SPY Professor Mean's Analysis
Last 3 Months: 2026-06-24 to present • 38 trades in period
-0.19%
Last 3 Months Return
$10,880.45
Current Value
58%
Win Rate
$10,901.18
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)
37.4 neutral
20d Trend
-2.6%
5d Trend
-2.0%
EMA20 Dist
-1.7%
ATR%
1.1%
Range Pos
54%
Bounce Ratio
0.7×
Green/Red 10d
4/6
Strategy Score Scored Sep 24, 2026
30
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
4.3/35
Total Return
8.2/25
Win Rate
8.6/15
Profit Factor
1.9/15
Consistency
7.3/10
Raw Quality
30.3/100
× Confidence 1.00
= 30.2
30-Day Momentum
10
-0.8%
30d Return
36%
Win Rate
14
Trades
0.7×
Profit Factor
Quality: 10.0
Conf: 0.98×
Declining (-20 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
$10,901.18
Current Value
$10,880.45
Period P&L
$-20.69
Max Drawdown
-7.1%
Sharpe Ratio
-0.01
Trade Statistics (Last 3 Months)
Trades in Period
38
Winners / Losers
22 /
16
Best Trade
+0.73%
Worst Trade
-0.85%
Avg Trade Return
-0.00%
Avg Hold Time
7.6h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$805,560.20
Estimated Fees
$0.00
Gross P&L
$-20.69
Net P&L (after fees)
$-20.69
Gross Return
-0.19%
Net Return (after fees)
-0.19%
✅ 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
📈 SPY 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 - 38 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,901.18 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 | $736.14 | 14 | $10,305.96 | — | — | — |
| 🔴 SELL | Jun 24, 2026 2:20pm ET | $733.64 | 14 | $10,270.89 | $10,866.07 |
$-35.07 (-0.3%) |
MEAN_REVERSION
1.7h held |
|
| 2 | 🟢 BUY | Jun 26, 2026 9:30am ET | $727.86 | 14 | $10,190.04 | — | — | — |
| 🔴 SELL | Jun 26, 2026 10:00am ET | $732.19 | 14 | $10,250.66 | $10,926.69 |
+$60.62 (+0.6%) |
MEAN_REVERSION
30m held |
|
| 3 | 🟢 BUY | Jul 1, 2026 9:30am ET | $742.63 | 14 | $10,396.82 | — | — | — |
| 🔴 SELL | Jul 1, 2026 10:05am ET | $746.09 | 14 | $10,445.33 | $10,975.20 |
+$48.51 (+0.5%) |
MEAN_REVERSION
35m held |
|
| 4 | 🟢 BUY | Jul 2, 2026 11:05am ET | $745.36 | 14 | $10,435.07 | — | — | — |
| 🔴 SELL | Jul 6, 2026 9:30am ET | $748.39 | 14 | $10,477.46 | $11,017.59 |
+$42.39 (+0.4%) |
MEAN_REVERSION
3.9d held |
|
| 5 | 🟢 BUY | Jul 7, 2026 9:30am ET | $750.00 | 14 | $10,500.00 | — | — | — |
| 🔴 SELL | Jul 7, 2026 11:45am ET | $746.74 | 14 | $10,454.43 | $10,972.02 |
$-45.57 (-0.4%) |
MEAN_REVERSION
2.3h held |
|
| 6 | 🟢 BUY | Jul 9, 2026 2:55pm ET | $751.01 | 14 | $10,514.07 | — | — | — |
| 🔴 SELL | Jul 9, 2026 3:40pm ET | $751.32 | 14 | $10,518.48 | $10,976.43 |
+$4.41 (+0.0%) |
MEAN_REVERSION
45m held |
|
| 7 | 🟢 BUY | Jul 13, 2026 9:30am ET | $753.42 | 14 | $10,547.95 | — | — | — |
| 🔴 SELL | Jul 13, 2026 2:40pm ET | $749.85 | 14 | $10,497.90 | $10,926.38 |
$-50.05 (-0.5%) |
MEAN_REVERSION
5.2h held |
|
| 8 | 🟢 BUY | Jul 15, 2026 12:00pm ET | $752.08 | 14 | $10,529.12 | — | — | — |
| 🔴 SELL | Jul 15, 2026 1:00pm ET | $751.92 | 14 | $10,526.88 | $10,924.14 |
$-2.24 (-0.0%) |
MEAN_REVERSION
1h held |
|
| 9 | 🟢 BUY | Jul 16, 2026 2:00pm ET | $750.89 | 14 | $10,512.46 | — | — | — |
| 🔴 SELL | Jul 16, 2026 3:50pm ET | $749.98 | 14 | $10,499.72 | $10,911.40 |
$-12.74 (-0.1%) |
MEAN_REVERSION
1.8h held |
|
| 10 | 🟢 BUY | Jul 20, 2026 1:00pm ET | $744.55 | 14 | $10,423.73 | — | — | — |
| 🔴 SELL | Jul 20, 2026 2:00pm ET | $744.85 | 14 | $10,427.90 | $10,915.56 |
+$4.16 (+0.0%) |
MEAN_REVERSION
1h held |
|
| 11 | 🟢 BUY | Jul 21, 2026 2:10pm ET | $748.16 | 14 | $10,474.24 | — | — | — |
| 🔴 SELL | Jul 21, 2026 2:40pm ET | $748.54 | 14 | $10,479.56 | $10,920.88 |
+$5.32 (+0.1%) |
MEAN_REVERSION
30m held |
|
| 12 | 🟢 BUY | Jul 22, 2026 3:30pm ET | $747.71 | 14 | $10,467.94 | — | — | — |
| 🔴 SELL | Jul 23, 2026 9:30am ET | $741.32 | 14 | $10,378.48 | $10,831.42 |
$-89.46 (-0.9%) |
🛑 -10% Stop
18h held |
|
| 13 | 🟢 BUY | Jul 24, 2026 12:45pm ET | $741.19 | 14 | $10,376.66 | — | — | — |
| 🔴 SELL | Jul 24, 2026 1:30pm ET | $742.11 | 14 | $10,389.57 | $10,844.33 |
+$12.91 (+0.1%) |
MEAN_REVERSION
45m held |
|
| 14 | 🟢 BUY | Jul 28, 2026 9:55am ET | $736.50 | 14 | $10,311.00 | — | — | — |
| 🔴 SELL | Jul 28, 2026 10:40am ET | $738.27 | 14 | $10,335.78 | $10,869.11 |
+$24.78 (+0.2%) |
MEAN_REVERSION
45m held |
|
| 15 | 🟢 BUY | Jul 29, 2026 11:50am ET | $733.48 | 14 | $10,268.72 | — | — | — |
| 🔴 SELL | Jul 29, 2026 12:45pm ET | $733.93 | 14 | $10,275.02 | $10,875.41 |
+$6.30 (+0.1%) |
MEAN_REVERSION
55m held |
|
| 16 | 🟢 BUY | Jul 31, 2026 10:10am ET | $738.55 | 14 | $10,339.70 | — | — | — |
| 🔴 SELL | Jul 31, 2026 10:45am ET | $741.62 | 14 | $10,382.68 | $10,918.39 |
+$42.98 (+0.4%) |
MEAN_REVERSION
35m held |
|
| 17 | 🟢 BUY | Aug 6, 2026 9:30am ET | $770.35 | 14 | $10,784.90 | — | — | — |
| 🔴 SELL | Aug 6, 2026 9:50am ET | $771.40 | 14 | $10,799.53 | $10,933.02 |
+$14.63 (+0.1%) |
MEAN_REVERSION
20m held |
|
| 18 | 🟢 BUY | Aug 7, 2026 12:30pm ET | $771.23 | 14 | $10,797.22 | — | — | — |
| 🔴 SELL | Aug 7, 2026 1:40pm ET | $772.33 | 14 | $10,812.62 | $10,948.42 |
+$15.40 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 19 | 🟢 BUY | Aug 11, 2026 1:00pm ET | $771.10 | 14 | $10,795.40 | — | — | — |
| 🔴 SELL | Aug 11, 2026 1:50pm ET | $771.29 | 14 | $10,798.06 | $10,951.08 |
+$2.66 (+0.0%) |
MEAN_REVERSION
50m held |
|
| 20 | 🟢 BUY | Aug 12, 2026 3:50pm ET | $772.57 | 14 | $10,815.91 | — | — | — |
| 🔴 SELL | Aug 13, 2026 9:30am ET | $774.48 | 14 | $10,842.72 | $10,977.89 |
+$26.81 (+0.2%) |
MEAN_REVERSION
17.7h held |
|
| 21 | 🟢 BUY | Aug 17, 2026 10:00am ET | $775.16 | 14 | $10,852.31 | — | — | — |
| 🔴 SELL | Aug 17, 2026 11:10am ET | $775.45 | 14 | $10,856.30 | $10,981.88 |
+$3.99 (+0.0%) |
MEAN_REVERSION
1.2h held |
|
| 22 | 🟢 BUY | Aug 18, 2026 2:00pm ET | $767.54 | 14 | $10,745.56 | — | — | — |
| 🔴 SELL | Aug 18, 2026 2:20pm ET | $768.28 | 14 | $10,755.92 | $10,992.24 |
+$10.36 (+0.1%) |
MEAN_REVERSION
20m held |
|
| 23 | 🟢 BUY | Aug 19, 2026 3:50pm ET | $768.37 | 14 | $10,757.18 | — | — | — |
| 🔴 SELL | Aug 20, 2026 9:30am ET | $766.11 | 14 | $10,725.54 | $10,960.60 |
$-31.64 (-0.3%) |
🛑 -10% Stop
17.7h held |
|
| 24 | 🟢 BUY | Aug 21, 2026 1:35pm ET | $765.55 | 14 | $10,717.77 | — | — | — |
| 🔴 SELL | Aug 21, 2026 2:50pm ET | $765.73 | 14 | $10,720.22 | $10,963.05 |
+$2.45 (+0.0%) |
MEAN_REVERSION
1.3h held |
|
| 25 | 🟢 BUY | Aug 25, 2026 1:25pm ET | $764.82 | 14 | $10,707.48 | — | — | — |
| 🔴 SELL | Aug 25, 2026 2:30pm ET | $765.36 | 14 | $10,715.04 | $10,970.61 |
+$7.56 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 26 | 🟢 BUY | Aug 27, 2026 2:05pm ET | $770.60 | 14 | $10,788.47 | — | — | — |
| 🔴 SELL | Aug 27, 2026 3:35pm ET | $770.49 | 14 | $10,786.88 | $10,969.02 |
$-1.59 (-0.0%) |
MEAN_REVERSION
1.5h held |
|
| 27 | 🟢 BUY | Aug 31, 2026 9:30am ET | $766.38 | 14 | $10,729.32 | — | — | — |
| 🔴 SELL | Aug 31, 2026 11:10am ET | $765.74 | 14 | $10,720.36 | $10,960.06 |
$-8.96 (-0.1%) |
MEAN_REVERSION
1.7h held |
|
| 28 | 🟢 BUY | Sep 1, 2026 12:30pm ET | $761.70 | 14 | $10,663.79 | — | — | — |
| 🔴 SELL | Sep 1, 2026 2:40pm ET | $759.74 | 14 | $10,636.36 | $10,932.63 |
$-27.43 (-0.3%) |
🛑 -10% Stop
2.2h held |
|
| 29 | 🟢 BUY | Sep 3, 2026 3:25pm ET | $773.15 | 14 | $10,824.13 | — | — | — |
| 🔴 SELL | Sep 4, 2026 9:30am ET | $771.90 | 14 | $10,806.60 | $10,915.10 |
$-17.53 (-0.2%) |
🛑 -10% Stop
18.1h held |
|
| 30 | 🟢 BUY | Sep 8, 2026 9:30am ET | $769.32 | 14 | $10,770.41 | — | — | — |
| 🔴 SELL | Sep 8, 2026 10:55am ET | $767.85 | 14 | $10,749.90 | $10,894.59 |
$-20.51 (-0.2%) |
MEAN_REVERSION
1.4h held |
|
| 31 | 🟢 BUY | Sep 9, 2026 11:10am ET | $762.27 | 14 | $10,671.78 | — | — | — |
| 🔴 SELL | Sep 9, 2026 12:35pm ET | $762.14 | 14 | $10,669.89 | $10,892.70 |
$-1.89 (-0.0%) |
MEAN_REVERSION
1.4h held |
|
| 32 | 🟢 BUY | Sep 10, 2026 12:35pm ET | $757.36 | 14 | $10,603.04 | — | — | — |
| 🔴 SELL | Sep 10, 2026 12:45pm ET | $759.01 | 14 | $10,626.14 | $10,915.80 |
+$23.10 (+0.2%) |
MEAN_REVERSION
10m held |
|
| 33 | 🟢 BUY | Sep 11, 2026 3:55pm ET | $764.55 | 14 | $10,703.70 | — | — | — |
| 🔴 SELL | Sep 14, 2026 9:30am ET | $759.02 | 14 | $10,626.28 | $10,838.38 |
$-77.42 (-0.7%) |
🛑 -10% Stop
2.7d held |
|
| 34 | 🟢 BUY | Sep 15, 2026 9:30am ET | $760.33 | 14 | $10,644.62 | — | — | — |
| 🔴 SELL | Sep 15, 2026 11:40am ET | $757.37 | 14 | $10,603.18 | $10,796.94 |
$-41.44 (-0.4%) |
MEAN_REVERSION
2.2h held |
|
| 35 | 🟢 BUY | Sep 16, 2026 2:35pm ET | $757.47 | 14 | $10,604.65 | — | — | — |
| 🔴 SELL | Sep 17, 2026 9:30am ET | $763.03 | 14 | $10,682.42 | $10,874.71 |
+$77.77 (+0.7%) |
MEAN_REVERSION
18.9h held |
|
| 36 | 🟢 BUY | Sep 18, 2026 9:30am ET | $761.34 | 14 | $10,658.76 | — | — | — |
| 🔴 SELL | Sep 18, 2026 11:00am ET | $759.94 | 14 | $10,639.16 | $10,855.11 |
$-19.60 (-0.2%) |
MEAN_REVERSION
1.5h held |
|
| 37 | 🟢 BUY | Sep 22, 2026 11:30am ET | $772.98 | 14 | $10,821.72 | — | — | — |
| 🔴 SELL | Sep 22, 2026 12:10pm ET | $773.36 | 14 | $10,827.04 | $10,860.43 |
+$5.32 (+0.0%) |
MEAN_REVERSION
40m held |
|
| 38 | 🟢 BUY | Sep 23, 2026 12:50pm ET | $767.06 | 14 | $10,738.84 | — | — | — |
| 🔴 SELL | Sep 23, 2026 1:40pm ET | $768.49 | 14 | $10,758.86 | $10,880.45 |
+$20.02 (+0.2%) |
MEAN_REVERSION
50m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,880.45
Net Profit/Loss:
+$880.45
Total Return:
+8.80%