Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-23 14:42:35

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)
49 neutral
20d Trend
-0.0%
5d Trend
-1.8%
EMA20 Dist
-0.7%
ATR%
2.5%
Range Pos
78%
Bounce Ratio
0.8×
Green/Red 10d
5/5

Strategy Score Scored Jun 23, 2026

41
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
11.6/35
Total Return
11.5/25
Win Rate
9.1/15
Profit Factor
2.3/15
Consistency
6.7/10
Raw Quality 41.2/100
× Confidence 0.99 = 40.7

30-Day Momentum

9
-5.6%
30d Return
40%
Win Rate
10
Trades
0.4×
Profit Factor
Quality: 10.0 Conf: 0.87×
Declining (-32 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
1,545
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
$13,040.70
Current Value
$12,327.85
Period P&L
$-712.88
Max Drawdown
-7.0%
Sharpe Ratio
-0.66

Trade Statistics (Last Month)

Trades in Period
10
Winners / Losers
4 / 6
Best Trade
+0.44%
Worst Trade
-2.39%
Avg Trade Return
-0.57%
Avg Hold Time
16.7h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$251,171.92
Estimated Fees
$0.00
Gross P&L
$-712.88
Net P&L (after fees)
$-712.88
Gross Return
-5.47%
Net Return (after fees)
-5.47%

✅ 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

📈 SCHW 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 - 10 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $13,040.70 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 3:30pm ET $90.28 144 $13,000.32
🔴 SELL May 26, 2026 9:30am ET $89.71 144 $12,917.52 $12,973.77 $-82.80
(-0.6%)
🛑 -10% Stop
3.8d held
2 🟢 BUY May 27, 2026 9:30am ET $88.83 146 $12,969.91
🔴 SELL May 27, 2026 11:00am ET $86.71 146 $12,659.66 $12,663.52 $-310.25
(-2.4%)
MEAN_REVERSION
1.5h held
3 🟢 BUY May 29, 2026 3:20pm ET $86.80 145 $12,586.00
🔴 SELL May 29, 2026 3:45pm ET $87.18 145 $12,641.10 $12,718.62 +$55.10
(+0.4%)
MEAN_REVERSION
25m held
4 🟢 BUY Jun 2, 2026 9:30am ET $88.12 144 $12,689.28
🔴 SELL Jun 2, 2026 11:45am ET $86.73 144 $12,489.12 $12,518.46 $-200.16
(-1.6%)
MEAN_REVERSION
2.3h held
5 🟢 BUY Jun 2, 2026 9:30am ET $88.12 144 $12,689.28
🔴 SELL Jun 4, 2026 9:40am ET $87.35 144 $12,578.40 $12,407.58 $-110.88
(-0.9%)
MEAN_REVERSION
2d held
6 🟢 BUY Jun 5, 2026 11:50am ET $87.81 141 $12,381.21
🔴 SELL Jun 5, 2026 12:45pm ET $88.11 141 $12,423.51 $12,449.88 +$42.30
(+0.3%)
MEAN_REVERSION
55m held
7 🟢 BUY Jun 8, 2026 1:15pm ET $88.39 140 $12,374.60
🔴 SELL Jun 8, 2026 1:45pm ET $88.55 140 $12,397.00 $12,472.28 +$22.40
(+0.2%)
MEAN_REVERSION
30m held
8 🟢 BUY Jun 10, 2026 3:50pm ET $89.60 139 $12,454.40
🔴 SELL Jun 11, 2026 10:25am ET $89.62 139 $12,457.18 $12,475.06 +$2.78
(+0.0%)
MEAN_REVERSION
18.6h held
9 🟢 BUY Jun 12, 2026 12:00pm ET $91.41 136 $12,431.76
🔴 SELL Jun 12, 2026 1:25pm ET $91.17 136 $12,399.12 $12,442.42 $-32.64
(-0.3%)
MEAN_REVERSION
1.4h held
10 🟢 BUY Jun 18, 2026 12:20pm ET $92.34 134 $12,373.56
🔴 SELL Jun 18, 2026 3:25pm ET $91.49 134 $12,258.99 $12,327.85 $-114.57
(-0.9%)
MEAN_REVERSION
3.1h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,327.85
Net Profit/Loss: +$2,327.85
Total Return: +23.28%
Back to Professor Mean