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

Professor Mean's Analysis

Last Month: 2026-05-23 to present • 8 trades in period

-0.40%
Last Month Return
$10,017.82
Current Value
38%
Win Rate
$10,057.67
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-06-23 14:38:41

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)
49.9 neutral
20d Trend
-0.2%
5d Trend
+0.1%
EMA20 Dist
+0.1%
ATR%
0.7%
Range Pos
20%
Bounce Ratio
2.0×
Green/Red 10d
3/7

Strategy Score Scored Jun 23, 2026

13
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.1/35
Total Return
0.6/25
Win Rate
7.3/15
Profit Factor
0.0/15
Consistency
5.3/10
Raw Quality 13.3/100
× Confidence 0.98 = 13.0

30-Day Momentum

6
-0.4%
30d Return
38%
Win Rate
8
Trades
0.6×
Profit Factor
Quality: 7.1 Conf: 0.81×
Cooling (-7 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
1,544
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
$10,057.67
Current Value
$10,017.82
Period P&L
$-39.93
Max Drawdown
-6.8%
Sharpe Ratio
-0.31

Trade Statistics (Last Month)

Trades in Period
8
Winners / Losers
3 / 5
Best Trade
+0.12%
Worst Trade
-0.44%
Avg Trade Return
-0.05%
Avg Hold Time
14.4h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$160,360.11
Estimated Fees
$0.00
Gross P&L
$-39.93
Net P&L (after fees)
$-39.93
Gross Return
-0.40%
Net Return (after fees)
-0.40%

✅ 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

📈 TLT 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 - 8 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,057.67 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 29, 2026 1:45pm ET $85.72 117 $10,029.24 — — —
🔴 SELL May 29, 2026 2:20pm ET $85.79 117 $10,036.85 $10,065.36 +$7.61
(+0.1%) 		MEAN_REVERSION
35m held
2 🟢 BUY Jun 2, 2026 12:10pm ET $85.66 117 $10,022.38 — — —
🔴 SELL Jun 2, 2026 12:15pm ET $85.60 117 $10,015.20 $10,058.18 $-7.18
(-0.1%) 		🛑 -10% Stop
5m held
3 🟢 BUY Jun 4, 2026 1:50pm ET $85.49 117 $10,002.33 — — —
🔴 SELL Jun 4, 2026 2:50pm ET $85.51 117 $10,004.67 $10,060.52 +$2.34
(+0.0%) 		MEAN_REVERSION
1h held
4 🟢 BUY Jun 10, 2026 11:50am ET $85.03 118 $10,033.54 — — —
🔴 SELL Jun 10, 2026 2:05pm ET $84.96 118 $10,025.56 $10,052.54 $-7.98
(-0.1%) 		MEAN_REVERSION
2.3h held
5 🟢 BUY Jun 12, 2026 9:30am ET $85.63 117 $10,018.71 — — —
🔴 SELL Jun 12, 2026 10:55am ET $85.61 117 $10,016.37 $10,050.20 $-2.34
(-0.0%) 		MEAN_REVERSION
1.4h held
6 🟢 BUY Jun 15, 2026 12:50pm ET $85.76 117 $10,033.94 — — —
🔴 SELL Jun 15, 2026 1:55pm ET $85.76 117 $10,033.92 $10,050.18 $-0.02
(-0.0%) 		MEAN_REVERSION
1.1h held
7 🟢 BUY Jun 16, 2026 3:55pm ET $86.25 116 $10,005.58 — — —
🔴 SELL Jun 17, 2026 9:55am ET $86.36 116 $10,017.88 $10,062.48 +$12.30
(+0.1%) 		MEAN_REVERSION
18h held
8 🟢 BUY Jun 18, 2026 3:05pm ET $86.68 116 $10,054.30 — — —
🔴 SELL Jun 22, 2026 9:30am ET $86.29 116 $10,009.64 $10,017.82 $-44.66
(-0.4%) 		🛑 -10% Stop
3.8d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,017.82
Net Profit/Loss: +$17.82
Total Return: +0.18%
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