LLY Professor Mean's Analysis
Last 3 Months: 2026-06-25 to present • 43 trades in period
+2.02%
Last 3 Months Return
$9,272.33
Current Value
58%
Win Rate
$9,088.70
Period Start
PHASE 1: COMPLACENT DECLINE
😴 Complacent Bear (strategies struggle)
Price declining but no fear. Strategies historically underperform. Wait for fear to build.
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)
47.7 neutral
20d Trend
-3.6%
5d Trend
+0.1%
EMA20 Dist
-1.1%
ATR%
3.7%
Range Pos
72%
Bounce Ratio
1.5×
Green/Red 10d
5/5
Strategy Score Scored Sep 24, 2026
14
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
8.6/15
Profit Factor
0.0/15
Consistency
5.5/10
Raw Quality
14.1/100
× Confidence 1.00
= 14.0
30-Day Momentum
19
+0.9%
30d Return
40%
Win Rate
15
Trades
1.2×
Profit Factor
Quality: 18.9
Conf: 1.00×
Steady (+5 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
4,992
Timeframe
5-Minute Bars
Period Range
2026-06-25 → 2026-09-24
Trading Days
64 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
$9,088.70
Current Value
$9,272.33
Period P&L
$183.64
Max Drawdown
-24.9%
Sharpe Ratio
0.07
Trade Statistics (Last 3 Months)
Trades in Period
43
Winners / Losers
25 /
18
Best Trade
+2.33%
Worst Trade
-2.29%
Avg Trade Return
+0.06%
Avg Hold Time
5h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$737,916.86
Estimated Fees
$0.00
Gross P&L
$183.64
Net P&L (after fees)
$183.64
Gross Return
+2.02%
Net Return (after fees)
+2.02%
✅ 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
📈 LLY 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: 64 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Trade History (Last 3 Months - 43 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,088.70 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 25, 2026 2:00pm ET | $1,116.24 | 8 | $8,929.92 | — | — | — |
| 🔴 SELL | Jun 25, 2026 2:20pm ET | $1,125.80 | 8 | $9,006.40 | $9,165.16 |
+$76.48 (+0.9%) |
MEAN_REVERSION
20m held |
|
| 2 | 🟢 BUY | Jun 29, 2026 11:05am ET | $1,206.47 | 7 | $8,445.29 | — | — | — |
| 🔴 SELL | Jun 29, 2026 12:05pm ET | $1,213.50 | 7 | $8,494.50 | $9,214.37 |
+$49.21 (+0.6%) |
MEAN_REVERSION
1h held |
|
| 3 | 🟢 BUY | Jun 30, 2026 3:30pm ET | $1,206.19 | 7 | $8,443.36 | — | — | — |
| 🔴 SELL | Jun 30, 2026 3:55pm ET | $1,199.38 | 7 | $8,395.66 | $9,166.66 |
$-47.70 (-0.6%) |
🛑 -10% Stop
25m held |
|
| 4 | 🟢 BUY | Jul 6, 2026 9:40am ET | $1,199.62 | 7 | $8,397.34 | — | — | — |
| 🔴 SELL | Jul 6, 2026 10:20am ET | $1,201.94 | 7 | $8,413.58 | $9,182.90 |
+$16.24 (+0.2%) |
MEAN_REVERSION
40m held |
|
| 5 | 🟢 BUY | Jul 7, 2026 12:00pm ET | $1,230.67 | 7 | $8,614.69 | — | — | — |
| 🔴 SELL | Jul 7, 2026 1:30pm ET | $1,231.31 | 7 | $8,619.17 | $9,187.38 |
+$4.48 (+0.1%) |
MEAN_REVERSION
1.5h held |
|
| 6 | 🟢 BUY | Jul 8, 2026 1:30pm ET | $1,222.24 | 7 | $8,555.68 | — | — | — |
| 🔴 SELL | Jul 8, 2026 2:25pm ET | $1,225.15 | 7 | $8,576.05 | $9,207.75 |
+$20.37 (+0.2%) |
MEAN_REVERSION
55m held |
|
| 7 | 🟢 BUY | Jul 10, 2026 9:30am ET | $1,208.57 | 7 | $8,459.99 | — | — | — |
| 🔴 SELL | Jul 10, 2026 9:35am ET | $1,180.84 | 7 | $8,265.88 | $9,013.64 |
$-194.11 (-2.3%) |
🛑 -10% Stop
5m held |
|
| 8 | 🟢 BUY | Jul 13, 2026 9:35am ET | $1,176.31 | 7 | $8,234.17 | — | — | — |
| 🔴 SELL | Jul 13, 2026 9:45am ET | $1,187.94 | 7 | $8,315.61 | $9,095.08 |
+$81.44 (+1.0%) |
MEAN_REVERSION
10m held |
|
| 9 | 🟢 BUY | Jul 14, 2026 9:45am ET | $1,151.30 | 7 | $8,059.10 | — | — | — |
| 🔴 SELL | Jul 14, 2026 11:20am ET | $1,150.91 | 7 | $8,056.37 | $9,092.35 |
$-2.73 (-0.0%) |
MEAN_REVERSION
1.6h held |
|
| 10 | 🟢 BUY | Jul 16, 2026 9:30am ET | $1,145.76 | 7 | $8,020.32 | — | — | — |
| 🔴 SELL | Jul 16, 2026 9:45am ET | $1,156.20 | 7 | $8,093.40 | $9,165.43 |
+$73.08 (+0.9%) |
MEAN_REVERSION
15m held |
|
| 11 | 🟢 BUY | Jul 17, 2026 1:25pm ET | $1,175.42 | 7 | $8,227.94 | — | — | — |
| 🔴 SELL | Jul 17, 2026 2:55pm ET | $1,176.43 | 7 | $8,235.01 | $9,172.50 |
+$7.07 (+0.1%) |
MEAN_REVERSION
1.5h held |
|
| 12 | 🟢 BUY | Jul 20, 2026 3:55pm ET | $1,146.85 | 7 | $8,027.95 | — | — | — |
| 🔴 SELL | Jul 21, 2026 9:45am ET | $1,153.60 | 7 | $8,075.20 | $9,219.75 |
+$47.25 (+0.6%) |
MEAN_REVERSION
17.8h held |
|
| 13 | 🟢 BUY | Jul 22, 2026 9:50am ET | $1,158.33 | 7 | $8,108.31 | — | — | — |
| 🔴 SELL | Jul 22, 2026 10:45am ET | $1,163.30 | 7 | $8,143.07 | $9,254.51 |
+$34.76 (+0.4%) |
MEAN_REVERSION
55m held |
|
| 14 | 🟢 BUY | Jul 23, 2026 12:30pm ET | $1,181.47 | 7 | $8,270.29 | — | — | — |
| 🔴 SELL | Jul 23, 2026 1:15pm ET | $1,184.64 | 7 | $8,292.48 | $9,276.70 |
+$22.19 (+0.3%) |
MEAN_REVERSION
45m held |
|
| 15 | 🟢 BUY | Jul 24, 2026 1:30pm ET | $1,199.34 | 7 | $8,395.36 | — | — | — |
| 🔴 SELL | Jul 24, 2026 3:45pm ET | $1,193.92 | 7 | $8,357.44 | $9,238.78 |
$-37.92 (-0.5%) |
MEAN_REVERSION
2.3h held |
|
| 16 | 🟢 BUY | Jul 27, 2026 3:50pm ET | $1,197.03 | 7 | $8,379.18 | — | — | — |
| 🔴 SELL | Jul 28, 2026 9:30am ET | $1,207.88 | 7 | $8,455.16 | $9,314.76 |
+$75.98 (+0.9%) |
MEAN_REVERSION
17.7h held |
|
| 17 | 🟢 BUY | Jul 29, 2026 9:30am ET | $1,213.94 | 7 | $8,497.55 | — | — | — |
| 🔴 SELL | Jul 29, 2026 9:35am ET | $1,224.96 | 7 | $8,574.72 | $9,391.94 |
+$77.17 (+0.9%) |
MEAN_REVERSION
5m held |
|
| 18 | 🟢 BUY | Jul 30, 2026 9:35am ET | $1,183.72 | 7 | $8,286.01 | — | — | — |
| 🔴 SELL | Jul 30, 2026 11:50am ET | $1,161.59 | 7 | $8,131.16 | $9,237.09 |
$-154.85 (-1.9%) |
MEAN_REVERSION
2.3h held |
|
| 19 | 🟢 BUY | Aug 3, 2026 9:35am ET | $1,141.56 | 8 | $9,132.44 | — | — | — |
| 🔴 SELL | Aug 3, 2026 11:10am ET | $1,123.29 | 8 | $8,986.32 | $9,090.97 |
$-146.12 (-1.6%) |
MEAN_REVERSION
1.6h held |
|
| 20 | 🟢 BUY | Aug 4, 2026 12:50pm ET | $1,117.24 | 8 | $8,937.92 | — | — | — |
| 🔴 SELL | Aug 4, 2026 3:40pm ET | $1,113.98 | 8 | $8,911.88 | $9,064.93 |
$-26.04 (-0.3%) |
MEAN_REVERSION
2.8h held |
|
| 21 | 🟢 BUY | Aug 7, 2026 9:35am ET | $1,162.92 | 7 | $8,140.41 | — | — | — |
| 🔴 SELL | Aug 7, 2026 10:00am ET | $1,189.99 | 7 | $8,329.93 | $9,254.45 |
+$189.52 (+2.3%) |
MEAN_REVERSION
25m held |
|
| 22 | 🟢 BUY | Aug 11, 2026 10:20am ET | $1,215.13 | 7 | $8,505.88 | — | — | — |
| 🔴 SELL | Aug 11, 2026 10:55am ET | $1,224.85 | 7 | $8,573.95 | $9,322.52 |
+$68.07 (+0.8%) |
MEAN_REVERSION
35m held |
|
| 23 | 🟢 BUY | Aug 12, 2026 1:00pm ET | $1,215.36 | 7 | $8,507.55 | — | — | — |
| 🔴 SELL | Aug 12, 2026 1:55pm ET | $1,219.85 | 7 | $8,538.95 | $9,353.91 |
+$31.39 (+0.4%) |
MEAN_REVERSION
55m held |
|
| 24 | 🟢 BUY | Aug 14, 2026 9:30am ET | $1,194.50 | 7 | $8,361.50 | — | — | — |
| 🔴 SELL | Aug 14, 2026 10:55am ET | $1,184.62 | 7 | $8,292.34 | $9,284.75 |
$-69.16 (-0.8%) |
MEAN_REVERSION
1.4h held |
|
| 25 | 🟢 BUY | Aug 17, 2026 1:25pm ET | $1,190.51 | 7 | $8,333.57 | — | — | — |
| 🔴 SELL | Aug 17, 2026 2:05pm ET | $1,192.77 | 7 | $8,349.38 | $9,300.56 |
+$15.81 (+0.2%) |
MEAN_REVERSION
40m held |
|
| 26 | 🟢 BUY | Aug 20, 2026 9:35am ET | $1,262.55 | 7 | $8,837.82 | — | — | — |
| 🔴 SELL | Aug 20, 2026 11:20am ET | $1,266.58 | 7 | $8,866.06 | $9,328.80 |
+$28.24 (+0.3%) |
MEAN_REVERSION
1.8h held |
|
| 27 | 🟢 BUY | Aug 21, 2026 2:40pm ET | $1,257.72 | 7 | $8,804.05 | — | — | — |
| 🔴 SELL | Aug 24, 2026 9:30am ET | $1,235.73 | 7 | $8,650.14 | $9,174.89 |
$-153.91 (-1.7%) |
🛑 -10% Stop
2.8d held |
|
| 28 | 🟢 BUY | Aug 25, 2026 1:15pm ET | $1,249.27 | 7 | $8,744.89 | — | — | — |
| 🔴 SELL | Aug 25, 2026 2:35pm ET | $1,239.85 | 7 | $8,678.93 | $9,108.94 |
$-65.96 (-0.8%) |
🛑 -10% Stop
1.3h held |
|
| 29 | 🟢 BUY | Aug 26, 2026 3:55pm ET | $1,187.96 | 7 | $8,315.72 | — | — | — |
| 🔴 SELL | Aug 27, 2026 10:40am ET | $1,187.35 | 7 | $8,311.45 | $9,104.67 |
$-4.27 (-0.1%) |
MEAN_REVERSION
18.8h held |
|
| 30 | 🟢 BUY | Aug 28, 2026 11:55am ET | $1,168.81 | 7 | $8,181.70 | — | — | — |
| 🔴 SELL | Aug 28, 2026 2:05pm ET | $1,168.58 | 7 | $8,180.09 | $9,103.06 |
$-1.61 (-0.0%) |
MEAN_REVERSION
2.2h held |
|
| 31 | 🟢 BUY | Aug 31, 2026 2:30pm ET | $1,153.38 | 7 | $8,073.66 | — | — | — |
| 🔴 SELL | Aug 31, 2026 3:00pm ET | $1,157.51 | 7 | $8,102.57 | $9,131.97 |
+$28.91 (+0.4%) |
MEAN_REVERSION
30m held |
|
| 32 | 🟢 BUY | Sep 1, 2026 3:00pm ET | $1,159.76 | 7 | $8,118.32 | — | — | — |
| 🔴 SELL | Sep 2, 2026 9:30am ET | $1,172.00 | 7 | $8,204.00 | $9,217.65 |
+$85.68 (+1.1%) |
MEAN_REVERSION
18.5h held |
|
| 33 | 🟢 BUY | Sep 3, 2026 9:30am ET | $1,151.90 | 8 | $9,215.16 | — | — | — |
| 🔴 SELL | Sep 3, 2026 9:35am ET | $1,148.67 | 8 | $9,189.36 | $9,191.85 |
$-25.80 (-0.3%) |
🛑 -10% Stop
5m held |
|
| 34 | 🟢 BUY | Sep 4, 2026 9:35am ET | $1,148.83 | 8 | $9,190.68 | — | — | — |
| 🔴 SELL | Sep 4, 2026 11:40am ET | $1,144.99 | 8 | $9,159.92 | $9,161.09 |
$-30.76 (-0.3%) |
MEAN_REVERSION
2.1h held |
|
| 35 | 🟢 BUY | Sep 8, 2026 2:20pm ET | $1,125.47 | 8 | $9,003.76 | — | — | — |
| 🔴 SELL | Sep 8, 2026 3:40pm ET | $1,124.85 | 8 | $8,998.80 | $9,156.13 |
$-4.96 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 36 | 🟢 BUY | Sep 10, 2026 12:25pm ET | $1,124.13 | 8 | $8,993.00 | — | — | — |
| 🔴 SELL | Sep 10, 2026 1:00pm ET | $1,127.31 | 8 | $9,018.48 | $9,181.61 |
+$25.48 (+0.3%) |
MEAN_REVERSION
35m held |
|
| 37 | 🟢 BUY | Sep 11, 2026 2:05pm ET | $1,119.00 | 8 | $8,952.00 | — | — | — |
| 🔴 SELL | Sep 11, 2026 3:20pm ET | $1,118.30 | 8 | $8,946.40 | $9,176.01 |
$-5.60 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 38 | 🟢 BUY | Sep 14, 2026 3:55pm ET | $1,136.94 | 8 | $9,095.48 | — | — | — |
| 🔴 SELL | Sep 15, 2026 9:30am ET | $1,156.89 | 8 | $9,255.08 | $9,335.61 |
+$159.60 (+1.8%) |
MEAN_REVERSION
17.6h held |
|
| 39 | 🟢 BUY | Sep 16, 2026 2:55pm ET | $1,134.87 | 8 | $9,078.96 | — | — | — |
| 🔴 SELL | Sep 16, 2026 3:55pm ET | $1,138.66 | 8 | $9,109.24 | $9,365.89 |
+$30.28 (+0.3%) |
MEAN_REVERSION
1h held |
|
| 40 | 🟢 BUY | Sep 18, 2026 12:20pm ET | $1,140.88 | 8 | $9,127.04 | — | — | — |
| 🔴 SELL | Sep 18, 2026 12:50pm ET | $1,145.54 | 8 | $9,164.32 | $9,403.17 |
+$37.28 (+0.4%) |
MEAN_REVERSION
30m held |
|
| 41 | 🟢 BUY | Sep 21, 2026 3:20pm ET | $1,161.90 | 8 | $9,295.20 | — | — | — |
| 🔴 SELL | Sep 22, 2026 9:30am ET | $1,150.10 | 8 | $9,200.80 | $9,308.77 |
$-94.40 (-1.0%) |
🛑 -10% Stop
18.2h held |
|
| 42 | 🟢 BUY | Sep 23, 2026 9:55am ET | $1,157.72 | 8 | $9,261.80 | — | — | — |
| 🔴 SELL | Sep 23, 2026 1:40pm ET | $1,151.28 | 8 | $9,210.24 | $9,257.21 |
$-51.56 (-0.6%) |
MEAN_REVERSION
3.8h held |
|
| 43 | 🟢 BUY | Sep 24, 2026 2:55pm ET | $1,186.52 | 7 | $8,305.64 | — | — | — |
| 🔴 SELL | Sep 24, 2026 3:10pm ET | $1,188.68 | 7 | $8,320.76 | $9,272.33 |
+$15.12 (+0.2%) |
MEAN_REVERSION
15m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$9,272.33
Net Profit/Loss:
$-727.67
Total Return:
-7.28%