Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-09-25 00:34:19

No strong directional signal. Monitor for regime shift.

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)
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 Sep 24, 2026

33
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
8.5/35
Total Return
9.5/25
Win Rate
7.4/15
Profit Factor
2.1/15
Consistency
6.1/10
Raw Quality 33.6/100
× Confidence 1.00 = 33.5

30-Day Momentum

10
-0.8%
30d Return
42%
Win Rate
12
Trades
0.6×
Profit Factor
Quality: 10.6 Conf: 0.93×
Declining (-24 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
1,716
Timeframe
5-Minute Bars
Period Range
2026-08-25 → 2026-09-24
Trading Days
22 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
$11,394.74
Current Value
$11,306.66
Period P&L
$-88.03
Max Drawdown
-5.4%
Sharpe Ratio
-0.36

Trade Statistics (Last Month)

Trades in Period
12
Winners / Losers
5 / 7
Best Trade
+0.16%
Worst Trade
-0.47%
Avg Trade Return
-0.06%
Avg Hold Time
4.1h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$271,952.06
Estimated Fees
$0.00
Gross P&L
$-88.03
Net P&L (after fees)
$-88.03
Gross Return
-0.77%
Net Return (after fees)
-0.77%

✅ 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: 22 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 $11,394.74 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 26, 2026 9:50am ET $58.18 195 $11,345.10 — — —
🔴 SELL Aug 26, 2026 11:45am ET $58.19 195 $11,347.36 $11,396.95 +$2.26
(+0.0%)
MEAN_REVERSION
1.9h held
2 🟢 BUY Aug 27, 2026 2:15pm ET $57.94 196 $11,355.26 — — —
🔴 SELL Aug 27, 2026 3:55pm ET $57.91 196 $11,350.36 $11,392.05 $-4.90
(-0.0%)
MEAN_REVERSION
1.7h held
3 🟢 BUY Aug 31, 2026 9:30am ET $57.74 197 $11,373.80 — — —
🔴 SELL Aug 31, 2026 11:50am ET $57.78 197 $11,382.66 $11,400.91 +$8.86
(+0.1%)
MEAN_REVERSION
2.3h held
4 🟢 BUY Sep 1, 2026 12:20pm ET $57.42 198 $11,368.17 — — —
🔴 SELL Sep 1, 2026 1:35pm ET $57.37 198 $11,359.26 $11,392.00 $-8.91
(-0.1%)
MEAN_REVERSION
1.3h held
5 🟢 BUY Sep 4, 2026 9:30am ET $58.17 195 $11,343.15 — — —
🔴 SELL Sep 4, 2026 11:35am ET $57.99 195 $11,309.02 $11,357.88 $-34.12
(-0.3%)
MEAN_REVERSION
2.1h held
6 🟢 BUY Sep 8, 2026 1:25pm ET $57.46 197 $11,319.62 — — —
🔴 SELL Sep 8, 2026 1:50pm ET $57.53 197 $11,334.39 $11,372.66 +$14.78
(+0.1%)
MEAN_REVERSION
25m held
7 🟢 BUY Sep 9, 2026 3:50pm ET $57.10 199 $11,363.89 — — —
🔴 SELL Sep 10, 2026 9:30am ET $57.01 199 $11,344.99 $11,353.75 $-18.91
(-0.2%)
🛑 -10% Stop
17.7h held
8 🟢 BUY Sep 14, 2026 1:15pm ET $56.96 199 $11,335.04 — — —
🔴 SELL Sep 14, 2026 2:45pm ET $56.92 199 $11,326.09 $11,344.80 $-8.95
(-0.1%)
MEAN_REVERSION
1.5h held
9 🟢 BUY Sep 16, 2026 2:35pm ET $56.31 201 $11,318.31 — — —
🔴 SELL Sep 17, 2026 9:30am ET $56.22 201 $11,301.22 $11,327.71 $-17.09
(-0.2%)
MEAN_REVERSION
18.9h held
10 🟢 BUY Sep 18, 2026 9:30am ET $55.70 203 $11,307.10 — — —
🔴 SELL Sep 18, 2026 10:20am ET $55.76 203 $11,320.29 $11,340.90 +$13.19
(+0.1%)
MEAN_REVERSION
50m held
11 🟢 BUY Sep 22, 2026 9:30am ET $55.75 203 $11,317.25 — — —
🔴 SELL Sep 22, 2026 9:45am ET $55.49 203 $11,264.47 $11,288.12 $-52.78
(-0.5%)
🛑 -10% Stop
15m held
12 🟢 BUY Sep 23, 2026 1:00pm ET $54.72 206 $11,273.35 — — —
🔴 SELL Sep 23, 2026 1:15pm ET $54.81 206 $11,291.89 $11,306.66 +$18.54
(+0.2%)
MEAN_REVERSION
15m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,306.66
Net Profit/Loss: +$1,306.66
Total Return: +13.07%
Back to Professor Mean