SPY Professor Mean's Analysis
Last 3 Months: 2026-03-23 to present • 39 trades in period
+2.53%
Last 3 Months Return
$10,901.14
Current Value
62%
Win Rate
$10,632.24
Period Start
PHASE 0: RANGING
No strong directional signal. Monitor for regime shift.
Fear & Greed
23
Extreme Fear
VIX
16.8
NORMAL
10Y Yield
4.46%
ELEVATED
Yield Curve
+0.27%
NORMAL
HY Spread
2.66
CALM
🌍 Kp Index
🟡 1.2
Unsettled
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 Jun 23, 2026
31
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
4.4/35
Total Return
8.3/25
Win Rate
8.7/15
Profit Factor
2.1/15
Consistency
7.7/10
Raw Quality
31.2/100
× Confidence 0.99
= 30.8
30-Day Momentum
29
+0.9%
30d Return
62%
Win Rate
13
Trades
1.6×
Profit Factor
Quality: 30.7
Conf: 0.95×
Cooling (-2 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 (99%) 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
4,976
Timeframe
5-Minute Bars
Period Range
2026-03-23 → 2026-06-23
Trading Days
64 days
Data Gaps
None (3 market holidays)
Market Closed (3 days)
2026-04-03 — Good Friday, 2026-05-25 — Memorial Day, 2026-06-19 — Juneteenth
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
$10,632.24
Current Value
$10,901.14
Period P&L
$268.94
Max Drawdown
-7.1%
Sharpe Ratio
0.26
Trade Statistics (Last 3 Months)
Trades in Period
39
Winners / Losers
24 /
15
Best Trade
+0.62%
Worst Trade
-0.51%
Avg Trade Return
+0.07%
Avg Hold Time
5.9h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$813,209.02
Estimated Fees
$0.00
Gross P&L
$268.94
Net P&L (after fees)
$268.94
Gross Return
+2.53%
Net Return (after fees)
+2.53%
✅ 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: 64 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Trade History (Last 3 Months - 39 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,632.24 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 | Mar 24, 2026 9:30am ET | $650.93 | 16 | $10,414.84 | — | — | — |
| 🔴 SELL | Mar 24, 2026 10:45am ET | $653.48 | 16 | $10,455.68 | $10,673.04 |
+$40.84 (+0.4%) |
MEAN_REVERSION
1.3h held |
|
| 2 | 🟢 BUY | Mar 25, 2026 3:00pm ET | $656.13 | 16 | $10,498.08 | — | — | — |
| 🔴 SELL | Mar 25, 2026 3:55pm ET | $656.84 | 16 | $10,509.36 | $10,684.32 |
+$11.28 (+0.1%) |
MEAN_REVERSION
55m held |
|
| 3 | 🟢 BUY | Mar 27, 2026 9:30am ET | $642.38 | 16 | $10,278.08 | — | — | — |
| 🔴 SELL | Mar 27, 2026 11:00am ET | $640.24 | 16 | $10,243.84 | $10,650.08 |
$-34.24 (-0.3%) |
MEAN_REVERSION
1.5h held |
|
| 4 | 🟢 BUY | Mar 30, 2026 1:35pm ET | $632.83 | 16 | $10,125.20 | — | — | — |
| 🔴 SELL | Mar 30, 2026 3:55pm ET | $632.53 | 16 | $10,120.48 | $10,645.36 |
$-4.72 (-0.0%) |
MEAN_REVERSION
2.3h held |
|
| 5 | 🟢 BUY | Apr 1, 2026 2:00pm ET | $656.73 | 16 | $10,507.68 | — | — | — |
| 🔴 SELL | Apr 1, 2026 3:20pm ET | $655.63 | 16 | $10,490.08 | $10,627.76 |
$-17.60 (-0.2%) |
MEAN_REVERSION
1.3h held |
|
| 6 | 🟢 BUY | Apr 6, 2026 1:15pm ET | $655.90 | 16 | $10,494.40 | — | — | — |
| 🔴 SELL | Apr 6, 2026 2:15pm ET | $657.42 | 16 | $10,518.80 | $10,652.16 |
+$24.40 (+0.2%) |
MEAN_REVERSION
1h held |
|
| 7 | 🟢 BUY | Apr 7, 2026 2:45pm ET | $655.30 | 16 | $10,484.80 | — | — | — |
| 🔴 SELL | Apr 7, 2026 3:20pm ET | $657.98 | 16 | $10,527.73 | $10,695.09 |
+$42.93 (+0.4%) |
MEAN_REVERSION
35m held |
|
| 8 | 🟢 BUY | Apr 10, 2026 11:40am ET | $680.16 | 15 | $10,202.40 | — | — | — |
| 🔴 SELL | Apr 10, 2026 1:45pm ET | $679.25 | 15 | $10,188.75 | $10,681.44 |
$-13.65 (-0.1%) |
MEAN_REVERSION
2.1h held |
|
| 9 | 🟢 BUY | Apr 14, 2026 2:25pm ET | $692.29 | 15 | $10,384.34 | — | — | — |
| 🔴 SELL | Apr 14, 2026 3:10pm ET | $693.43 | 15 | $10,401.52 | $10,698.63 |
+$17.19 (+0.2%) |
MEAN_REVERSION
45m held |
|
| 10 | 🟢 BUY | Apr 16, 2026 9:55am ET | $698.61 | 15 | $10,479.15 | — | — | — |
| 🔴 SELL | Apr 16, 2026 10:50am ET | $699.90 | 15 | $10,498.43 | $10,717.91 |
+$19.28 (+0.2%) |
MEAN_REVERSION
55m held |
|
| 11 | 🟢 BUY | Apr 17, 2026 1:25pm ET | $709.91 | 15 | $10,648.65 | — | — | — |
| 🔴 SELL | Apr 17, 2026 2:45pm ET | $710.17 | 15 | $10,652.55 | $10,721.81 |
+$3.90 (+0.0%) |
MEAN_REVERSION
1.3h held |
|
| 12 | 🟢 BUY | Apr 21, 2026 11:00am ET | $707.30 | 15 | $10,609.50 | — | — | — |
| 🔴 SELL | Apr 21, 2026 12:35pm ET | $707.03 | 15 | $10,605.45 | $10,717.76 |
$-4.05 (-0.0%) |
MEAN_REVERSION
1.6h held |
|
| 13 | 🟢 BUY | Apr 23, 2026 1:05pm ET | $708.96 | 15 | $10,634.46 | — | — | — |
| 🔴 SELL | Apr 23, 2026 2:15pm ET | $707.83 | 15 | $10,617.45 | $10,700.75 |
$-17.01 (-0.2%) |
MEAN_REVERSION
1.2h held |
|
| 14 | 🟢 BUY | Apr 27, 2026 9:50am ET | $712.70 | 15 | $10,690.43 | — | — | — |
| 🔴 SELL | Apr 27, 2026 9:55am ET | $714.02 | 15 | $10,710.30 | $10,720.63 |
+$19.88 (+0.2%) |
MEAN_REVERSION
5m held |
|
| 15 | 🟢 BUY | Apr 29, 2026 9:30am ET | $710.53 | 15 | $10,658.02 | — | — | — |
| 🔴 SELL | Apr 29, 2026 10:20am ET | $711.11 | 15 | $10,666.65 | $10,729.26 |
+$8.63 (+0.1%) |
MEAN_REVERSION
50m held |
|
| 16 | 🟢 BUY | May 1, 2026 2:35pm ET | $721.40 | 14 | $10,099.60 | — | — | — |
| 🔴 SELL | May 1, 2026 3:15pm ET | $722.16 | 14 | $10,110.24 | $10,739.90 |
+$10.64 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 17 | 🟢 BUY | May 5, 2026 3:55pm ET | $723.53 | 14 | $10,129.49 | — | — | — |
| 🔴 SELL | May 6, 2026 9:30am ET | $728.01 | 14 | $10,192.14 | $10,802.55 |
+$62.65 (+0.6%) |
MEAN_REVERSION
17.6h held |
|
| 18 | 🟢 BUY | May 7, 2026 12:00pm ET | $733.50 | 14 | $10,269.00 | — | — | — |
| 🔴 SELL | May 7, 2026 2:15pm ET | $731.64 | 14 | $10,242.96 | $10,776.51 |
$-26.04 (-0.3%) |
MEAN_REVERSION
2.3h held |
|
| 19 | 🟢 BUY | May 8, 2026 2:50pm ET | $736.92 | 14 | $10,316.88 | — | — | — |
| 🔴 SELL | May 8, 2026 3:40pm ET | $737.17 | 14 | $10,320.38 | $10,780.01 |
+$3.50 (+0.0%) |
MEAN_REVERSION
50m held |
|
| 20 | 🟢 BUY | May 12, 2026 9:30am ET | $736.69 | 14 | $10,313.59 | — | — | — |
| 🔴 SELL | May 12, 2026 1:05pm ET | $732.93 | 14 | $10,261.02 | $10,727.44 |
$-52.57 (-0.5%) |
MEAN_REVERSION
3.6h held |
|
| 21 | 🟢 BUY | May 13, 2026 3:55pm ET | $742.32 | 14 | $10,392.41 | — | — | — |
| 🔴 SELL | May 14, 2026 9:30am ET | $744.27 | 14 | $10,419.78 | $10,754.81 |
+$27.37 (+0.3%) |
MEAN_REVERSION
17.6h held |
|
| 22 | 🟢 BUY | May 15, 2026 9:30am ET | $741.03 | 14 | $10,374.42 | — | — | — |
| 🔴 SELL | May 15, 2026 9:35am ET | $739.96 | 14 | $10,359.44 | $10,739.83 |
$-14.98 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 23 | 🟢 BUY | May 18, 2026 9:35am ET | $738.34 | 14 | $10,336.76 | — | — | — |
| 🔴 SELL | May 18, 2026 9:55am ET | $741.09 | 14 | $10,375.23 | $10,778.30 |
+$38.47 (+0.4%) |
MEAN_REVERSION
20m held |
|
| 24 | 🟢 BUY | May 19, 2026 2:30pm ET | $735.87 | 14 | $10,302.18 | — | — | — |
| 🔴 SELL | May 20, 2026 9:30am ET | $735.53 | 14 | $10,297.49 | $10,773.61 |
$-4.69 (-0.0%) |
MEAN_REVERSION
19h held |
|
| 25 | 🟢 BUY | May 21, 2026 9:30am ET | $738.21 | 14 | $10,334.94 | — | — | — |
| 🔴 SELL | May 21, 2026 10:05am ET | $740.16 | 14 | $10,362.24 | $10,800.91 |
+$27.30 (+0.3%) |
MEAN_REVERSION
35m held |
|
| 26 | 🟢 BUY | May 22, 2026 3:20pm ET | $746.14 | 14 | $10,445.96 | — | — | — |
| 🔴 SELL | May 26, 2026 9:30am ET | $750.30 | 14 | $10,504.20 | $10,859.15 |
+$58.24 (+0.6%) |
MEAN_REVERSION
3.8d held |
|
| 27 | 🟢 BUY | May 28, 2026 9:30am ET | $750.19 | 14 | $10,502.66 | — | — | — |
| 🔴 SELL | May 28, 2026 9:35am ET | $749.37 | 14 | $10,491.18 | $10,847.67 |
$-11.48 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 28 | 🟢 BUY | May 29, 2026 1:55pm ET | $755.66 | 14 | $10,579.24 | — | — | — |
| 🔴 SELL | May 29, 2026 2:30pm ET | $756.54 | 14 | $10,591.56 | $10,859.99 |
+$12.32 (+0.1%) |
MEAN_REVERSION
35m held |
|
| 29 | 🟢 BUY | Jun 1, 2026 3:40pm ET | $759.13 | 14 | $10,627.82 | — | — | — |
| 🔴 SELL | Jun 2, 2026 9:30am ET | $756.95 | 14 | $10,597.23 | $10,829.40 |
$-30.59 (-0.3%) |
🛑 -10% Stop
17.8h held |
|
| 30 | 🟢 BUY | Jun 3, 2026 9:30am ET | $758.27 | 14 | $10,615.78 | — | — | — |
| 🔴 SELL | Jun 3, 2026 9:40am ET | $756.53 | 14 | $10,591.42 | $10,805.04 |
$-24.36 (-0.2%) |
🛑 -10% Stop
10m held |
|
| 31 | 🟢 BUY | Jun 4, 2026 9:40am ET | $752.03 | 14 | $10,528.35 | — | — | — |
| 🔴 SELL | Jun 4, 2026 10:20am ET | $754.18 | 14 | $10,558.52 | $10,835.21 |
+$30.17 (+0.3%) |
MEAN_REVERSION
40m held |
|
| 32 | 🟢 BUY | Jun 5, 2026 11:20am ET | $747.88 | 14 | $10,470.32 | — | — | — |
| 🔴 SELL | Jun 5, 2026 1:35pm ET | $744.93 | 14 | $10,429.02 | $10,793.91 |
$-41.30 (-0.4%) |
MEAN_REVERSION
2.3h held |
|
| 33 | 🟢 BUY | Jun 8, 2026 3:10pm ET | $739.67 | 14 | $10,355.38 | — | — | — |
| 🔴 SELL | Jun 9, 2026 9:30am ET | $743.51 | 14 | $10,409.14 | $10,847.67 |
+$53.76 (+0.5%) |
MEAN_REVERSION
18.3h held |
|
| 34 | 🟢 BUY | Jun 10, 2026 11:00am ET | $732.09 | 14 | $10,249.26 | — | — | — |
| 🔴 SELL | Jun 10, 2026 12:35pm ET | $731.43 | 14 | $10,240.08 | $10,838.49 |
$-9.18 (-0.1%) |
MEAN_REVERSION
1.6h held |
|
| 35 | 🟢 BUY | Jun 12, 2026 3:35pm ET | $740.28 | 14 | $10,363.92 | — | — | — |
| 🔴 SELL | Jun 12, 2026 3:55pm ET | $741.44 | 14 | $10,380.16 | $10,854.73 |
+$16.24 (+0.2%) |
MEAN_REVERSION
20m held |
|
| 36 | 🟢 BUY | Jun 15, 2026 3:55pm ET | $753.84 | 14 | $10,553.76 | — | — | — |
| 🔴 SELL | Jun 16, 2026 9:35am ET | $755.30 | 14 | $10,574.27 | $10,875.24 |
+$20.51 (+0.2%) |
MEAN_REVERSION
17.7h held |
|
| 37 | 🟢 BUY | Jun 17, 2026 1:05pm ET | $749.50 | 14 | $10,493.00 | — | — | — |
| 🔴 SELL | Jun 17, 2026 1:55pm ET | $750.32 | 14 | $10,504.48 | $10,886.72 |
+$11.48 (+0.1%) |
MEAN_REVERSION
50m held |
|
| 38 | 🟢 BUY | Jun 18, 2026 3:10pm ET | $745.61 | 14 | $10,438.54 | — | — | — |
| 🔴 SELL | Jun 18, 2026 3:35pm ET | $746.34 | 14 | $10,448.76 | $10,896.94 |
+$10.22 (+0.1%) |
MEAN_REVERSION
25m held |
|
| 39 | 🟢 BUY | Jun 23, 2026 9:30am ET | $733.34 | 14 | $10,266.76 | — | — | — |
| 🔴 SELL | Jun 23, 2026 9:35am ET | $733.64 | 14 | $10,270.96 | $10,901.14 |
+$4.20 (+0.0%) |
🛑 -10% Stop
5m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,901.14
Net Profit/Loss:
+$901.14
Total Return:
+9.01%