BAC Professor Mean's Analysis
Last 3 Months: 2026-06-24 to present • 40 trades in period
-0.82%
Last 3 Months Return
$10,772.22
Current Value
63%
Win Rate
$10,860.91
Period Start
PHASE 0: RANGING
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)
59.7 neutral
20d Trend
+0.8%
5d Trend
+3.3%
EMA20 Dist
+2.2%
ATR%
1.5%
Range Pos
64%
Bounce Ratio
2.8×
Green/Red 10d
7/3
Strategy Score Scored Sep 24, 2026
24
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
3.7/35
Total Return
7.8/25
Win Rate
6.8/15
Profit Factor
0.8/15
Consistency
5.2/10
Raw Quality
24.3/100
× Confidence 1.00
= 24.3
30-Day Momentum
10
-3.3%
30d Return
31%
Win Rate
13
Trades
0.5×
Profit Factor
Quality: 10.0
Conf: 0.95×
Declining (-15 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 3 Months)
Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
5,070
Timeframe
5-Minute Bars
Period Range
2026-06-24 → 2026-09-24
Trading Days
65 days
Data Gaps
None (2 market holidays)
Market Closed (2 days)
2026-07-03 — Independence Day (observed), 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 3 Months)
Period Start Capital
$10,860.91
Current Value
$10,772.22
Period P&L
$-88.64
Max Drawdown
-7.2%
Sharpe Ratio
-0.04
Trade Statistics (Last 3 Months)
Trades in Period
40
Winners / Losers
25 /
15
Best Trade
+1.00%
Worst Trade
-1.43%
Avg Trade Return
-0.02%
Avg Hold Time
8.8h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$869,731.83
Estimated Fees
$0.00
Gross P&L
$-88.64
Net P&L (after fees)
$-88.64
Gross Return
-0.82%
Net Return (after fees)
-0.82%
✅ 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
📈 BAC 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: 65 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Trade History (Last 3 Months - 40 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,860.91 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 | Jun 24, 2026 9:55am ET | $57.60 | 188 | $10,829.74 | — | — | — |
| 🔴 SELL | Jun 24, 2026 11:00am ET | $57.65 | 188 | $10,838.20 | $10,869.32 |
+$8.46 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 2 | 🟢 BUY | Jun 25, 2026 1:00pm ET | $58.05 | 187 | $10,855.35 | — | — | — |
| 🔴 SELL | Jun 25, 2026 2:15pm ET | $58.18 | 187 | $10,879.66 | $10,893.63 |
+$24.31 (+0.2%) |
MEAN_REVERSION
1.3h held |
|
| 3 | 🟢 BUY | Jun 26, 2026 2:30pm ET | $57.78 | 188 | $10,861.70 | — | — | — |
| 🔴 SELL | Jun 26, 2026 3:20pm ET | $57.89 | 188 | $10,883.34 | $10,915.27 |
+$21.64 (+0.2%) |
MEAN_REVERSION
50m held |
|
| 4 | 🟢 BUY | Jun 29, 2026 3:40pm ET | $57.96 | 188 | $10,895.54 | — | — | — |
| 🔴 SELL | Jun 30, 2026 9:30am ET | $57.25 | 188 | $10,763.00 | $10,782.73 |
$-132.54 (-1.2%) |
🛑 -10% Stop
17.8h held |
|
| 5 | 🟢 BUY | Jul 2, 2026 9:50am ET | $58.08 | 185 | $10,744.80 | — | — | — |
| 🔴 SELL | Jul 2, 2026 10:25am ET | $58.40 | 185 | $10,803.08 | $10,841.00 |
+$58.27 (+0.5%) |
MEAN_REVERSION
35m held |
|
| 6 | 🟢 BUY | Jul 8, 2026 9:30am ET | $59.46 | 182 | $10,821.72 | — | — | — |
| 🔴 SELL | Jul 8, 2026 12:10pm ET | $58.61 | 182 | $10,667.02 | $10,686.30 |
$-154.70 (-1.4%) |
MEAN_REVERSION
2.7h held |
|
| 7 | 🟢 BUY | Jul 9, 2026 1:45pm ET | $59.28 | 180 | $10,671.30 | — | — | — |
| 🔴 SELL | Jul 9, 2026 2:15pm ET | $59.38 | 180 | $10,687.50 | $10,702.50 |
+$16.20 (+0.2%) |
MEAN_REVERSION
30m held |
|
| 8 | 🟢 BUY | Jul 10, 2026 3:05pm ET | $59.75 | 179 | $10,695.25 | — | — | — |
| 🔴 SELL | Jul 13, 2026 9:35am ET | $59.38 | 179 | $10,629.02 | $10,636.27 |
$-66.23 (-0.6%) |
🛑 -10% Stop
2.8d held |
|
| 9 | 🟢 BUY | Jul 14, 2026 12:15pm ET | $60.44 | 175 | $10,577.87 | — | — | — |
| 🔴 SELL | Jul 14, 2026 1:20pm ET | $60.67 | 175 | $10,618.12 | $10,676.52 |
+$40.25 (+0.4%) |
MEAN_REVERSION
1.1h held |
|
| 10 | 🟢 BUY | Jul 15, 2026 2:20pm ET | $61.25 | 174 | $10,657.50 | — | — | — |
| 🔴 SELL | Jul 15, 2026 3:20pm ET | $61.37 | 174 | $10,677.51 | $10,696.53 |
+$20.01 (+0.2%) |
MEAN_REVERSION
1h held |
|
| 11 | 🟢 BUY | Jul 17, 2026 9:30am ET | $60.89 | 175 | $10,655.75 | — | — | — |
| 🔴 SELL | Jul 17, 2026 9:40am ET | $61.50 | 175 | $10,762.50 | $10,803.28 |
+$106.75 (+1.0%) |
MEAN_REVERSION
10m held |
|
| 12 | 🟢 BUY | Jul 20, 2026 9:45am ET | $60.83 | 177 | $10,766.03 | — | — | — |
| 🔴 SELL | Jul 20, 2026 10:00am ET | $60.99 | 177 | $10,796.11 | $10,833.37 |
+$30.09 (+0.3%) |
MEAN_REVERSION
15m held |
|
| 13 | 🟢 BUY | Jul 21, 2026 1:55pm ET | $61.33 | 176 | $10,793.20 | — | — | — |
| 🔴 SELL | Jul 21, 2026 3:20pm ET | $61.30 | 176 | $10,789.10 | $10,829.27 |
$-4.10 (-0.0%) |
MEAN_REVERSION
1.4h held |
|
| 14 | 🟢 BUY | Jul 23, 2026 9:30am ET | $61.40 | 176 | $10,806.40 | — | — | — |
| 🔴 SELL | Jul 23, 2026 9:35am ET | $61.25 | 176 | $10,780.00 | $10,802.87 |
$-26.40 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 15 | 🟢 BUY | Jul 24, 2026 2:25pm ET | $61.92 | 174 | $10,774.95 | — | — | — |
| 🔴 SELL | Jul 24, 2026 3:40pm ET | $61.88 | 174 | $10,767.12 | $10,795.04 |
$-7.83 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 16 | 🟢 BUY | Jul 28, 2026 3:00pm ET | $62.33 | 173 | $10,782.23 | — | — | — |
| 🔴 SELL | Jul 28, 2026 3:15pm ET | $62.46 | 173 | $10,804.72 | $10,817.53 |
+$22.49 (+0.2%) |
MEAN_REVERSION
15m held |
|
| 17 | 🟢 BUY | Jul 29, 2026 3:15pm ET | $61.40 | 176 | $10,806.38 | — | — | — |
| 🔴 SELL | Jul 30, 2026 9:30am ET | $61.60 | 176 | $10,841.60 | $10,852.75 |
+$35.22 (+0.3%) |
MEAN_REVERSION
18.3h held |
|
| 18 | 🟢 BUY | Jul 31, 2026 1:50pm ET | $62.06 | 174 | $10,799.31 | — | — | — |
| 🔴 SELL | Jul 31, 2026 3:15pm ET | $62.09 | 174 | $10,803.66 | $10,857.10 |
+$4.35 (+0.0%) |
MEAN_REVERSION
1.4h held |
|
| 19 | 🟢 BUY | Aug 4, 2026 12:15pm ET | $63.17 | 171 | $10,802.92 | — | — | — |
| 🔴 SELL | Aug 4, 2026 12:40pm ET | $63.30 | 171 | $10,824.30 | $10,878.48 |
+$21.38 (+0.2%) |
MEAN_REVERSION
25m held |
|
| 20 | 🟢 BUY | Aug 6, 2026 11:10am ET | $63.01 | 172 | $10,838.58 | — | — | — |
| 🔴 SELL | Aug 6, 2026 12:20pm ET | $63.06 | 172 | $10,845.46 | $10,885.36 |
+$6.88 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 21 | 🟢 BUY | Aug 11, 2026 3:55pm ET | $63.85 | 170 | $10,855.35 | — | — | — |
| 🔴 SELL | Aug 12, 2026 9:35am ET | $64.04 | 170 | $10,887.65 | $10,917.66 |
+$32.30 (+0.3%) |
MEAN_REVERSION
17.7h held |
|
| 22 | 🟢 BUY | Aug 13, 2026 9:55am ET | $64.58 | 169 | $10,914.86 | — | — | — |
| 🔴 SELL | Aug 13, 2026 10:20am ET | $64.78 | 169 | $10,947.82 | $10,950.61 |
+$32.95 (+0.3%) |
MEAN_REVERSION
25m held |
|
| 23 | 🟢 BUY | Aug 14, 2026 1:40pm ET | $64.39 | 170 | $10,947.15 | — | — | — |
| 🔴 SELL | Aug 14, 2026 2:25pm ET | $64.46 | 170 | $10,958.20 | $10,961.66 |
+$11.05 (+0.1%) |
MEAN_REVERSION
45m held |
|
| 24 | 🟢 BUY | Aug 17, 2026 3:45pm ET | $63.99 | 171 | $10,943.14 | — | — | — |
| 🔴 SELL | Aug 18, 2026 9:35am ET | $64.32 | 171 | $10,997.87 | $11,016.38 |
+$54.72 (+0.5%) |
MEAN_REVERSION
17.8h held |
|
| 25 | 🟢 BUY | Aug 19, 2026 9:50am ET | $63.84 | 172 | $10,981.05 | — | — | — |
| 🔴 SELL | Aug 19, 2026 10:05am ET | $64.13 | 172 | $11,030.36 | $11,065.69 |
+$49.31 (+0.4%) |
MEAN_REVERSION
15m held |
|
| 26 | 🟢 BUY | Aug 20, 2026 11:40am ET | $62.63 | 176 | $11,022.00 | — | — | — |
| 🔴 SELL | Aug 20, 2026 12:35pm ET | $62.77 | 176 | $11,047.38 | $11,091.07 |
+$25.38 (+0.2%) |
MEAN_REVERSION
55m held |
|
| 27 | 🟢 BUY | Aug 21, 2026 3:55pm ET | $61.69 | 179 | $11,043.40 | — | — | — |
| 🔴 SELL | Aug 24, 2026 9:30am ET | $61.96 | 179 | $11,090.84 | $11,138.50 |
+$47.43 (+0.4%) |
MEAN_REVERSION
2.7d held |
|
| 28 | 🟢 BUY | Aug 25, 2026 9:35am ET | $62.16 | 179 | $11,126.64 | — | — | — |
| 🔴 SELL | Aug 25, 2026 9:45am ET | $61.93 | 179 | $11,085.47 | $11,097.33 |
$-41.17 (-0.4%) |
🛑 -10% Stop
10m held |
|
| 29 | 🟢 BUY | Aug 26, 2026 9:50am ET | $62.02 | 178 | $11,039.65 | — | — | — |
| 🔴 SELL | Aug 26, 2026 10:45am ET | $62.30 | 178 | $11,089.40 | $11,147.08 |
+$49.75 (+0.5%) |
MEAN_REVERSION
55m held |
|
| 30 | 🟢 BUY | Aug 27, 2026 2:20pm ET | $61.46 | 181 | $11,124.26 | — | — | — |
| 🔴 SELL | Aug 28, 2026 9:30am ET | $61.38 | 181 | $11,109.78 | $11,132.60 |
$-14.48 (-0.1%) |
MEAN_REVERSION
19.2h held |
|
| 31 | 🟢 BUY | Aug 31, 2026 9:30am ET | $62.17 | 179 | $11,128.43 | — | — | — |
| 🔴 SELL | Aug 31, 2026 10:05am ET | $62.36 | 179 | $11,162.39 | $11,166.56 |
+$33.96 (+0.3%) |
MEAN_REVERSION
35m held |
|
| 32 | 🟢 BUY | Sep 1, 2026 12:25pm ET | $62.15 | 179 | $11,125.74 | — | — | — |
| 🔴 SELL | Sep 1, 2026 12:30pm ET | $62.06 | 179 | $11,107.85 | $11,148.66 |
$-17.90 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 33 | 🟢 BUY | Sep 4, 2026 9:30am ET | $62.69 | 177 | $11,097.01 | — | — | — |
| 🔴 SELL | Sep 4, 2026 11:45am ET | $62.40 | 177 | $11,044.80 | $11,096.45 |
$-52.21 (-0.5%) |
MEAN_REVERSION
2.3h held |
|
| 34 | 🟢 BUY | Sep 8, 2026 2:55pm ET | $62.51 | 177 | $11,063.39 | — | — | — |
| 🔴 SELL | Sep 9, 2026 9:30am ET | $61.94 | 177 | $10,964.26 | $10,997.33 |
$-99.12 (-0.9%) |
🛑 -10% Stop
18.6h held |
|
| 35 | 🟢 BUY | Sep 10, 2026 9:50am ET | $62.51 | 175 | $10,940.12 | — | — | — |
| 🔴 SELL | Sep 10, 2026 11:30am ET | $62.44 | 175 | $10,927.87 | $10,985.08 |
$-12.25 (-0.1%) |
MEAN_REVERSION
1.7h held |
|
| 36 | 🟢 BUY | Sep 11, 2026 3:30pm ET | $62.70 | 175 | $10,972.50 | — | — | — |
| 🔴 SELL | Sep 14, 2026 9:30am ET | $62.33 | 175 | $10,908.62 | $10,921.20 |
$-63.88 (-0.6%) |
🛑 -10% Stop
2.8d held |
|
| 37 | 🟢 BUY | Sep 16, 2026 9:30am ET | $59.33 | 184 | $10,916.72 | — | — | — |
| 🔴 SELL | Sep 16, 2026 10:40am ET | $58.84 | 184 | $10,826.56 | $10,831.04 |
$-90.16 (-0.8%) |
MEAN_REVERSION
1.2h held |
|
| 38 | 🟢 BUY | Sep 17, 2026 2:40pm ET | $58.22 | 186 | $10,827.99 | — | — | — |
| 🔴 SELL | Sep 18, 2026 9:30am ET | $57.52 | 186 | $10,698.72 | $10,701.77 |
$-129.27 (-1.2%) |
🛑 -10% Stop
18.8h held |
|
| 39 | 🟢 BUY | Sep 21, 2026 9:45am ET | $57.52 | 186 | $10,698.72 | — | — | — |
| 🔴 SELL | Sep 21, 2026 10:20am ET | $57.72 | 186 | $10,734.99 | $10,738.04 |
+$36.27 (+0.3%) |
MEAN_REVERSION
35m held |
|
| 40 | 🟢 BUY | Sep 22, 2026 3:20pm ET | $56.35 | 190 | $10,705.57 | — | — | — |
| 🔴 SELL | Sep 22, 2026 3:35pm ET | $56.53 | 190 | $10,739.75 | $10,772.22 |
+$34.18 (+0.3%) |
MEAN_REVERSION
15m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,772.22
Net Profit/Loss:
+$772.22
Total Return:
+7.72%