Simulated with $10,000 starting capital
PHASE 4: RECOVERY
Signals generated 2026-06-23 14:38:07

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)
70 neutral
20d Trend
+11.0%
5d Trend
+2.0%
EMA20 Dist
+4.4%
ATR%
2.1%
Range Pos
76%
Bounce Ratio
3.3×
Green/Red 10d
8/2

Strategy Score Scored Jun 23, 2026

11
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.3/15
Profit Factor
0.0/15
Consistency
5.0/10
Raw Quality 11.3/100
× Confidence 0.98 = 11.1

30-Day Momentum

28
+0.8%
30d Return
69%
Win Rate
13
Trades
1.2×
Profit Factor
Quality: 29.5 Conf: 0.95×
Accelerating (+17 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
1,544
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
$9,539.35
Current Value
$9,619.77
Period P&L
$80.42
Max Drawdown
-13.3%
Sharpe Ratio
0.09

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
9 / 4
Best Trade
+1.37%
Worst Trade
-1.89%
Avg Trade Return
+0.07%
Avg Hold Time
13h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$245,612.99
Estimated Fees
$0.00
Gross P&L
$80.42
Net P&L (after fees)
$80.42
Gross Return
+0.84%
Net Return (after fees)
+0.84%

✅ 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

📈 XLE 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 - 13 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,539.35 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 2:50pm ET $58.03 164 $9,516.10
🔴 SELL May 27, 2026 9:30am ET $56.93 164 $9,336.54 $9,359.79 $-179.56
(-1.9%)
🛑 -10% Stop
18.7h held
2 🟢 BUY May 28, 2026 12:45pm ET $57.03 164 $9,353.74
🔴 SELL May 28, 2026 2:30pm ET $56.99 164 $9,347.18 $9,353.23 $-6.56
(-0.1%)
MEAN_REVERSION
1.8h held
3 🟢 BUY May 29, 2026 3:15pm ET $56.30 166 $9,345.97
🔴 SELL May 29, 2026 3:45pm ET $56.41 166 $9,364.06 $9,371.32 +$18.09
(+0.2%)
MEAN_REVERSION
30m held
4 🟢 BUY Jun 2, 2026 3:35pm ET $58.01 161 $9,338.81
🔴 SELL Jun 3, 2026 9:30am ET $58.22 161 $9,373.42 $9,405.94 +$34.62
(+0.4%)
MEAN_REVERSION
17.9h held
5 🟢 BUY Jun 4, 2026 9:30am ET $58.55 160 $9,368.00
🔴 SELL Jun 4, 2026 10:35am ET $58.59 160 $9,374.45 $9,412.39 +$6.45
(+0.1%)
MEAN_REVERSION
1.1h held
6 🟢 BUY Jun 5, 2026 11:50am ET $58.07 162 $9,407.34
🔴 SELL Jun 5, 2026 1:10pm ET $58.01 162 $9,398.43 $9,403.48 $-8.91
(-0.1%)
MEAN_REVERSION
1.3h held
7 🟢 BUY Jun 8, 2026 1:35pm ET $58.15 161 $9,361.35
🔴 SELL Jun 8, 2026 1:45pm ET $58.28 161 $9,382.28 $9,424.41 +$20.93
(+0.2%)
MEAN_REVERSION
10m held
8 🟢 BUY Jun 9, 2026 3:20pm ET $57.15 164 $9,373.42
🔴 SELL Jun 9, 2026 3:50pm ET $57.30 164 $9,397.20 $9,448.19 +$23.78
(+0.3%)
MEAN_REVERSION
30m held
9 🟢 BUY Jun 10, 2026 3:50pm ET $58.40 161 $9,402.40
🔴 SELL Jun 11, 2026 9:30am ET $58.92 161 $9,485.32 $9,531.10 +$82.91
(+0.9%)
MEAN_REVERSION
17.7h held
10 🟢 BUY Jun 12, 2026 9:30am ET $56.71 168 $9,526.44
🔴 SELL Jun 12, 2026 9:50am ET $57.48 168 $9,656.64 $9,661.30 +$130.20
(+1.4%)
MEAN_REVERSION
20m held
11 🟢 BUY Jun 15, 2026 3:55pm ET $55.60 173 $9,619.66
🔴 SELL Jun 16, 2026 9:30am ET $55.18 173 $9,546.14 $9,587.78 $-73.52
(-0.8%)
🛑 -10% Stop
17.6h held
12 🟢 BUY Jun 17, 2026 9:35am ET $54.94 174 $9,559.56
🔴 SELL Jun 17, 2026 10:45am ET $54.99 174 $9,567.39 $9,595.61 +$7.83
(+0.1%)
MEAN_REVERSION
1.2h held
13 🟢 BUY Jun 18, 2026 3:45pm ET $53.60 179 $9,593.51
🔴 SELL Jun 22, 2026 9:30am ET $53.73 179 $9,617.67 $9,619.77 +$24.16
(+0.3%)
MEAN_REVERSION
3.7d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,619.77
Net Profit/Loss: $-380.23
Total Return: -3.80%
Back to Professor Mean