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: 2026-08-25 to present • 14 trades in period

-0.75%
Last Month Return
$10,880.45
Current Value
36%
Win Rate
$10,963.09
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-09-25 00:03:51

No strong directional signal. Monitor for regime shift.

Fear & Greed
71
Greed
VIX
14.2
LOW
10Y Yield
5.11%
HIGH
Yield Curve
+0.31%
NORMAL
HY Spread
2.68
CALM
🌍 Kp Index
🟢 0.5
Quiet
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 Sep 24, 2026

30
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
4.3/35
Total Return
8.2/25
Win Rate
8.6/15
Profit Factor
1.9/15
Consistency
7.3/10
Raw Quality 30.3/100
× Confidence 1.00 = 30.2

30-Day Momentum

10
-0.8%
30d Return
36%
Win Rate
14
Trades
0.7×
Profit Factor
Quality: 10.0 Conf: 0.98×
Declining (-20 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
1,716
Timeframe
5-Minute Bars
Period Range
2026-08-25 → 2026-09-24
Trading Days
22 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
$10,963.09
Current Value
$10,880.45
Period P&L
$-82.60
Max Drawdown
-7.1%
Sharpe Ratio
-0.17

Trade Statistics (Last Month)

Trades in Period
14
Winners / Losers
5 / 9
Best Trade
+0.73%
Worst Trade
-0.72%
Avg Trade Return
-0.05%
Avg Hold Time
8.4h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$299,778.82
Estimated Fees
$0.00
Gross P&L
$-82.60
Net P&L (after fees)
$-82.60
Gross Return
-0.75%
Net Return (after fees)
-0.75%

✅ 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: 22 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 $10,963.09 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 1:25pm ET $764.82 14 $10,707.48 — — —
🔴 SELL Aug 25, 2026 2:30pm ET $765.36 14 $10,715.04 $10,970.61 +$7.56
(+0.1%) 		MEAN_REVERSION
1.1h held
2 🟢 BUY Aug 27, 2026 2:05pm ET $770.60 14 $10,788.47 — — —
🔴 SELL Aug 27, 2026 3:35pm ET $770.49 14 $10,786.88 $10,969.02 $-1.59
(-0.0%) 		MEAN_REVERSION
1.5h held
3 🟢 BUY Aug 31, 2026 9:30am ET $766.38 14 $10,729.32 — — —
🔴 SELL Aug 31, 2026 11:10am ET $765.74 14 $10,720.36 $10,960.06 $-8.96
(-0.1%) 		MEAN_REVERSION
1.7h held
4 🟢 BUY Sep 1, 2026 12:30pm ET $761.70 14 $10,663.79 — — —
🔴 SELL Sep 1, 2026 2:40pm ET $759.74 14 $10,636.36 $10,932.63 $-27.43
(-0.3%) 		🛑 -10% Stop
2.2h held
5 🟢 BUY Sep 3, 2026 3:25pm ET $773.15 14 $10,824.13 — — —
🔴 SELL Sep 4, 2026 9:30am ET $771.90 14 $10,806.60 $10,915.10 $-17.53
(-0.2%) 		🛑 -10% Stop
18.1h held
6 🟢 BUY Sep 8, 2026 9:30am ET $769.32 14 $10,770.41 — — —
🔴 SELL Sep 8, 2026 10:55am ET $767.85 14 $10,749.90 $10,894.59 $-20.51
(-0.2%) 		MEAN_REVERSION
1.4h held
7 🟢 BUY Sep 9, 2026 11:10am ET $762.27 14 $10,671.78 — — —
🔴 SELL Sep 9, 2026 12:35pm ET $762.14 14 $10,669.89 $10,892.70 $-1.89
(-0.0%) 		MEAN_REVERSION
1.4h held
8 🟢 BUY Sep 10, 2026 12:35pm ET $757.36 14 $10,603.04 — — —
🔴 SELL Sep 10, 2026 12:45pm ET $759.01 14 $10,626.14 $10,915.80 +$23.10
(+0.2%) 		MEAN_REVERSION
10m held
9 🟢 BUY Sep 11, 2026 3:55pm ET $764.55 14 $10,703.70 — — —
🔴 SELL Sep 14, 2026 9:30am ET $759.02 14 $10,626.28 $10,838.38 $-77.42
(-0.7%) 		🛑 -10% Stop
2.7d held
10 🟢 BUY Sep 15, 2026 9:30am ET $760.33 14 $10,644.62 — — —
🔴 SELL Sep 15, 2026 11:40am ET $757.37 14 $10,603.18 $10,796.94 $-41.44
(-0.4%) 		MEAN_REVERSION
2.2h held
11 🟢 BUY Sep 16, 2026 2:35pm ET $757.47 14 $10,604.65 — — —
🔴 SELL Sep 17, 2026 9:30am ET $763.03 14 $10,682.42 $10,874.71 +$77.77
(+0.7%) 		MEAN_REVERSION
18.9h held
12 🟢 BUY Sep 18, 2026 9:30am ET $761.34 14 $10,658.76 — — —
🔴 SELL Sep 18, 2026 11:00am ET $759.94 14 $10,639.16 $10,855.11 $-19.60
(-0.2%) 		MEAN_REVERSION
1.5h held
13 🟢 BUY Sep 22, 2026 11:30am ET $772.98 14 $10,821.72 — — —
🔴 SELL Sep 22, 2026 12:10pm ET $773.36 14 $10,827.04 $10,860.43 +$5.32
(+0.0%) 		MEAN_REVERSION
40m held
14 🟢 BUY Sep 23, 2026 12:50pm ET $767.06 14 $10,738.84 — — —
🔴 SELL Sep 23, 2026 1:40pm ET $768.49 14 $10,758.86 $10,880.45 +$20.02
(+0.2%) 		MEAN_REVERSION
50m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,880.45
Net Profit/Loss: +$880.45
Total Return: +8.80%
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