Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-23 14:41:10

No strong directional signal. Monitor for regime shift.

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)
44.4 neutral
20d Trend
-1.7%
5d Trend
+0.1%
EMA20 Dist
-0.7%
ATR%
1.2%
Range Pos
44%
Bounce Ratio
1.3×
Green/Red 10d
5/5

Strategy Score Scored Jun 23, 2026

32
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
7.5/35
Total Return
9.1/25
Win Rate
7.5/15
Profit Factor
1.9/15
Consistency
6.0/10
Raw Quality 32.0/100
× Confidence 0.99 = 31.6

30-Day Momentum

27
+0.7%
30d Return
67%
Win Rate
12
Trades
1.4×
Profit Factor
Quality: 29.5 Conf: 0.93×
Cooling (-4 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
1,545
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
$11,122.98
Current Value
$11,201.60
Period P&L
$78.67
Max Drawdown
-5.4%
Sharpe Ratio
0.28

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
9 / 4
Best Trade
+0.52%
Worst Trade
-0.68%
Avg Trade Return
+0.08%
Avg Hold Time
7.6h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$288,496.39
Estimated Fees
$0.00
Gross P&L
$78.67
Net P&L (after fees)
$78.67
Gross Return
+0.71%
Net Return (after fees)
+0.71%

✅ 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

📈 XLF 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 $11,122.98 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 22, 2026 3:30pm ET $51.94 213 $11,063.24
🔴 SELL May 26, 2026 9:30am ET $52.02 213 $11,080.26 $11,098.44 +$17.02
(+0.2%)
MEAN_REVERSION
3.8d held
2 🟢 BUY May 27, 2026 9:40am ET $51.74 214 $11,073.43
🔴 SELL May 27, 2026 9:45am ET $51.60 214 $11,043.47 $11,068.48 $-29.96
(-0.3%)
🛑 -10% Stop
5m held
3 🟢 BUY May 28, 2026 10:10am ET $51.19 216 $11,057.04
🔴 SELL May 28, 2026 11:05am ET $51.33 216 $11,086.20 $11,097.64 +$29.16
(+0.3%)
MEAN_REVERSION
55m held
4 🟢 BUY May 29, 2026 2:55pm ET $51.62 215 $11,097.23
🔴 SELL May 29, 2026 3:30pm ET $51.67 215 $11,109.05 $11,109.46 +$11.82
(+0.1%)
MEAN_REVERSION
35m held
5 🟢 BUY Jun 2, 2026 9:30am ET $51.33 216 $11,088.36
🔴 SELL Jun 2, 2026 9:40am ET $51.60 216 $11,145.60 $11,166.70 +$57.24
(+0.5%)
MEAN_REVERSION
10m held
6 🟢 BUY Jun 3, 2026 9:40am ET $50.99 218 $11,115.82
🔴 SELL Jun 3, 2026 11:45am ET $50.65 218 $11,040.61 $11,091.49 $-75.21
(-0.7%)
MEAN_REVERSION
2.1h held
7 🟢 BUY Jun 4, 2026 1:30pm ET $52.04 213 $11,084.52
🔴 SELL Jun 4, 2026 2:35pm ET $52.12 213 $11,100.50 $11,107.47 +$15.98
(+0.1%)
MEAN_REVERSION
1.1h held
8 🟢 BUY Jun 8, 2026 1:00pm ET $52.14 213 $11,105.84
🔴 SELL Jun 8, 2026 2:00pm ET $52.13 213 $11,103.67 $11,105.30 $-2.17
(-0.0%)
MEAN_REVERSION
1h held
9 🟢 BUY Jun 10, 2026 11:50am ET $52.44 211 $11,064.84
🔴 SELL Jun 10, 2026 12:30pm ET $52.56 211 $11,089.11 $11,129.57 +$24.27
(+0.2%)
MEAN_REVERSION
40m held
10 🟢 BUY Jun 15, 2026 1:55pm ET $53.76 207 $11,128.53
🔴 SELL Jun 15, 2026 3:25pm ET $53.70 207 $11,115.90 $11,116.94 $-12.63
(-0.1%)
MEAN_REVERSION
1.5h held
11 🟢 BUY Jun 17, 2026 12:35pm ET $54.56 203 $11,076.69
🔴 SELL Jun 17, 2026 1:05pm ET $54.67 203 $11,099.02 $11,139.27 +$22.33
(+0.2%)
MEAN_REVERSION
30m held
12 🟢 BUY Jun 18, 2026 3:20pm ET $53.59 207 $11,093.13
🔴 SELL Jun 18, 2026 3:35pm ET $53.67 207 $11,108.66 $11,154.80 +$15.53
(+0.1%)
MEAN_REVERSION
15m held
13 🟢 BUY Jun 23, 2026 9:35am ET $53.56 208 $11,139.44
🔴 SELL Jun 23, 2026 9:45am ET $53.78 208 $11,186.24 $11,201.60 +$46.80
(+0.4%)
MEAN_REVERSION
10m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,201.60
Net Profit/Loss: +$1,201.60
Total Return: +12.02%
Back to Professor Mean