Simulated with $10,000 starting capital
PHASE 4: RECOVERY
Signals generated 2026-06-23 14:44:06

Bounce in progress. Hold existing positions, let trailing stops manage exits.

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)
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 Jun 23, 2026

30
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
5.4/35
Total Return
12.3/25
Win Rate
7.0/15
Profit Factor
1.4/15
Consistency
4.3/10
Raw Quality 30.4/100
× Confidence 0.98 = 29.9

30-Day Momentum

53
+4.5%
30d Return
67%
Win Rate
12
Trades
2.5×
Profit Factor
Quality: 57.7 Conf: 0.93×
Accelerating (+24 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
$12,389.48
Current Value
$12,943.97
Period P&L
$554.53
Max Drawdown
-19.3%
Sharpe Ratio
0.43

Trade Statistics (Last Month)

Trades in Period
12
Winners / Losers
8 / 4
Best Trade
+2.32%
Worst Trade
-1.31%
Avg Trade Return
+0.37%
Avg Hold Time
4.1h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$296,853.03
Estimated Fees
$0.00
Gross P&L
$554.53
Net P&L (after fees)
$554.53
Gross Return
+4.48%
Net Return (after fees)
+4.48%

✅ 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: 20 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 12 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $12,389.48 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 9:30am ET $25.69 482 $12,383.21
🔴 SELL May 26, 2026 11:30am ET $25.55 482 $12,315.10 $12,321.32 $-68.11
(-0.5%)
MEAN_REVERSION
2h held
2 🟢 BUY May 27, 2026 3:35pm ET $25.18 489 $12,313.02
🔴 SELL May 28, 2026 11:35am ET $24.85 489 $12,151.65 $12,159.95 $-161.37
(-1.3%)
MEAN_REVERSION
20h held
3 🟢 BUY May 29, 2026 12:20pm ET $24.02 506 $12,154.12
🔴 SELL May 29, 2026 1:55pm ET $23.99 506 $12,136.41 $12,142.24 $-17.71
(-0.1%)
MEAN_REVERSION
1.6h held
4 🟢 BUY Jun 2, 2026 12:00pm ET $24.42 497 $12,136.74
🔴 SELL Jun 2, 2026 12:50pm ET $24.52 497 $12,188.92 $12,194.42 +$52.18
(+0.4%)
MEAN_REVERSION
50m held
5 🟢 BUY Jun 3, 2026 2:15pm ET $24.44 498 $12,173.61
🔴 SELL Jun 3, 2026 3:00pm ET $24.53 498 $12,215.94 $12,236.76 +$42.33
(+0.3%)
MEAN_REVERSION
45m held
6 🟢 BUY Jun 4, 2026 3:30pm ET $23.66 517 $12,232.22
🔴 SELL Jun 5, 2026 9:30am ET $23.78 517 $12,294.21 $12,298.75 +$61.99
(+0.5%)
MEAN_REVERSION
18h held
7 🟢 BUY Jun 8, 2026 9:30am ET $24.61 499 $12,280.39
🔴 SELL Jun 8, 2026 11:30am ET $24.65 499 $12,297.86 $12,316.21 +$17.46
(+0.1%)
MEAN_REVERSION
2h held
8 🟢 BUY Jun 10, 2026 2:00pm ET $26.07 472 $12,305.04
🔴 SELL Jun 10, 2026 2:35pm ET $26.29 472 $12,408.88 $12,420.05 +$103.84
(+0.8%)
MEAN_REVERSION
35m held
9 🟢 BUY Jun 12, 2026 9:30am ET $24.98 497 $12,412.58
🔴 SELL Jun 12, 2026 10:45am ET $25.16 497 $12,502.04 $12,509.51 +$89.46
(+0.7%)
MEAN_REVERSION
1.3h held
10 🟢 BUY Jun 15, 2026 12:25pm ET $22.75 549 $12,487.01
🔴 SELL Jun 15, 2026 1:45pm ET $22.73 549 $12,478.77 $12,501.27 $-8.24
(-0.1%)
MEAN_REVERSION
1.3h held
11 🟢 BUY Jun 17, 2026 1:40pm ET $22.60 553 $12,500.56
🔴 SELL Jun 17, 2026 2:05pm ET $23.13 553 $12,790.89 $12,791.59 +$290.32
(+2.3%)
MEAN_REVERSION
25m held
12 🟢 BUY Jun 22, 2026 9:30am ET $22.21 575 $12,770.75
🔴 SELL Jun 22, 2026 10:30am ET $22.48 575 $12,923.13 $12,943.97 +$152.38
(+1.2%)
MEAN_REVERSION
1h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,943.97
Net Profit/Loss: +$2,943.97
Total Return: +29.44%
Back to Professor Mean