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

Professor Mean's Analysis

Last Month: 2026-08-24 to present • 13 trades in period

-1.06%
Last Month Return
$10,793.02
Current Value
23%
Win Rate
$10,909.08
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-09-24 21:05:59

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)
36.2 neutral
20d Trend
-2.9%
5d Trend
-2.1%
EMA20 Dist
-1.9%
ATR%
1.1%
Range Pos
52%
Bounce Ratio
0.6×
Green/Red 10d
4/6

Strategy Score Scored Sep 24, 2026

25
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
3.1/35
Total Return
7.9/25
Win Rate
6.9/15
Profit Factor
1.6/15
Consistency
6.4/10
Raw Quality 25.9/100
× Confidence 0.98 = 25.4

30-Day Momentum

10
-1.1%
30d Return
23%
Win Rate
13
Trades
0.6×
Profit Factor
Quality: 10.0 Conf: 0.95×
Declining (-16 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
1,794
Timeframe
5-Minute Bars
Period Range
2026-08-24 → 2026-09-24
Trading Days
23 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
$10,909.08
Current Value
$10,793.02
Period P&L
$-115.96
Max Drawdown
-8.8%
Sharpe Ratio
-0.25

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
3 / 10
Best Trade
+0.76%
Worst Trade
-0.71%
Avg Trade Return
-0.08%
Avg Hold Time
10.3h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$275,774.44
Estimated Fees
$0.00
Gross P&L
$-115.96
Net P&L (after fees)
$-115.96
Gross Return
-1.06%
Net Return (after fees)
-1.06%

✅ 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

📈 VTI 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: 23 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 13 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,909.08 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 $377.61 28 $10,573.22 — — —
🔴 SELL Aug 25, 2026 2:30pm ET $377.86 28 $10,580.08 $10,915.84 +$6.86
(+0.1%) 		MEAN_REVERSION
1.1h held
2 🟢 BUY Aug 27, 2026 2:05pm ET $380.38 28 $10,650.50 — — —
🔴 SELL Aug 27, 2026 3:20pm ET $380.22 28 $10,646.15 $10,911.49 $-4.35
(-0.0%) 		MEAN_REVERSION
1.3h held
3 🟢 BUY Aug 31, 2026 9:30am ET $377.92 28 $10,581.76 — — —
🔴 SELL Aug 31, 2026 11:15am ET $377.45 28 $10,568.60 $10,898.33 $-13.16
(-0.1%) 		MEAN_REVERSION
1.8h held
4 🟢 BUY Sep 1, 2026 12:25pm ET $375.60 29 $10,892.40 — — —
🔴 SELL Sep 1, 2026 2:15pm ET $375.28 29 $10,883.12 $10,889.05 $-9.28
(-0.1%) 		MEAN_REVERSION
1.8h held
5 🟢 BUY Sep 3, 2026 3:25pm ET $380.90 28 $10,665.34 — — —
🔴 SELL Sep 4, 2026 9:30am ET $380.37 28 $10,650.36 $10,874.07 $-14.98
(-0.1%) 		🛑 -10% Stop
18.1h held
6 🟢 BUY Sep 8, 2026 9:35am ET $378.85 28 $10,607.81 — — —
🔴 SELL Sep 8, 2026 10:55am ET $378.60 28 $10,600.85 $10,867.11 $-6.96
(-0.1%) 		MEAN_REVERSION
1.3h held
7 🟢 BUY Sep 9, 2026 11:10am ET $375.68 28 $10,519.04 — — —
🔴 SELL Sep 9, 2026 12:35pm ET $375.58 28 $10,516.24 $10,864.31 $-2.80
(-0.0%) 		MEAN_REVERSION
1.4h held
8 🟢 BUY Sep 10, 2026 12:35pm ET $373.09 29 $10,819.61 — — —
🔴 SELL Sep 10, 2026 12:45pm ET $373.84 29 $10,841.36 $10,886.06 +$21.75
(+0.2%) 		MEAN_REVERSION
10m held
9 🟢 BUY Sep 11, 2026 3:55pm ET $376.39 28 $10,538.92 — — —
🔴 SELL Sep 14, 2026 9:30am ET $373.72 28 $10,464.16 $10,811.30 $-74.76
(-0.7%) 		🛑 -10% Stop
2.7d held
10 🟢 BUY Sep 15, 2026 9:30am ET $374.37 28 $10,482.36 — — —
🔴 SELL Sep 15, 2026 11:40am ET $372.85 28 $10,439.80 $10,768.74 $-42.56
(-0.4%) 		MEAN_REVERSION
2.2h held
11 🟢 BUY Sep 16, 2026 2:35pm ET $372.87 28 $10,440.36 — — —
🔴 SELL Sep 17, 2026 9:30am ET $375.71 28 $10,519.88 $10,848.26 +$79.52
(+0.8%) 		MEAN_REVERSION
18.9h held
12 🟢 BUY Sep 18, 2026 9:50am ET $374.95 28 $10,498.60 — — —
🔴 SELL Sep 18, 2026 11:00am ET $374.67 28 $10,490.76 $10,840.42 $-7.84
(-0.1%) 		MEAN_REVERSION
1.2h held
13 🟢 BUY Sep 22, 2026 3:55pm ET $381.26 28 $10,675.28 — — —
🔴 SELL Sep 23, 2026 11:20am ET $379.57 28 $10,627.88 $10,793.02 $-47.40
(-0.4%) 		MEAN_REVERSION
19.4h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,793.02
Net Profit/Loss: +$793.02
Total Return: +7.93%
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