VTI Professor Mean's Analysis
Last 3 Months: 2026-06-24 to present • 36 trades in period
+0.93%
Last 3 Months Return
$10,793.02
Current Value
56%
Win Rate
$10,694.10
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)
36.2 neutral
20d Trend
-2.9%
5d Trend
-2.1%
EMA20 Dist
-1.9%
ATR%
1.1%
Range Pos
52%
Bounce Ratio
0.6×
Green/Red 10d
4/6
Strategy Score Scored Sep 24, 2026
25
Lifetime
Confidence: 98%
Quality Components
Return-to-Risk
3.1/35
Total Return
7.9/25
Win Rate
6.9/15
Profit Factor
1.6/15
Consistency
6.4/10
Raw Quality
25.9/100
× Confidence 0.98
= 25.4
30-Day Momentum
10
-1.1%
30d Return
23%
Win Rate
13
Trades
0.6×
Profit Factor
Quality: 10.0
Conf: 0.95×
Declining (-16 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 (98%) 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
$10,694.10
Current Value
$10,793.02
Period P&L
$99.02
Max Drawdown
-8.8%
Sharpe Ratio
0.07
Trade Statistics (Last 3 Months)
Trades in Period
36
Winners / Losers
20 /
16
Best Trade
+0.87%
Worst Trade
-0.77%
Avg Trade Return
+0.03%
Avg Hold Time
8.3h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$765,961.04
Estimated Fees
$0.00
Gross P&L
$99.02
Net P&L (after fees)
$99.02
Gross Return
+0.93%
Net Return (after fees)
+0.93%
✅ 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
📈 VTI 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 - 36 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,694.10 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 | $365.22 | 29 | $10,591.38 | — | — | — |
| 🔴 SELL | Jun 24, 2026 2:20pm ET | $364.01 | 29 | $10,556.29 | $10,658.92 |
$-35.09 (-0.3%) |
MEAN_REVERSION
1.7h held |
|
| 2 | 🟢 BUY | Jun 26, 2026 9:30am ET | $360.38 | 29 | $10,451.02 | — | — | — |
| 🔴 SELL | Jun 26, 2026 10:05am ET | $362.99 | 29 | $10,526.63 | $10,734.53 |
+$75.61 (+0.7%) |
MEAN_REVERSION
35m held |
|
| 3 | 🟢 BUY | Jul 1, 2026 9:30am ET | $367.98 | 29 | $10,671.42 | — | — | — |
| 🔴 SELL | Jul 1, 2026 10:05am ET | $369.86 | 29 | $10,725.80 | $10,788.90 |
+$54.38 (+0.5%) |
MEAN_REVERSION
35m held |
|
| 4 | 🟢 BUY | Jul 2, 2026 12:35pm ET | $367.51 | 29 | $10,657.79 | — | — | — |
| 🔴 SELL | Jul 6, 2026 9:30am ET | $370.69 | 29 | $10,750.01 | $10,881.12 |
+$92.22 (+0.9%) |
MEAN_REVERSION
3.9d held |
|
| 5 | 🟢 BUY | Jul 7, 2026 9:30am ET | $371.30 | 29 | $10,767.70 | — | — | — |
| 🔴 SELL | Jul 7, 2026 11:45am ET | $369.28 | 29 | $10,709.12 | $10,822.54 |
$-58.58 (-0.5%) |
MEAN_REVERSION
2.3h held |
|
| 6 | 🟢 BUY | Jul 13, 2026 9:30am ET | $372.04 | 29 | $10,789.02 | — | — | — |
| 🔴 SELL | Jul 13, 2026 9:35am ET | $371.89 | 29 | $10,784.81 | $10,818.34 |
$-4.20 (-0.0%) |
🛑 -10% Stop
5m held |
|
| 7 | 🟢 BUY | Jul 14, 2026 12:00pm ET | $370.46 | 29 | $10,743.34 | — | — | — |
| 🔴 SELL | Jul 14, 2026 12:40pm ET | $371.04 | 29 | $10,760.16 | $10,835.16 |
+$16.82 (+0.2%) |
MEAN_REVERSION
40m held |
|
| 8 | 🟢 BUY | Jul 16, 2026 9:30am ET | $371.32 | 29 | $10,768.28 | — | — | — |
| 🔴 SELL | Jul 16, 2026 10:05am ET | $372.07 | 29 | $10,790.03 | $10,856.91 |
+$21.75 (+0.2%) |
MEAN_REVERSION
35m held |
|
| 9 | 🟢 BUY | Jul 17, 2026 1:50pm ET | $367.93 | 29 | $10,669.97 | — | — | — |
| 🔴 SELL | Jul 17, 2026 3:45pm ET | $367.42 | 29 | $10,655.18 | $10,842.12 |
$-14.79 (-0.1%) |
MEAN_REVERSION
1.9h held |
|
| 10 | 🟢 BUY | Jul 21, 2026 2:30pm ET | $369.34 | 29 | $10,710.86 | — | — | — |
| 🔴 SELL | Jul 21, 2026 2:40pm ET | $369.58 | 29 | $10,717.82 | $10,849.08 |
+$6.96 (+0.1%) |
MEAN_REVERSION
10m held |
|
| 11 | 🟢 BUY | Jul 22, 2026 3:30pm ET | $368.95 | 29 | $10,699.69 | — | — | — |
| 🔴 SELL | Jul 23, 2026 9:30am ET | $366.13 | 29 | $10,617.77 | $10,767.15 |
$-81.92 (-0.8%) |
🛑 -10% Stop
18h held |
|
| 12 | 🟢 BUY | Jul 24, 2026 12:45pm ET | $366.01 | 29 | $10,614.29 | — | — | — |
| 🔴 SELL | Jul 24, 2026 1:30pm ET | $366.51 | 29 | $10,628.79 | $10,781.65 |
+$14.50 (+0.1%) |
MEAN_REVERSION
45m held |
|
| 13 | 🟢 BUY | Jul 28, 2026 9:50am ET | $363.98 | 29 | $10,555.56 | — | — | — |
| 🔴 SELL | Jul 28, 2026 10:40am ET | $364.58 | 29 | $10,572.88 | $10,798.97 |
+$17.31 (+0.2%) |
MEAN_REVERSION
50m held |
|
| 14 | 🟢 BUY | Jul 29, 2026 11:50am ET | $362.25 | 29 | $10,505.25 | — | — | — |
| 🔴 SELL | Jul 29, 2026 12:45pm ET | $362.43 | 29 | $10,510.44 | $10,804.16 |
+$5.19 (+0.0%) |
MEAN_REVERSION
55m held |
|
| 15 | 🟢 BUY | Jul 31, 2026 10:10am ET | $364.41 | 29 | $10,567.89 | — | — | — |
| 🔴 SELL | Jul 31, 2026 10:50am ET | $366.34 | 29 | $10,623.86 | $10,860.13 |
+$55.97 (+0.5%) |
MEAN_REVERSION
40m held |
|
| 16 | 🟢 BUY | Aug 6, 2026 9:30am ET | $379.80 | 28 | $10,634.26 | — | — | — |
| 🔴 SELL | Aug 6, 2026 9:50am ET | $380.52 | 28 | $10,654.42 | $10,880.29 |
+$20.16 (+0.2%) |
MEAN_REVERSION
20m held |
|
| 17 | 🟢 BUY | Aug 7, 2026 12:30pm ET | $380.83 | 28 | $10,663.24 | — | — | — |
| 🔴 SELL | Aug 7, 2026 1:40pm ET | $381.37 | 28 | $10,678.36 | $10,895.41 |
+$15.12 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 18 | 🟢 BUY | Aug 11, 2026 1:05pm ET | $380.85 | 28 | $10,663.66 | — | — | — |
| 🔴 SELL | Aug 11, 2026 1:50pm ET | $381.08 | 28 | $10,670.24 | $10,901.99 |
+$6.58 (+0.1%) |
MEAN_REVERSION
45m held |
|
| 19 | 🟢 BUY | Aug 12, 2026 3:50pm ET | $381.89 | 28 | $10,692.92 | — | — | — |
| 🔴 SELL | Aug 13, 2026 9:30am ET | $382.67 | 28 | $10,714.76 | $10,923.83 |
+$21.84 (+0.2%) |
MEAN_REVERSION
17.7h held |
|
| 20 | 🟢 BUY | Aug 17, 2026 10:00am ET | $383.20 | 28 | $10,729.61 | — | — | — |
| 🔴 SELL | Aug 17, 2026 11:10am ET | $383.36 | 28 | $10,733.94 | $10,928.16 |
+$4.33 (+0.0%) |
MEAN_REVERSION
1.2h held |
|
| 21 | 🟢 BUY | Aug 18, 2026 2:00pm ET | $379.26 | 28 | $10,619.14 | — | — | — |
| 🔴 SELL | Aug 18, 2026 2:30pm ET | $379.62 | 28 | $10,629.36 | $10,938.38 |
+$10.22 (+0.1%) |
MEAN_REVERSION
30m held |
|
| 22 | 🟢 BUY | Aug 19, 2026 3:50pm ET | $379.66 | 28 | $10,630.48 | — | — | — |
| 🔴 SELL | Aug 20, 2026 9:30am ET | $378.49 | 28 | $10,597.72 | $10,905.62 |
$-32.76 (-0.3%) |
🛑 -10% Stop
17.7h held |
|
| 23 | 🟢 BUY | Aug 21, 2026 1:40pm ET | $378.18 | 28 | $10,589.04 | — | — | — |
| 🔴 SELL | Aug 21, 2026 2:50pm ET | $378.30 | 28 | $10,592.40 | $10,908.98 |
+$3.36 (+0.0%) |
MEAN_REVERSION
1.2h held |
|
| 24 | 🟢 BUY | Aug 25, 2026 1:25pm ET | $377.61 | 28 | $10,573.22 | — | — | — |
| 🔴 SELL | Aug 25, 2026 2:30pm ET | $377.86 | 28 | $10,580.08 | $10,915.84 |
+$6.86 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 25 | 🟢 BUY | Aug 27, 2026 2:05pm ET | $380.38 | 28 | $10,650.50 | — | — | — |
| 🔴 SELL | Aug 27, 2026 3:20pm ET | $380.22 | 28 | $10,646.15 | $10,911.49 |
$-4.35 (-0.0%) |
MEAN_REVERSION
1.3h held |
|
| 26 | 🟢 BUY | Aug 31, 2026 9:30am ET | $377.92 | 28 | $10,581.76 | — | — | — |
| 🔴 SELL | Aug 31, 2026 11:15am ET | $377.45 | 28 | $10,568.60 | $10,898.33 |
$-13.16 (-0.1%) |
MEAN_REVERSION
1.8h held |
|
| 27 | 🟢 BUY | Sep 1, 2026 12:25pm ET | $375.60 | 29 | $10,892.40 | — | — | — |
| 🔴 SELL | Sep 1, 2026 2:15pm ET | $375.28 | 29 | $10,883.12 | $10,889.05 |
$-9.28 (-0.1%) |
MEAN_REVERSION
1.8h held |
|
| 28 | 🟢 BUY | Sep 3, 2026 3:25pm ET | $380.90 | 28 | $10,665.34 | — | — | — |
| 🔴 SELL | Sep 4, 2026 9:30am ET | $380.37 | 28 | $10,650.36 | $10,874.07 |
$-14.98 (-0.1%) |
🛑 -10% Stop
18.1h held |
|
| 29 | 🟢 BUY | Sep 8, 2026 9:35am ET | $378.85 | 28 | $10,607.81 | — | — | — |
| 🔴 SELL | Sep 8, 2026 10:55am ET | $378.60 | 28 | $10,600.85 | $10,867.11 |
$-6.96 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 30 | 🟢 BUY | Sep 9, 2026 11:10am ET | $375.68 | 28 | $10,519.04 | — | — | — |
| 🔴 SELL | Sep 9, 2026 12:35pm ET | $375.58 | 28 | $10,516.24 | $10,864.31 |
$-2.80 (-0.0%) |
MEAN_REVERSION
1.4h held |
|
| 31 | 🟢 BUY | Sep 10, 2026 12:35pm ET | $373.09 | 29 | $10,819.61 | — | — | — |
| 🔴 SELL | Sep 10, 2026 12:45pm ET | $373.84 | 29 | $10,841.36 | $10,886.06 |
+$21.75 (+0.2%) |
MEAN_REVERSION
10m held |
|
| 32 | 🟢 BUY | Sep 11, 2026 3:55pm ET | $376.39 | 28 | $10,538.92 | — | — | — |
| 🔴 SELL | Sep 14, 2026 9:30am ET | $373.72 | 28 | $10,464.16 | $10,811.30 |
$-74.76 (-0.7%) |
🛑 -10% Stop
2.7d held |
|
| 33 | 🟢 BUY | Sep 15, 2026 9:30am ET | $374.37 | 28 | $10,482.36 | — | — | — |
| 🔴 SELL | Sep 15, 2026 11:40am ET | $372.85 | 28 | $10,439.80 | $10,768.74 |
$-42.56 (-0.4%) |
MEAN_REVERSION
2.2h held |
|
| 34 | 🟢 BUY | Sep 16, 2026 2:35pm ET | $372.87 | 28 | $10,440.36 | — | — | — |
| 🔴 SELL | Sep 17, 2026 9:30am ET | $375.71 | 28 | $10,519.88 | $10,848.26 |
+$79.52 (+0.8%) |
MEAN_REVERSION
18.9h held |
|
| 35 | 🟢 BUY | Sep 18, 2026 9:50am ET | $374.95 | 28 | $10,498.60 | — | — | — |
| 🔴 SELL | Sep 18, 2026 11:00am ET | $374.67 | 28 | $10,490.76 | $10,840.42 |
$-7.84 (-0.1%) |
MEAN_REVERSION
1.2h held |
|
| 36 | 🟢 BUY | Sep 22, 2026 3:55pm ET | $381.26 | 28 | $10,675.28 | — | — | — |
| 🔴 SELL | Sep 23, 2026 11:20am ET | $379.57 | 28 | $10,627.88 | $10,793.02 |
$-47.40 (-0.4%) |
MEAN_REVERSION
19.4h held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,793.02
Net Profit/Loss:
+$793.02
Total Return:
+7.93%