Simulated with $10,000 starting capital
PHASE 5: BULL TREND
Signals generated 2026-09-24 23:50:24

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)
74 overbought
20d Trend
+6.1%
5d Trend
+7.2%
EMA20 Dist
+5.3%
ATR%
1.8%
Range Pos
94%
Bounce Ratio
3.3×
Green/Red 10d
6/4

Strategy Score Scored Sep 24, 2026

14
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
0.2/35
Total Return
0.9/25
Win Rate
8.7/15
Profit Factor
0.0/15
Consistency
4.2/10
Raw Quality 14.1/100
× Confidence 0.99 = 14.0

30-Day Momentum

14
-1.2%
30d Return
55%
Win Rate
11
Trades
0.8×
Profit Factor
Quality: 15.5 Conf: 0.90×
Cooling (-0 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
1,794
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
$10,147.21
Current Value
$9,990.71
Period P&L
$-156.45
Max Drawdown
-4.5%
Sharpe Ratio
-0.21

Trade Statistics (Last Month)

Trades in Period
12
Winners / Losers
6 / 6
Best Trade
+0.75%
Worst Trade
-1.54%
Avg Trade Return
-0.13%
Avg Hold Time
12.3h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$242,626.19
Estimated Fees
$0.00
Gross P&L
$-156.45
Net P&L (after fees)
$-156.45
Gross Return
-1.54%
Net Return (after fees)
-1.54%

✅ 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

📈 WMT 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 - 12 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,147.21 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 9:35am ET $104.96 96 $10,076.64 — — —
🔴 SELL Aug 25, 2026 11:15am ET $105.14 96 $10,093.39 $10,163.91 +$16.75
(+0.2%)
MEAN_REVERSION
1.7h held
2 🟢 BUY Aug 27, 2026 9:30am ET $103.47 98 $10,140.06 — — —
🔴 SELL Aug 27, 2026 11:15am ET $102.84 98 $10,078.32 $10,102.17 $-61.74
(-0.6%)
MEAN_REVERSION
1.8h held
3 🟢 BUY Aug 28, 2026 11:20am ET $102.79 98 $10,073.42 — — —
🔴 SELL Aug 28, 2026 11:55am ET $103.04 98 $10,097.92 $10,126.67 +$24.50
(+0.2%)
MEAN_REVERSION
35m held
4 🟢 BUY Sep 1, 2026 2:45pm ET $105.87 95 $10,057.65 — — —
🔴 SELL Sep 1, 2026 3:05pm ET $106.13 95 $10,082.35 $10,151.37 +$24.70
(+0.2%)
MEAN_REVERSION
20m held
5 🟢 BUY Sep 2, 2026 3:05pm ET $105.89 95 $10,060.02 — — —
🔴 SELL Sep 3, 2026 9:30am ET $106.69 95 $10,135.56 $10,226.90 +$75.53
(+0.8%)
MEAN_REVERSION
18.4h held
6 🟢 BUY Sep 4, 2026 9:30am ET $108.36 94 $10,185.84 — — —
🔴 SELL Sep 4, 2026 9:35am ET $108.75 94 $10,222.50 $10,263.56 +$36.66
(+0.4%)
MEAN_REVERSION
5m held
7 🟢 BUY Sep 8, 2026 9:35am ET $106.04 96 $10,180.32 — — —
🔴 SELL Sep 8, 2026 11:25am ET $105.95 96 $10,171.20 $10,254.44 $-9.12
(-0.1%)
MEAN_REVERSION
1.8h held
8 🟢 BUY Sep 9, 2026 3:55pm ET $105.73 96 $10,150.08 — — —
🔴 SELL Sep 10, 2026 9:30am ET $106.23 96 $10,198.08 $10,302.44 +$48.00
(+0.5%)
MEAN_REVERSION
17.6h held
9 🟢 BUY Sep 14, 2026 3:55pm ET $109.06 94 $10,251.17 — — —
🔴 SELL Sep 15, 2026 9:30am ET $108.69 94 $10,216.86 $10,268.13 $-34.31
(-0.3%)
🛑 -10% Stop
17.6h held
10 🟢 BUY Sep 16, 2026 2:50pm ET $108.14 94 $10,165.16 — — —
🔴 SELL Sep 17, 2026 12:00pm ET $106.47 94 $10,008.18 $10,111.15 $-156.98
(-1.5%)
MEAN_REVERSION
21.2h held
11 🟢 BUY Sep 18, 2026 3:55pm ET $107.08 94 $10,065.52 — — —
🔴 SELL Sep 21, 2026 9:30am ET $106.21 94 $9,984.21 $10,029.84 $-81.31
(-0.8%)
🛑 -10% Stop
2.7d held
12 🟢 BUY Sep 24, 2026 9:35am ET $109.73 91 $9,985.43 — — —
🔴 SELL Sep 24, 2026 11:10am ET $109.30 91 $9,946.30 $9,990.71 $-39.13
(-0.4%)
MEAN_REVERSION
1.6h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,990.71
Net Profit/Loss: $-9.29
Total Return: -0.09%
Back to Professor Mean