Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-09-25 21:21:07

No strong directional signal. Monitor for regime shift.

Fear & Greed
71
Greed
VIX
14.2
LOW
10Y Yield
5.18%
HIGH
Yield Curve
+0.36%
NORMAL
HY Spread
2.68
CALM
🌍 Kp Index
🔴 2.8
Storm
⛈️ 1 storm day in 7d
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
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored Sep 25, 2026

39
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
10.4/35
Total Return
11.1/25
Win Rate
9.3/15
Profit Factor
1.8/15
Consistency
6.4/10
Raw Quality 39.0/100
× Confidence 1.00 = 38.8

30-Day Momentum

13
-5.8%
30d Return
50%
Win Rate
14
Trades
0.5×
Profit Factor
Quality: 13.8 Conf: 0.98×
Declining (-25 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 (100%) 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
1,794
Timeframe
5-Minute Bars
Period Range
2026-08-25 → 2026-09-25
Trading Days
23 days
Data Gaps
None (1 market holiday)

Market Closed (1 day)

2026-09-07 — Labor Day
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
$12,817.74
Current Value
$12,073.85
Period P&L
$-743.92
Max Drawdown
-7.0%
Sharpe Ratio
-0.39

Trade Statistics (Last Month)

Trades in Period
14
Winners / Losers
7 / 7
Best Trade
+0.79%
Worst Trade
-3.35%
Avg Trade Return
-0.42%
Avg Hold Time
9.3h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$339,564.04
Estimated Fees
$0.00
Gross P&L
$-743.92
Net P&L (after fees)
$-743.92
Gross Return
-5.80%
Net Return (after fees)
-5.80%

✅ 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: 23 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 14 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $12,817.74 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 Aug 25, 2026 3:55pm ET $112.26 114 $12,797.64 — — —
🔴 SELL Aug 26, 2026 9:30am ET $108.50 114 $12,369.00 $12,389.13 $-428.64
(-3.3%)
🛑 -10% Stop
17.6h held
2 🟢 BUY Aug 27, 2026 9:30am ET $108.84 113 $12,298.92 — — —
🔴 SELL Aug 27, 2026 11:20am ET $107.94 113 $12,197.22 $12,287.43 $-101.70
(-0.8%)
MEAN_REVERSION
1.8h held
3 🟢 BUY Aug 28, 2026 3:50pm ET $110.43 111 $12,257.73 — — —
🔴 SELL Aug 31, 2026 9:30am ET $109.56 111 $12,161.16 $12,190.86 $-96.57
(-0.8%)
🛑 -10% Stop
2.7d held
4 🟢 BUY Sep 1, 2026 9:30am ET $109.29 111 $12,131.19 — — —
🔴 SELL Sep 1, 2026 10:20am ET $109.71 111 $12,178.36 $12,238.03 +$47.17
(+0.4%)
MEAN_REVERSION
50m held
5 🟢 BUY Sep 2, 2026 12:00pm ET $108.96 112 $12,203.52 — — —
🔴 SELL Sep 2, 2026 1:45pm ET $108.75 112 $12,180.00 $12,214.51 $-23.52
(-0.2%)
MEAN_REVERSION
1.8h held
6 🟢 BUY Sep 4, 2026 9:30am ET $109.86 111 $12,194.46 — — —
🔴 SELL Sep 4, 2026 10:55am ET $109.29 111 $12,131.74 $12,151.79 $-62.72
(-0.5%)
MEAN_REVERSION
1.4h held
7 🟢 BUY Sep 8, 2026 2:40pm ET $108.23 112 $12,121.76 — — —
🔴 SELL Sep 9, 2026 10:15am ET $107.29 112 $12,016.48 $12,046.51 $-105.28
(-0.9%)
MEAN_REVERSION
19.6h held
8 🟢 BUY Sep 14, 2026 11:10am ET $107.06 112 $11,990.16 — — —
🔴 SELL Sep 14, 2026 11:45am ET $107.42 112 $12,031.04 $12,087.39 +$40.88
(+0.3%)
MEAN_REVERSION
35m held
9 🟢 BUY Sep 15, 2026 2:00pm ET $108.00 111 $11,988.00 — — —
🔴 SELL Sep 15, 2026 2:20pm ET $108.36 111 $12,027.41 $12,126.80 +$39.41
(+0.3%)
MEAN_REVERSION
20m held
10 🟢 BUY Sep 16, 2026 3:00pm ET $104.92 115 $12,065.23 — — —
🔴 SELL Sep 16, 2026 3:50pm ET $105.04 115 $12,079.60 $12,141.18 +$14.38
(+0.1%)
MEAN_REVERSION
50m held
11 🟢 BUY Sep 18, 2026 9:35am ET $104.45 116 $12,116.20 — — —
🔴 SELL Sep 18, 2026 10:10am ET $104.77 116 $12,153.32 $12,178.30 +$37.12
(+0.3%)
MEAN_REVERSION
35m held
12 🟢 BUY Sep 21, 2026 3:35pm ET $106.86 113 $12,074.62 — — —
🔴 SELL Sep 22, 2026 9:30am ET $104.79 113 $11,840.71 $11,944.39 $-233.91
(-1.9%)
🛑 -10% Stop
17.9h held
13 🟢 BUY Sep 23, 2026 9:30am ET $100.19 119 $11,922.61 — — —
🔴 SELL Sep 23, 2026 10:15am ET $100.98 119 $12,016.62 $12,038.40 +$94.01
(+0.8%)
MEAN_REVERSION
45m held
14 🟢 BUY Sep 24, 2026 3:25pm ET $99.11 121 $11,991.95 — — —
🔴 SELL Sep 24, 2026 3:50pm ET $99.40 121 $12,027.40 $12,073.85 +$35.45
(+0.3%)
MEAN_REVERSION
25m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,073.85
Net Profit/Loss: +$2,073.85
Total Return: +20.74%
Back to Professor Mean