Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-23 16:10:32

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)
35.8 neutral
20d Trend
-2.8%
5d Trend
-2.4%
EMA20 Dist
-1.9%
ATR%
1.1%
Range Pos
50%
Bounce Ratio
0.7×
Green/Red 10d
3/7

Strategy Score Scored Jun 23, 2026

36
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
8.0/35
Total Return
9.5/25
Win Rate
8.3/15
Profit Factor
3.1/15
Consistency
8.0/10
Raw Quality 36.8/100
× Confidence 0.99 = 36.3

30-Day Momentum

30
+1.0%
30d Return
62%
Win Rate
13
Trades
1.7×
Profit Factor
Quality: 31.9 Conf: 0.95×
Cooling (-6 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
1,560
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
$11,221.32
Current Value
$11,288.09
Period P&L
$66.81
Max Drawdown
-5.6%
Sharpe Ratio
0.28

Trade Statistics (Last Month)

Trades in Period
14
Winners / Losers
9 / 5
Best Trade
+0.57%
Worst Trade
-0.40%
Avg Trade Return
+0.08%
Avg Hold Time
10.8h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$308,069.67
Estimated Fees
$0.00
Gross P&L
$66.81
Net P&L (after fees)
$66.81
Gross Return
+0.60%
Net Return (after fees)
+0.60%

✅ 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

📈 VOO 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 $11,221.32 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 $686.00 16 $10,976.00
🔴 SELL May 26, 2026 9:30am ET $689.91 16 $11,038.56 $11,235.36 +$62.56
(+0.6%)
MEAN_REVERSION
3.8d held
2 🟢 BUY May 28, 2026 9:30am ET $689.69 16 $11,035.04
🔴 SELL May 28, 2026 9:35am ET $688.95 16 $11,023.20 $11,223.52 $-11.84
(-0.1%)
🛑 -10% Stop
5m held
3 🟢 BUY May 29, 2026 1:55pm ET $694.80 16 $11,116.80
🔴 SELL May 29, 2026 2:30pm ET $695.60 16 $11,129.60 $11,236.32 +$12.80
(+0.1%)
MEAN_REVERSION
35m held
4 🟢 BUY Jun 1, 2026 3:40pm ET $697.98 16 $11,167.67
🔴 SELL Jun 2, 2026 9:30am ET $696.00 16 $11,136.00 $11,204.65 $-31.67
(-0.3%)
🛑 -10% Stop
17.8h held
5 🟢 BUY Jun 3, 2026 9:30am ET $697.20 16 $11,155.20
🔴 SELL Jun 3, 2026 9:40am ET $695.55 16 $11,128.80 $11,178.25 $-26.40
(-0.2%)
🛑 -10% Stop
10m held
6 🟢 BUY Jun 4, 2026 9:40am ET $691.38 16 $11,062.08
🔴 SELL Jun 4, 2026 10:20am ET $693.41 16 $11,094.56 $11,210.73 +$32.48
(+0.3%)
MEAN_REVERSION
40m held
7 🟢 BUY Jun 5, 2026 11:20am ET $687.61 16 $11,001.76
🔴 SELL Jun 5, 2026 1:35pm ET $684.89 16 $10,958.16 $11,167.13 $-43.60
(-0.4%)
MEAN_REVERSION
2.3h held
8 🟢 BUY Jun 8, 2026 3:10pm ET $680.05 16 $10,880.80
🔴 SELL Jun 9, 2026 9:30am ET $683.64 16 $10,938.24 $11,224.57 +$57.44
(+0.5%)
MEAN_REVERSION
18.3h held
9 🟢 BUY Jun 10, 2026 11:00am ET $673.03 16 $10,768.56
🔴 SELL Jun 10, 2026 12:35pm ET $672.45 16 $10,759.12 $11,215.13 $-9.44
(-0.1%)
MEAN_REVERSION
1.6h held
10 🟢 BUY Jun 12, 2026 3:35pm ET $680.62 16 $10,889.92
🔴 SELL Jun 12, 2026 3:55pm ET $681.81 16 $10,908.96 $11,234.17 +$19.04
(+0.2%)
MEAN_REVERSION
20m held
11 🟢 BUY Jun 15, 2026 3:55pm ET $693.11 16 $11,089.76
🔴 SELL Jun 16, 2026 9:35am ET $694.48 16 $11,111.68 $11,256.09 +$21.92
(+0.2%)
MEAN_REVERSION
17.7h held
12 🟢 BUY Jun 17, 2026 1:05pm ET $689.04 16 $11,024.64
🔴 SELL Jun 17, 2026 1:55pm ET $689.88 16 $11,038.08 $11,269.53 +$13.44
(+0.1%)
MEAN_REVERSION
50m held
13 🟢 BUY Jun 18, 2026 3:10pm ET $687.13 16 $10,994.08
🔴 SELL Jun 18, 2026 3:35pm ET $688.00 16 $11,008.00 $11,283.45 +$13.92
(+0.1%)
MEAN_REVERSION
25m held
14 🟢 BUY Jun 23, 2026 9:30am ET $675.93 16 $10,814.88
🔴 SELL Jun 23, 2026 9:35am ET $676.22 16 $10,819.52 $11,288.09 +$4.64
(+0.0%)
🛑 -10% Stop
5m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,288.09
Net Profit/Loss: +$1,288.09
Total Return: +12.88%
Back to Professor Mean