Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-06-23 14:47:18

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)
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 Jun 23, 2026

24
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
2.4/35
Total Return
9.6/25
Win Rate
6.5/15
Profit Factor
1.2/15
Consistency
4.7/10
Raw Quality 24.4/100
× Confidence 0.98 = 23.8

30-Day Momentum

35
+1.5%
30d Return
70%
Win Rate
10
Trades
1.9×
Profit Factor
Quality: 40.0 Conf: 0.87×
Accelerating (+11 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 (98%) 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
1,546
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
$11,145.03
Current Value
$11,314.06
Period P&L
$169.12
Max Drawdown
-19.1%
Sharpe Ratio
0.33

Trade Statistics (Last Month)

Trades in Period
10
Winners / Losers
7 / 3
Best Trade
+0.99%
Worst Trade
-0.49%
Avg Trade Return
+0.15%
Avg Hold Time
7.7h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$223,561.85
Estimated Fees
$0.00
Gross P&L
$169.12
Net P&L (after fees)
$169.12
Gross Return
+1.52%
Net Return (after fees)
+1.52%

✅ 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: 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 $11,145.03 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 9:30am ET $37.21 299 $11,124.30
🔴 SELL May 26, 2026 11:05am ET $37.11 299 $11,095.89 $11,116.53 $-28.41
(-0.3%)
MEAN_REVERSION
1.6h held
2 🟢 BUY May 28, 2026 10:15am ET $36.82 301 $11,082.82
🔴 SELL May 28, 2026 1:35pm ET $36.64 301 $11,028.61 $11,062.32 $-54.21
(-0.5%)
MEAN_REVERSION
3.3h held
3 🟢 BUY May 29, 2026 3:35pm ET $36.24 305 $11,054.72
🔴 SELL Jun 1, 2026 9:30am ET $36.55 305 $11,147.75 $11,155.35 +$93.03
(+0.8%)
MEAN_REVERSION
2.7d held
4 🟢 BUY Jun 2, 2026 10:55am ET $35.92 310 $11,133.65
🔴 SELL Jun 2, 2026 12:00pm ET $35.95 310 $11,144.50 $11,166.20 +$10.85
(+0.1%)
MEAN_REVERSION
1.1h held
5 🟢 BUY Jun 3, 2026 1:50pm ET $36.51 305 $11,137.07
🔴 SELL Jun 3, 2026 3:00pm ET $36.60 305 $11,162.94 $11,192.06 +$25.86
(+0.2%)
MEAN_REVERSION
1.2h held
6 🟢 BUY Jun 4, 2026 3:25pm ET $36.13 309 $11,165.71
🔴 SELL Jun 4, 2026 3:40pm ET $36.20 309 $11,185.80 $11,212.15 +$20.09
(+0.2%)
MEAN_REVERSION
15m held
7 🟢 BUY Jun 8, 2026 9:30am ET $38.23 293 $11,201.39
🔴 SELL Jun 8, 2026 11:30am ET $38.29 293 $11,220.43 $11,231.19 +$19.04
(+0.2%)
MEAN_REVERSION
2h held
8 🟢 BUY Jun 11, 2026 9:50am ET $40.46 277 $11,207.42
🔴 SELL Jun 11, 2026 10:20am ET $40.86 277 $11,318.22 $11,341.99 +$110.80
(+1.0%)
MEAN_REVERSION
30m held
9 🟢 BUY Jun 15, 2026 9:30am ET $36.90 307 $11,326.77
🔴 SELL Jun 15, 2026 9:35am ET $36.73 307 $11,276.11 $11,291.33 $-50.66
(-0.4%)
🛑 -10% Stop
5m held
10 🟢 BUY Jun 22, 2026 9:35am ET $37.17 303 $11,262.51
🔴 SELL Jun 22, 2026 10:25am ET $37.24 303 $11,285.23 $11,314.06 +$22.73
(+0.2%)
MEAN_REVERSION
50m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,314.06
Net Profit/Loss: +$1,314.06
Total Return: +13.14%
Back to Professor Mean