Simulated with $10,000 starting capital
PHASE 5: BULL TREND
Signals generated 2026-09-24 22:48:42

Trend-following and momentum strategies active. Ride winners.

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)
62.8 neutral
20d Trend
+12.6%
5d Trend
+8.3%
EMA20 Dist
+8.3%
ATR%
4.8%
Range Pos
29%
Bounce Ratio
1.8×
Green/Red 10d
7/3

Strategy Score Scored Sep 24, 2026

30
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
5.4/35
Total Return
12.3/25
Win Rate
7.0/15
Profit Factor
1.3/15
Consistency
4.6/10
Raw Quality 30.5/100
× Confidence 1.00 = 30.4

30-Day Momentum

10
-3.2%
30d Return
42%
Win Rate
12
Trades
0.5×
Profit Factor
Quality: 10.6 Conf: 0.93×
Declining (-21 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
1,794
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
$13,284.52
Current Value
$13,013.25
Period P&L
$-271.24
Max Drawdown
-19.3%
Sharpe Ratio
-0.27

Trade Statistics (Last Month)

Trades in Period
14
Winners / Losers
7 / 7
Best Trade
+0.51%
Worst Trade
-2.00%
Avg Trade Return
-0.17%
Avg Hold Time
7.4h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$370,603.22
Estimated Fees
$0.00
Gross P&L
$-271.24
Net P&L (after fees)
$-271.24
Gross Return
-2.04%
Net Return (after fees)
-2.04%

✅ 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

📈 VXX 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 - 14 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $13,284.52 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 21, 2026 3:20pm ET $18.94 704 $13,333.76 — — —
🔴 SELL Aug 24, 2026 9:45am ET $18.99 704 $13,368.96 $13,372.49 +$35.20
(+0.3%)
MEAN_REVERSION
2.8d held
2 🟢 BUY Aug 25, 2026 11:05am ET $18.77 712 $13,364.24 — — —
🔴 SELL Aug 25, 2026 12:55pm ET $18.73 712 $13,332.20 $13,340.45 $-32.04
(-0.2%)
MEAN_REVERSION
1.8h held
3 🟢 BUY Aug 26, 2026 1:25pm ET $18.58 717 $13,323.29 — — —
🔴 SELL Aug 26, 2026 2:40pm ET $18.60 717 $13,339.78 $13,356.94 +$16.49
(+0.1%)
MEAN_REVERSION
1.3h held
4 🟢 BUY Aug 27, 2026 3:05pm ET $18.19 734 $13,355.13 — — —
🔴 SELL Aug 28, 2026 9:30am ET $18.26 734 $13,402.91 $13,404.72 +$47.78
(+0.4%)
MEAN_REVERSION
18.4h held
5 🟢 BUY Aug 31, 2026 12:10pm ET $18.16 738 $13,402.08 — — —
🔴 SELL Aug 31, 2026 2:25pm ET $18.15 738 $13,391.01 $13,393.65 $-11.07
(-0.1%)
MEAN_REVERSION
2.3h held
6 🟢 BUY Sep 2, 2026 9:30am ET $18.42 727 $13,387.71 — — —
🔴 SELL Sep 2, 2026 11:20am ET $18.23 727 $13,253.21 $13,259.15 $-134.50
(-1.0%)
MEAN_REVERSION
1.8h held
7 🟢 BUY Sep 3, 2026 12:15pm ET $17.80 744 $13,243.20 — — —
🔴 SELL Sep 3, 2026 1:25pm ET $17.83 744 $13,265.52 $13,281.47 +$22.32
(+0.2%)
MEAN_REVERSION
1.2h held
8 🟢 BUY Sep 11, 2026 9:30am ET $18.24 728 $13,278.72 — — —
🔴 SELL Sep 11, 2026 9:35am ET $18.10 728 $13,180.44 $13,183.19 $-98.28
(-0.7%)
🛑 -10% Stop
5m held
9 🟢 BUY Sep 14, 2026 11:35am ET $18.27 721 $13,172.67 — — —
🔴 SELL Sep 14, 2026 1:15pm ET $18.23 721 $13,143.83 $13,154.35 $-28.84
(-0.2%)
MEAN_REVERSION
1.7h held
10 🟢 BUY Sep 16, 2026 9:30am ET $18.09 727 $13,151.43 — — —
🔴 SELL Sep 16, 2026 9:35am ET $18.07 727 $13,136.89 $13,139.81 $-14.54
(-0.1%)
🛑 -10% Stop
5m held
11 🟢 BUY Sep 17, 2026 9:35am ET $17.77 739 $13,135.72 — — —
🔴 SELL Sep 17, 2026 10:55am ET $17.82 739 $13,168.98 $13,173.07 +$33.26
(+0.3%)
MEAN_REVERSION
1.3h held
12 🟢 BUY Sep 18, 2026 3:05pm ET $17.80 740 $13,172.00 — — —
🔴 SELL Sep 18, 2026 3:30pm ET $17.85 740 $13,209.22 $13,210.29 +$37.22
(+0.3%)
MEAN_REVERSION
25m held
13 🟢 BUY Sep 22, 2026 9:30am ET $17.53 753 $13,200.09 — — —
🔴 SELL Sep 22, 2026 2:45pm ET $17.18 753 $12,936.54 $12,946.74 $-263.55
(-2.0%)
MEAN_REVERSION
5.3h held
14 🟢 BUY Sep 24, 2026 12:20pm ET $17.51 739 $12,943.58 — — —
🔴 SELL Sep 24, 2026 1:20pm ET $17.60 739 $13,010.09 $13,013.25 +$66.51
(+0.5%)
MEAN_REVERSION
1h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $13,013.25
Net Profit/Loss: +$3,013.25
Total Return: +30.13%
Back to Professor Mean