Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-23 14:42:36

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)
49.5 neutral
20d Trend
-1.8%
5d Trend
-1.9%
EMA20 Dist
-0.6%
ATR%
2.9%
Range Pos
71%
Bounce Ratio
1.0×
Green/Red 10d
4/6

Strategy Score Scored Jun 23, 2026

41
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
13.1/35
Total Return
11.1/25
Win Rate
7.8/15
Profit Factor
2.3/15
Consistency
7.0/10
Raw Quality 41.3/100
× Confidence 0.98 = 40.6

30-Day Momentum

51
+5.1%
30d Return
64%
Win Rate
11
Trades
2.3×
Profit Factor
Quality: 56.6 Conf: 0.90×
Accelerating (+10 vs lifetime)
Momentum meets 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
1,545
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
$11,464.69
Current Value
$12,053.67
Period P&L
$589.03
Max Drawdown
-5.5%
Sharpe Ratio
0.35

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
7 / 4
Best Trade
+4.11%
Worst Trade
-1.28%
Avg Trade Return
+0.47%
Avg Hold Time
14.1h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$253,241.69
Estimated Fees
$0.00
Gross P&L
$589.03
Net P&L (after fees)
$589.03
Gross Return
+5.14%
Net Return (after fees)
+5.14%

✅ 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

📈 VRTX 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 - 11 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $11,464.69 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 3:55pm ET $435.53 26 $11,323.78
🔴 SELL May 27, 2026 9:30am ET $437.85 26 $11,383.97 $11,524.83 +$60.19
(+0.5%)
MEAN_REVERSION
17.6h held
2 🟢 BUY May 28, 2026 9:30am ET $436.70 26 $11,354.20
🔴 SELL May 28, 2026 9:45am ET $439.78 26 $11,434.28 $11,604.91 +$80.08
(+0.7%)
MEAN_REVERSION
15m held
3 🟢 BUY May 29, 2026 9:45am ET $445.67 26 $11,587.55
🔴 SELL May 29, 2026 9:50am ET $443.66 26 $11,535.16 $11,552.52 $-52.39
(-0.5%)
🛑 -10% Stop
5m held
4 🟢 BUY Jun 2, 2026 9:30am ET $432.39 26 $11,242.14
🔴 SELL Jun 2, 2026 12:45pm ET $426.85 26 $11,097.97 $11,408.35 $-144.17
(-1.3%)
MEAN_REVERSION
3.3h held
5 🟢 BUY Jun 4, 2026 3:45pm ET $428.34 26 $11,136.84
🔴 SELL Jun 5, 2026 9:30am ET $445.95 26 $11,594.57 $11,866.08 +$457.73
(+4.1%)
MEAN_REVERSION
17.8h held
6 🟢 BUY Jun 8, 2026 12:25pm ET $443.78 26 $11,538.28
🔴 SELL Jun 8, 2026 2:05pm ET $443.42 26 $11,529.05 $11,856.85 $-9.23
(-0.1%)
MEAN_REVERSION
1.7h held
7 🟢 BUY Jun 10, 2026 11:00am ET $440.65 26 $11,456.90
🔴 SELL Jun 10, 2026 3:55pm ET $436.23 26 $11,341.98 $11,741.93 $-114.92
(-1.0%)
MEAN_REVERSION
4.9h held
8 🟢 BUY Jun 12, 2026 11:35am ET $442.73 26 $11,510.85
🔴 SELL Jun 12, 2026 12:40pm ET $444.35 26 $11,553.10 $11,784.18 +$42.25
(+0.4%)
MEAN_REVERSION
1.1h held
9 🟢 BUY Jun 15, 2026 3:40pm ET $450.77 26 $11,720.15
🔴 SELL Jun 16, 2026 9:30am ET $452.82 26 $11,773.32 $11,837.35 +$53.17
(+0.5%)
MEAN_REVERSION
17.8h held
10 🟢 BUY Jun 17, 2026 9:30am ET $450.63 26 $11,716.38
🔴 SELL Jun 17, 2026 9:40am ET $454.29 26 $11,811.54 $11,932.51 +$95.16
(+0.8%)
MEAN_REVERSION
10m held
11 🟢 BUY Jun 18, 2026 3:30pm ET $451.51 26 $11,739.26
🔴 SELL Jun 22, 2026 9:30am ET $456.17 26 $11,860.42 $12,053.67 +$121.16
(+1.0%)
MEAN_REVERSION
3.8d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,053.67
Net Profit/Loss: +$2,053.67
Total Return: +20.54%
Back to Professor Mean