Compendium › Professor Mean › SPY
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
SPY
Alpaca Tradeable

Professor Mean's Analysis

Last Month: 2026-05-23 to present • 14 trades in period

+0.50%
Last Month Return
$10,901.14
Current Value
64%
Win Rate
$10,847.01
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-06-23 14:41:17

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)
37.4 neutral
20d Trend
-2.6%
5d Trend
-2.0%
EMA20 Dist
-1.7%
ATR%
1.1%
Range Pos
54%
Bounce Ratio
0.7×
Green/Red 10d
4/6

Strategy Score Scored Jun 23, 2026

31
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
4.4/35
Total Return
8.3/25
Win Rate
8.7/15
Profit Factor
2.1/15
Consistency
7.7/10
Raw Quality 31.2/100
× Confidence 0.99 = 30.8

30-Day Momentum

29
+0.9%
30d Return
62%
Win Rate
13
Trades
1.6×
Profit Factor
Quality: 30.7 Conf: 0.95×
Cooling (-2 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
$10,847.01
Current Value
$10,901.14
Period P&L
$54.17
Max Drawdown
-7.1%
Sharpe Ratio
0.26

Trade Statistics (Last Month)

Trades in Period
14
Winners / Losers
9 / 5
Best Trade
+0.56%
Worst Trade
-0.39%
Avg Trade Return
+0.07%
Avg Hold Time
10.8h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$293,081.73
Estimated Fees
$0.00
Gross P&L
$54.17
Net P&L (after fees)
$54.17
Gross Return
+0.50%
Net Return (after fees)
+0.50%

✅ 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

📈 SPY 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 - 14 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,847.01 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 3:20pm ET $746.14 14 $10,445.96 — — —
🔴 SELL May 26, 2026 9:30am ET $750.30 14 $10,504.20 $10,859.15 +$58.24
(+0.6%) 		MEAN_REVERSION
3.8d held
2 🟢 BUY May 28, 2026 9:30am ET $750.19 14 $10,502.66 — — —
🔴 SELL May 28, 2026 9:35am ET $749.37 14 $10,491.18 $10,847.67 $-11.48
(-0.1%) 		🛑 -10% Stop
5m held
3 🟢 BUY May 29, 2026 1:55pm ET $755.66 14 $10,579.24 — — —
🔴 SELL May 29, 2026 2:30pm ET $756.54 14 $10,591.56 $10,859.99 +$12.32
(+0.1%) 		MEAN_REVERSION
35m held
4 🟢 BUY Jun 1, 2026 3:40pm ET $759.13 14 $10,627.82 — — —
🔴 SELL Jun 2, 2026 9:30am ET $756.95 14 $10,597.23 $10,829.40 $-30.59
(-0.3%) 		🛑 -10% Stop
17.8h held
5 🟢 BUY Jun 3, 2026 9:30am ET $758.27 14 $10,615.78 — — —
🔴 SELL Jun 3, 2026 9:40am ET $756.53 14 $10,591.42 $10,805.04 $-24.36
(-0.2%) 		🛑 -10% Stop
10m held
6 🟢 BUY Jun 4, 2026 9:40am ET $752.03 14 $10,528.35 — — —
🔴 SELL Jun 4, 2026 10:20am ET $754.18 14 $10,558.52 $10,835.21 +$30.17
(+0.3%) 		MEAN_REVERSION
40m held
7 🟢 BUY Jun 5, 2026 11:20am ET $747.88 14 $10,470.32 — — —
🔴 SELL Jun 5, 2026 1:35pm ET $744.93 14 $10,429.02 $10,793.91 $-41.30
(-0.4%) 		MEAN_REVERSION
2.3h held
8 🟢 BUY Jun 8, 2026 3:10pm ET $739.67 14 $10,355.38 — — —
🔴 SELL Jun 9, 2026 9:30am ET $743.51 14 $10,409.14 $10,847.67 +$53.76
(+0.5%) 		MEAN_REVERSION
18.3h held
9 🟢 BUY Jun 10, 2026 11:00am ET $732.09 14 $10,249.26 — — —
🔴 SELL Jun 10, 2026 12:35pm ET $731.43 14 $10,240.08 $10,838.49 $-9.18
(-0.1%) 		MEAN_REVERSION
1.6h held
10 🟢 BUY Jun 12, 2026 3:35pm ET $740.28 14 $10,363.92 — — —
🔴 SELL Jun 12, 2026 3:55pm ET $741.44 14 $10,380.16 $10,854.73 +$16.24
(+0.2%) 		MEAN_REVERSION
20m held
11 🟢 BUY Jun 15, 2026 3:55pm ET $753.84 14 $10,553.76 — — —
🔴 SELL Jun 16, 2026 9:35am ET $755.30 14 $10,574.27 $10,875.24 +$20.51
(+0.2%) 		MEAN_REVERSION
17.7h held
12 🟢 BUY Jun 17, 2026 1:05pm ET $749.50 14 $10,493.00 — — —
🔴 SELL Jun 17, 2026 1:55pm ET $750.32 14 $10,504.48 $10,886.72 +$11.48
(+0.1%) 		MEAN_REVERSION
50m held
13 🟢 BUY Jun 18, 2026 3:10pm ET $745.61 14 $10,438.54 — — —
🔴 SELL Jun 18, 2026 3:35pm ET $746.34 14 $10,448.76 $10,896.94 +$10.22
(+0.1%) 		MEAN_REVERSION
25m held
14 🟢 BUY Jun 23, 2026 9:30am ET $733.34 14 $10,266.76 — — —
🔴 SELL Jun 23, 2026 9:35am ET $733.64 14 $10,270.96 $10,901.14 +$4.20
(+0.0%) 		🛑 -10% Stop
5m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,901.14
Net Profit/Loss: +$901.14
Total Return: +9.01%
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