Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-06-23 14:43:29

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)
53.6 neutral
20d Trend
-3.7%
5d Trend
+4.3%
EMA20 Dist
+1.1%
ATR%
2.8%
Range Pos
81%
Bounce Ratio
0.6×
Green/Red 10d
6/4

Strategy Score Scored Jun 23, 2026

32
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
5.2/35
Total Return
10.9/25
Win Rate
8.9/15
Profit Factor
1.9/15
Consistency
5.7/10
Raw Quality 32.6/100
× Confidence 0.99 = 32.1

30-Day Momentum

47
+1.6%
30d Return
77%
Win Rate
13
Trades
5.4×
Profit Factor
Quality: 49.6 Conf: 0.95×
Accelerating (+15 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
$11,785.22
Current Value
$11,976.86
Period P&L
$191.62
Max Drawdown
-13.4%
Sharpe Ratio
0.80

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
10 / 3
Best Trade
+0.46%
Worst Trade
-0.16%
Avg Trade Return
+0.13%
Avg Hold Time
3.8h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$299,057.71
Estimated Fees
$0.00
Gross P&L
$191.62
Net P&L (after fees)
$191.62
Gross Return
+1.63%
Net Return (after fees)
+1.63%

✅ 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

📈 REGN 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 $11,785.22 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 12:50pm ET $638.20 18 $11,487.60
🔴 SELL May 27, 2026 9:45am ET $637.74 18 $11,479.32 $11,776.96 $-8.28
(-0.1%)
MEAN_REVERSION
20.9h held
2 🟢 BUY May 28, 2026 12:50pm ET $622.71 18 $11,208.78
🔴 SELL May 28, 2026 1:50pm ET $623.72 18 $11,226.96 $11,795.14 +$18.18
(+0.2%)
MEAN_REVERSION
1h held
3 🟢 BUY May 29, 2026 2:15pm ET $613.58 19 $11,658.02
🔴 SELL May 29, 2026 3:30pm ET $613.32 19 $11,653.08 $11,790.20 $-4.94
(-0.0%)
MEAN_REVERSION
1.3h held
4 🟢 BUY Jun 1, 2026 3:55pm ET $599.32 19 $11,386.99
🔴 SELL Jun 2, 2026 10:45am ET $598.35 19 $11,368.65 $11,771.86 $-18.34
(-0.2%)
MEAN_REVERSION
18.8h held
5 🟢 BUY Jun 3, 2026 2:10pm ET $620.53 18 $11,169.45
🔴 SELL Jun 3, 2026 3:00pm ET $621.39 18 $11,185.02 $11,787.43 +$15.57
(+0.1%)
MEAN_REVERSION
50m held
6 🟢 BUY Jun 5, 2026 11:55am ET $634.41 18 $11,419.38
🔴 SELL Jun 5, 2026 12:10pm ET $636.13 18 $11,450.25 $11,818.30 +$30.87
(+0.3%)
MEAN_REVERSION
15m held
7 🟢 BUY Jun 8, 2026 1:15pm ET $611.09 19 $11,610.80
🔴 SELL Jun 8, 2026 2:35pm ET $611.88 19 $11,625.72 $11,833.22 +$14.92
(+0.1%)
MEAN_REVERSION
1.3h held
8 🟢 BUY Jun 9, 2026 3:25pm ET $614.85 19 $11,682.15
🔴 SELL Jun 9, 2026 3:55pm ET $616.08 19 $11,705.52 $11,856.59 +$23.37
(+0.2%)
MEAN_REVERSION
30m held
9 🟢 BUY Jun 12, 2026 9:40am ET $608.97 19 $11,570.34
🔴 SELL Jun 12, 2026 10:15am ET $611.79 19 $11,624.01 $11,910.26 +$53.67
(+0.5%)
MEAN_REVERSION
35m held
10 🟢 BUY Jun 15, 2026 1:15pm ET $612.15 19 $11,630.76
🔴 SELL Jun 15, 2026 2:20pm ET $612.36 19 $11,634.84 $11,914.34 +$4.08
(+0.0%)
MEAN_REVERSION
1.1h held
11 🟢 BUY Jun 16, 2026 3:00pm ET $614.43 19 $11,674.26
🔴 SELL Jun 16, 2026 3:55pm ET $615.33 19 $11,691.27 $11,931.35 +$17.01
(+0.1%)
MEAN_REVERSION
55m held
12 🟢 BUY Jun 18, 2026 10:30am ET $599.97 19 $11,399.43
🔴 SELL Jun 18, 2026 12:10pm ET $600.53 19 $11,410.16 $11,942.09 +$10.74
(+0.1%)
MEAN_REVERSION
1.7h held
13 🟢 BUY Jun 22, 2026 2:35pm ET $607.11 19 $11,535.09
🔴 SELL Jun 22, 2026 2:55pm ET $608.94 19 $11,569.86 $11,976.86 +$34.77
(+0.3%)
MEAN_REVERSION
20m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,976.86
Net Profit/Loss: +$1,976.86
Total Return: +19.77%
Back to Professor Mean