IWM Professor Mean's Analysis
Last 3 Months: 2026-06-24 to present • 37 trades in period
+0.46%
Last 3 Months Return
$10,200.40
Current Value
59%
Win Rate
$10,153.31
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)
41.2 neutral
20d Trend
-2.2%
5d Trend
-1.3%
EMA20 Dist
-1.9%
ATR%
1.8%
Range Pos
63%
Bounce Ratio
0.9×
Green/Red 10d
5/5
Strategy Score Scored Sep 24, 2026
17
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
0.5/35
Total Return
3.9/25
Win Rate
6.9/15
Profit Factor
0.2/15
Consistency
5.5/10
Raw Quality
16.9/100
× Confidence 1.00
= 16.9
30-Day Momentum
10
-2.7%
30d Return
38%
Win Rate
13
Trades
0.6×
Profit Factor
Quality: 10.0
Conf: 0.95×
Cooling (-7 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
$10,153.31
Current Value
$10,200.40
Period P&L
$47.11
Max Drawdown
-14.5%
Sharpe Ratio
0.03
Trade Statistics (Last 3 Months)
Trades in Period
37
Winners / Losers
22 /
15
Best Trade
+0.98%
Worst Trade
-0.77%
Avg Trade Return
+0.01%
Avg Hold Time
9.4h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$756,962.99
Estimated Fees
$0.00
Gross P&L
$47.11
Net P&L (after fees)
$47.11
Gross Return
+0.46%
Net Return (after fees)
+0.46%
✅ 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
📈 IWM 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 - 37 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,153.31 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 12:40pm ET | $298.35 | 34 | $10,143.90 | — | — | — |
| 🔴 SELL | Jun 24, 2026 2:25pm ET | $297.30 | 34 | $10,108.20 | $10,117.58 |
$-35.70 (-0.4%) |
MEAN_REVERSION
1.8h held |
|
| 2 | 🟢 BUY | Jun 25, 2026 2:45pm ET | $297.44 | 34 | $10,112.96 | — | — | — |
| 🔴 SELL | Jun 25, 2026 3:45pm ET | $297.77 | 34 | $10,124.18 | $10,128.80 |
+$11.22 (+0.1%) |
MEAN_REVERSION
1h held |
|
| 3 | 🟢 BUY | Jun 29, 2026 10:10am ET | $294.84 | 34 | $10,024.56 | — | — | — |
| 🔴 SELL | Jun 29, 2026 10:25am ET | $297.15 | 34 | $10,103.10 | $10,207.34 |
+$78.54 (+0.8%) |
MEAN_REVERSION
15m held |
|
| 4 | 🟢 BUY | Jul 1, 2026 9:30am ET | $299.59 | 34 | $10,186.06 | — | — | — |
| 🔴 SELL | Jul 1, 2026 9:35am ET | $299.14 | 34 | $10,170.76 | $10,192.04 |
$-15.30 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 5 | 🟢 BUY | Jul 2, 2026 12:30pm ET | $296.46 | 34 | $10,079.64 | — | — | — |
| 🔴 SELL | Jul 6, 2026 9:30am ET | $297.93 | 34 | $10,129.62 | $10,242.02 |
+$49.98 (+0.5%) |
MEAN_REVERSION
3.9d held |
|
| 6 | 🟢 BUY | Jul 7, 2026 9:40am ET | $298.58 | 34 | $10,151.72 | — | — | — |
| 🔴 SELL | Jul 7, 2026 11:10am ET | $297.06 | 34 | $10,100.04 | $10,190.34 |
$-51.68 (-0.5%) |
MEAN_REVERSION
1.5h held |
|
| 7 | 🟢 BUY | Jul 9, 2026 3:50pm ET | $297.26 | 34 | $10,106.84 | — | — | — |
| 🔴 SELL | Jul 10, 2026 9:30am ET | $297.95 | 34 | $10,130.30 | $10,213.80 |
+$23.46 (+0.2%) |
MEAN_REVERSION
17.7h held |
|
| 8 | 🟢 BUY | Jul 13, 2026 9:30am ET | $295.64 | 34 | $10,051.59 | — | — | — |
| 🔴 SELL | Jul 13, 2026 9:35am ET | $295.02 | 34 | $10,030.51 | $10,192.72 |
$-21.08 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 9 | 🟢 BUY | Jul 14, 2026 1:10pm ET | $294.36 | 34 | $10,008.24 | — | — | — |
| 🔴 SELL | Jul 14, 2026 2:00pm ET | $294.67 | 34 | $10,018.78 | $10,203.26 |
+$10.54 (+0.1%) |
MEAN_REVERSION
50m held |
|
| 10 | 🟢 BUY | Jul 15, 2026 2:55pm ET | $295.25 | 34 | $10,038.50 | — | — | — |
| 🔴 SELL | Jul 15, 2026 3:40pm ET | $295.80 | 34 | $10,057.20 | $10,221.96 |
+$18.70 (+0.2%) |
MEAN_REVERSION
45m held |
|
| 11 | 🟢 BUY | Jul 17, 2026 9:30am ET | $292.07 | 34 | $9,930.38 | — | — | — |
| 🔴 SELL | Jul 17, 2026 9:55am ET | $294.68 | 34 | $10,019.12 | $10,310.70 |
+$88.74 (+0.9%) |
MEAN_REVERSION
25m held |
|
| 12 | 🟢 BUY | Jul 20, 2026 2:40pm ET | $293.16 | 35 | $10,260.60 | — | — | — |
| 🔴 SELL | Jul 21, 2026 9:30am ET | $294.40 | 35 | $10,304.00 | $10,354.10 |
+$43.40 (+0.4%) |
MEAN_REVERSION
18.8h held |
|
| 13 | 🟢 BUY | Jul 22, 2026 9:45am ET | $295.30 | 35 | $10,335.50 | — | — | — |
| 🔴 SELL | Jul 22, 2026 11:55am ET | $294.79 | 35 | $10,317.65 | $10,336.25 |
$-17.85 (-0.2%) |
MEAN_REVERSION
2.2h held |
|
| 14 | 🟢 BUY | Jul 23, 2026 1:35pm ET | $291.10 | 35 | $10,188.50 | — | — | — |
| 🔴 SELL | Jul 23, 2026 2:30pm ET | $291.29 | 35 | $10,195.15 | $10,342.90 |
+$6.65 (+0.1%) |
MEAN_REVERSION
55m held |
|
| 15 | 🟢 BUY | Jul 24, 2026 2:30pm ET | $291.66 | 35 | $10,208.14 | — | — | — |
| 🔴 SELL | Jul 27, 2026 9:30am ET | $294.52 | 35 | $10,308.20 | $10,442.96 |
+$100.06 (+1.0%) |
MEAN_REVERSION
2.8d held |
|
| 16 | 🟢 BUY | Jul 28, 2026 9:40am ET | $291.66 | 35 | $10,208.10 | — | — | — |
| 🔴 SELL | Jul 28, 2026 10:45am ET | $291.88 | 35 | $10,215.80 | $10,450.66 |
+$7.70 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 17 | 🟢 BUY | Jul 29, 2026 12:10pm ET | $288.52 | 36 | $10,386.72 | — | — | — |
| 🔴 SELL | Jul 29, 2026 12:55pm ET | $289.28 | 36 | $10,414.08 | $10,478.03 |
+$27.36 (+0.3%) |
MEAN_REVERSION
45m held |
|
| 18 | 🟢 BUY | Jul 31, 2026 9:50am ET | $290.95 | 36 | $10,474.20 | — | — | — |
| 🔴 SELL | Jul 31, 2026 11:00am ET | $290.48 | 36 | $10,457.28 | $10,461.11 |
$-16.92 (-0.2%) |
MEAN_REVERSION
1.2h held |
|
| 19 | 🟢 BUY | Aug 6, 2026 9:30am ET | $299.86 | 34 | $10,195.24 | — | — | — |
| 🔴 SELL | Aug 6, 2026 10:00am ET | $300.18 | 34 | $10,206.12 | $10,471.99 |
+$10.88 (+0.1%) |
MEAN_REVERSION
30m held |
|
| 20 | 🟢 BUY | Aug 14, 2026 9:30am ET | $303.02 | 34 | $10,302.53 | — | — | — |
| 🔴 SELL | Aug 14, 2026 9:45am ET | $303.66 | 34 | $10,324.44 | $10,493.90 |
+$21.91 (+0.2%) |
MEAN_REVERSION
15m held |
|
| 21 | 🟢 BUY | Aug 17, 2026 1:25pm ET | $303.69 | 34 | $10,325.46 | — | — | — |
| 🔴 SELL | Aug 17, 2026 2:30pm ET | $303.70 | 34 | $10,325.80 | $10,494.24 |
+$0.34 (+0.0%) |
MEAN_REVERSION
1.1h held |
|
| 22 | 🟢 BUY | Aug 19, 2026 1:10pm ET | $301.92 | 34 | $10,265.28 | — | — | — |
| 🔴 SELL | Aug 19, 2026 3:25pm ET | $301.72 | 34 | $10,258.48 | $10,487.44 |
$-6.80 (-0.1%) |
MEAN_REVERSION
2.3h held |
|
| 23 | 🟢 BUY | Aug 24, 2026 9:30am ET | $299.04 | 35 | $10,466.40 | — | — | — |
| 🔴 SELL | Aug 24, 2026 9:35am ET | $298.61 | 35 | $10,451.35 | $10,472.39 |
$-15.05 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 24 | 🟢 BUY | Aug 26, 2026 3:55pm ET | $298.80 | 35 | $10,458.17 | — | — | — |
| 🔴 SELL | Aug 27, 2026 9:40am ET | $299.52 | 35 | $10,483.37 | $10,497.59 |
+$25.20 (+0.2%) |
MEAN_REVERSION
17.8h held |
|
| 25 | 🟢 BUY | Aug 28, 2026 9:40am ET | $299.42 | 35 | $10,479.70 | — | — | — |
| 🔴 SELL | Aug 28, 2026 11:20am ET | $298.33 | 35 | $10,441.55 | $10,459.44 |
$-38.15 (-0.4%) |
MEAN_REVERSION
1.7h held |
|
| 26 | 🟢 BUY | Aug 31, 2026 1:05pm ET | $292.89 | 35 | $10,250.98 | — | — | — |
| 🔴 SELL | Aug 31, 2026 1:40pm ET | $293.02 | 35 | $10,255.70 | $10,464.16 |
+$4.72 (+0.0%) |
MEAN_REVERSION
35m held |
|
| 27 | 🟢 BUY | Sep 1, 2026 2:10pm ET | $290.60 | 36 | $10,461.60 | — | — | — |
| 🔴 SELL | Sep 1, 2026 3:00pm ET | $290.60 | 36 | $10,461.60 | $10,464.16 |
$0.00 (+0.0%) |
MEAN_REVERSION
50m held |
|
| 28 | 🟢 BUY | Sep 4, 2026 9:30am ET | $293.67 | 35 | $10,278.45 | — | — | — |
| 🔴 SELL | Sep 4, 2026 9:45am ET | $294.93 | 35 | $10,322.72 | $10,508.43 |
+$44.27 (+0.4%) |
MEAN_REVERSION
15m held |
|
| 29 | 🟢 BUY | Sep 8, 2026 2:50pm ET | $295.34 | 35 | $10,336.90 | — | — | — |
| 🔴 SELL | Sep 9, 2026 9:30am ET | $293.48 | 35 | $10,271.80 | $10,443.33 |
$-65.10 (-0.6%) |
🛑 -10% Stop
18.7h held |
|
| 30 | 🟢 BUY | Sep 10, 2026 9:30am ET | $288.26 | 36 | $10,377.36 | — | — | — |
| 🔴 SELL | Sep 10, 2026 10:25am ET | $289.56 | 36 | $10,424.16 | $10,490.13 |
+$46.80 (+0.5%) |
MEAN_REVERSION
55m held |
|
| 31 | 🟢 BUY | Sep 11, 2026 2:20pm ET | $289.37 | 36 | $10,417.32 | — | — | — |
| 🔴 SELL | Sep 14, 2026 9:30am ET | $287.64 | 36 | $10,355.04 | $10,427.85 |
$-62.28 (-0.6%) |
🛑 -10% Stop
2.8d held |
|
| 32 | 🟢 BUY | Sep 15, 2026 9:30am ET | $286.84 | 36 | $10,326.24 | — | — | — |
| 🔴 SELL | Sep 15, 2026 11:45am ET | $284.85 | 36 | $10,254.65 | $10,356.26 |
$-71.59 (-0.7%) |
MEAN_REVERSION
2.3h held |
|
| 33 | 🟢 BUY | Sep 16, 2026 2:15pm ET | $285.84 | 36 | $10,290.24 | — | — | — |
| 🔴 SELL | Sep 16, 2026 3:55pm ET | $283.85 | 36 | $10,218.60 | $10,284.62 |
$-71.64 (-0.7%) |
MEAN_REVERSION
1.7h held |
|
| 34 | 🟢 BUY | Sep 18, 2026 9:30am ET | $284.96 | 36 | $10,258.56 | — | — | — |
| 🔴 SELL | Sep 18, 2026 11:35am ET | $283.17 | 36 | $10,194.12 | $10,220.18 |
$-64.44 (-0.6%) |
MEAN_REVERSION
2.1h held |
|
| 35 | 🟢 BUY | Sep 21, 2026 3:55pm ET | $285.69 | 35 | $9,999.15 | — | — | — |
| 🔴 SELL | Sep 22, 2026 9:30am ET | $287.15 | 35 | $10,050.25 | $10,271.28 |
+$51.10 (+0.5%) |
MEAN_REVERSION
17.6h held |
|
| 36 | 🟢 BUY | Sep 23, 2026 9:30am ET | $285.97 | 35 | $10,008.95 | — | — | — |
| 🔴 SELL | Sep 23, 2026 11:10am ET | $283.77 | 35 | $9,931.95 | $10,194.28 |
$-77.00 (-0.8%) |
MEAN_REVERSION
1.7h held |
|
| 37 | 🟢 BUY | Sep 24, 2026 11:15am ET | $279.54 | 36 | $10,063.26 | — | — | — |
| 🔴 SELL | Sep 24, 2026 12:15pm ET | $279.70 | 36 | $10,069.38 | $10,200.40 |
+$6.12 (+0.1%) |
MEAN_REVERSION
1h held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,200.40
Net Profit/Loss:
+$200.40
Total Return:
+2.00%