 3:35pm ET $739.41 15 $11,091.08 $11,187.19 +$5.33
(+0.0%)
MEAN_REVERSION
1h held
13 🟢 BUY Jun 23, 2026 9:30am ET $715.38 15 $10,730.70
🔴 SELL Jun 23, 2026 9:35am ET $716.57 15 $10,748.48 $11,204.96 +$17.77
(+0.2%)
🛑 -10% Stop
5m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,204.96
Net Profit/Loss: +$1,204.96
Total Return: +12.05%
Back to Professor Mean