Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-05-07 11:59:56

No strong directional signal. Monitor for regime shift.

Fear & Greed
47
Neutral
VIX
17.4
NORMAL
10Y Yield
4.45%
ELEVATED
Yield Curve
+0.49%
NORMAL
HY Spread
2.77
CALM
🌍 Kp Index
🟢 0.5
Quiet
⛈️ 4 storm days in 7d
RSI(14)
42.6 neutral
20d Trend
-5.1%
5d Trend
-1.5%
EMA20 Dist
-1.8%
ATR%
3.2%
Range Pos
9%
Bounce Ratio
0.6×
Green/Red 10d
6/4

Strategy Score Scored May 7, 2026

25
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
2.6/35
Total Return
9.8/25
Win Rate
6.6/15
Profit Factor
1.4/15
Consistency
4.5/10
Raw Quality 24.9/100
× Confidence 1.00 = 24.8

30-Day Momentum

12
-0.5%
30d Return
46%
Win Rate
13
Trades
0.9×
Profit Factor
Quality: 12.3 Conf: 0.95×
Declining (-13 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
1,746
Timeframe
5-Minute Bars
Period Range
2026-04-07 → 2026-05-07
Trading Days
23 days
Data Gaps
None detected
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
$11,472.58
Current Value
$11,380.84
Period P&L
$-91.65
Max Drawdown
-19.1%
Sharpe Ratio
-0.06

Trade Statistics (Last Month)

Trades in Period
14
Winners / Losers
6 / 8
Best Trade
+2.19%
Worst Trade
-1.35%
Avg Trade Return
-0.05%
Avg Hold Time
3.8h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$319,280.13
Estimated Fees
$0.00
Gross P&L
$-91.65
Net P&L (after fees)
$-91.65
Gross Return
-0.80%
Net Return (after fees)
-0.80%

✅ 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

📈 SPXU 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 $11,472.58 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 Apr 8, 2026 9:30am ET $50.19 228 $11,443.55
🔴 SELL Apr 8, 2026 10:55am ET $51.29 228 $11,694.10 $11,723.04 +$250.55
(+2.2%)
MEAN_REVERSION
1.4h held
2 🟢 BUY Apr 9, 2026 11:20am ET $50.37 232 $11,685.84
🔴 SELL Apr 9, 2026 2:05pm ET $49.69 232 $11,528.08 $11,565.28 $-157.76
(-1.4%)
MEAN_REVERSION
2.8h held
3 🟢 BUY Apr 10, 2026 3:15pm ET $49.62 233 $11,561.48
🔴 SELL Apr 10, 2026 3:35pm ET $49.75 233 $11,591.75 $11,595.55 +$30.27
(+0.3%)
MEAN_REVERSION
20m held
4 🟢 BUY Apr 13, 2026 3:50pm ET $48.55 238 $11,554.28
🔴 SELL Apr 14, 2026 9:30am ET $47.91 238 $11,402.58 $11,443.85 $-151.70
(-1.3%)
🛑 -10% Stop
17.7h held
5 🟢 BUY Apr 15, 2026 9:30am ET $46.38 246 $11,409.48
🔴 SELL Apr 15, 2026 12:00pm ET $46.08 246 $11,334.45 $11,368.82 $-75.03
(-0.7%)
MEAN_REVERSION
2.5h held
6 🟢 BUY Apr 17, 2026 9:30am ET $44.26 256 $11,330.64
🔴 SELL Apr 17, 2026 9:35am ET $44.11 256 $11,292.19 $11,330.37 $-38.45
(-0.3%)
🛑 -10% Stop
5m held
7 🟢 BUY Apr 20, 2026 1:10pm ET $43.94 257 $11,292.58
🔴 SELL Apr 20, 2026 1:35pm ET $44.01 257 $11,310.57 $11,348.36 +$17.99
(+0.2%)
MEAN_REVERSION
25m held
8 🟢 BUY Apr 21, 2026 3:25pm ET $44.06 257 $11,323.42
🔴 SELL Apr 21, 2026 3:40pm ET $44.35 257 $11,397.95 $11,422.89 +$74.53
(+0.7%)
MEAN_REVERSION
15m held
9 🟢 BUY Apr 24, 2026 9:30am ET $43.49 262 $11,394.38
🔴 SELL Apr 24, 2026 1:10pm ET $43.03 262 $11,273.86 $11,302.37 $-120.52
(-1.1%)
MEAN_REVERSION
3.7h held
10 🟢 BUY Apr 27, 2026 1:30pm ET $42.78 264 $11,295.24
🔴 SELL Apr 27, 2026 2:45pm ET $42.78 264 $11,293.89 $11,301.02 $-1.35
(-0.0%)
MEAN_REVERSION
1.3h held
11 🟢 BUY Apr 28, 2026 3:05pm ET $43.31 260 $11,261.90
🔴 SELL Apr 28, 2026 3:35pm ET $43.43 260 $11,291.80 $11,330.92 +$29.90
(+0.3%)
MEAN_REVERSION
30m held
12 🟢 BUY Apr 30, 2026 9:30am ET $42.93 263 $11,290.59
🔴 SELL Apr 30, 2026 10:00am ET $43.46 263 $11,429.95 $11,470.28 +$139.36
(+1.2%)
MEAN_REVERSION
30m held
13 🟢 BUY May 5, 2026 9:30am ET $41.60 275 $11,440.00
🔴 SELL May 5, 2026 12:00pm ET $41.40 275 $11,385.00 $11,415.28 $-55.00
(-0.5%)
MEAN_REVERSION
2.5h held
14 🟢 BUY May 6, 2026 2:20pm ET $39.73 287 $11,402.51
🔴 SELL May 7, 2026 9:50am ET $39.61 287 $11,368.07 $11,380.84 $-34.44
(-0.3%)
MEAN_REVERSION
19.5h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,380.84
Net Profit/Loss: +$1,380.84
Total Return: +13.81%
Back to Professor Mean