TLT Professor Mean's Analysis
Last 3 Months: 2026-06-25 to present • 42 trades in period
-0.25%
Last 3 Months Return
$9,992.43
Current Value
50%
Win Rate
$10,017.74
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)
49.9 neutral
20d Trend
-0.2%
5d Trend
+0.1%
EMA20 Dist
+0.1%
ATR%
0.7%
Range Pos
20%
Bounce Ratio
2.0×
Green/Red 10d
3/7
Strategy Score Scored Sep 24, 2026
12
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.9/15
Profit Factor
0.0/15
Consistency
5.5/10
Raw Quality
12.3/100
× Confidence 0.99
= 12.3
30-Day Momentum
26
+0.5%
30d Return
67%
Win Rate
15
Trades
1.2×
Profit Factor
Quality: 25.7
Conf: 1.00×
Accelerating (+13 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
4,992
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
$10,017.74
Current Value
$9,992.43
Period P&L
$-25.40
Max Drawdown
-6.8%
Sharpe Ratio
-0.01
Trade Statistics (Last 3 Months)
Trades in Period
42
Winners / Losers
21 /
21
Best Trade
+1.41%
Worst Trade
-1.10%
Avg Trade Return
-0.01%
Avg Hold Time
7.8h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$832,872.17
Estimated Fees
$0.00
Gross P&L
$-25.40
Net P&L (after fees)
$-25.40
Gross Return
-0.25%
Net Return (after fees)
-0.25%
✅ 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
📈 TLT 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 - 42 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,017.74 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 11:05am ET | $87.50 | 114 | $9,975.00 | — | — | — |
| 🔴 SELL | Jun 25, 2026 1:00pm ET | $87.48 | 114 | $9,972.85 | $10,015.67 |
$-2.15 (-0.0%) |
MEAN_REVERSION
1.9h held |
|
| 2 | 🟢 BUY | Jun 26, 2026 3:35pm ET | $87.29 | 114 | $9,950.49 | — | — | — |
| 🔴 SELL | Jun 26, 2026 3:50pm ET | $87.33 | 114 | $9,956.19 | $10,021.37 |
+$5.70 (+0.1%) |
MEAN_REVERSION
15m held |
|
| 3 | 🟢 BUY | Jun 30, 2026 9:30am ET | $87.13 | 115 | $10,019.95 | — | — | — |
| 🔴 SELL | Jun 30, 2026 11:45am ET | $87.07 | 115 | $10,012.48 | $10,013.89 |
$-7.47 (-0.1%) |
MEAN_REVERSION
2.3h held |
|
| 4 | 🟢 BUY | Jul 1, 2026 12:55pm ET | $85.64 | 116 | $9,934.82 | — | — | — |
| 🔴 SELL | Jul 1, 2026 1:40pm ET | $85.75 | 116 | $9,947.00 | $10,026.07 |
+$12.18 (+0.1%) |
MEAN_REVERSION
45m held |
|
| 5 | 🟢 BUY | Jul 6, 2026 10:00am ET | $85.36 | 117 | $9,986.54 | — | — | — |
| 🔴 SELL | Jul 6, 2026 11:30am ET | $85.28 | 117 | $9,977.76 | $10,017.29 |
$-8.78 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 6 | 🟢 BUY | Jul 7, 2026 2:50pm ET | $84.72 | 118 | $9,996.96 | — | — | — |
| 🔴 SELL | Jul 8, 2026 9:30am ET | $84.32 | 118 | $9,949.17 | $9,969.50 |
$-47.79 (-0.5%) |
🛑 -10% Stop
18.7h held |
|
| 7 | 🟢 BUY | Jul 9, 2026 9:30am ET | $84.28 | 118 | $9,944.45 | — | — | — |
| 🔴 SELL | Jul 9, 2026 10:05am ET | $84.38 | 118 | $9,956.25 | $9,981.30 |
+$11.80 (+0.1%) |
MEAN_REVERSION
35m held |
|
| 8 | 🟢 BUY | Jul 10, 2026 10:35am ET | $84.39 | 118 | $9,957.43 | — | — | — |
| 🔴 SELL | Jul 10, 2026 11:15am ET | $84.47 | 118 | $9,967.46 | $9,991.33 |
+$10.03 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 9 | 🟢 BUY | Jul 13, 2026 12:25pm ET | $84.03 | 118 | $9,915.54 | — | — | — |
| 🔴 SELL | Jul 13, 2026 2:35pm ET | $83.99 | 118 | $9,910.82 | $9,986.61 |
$-4.72 (-0.0%) |
MEAN_REVERSION
2.2h held |
|
| 10 | 🟢 BUY | Jul 14, 2026 2:40pm ET | $84.10 | 118 | $9,923.21 | — | — | — |
| 🔴 SELL | Jul 14, 2026 3:00pm ET | $84.17 | 118 | $9,932.05 | $9,995.45 |
+$8.84 (+0.1%) |
MEAN_REVERSION
20m held |
|
| 11 | 🟢 BUY | Jul 15, 2026 3:55pm ET | $84.24 | 118 | $9,939.73 | — | — | — |
| 🔴 SELL | Jul 16, 2026 9:30am ET | $83.81 | 118 | $9,888.99 | $9,944.71 |
$-50.74 (-0.5%) |
🛑 -10% Stop
17.6h held |
|
| 12 | 🟢 BUY | Jul 17, 2026 11:35am ET | $84.61 | 117 | $9,899.37 | — | — | — |
| 🔴 SELL | Jul 17, 2026 12:00pm ET | $84.51 | 117 | $9,888.25 | $9,933.59 |
$-11.12 (-0.1%) |
🛑 -10% Stop
25m held |
|
| 13 | 🟢 BUY | Jul 21, 2026 9:30am ET | $83.64 | 118 | $9,868.93 | — | — | — |
| 🔴 SELL | Jul 21, 2026 9:35am ET | $83.54 | 118 | $9,857.60 | $9,922.26 |
$-11.33 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 14 | 🟢 BUY | Jul 22, 2026 9:40am ET | $83.61 | 118 | $9,865.39 | — | — | — |
| 🔴 SELL | Jul 22, 2026 11:10am ET | $83.60 | 118 | $9,864.21 | $9,921.08 |
$-1.18 (-0.0%) |
MEAN_REVERSION
1.5h held |
|
| 15 | 🟢 BUY | Jul 24, 2026 12:45pm ET | $83.46 | 118 | $9,848.79 | — | — | — |
| 🔴 SELL | Jul 24, 2026 2:55pm ET | $83.31 | 118 | $9,830.58 | $9,902.88 |
$-18.21 (-0.2%) |
MEAN_REVERSION
2.2h held |
|
| 16 | 🟢 BUY | Jul 28, 2026 1:20pm ET | $84.22 | 117 | $9,853.74 | — | — | — |
| 🔴 SELL | Jul 28, 2026 3:00pm ET | $84.21 | 117 | $9,853.15 | $9,902.29 |
$-0.59 (-0.0%) |
MEAN_REVERSION
1.7h held |
|
| 17 | 🟢 BUY | Jul 29, 2026 3:00pm ET | $83.45 | 118 | $9,847.10 | — | — | — |
| 🔴 SELL | Jul 30, 2026 10:25am ET | $82.88 | 118 | $9,779.25 | $9,834.44 |
$-67.85 (-0.7%) |
MEAN_REVERSION
19.4h held |
|
| 18 | 🟢 BUY | Jul 31, 2026 12:55pm ET | $82.01 | 119 | $9,759.78 | — | — | — |
| 🔴 SELL | Jul 31, 2026 2:25pm ET | $81.99 | 119 | $9,756.22 | $9,830.87 |
$-3.57 (-0.0%) |
MEAN_REVERSION
1.5h held |
|
| 19 | 🟢 BUY | Aug 4, 2026 1:25pm ET | $82.68 | 118 | $9,756.83 | — | — | — |
| 🔴 SELL | Aug 4, 2026 1:40pm ET | $82.75 | 118 | $9,765.09 | $9,839.13 |
+$8.26 (+0.1%) |
MEAN_REVERSION
15m held |
|
| 20 | 🟢 BUY | Aug 5, 2026 3:00pm ET | $82.96 | 118 | $9,788.69 | — | — | — |
| 🔴 SELL | Aug 6, 2026 9:30am ET | $82.82 | 118 | $9,772.17 | $9,822.61 |
$-16.52 (-0.2%) |
🛑 -10% Stop
18.5h held |
|
| 21 | 🟢 BUY | Aug 10, 2026 9:45am ET | $82.30 | 119 | $9,793.97 | — | — | — |
| 🔴 SELL | Aug 10, 2026 12:00pm ET | $82.24 | 119 | $9,786.56 | $9,815.20 |
$-7.41 (-0.1%) |
MEAN_REVERSION
2.3h held |
|
| 22 | 🟢 BUY | Aug 11, 2026 2:00pm ET | $82.23 | 119 | $9,785.37 | — | — | — |
| 🔴 SELL | Aug 11, 2026 2:55pm ET | $82.28 | 119 | $9,790.73 | $9,820.55 |
+$5.35 (+0.1%) |
MEAN_REVERSION
55m held |
|
| 23 | 🟢 BUY | Aug 13, 2026 11:30am ET | $82.56 | 118 | $9,741.49 | — | — | — |
| 🔴 SELL | Aug 13, 2026 12:35pm ET | $82.65 | 118 | $9,753.29 | $9,832.35 |
+$11.80 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 24 | 🟢 BUY | Aug 17, 2026 9:30am ET | $81.76 | 120 | $9,811.20 | — | — | — |
| 🔴 SELL | Aug 17, 2026 2:40pm ET | $81.43 | 120 | $9,771.61 | $9,792.76 |
$-39.59 (-0.4%) |
MEAN_REVERSION
5.2h held |
|
| 25 | 🟢 BUY | Aug 18, 2026 3:55pm ET | $81.65 | 119 | $9,716.94 | — | — | — |
| 🔴 SELL | Aug 19, 2026 9:30am ET | $82.81 | 119 | $9,853.80 | $9,929.61 |
+$136.85 (+1.4%) |
MEAN_REVERSION
17.6h held |
|
| 26 | 🟢 BUY | Aug 20, 2026 9:30am ET | $82.36 | 120 | $9,882.90 | — | — | — |
| 🔴 SELL | Aug 20, 2026 11:00am ET | $82.46 | 120 | $9,894.60 | $9,941.31 |
+$11.70 (+0.1%) |
MEAN_REVERSION
1.5h held |
|
| 27 | 🟢 BUY | Aug 21, 2026 1:40pm ET | $81.94 | 121 | $9,914.74 | — | — | — |
| 🔴 SELL | Aug 21, 2026 2:20pm ET | $81.99 | 121 | $9,920.19 | $9,946.75 |
+$5.44 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 28 | 🟢 BUY | Aug 24, 2026 3:15pm ET | $82.59 | 120 | $9,910.80 | — | — | — |
| 🔴 SELL | Aug 25, 2026 9:30am ET | $83.06 | 120 | $9,967.20 | $10,003.15 |
+$56.40 (+0.6%) |
MEAN_REVERSION
18.3h held |
|
| 29 | 🟢 BUY | Aug 26, 2026 12:10pm ET | $83.09 | 120 | $9,970.64 | — | — | — |
| 🔴 SELL | Aug 26, 2026 12:50pm ET | $83.20 | 120 | $9,984.00 | $10,016.51 |
+$13.36 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 30 | 🟢 BUY | Aug 27, 2026 2:00pm ET | $83.10 | 120 | $9,971.72 | — | — | — |
| 🔴 SELL | Aug 27, 2026 3:05pm ET | $83.13 | 120 | $9,975.60 | $10,020.39 |
+$3.88 (+0.0%) |
MEAN_REVERSION
1.1h held |
|
| 31 | 🟢 BUY | Aug 28, 2026 3:25pm ET | $82.79 | 121 | $10,018.19 | — | — | — |
| 🔴 SELL | Aug 31, 2026 9:30am ET | $82.38 | 121 | $9,967.98 | $9,970.17 |
$-50.22 (-0.5%) |
🛑 -10% Stop
2.8d held |
|
| 32 | 🟢 BUY | Sep 1, 2026 9:30am ET | $82.00 | 121 | $9,922.60 | — | — | — |
| 🔴 SELL | Sep 1, 2026 10:25am ET | $82.28 | 121 | $9,955.87 | $10,003.44 |
+$33.26 (+0.3%) |
MEAN_REVERSION
55m held |
|
| 33 | 🟢 BUY | Sep 2, 2026 11:05am ET | $81.76 | 122 | $9,975.33 | — | — | — |
| 🔴 SELL | Sep 2, 2026 12:30pm ET | $81.83 | 122 | $9,983.26 | $10,011.37 |
+$7.93 (+0.1%) |
MEAN_REVERSION
1.4h held |
|
| 34 | 🟢 BUY | Sep 3, 2026 1:10pm ET | $82.24 | 121 | $9,950.44 | — | — | — |
| 🔴 SELL | Sep 3, 2026 2:15pm ET | $82.26 | 121 | $9,954.06 | $10,015.00 |
+$3.63 (+0.0%) |
MEAN_REVERSION
1.1h held |
|
| 35 | 🟢 BUY | Sep 4, 2026 2:55pm ET | $82.19 | 121 | $9,945.59 | — | — | — |
| 🔴 SELL | Sep 8, 2026 9:30am ET | $82.44 | 121 | $9,975.24 | $10,044.65 |
+$29.65 (+0.3%) |
MEAN_REVERSION
3.8d held |
|
| 36 | 🟢 BUY | Sep 9, 2026 11:05am ET | $81.72 | 122 | $9,969.84 | — | — | — |
| 🔴 SELL | Sep 9, 2026 12:35pm ET | $81.61 | 122 | $9,955.81 | $10,030.62 |
$-14.03 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 37 | 🟢 BUY | Sep 10, 2026 2:05pm ET | $80.89 | 123 | $9,950.08 | — | — | — |
| 🔴 SELL | Sep 11, 2026 9:30am ET | $81.31 | 123 | $10,001.13 | $10,081.67 |
+$51.05 (+0.5%) |
MEAN_REVERSION
19.4h held |
|
| 38 | 🟢 BUY | Sep 14, 2026 9:45am ET | $80.78 | 124 | $10,016.76 | — | — | — |
| 🔴 SELL | Sep 14, 2026 10:55am ET | $80.75 | 124 | $10,013.00 | $10,077.91 |
$-3.76 (-0.0%) |
MEAN_REVERSION
1.2h held |
|
| 39 | 🟢 BUY | Sep 15, 2026 1:05pm ET | $80.53 | 125 | $10,066.24 | — | — | — |
| 🔴 SELL | Sep 15, 2026 2:05pm ET | $80.66 | 125 | $10,083.00 | $10,094.67 |
+$16.76 (+0.2%) |
MEAN_REVERSION
1h held |
|
| 40 | 🟢 BUY | Sep 17, 2026 1:00pm ET | $81.59 | 123 | $10,035.57 | — | — | — |
| 🔴 SELL | Sep 17, 2026 1:35pm ET | $81.65 | 123 | $10,043.56 | $10,102.67 |
+$8.00 (+0.1%) |
MEAN_REVERSION
35m held |
|
| 41 | 🟢 BUY | Sep 21, 2026 1:35pm ET | $81.65 | 123 | $10,043.56 | — | — | — |
| 🔴 SELL | Sep 21, 2026 2:35pm ET | $81.65 | 123 | $10,043.42 | $10,102.52 |
$-0.15 (-0.0%) |
MEAN_REVERSION
1h held |
|
| 42 | 🟢 BUY | Sep 23, 2026 9:30am ET | $81.48 | 123 | $10,022.04 | — | — | — |
| 🔴 SELL | Sep 23, 2026 12:55pm ET | $80.58 | 123 | $9,911.95 | $9,992.43 |
$-110.09 (-1.1%) |
MEAN_REVERSION
3.4h held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$9,992.43
Net Profit/Loss:
$-7.57
Total Return:
-0.08%