VXX Professor Mean's Analysis
Last 3 Months: 2026-06-25 to present • 39 trades in period
+1.12%
Last 3 Months Return
$13,013.25
Current Value
62%
Win Rate
$12,869.76
Period Start
PHASE 5: BULL TREND
Trend-following and momentum strategies active. Ride winners.
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)
62.8 neutral
20d Trend
+12.6%
5d Trend
+8.3%
EMA20 Dist
+8.3%
ATR%
4.8%
Range Pos
29%
Bounce Ratio
1.8×
Green/Red 10d
7/3
Strategy Score Scored Sep 24, 2026
30
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
5.4/35
Total Return
12.3/25
Win Rate
7.0/15
Profit Factor
1.3/15
Consistency
4.6/10
Raw Quality
30.5/100
× Confidence 1.00
= 30.4
30-Day Momentum
10
-3.2%
30d Return
42%
Win Rate
12
Trades
0.5×
Profit Factor
Quality: 10.6
Conf: 0.93×
Declining (-21 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
$12,869.76
Current Value
$13,013.25
Period P&L
$143.52
Max Drawdown
-19.3%
Sharpe Ratio
0.04
Trade Statistics (Last 3 Months)
Trades in Period
39
Winners / Losers
24 /
15
Best Trade
+1.88%
Worst Trade
-2.00%
Avg Trade Return
+0.03%
Avg Hold Time
3.9h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$1,020,304.61
Estimated Fees
$0.00
Gross P&L
$143.52
Net P&L (after fees)
$143.52
Gross Return
+1.12%
Net Return (after fees)
+1.12%
✅ 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
📈 VXX 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 $12,869.76 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 12:10pm ET | $23.22 | 554 | $12,861.11 | — | — | — |
| 🔴 SELL | Jun 25, 2026 12:35pm ET | $23.46 | 554 | $12,996.84 | $13,005.45 |
+$135.73 (+1.1%) |
MEAN_REVERSION
25m held |
|
| 2 | 🟢 BUY | Jun 29, 2026 9:30am ET | $22.86 | 568 | $12,984.48 | — | — | — |
| 🔴 SELL | Jun 29, 2026 9:35am ET | $22.75 | 568 | $12,919.16 | $12,940.13 |
$-65.32 (-0.5%) |
🛑 -10% Stop
5m held |
|
| 3 | 🟢 BUY | Jun 30, 2026 9:50am ET | $22.50 | 575 | $12,934.63 | — | — | — |
| 🔴 SELL | Jun 30, 2026 1:20pm ET | $22.26 | 575 | $12,799.50 | $12,805.00 |
$-135.13 (-1.0%) |
MEAN_REVERSION
3.5h held |
|
| 4 | 🟢 BUY | Jul 1, 2026 3:05pm ET | $22.15 | 578 | $12,802.70 | — | — | — |
| 🔴 SELL | Jul 1, 2026 3:50pm ET | $22.24 | 578 | $12,854.72 | $12,857.02 |
+$52.02 (+0.4%) |
MEAN_REVERSION
45m held |
|
| 5 | 🟢 BUY | Jul 6, 2026 9:30am ET | $21.64 | 594 | $12,855.35 | — | — | — |
| 🔴 SELL | Jul 6, 2026 11:00am ET | $21.65 | 594 | $12,857.13 | $12,858.80 |
+$1.78 (+0.0%) |
MEAN_REVERSION
1.5h held |
|
| 6 | 🟢 BUY | Jul 7, 2026 11:55am ET | $21.70 | 592 | $12,849.36 | — | — | — |
| 🔴 SELL | Jul 7, 2026 2:30pm ET | $21.40 | 592 | $12,665.84 | $12,675.28 |
$-183.52 (-1.4%) |
MEAN_REVERSION
2.6h held |
|
| 7 | 🟢 BUY | Jul 9, 2026 9:35am ET | $21.83 | 580 | $12,661.40 | — | — | — |
| 🔴 SELL | Jul 9, 2026 10:15am ET | $21.98 | 580 | $12,745.50 | $12,759.38 |
+$84.10 (+0.7%) |
MEAN_REVERSION
40m held |
|
| 8 | 🟢 BUY | Jul 10, 2026 12:40pm ET | $21.15 | 603 | $12,750.44 | — | — | — |
| 🔴 SELL | Jul 10, 2026 1:25pm ET | $21.23 | 603 | $12,798.68 | $12,807.62 |
+$48.24 (+0.4%) |
MEAN_REVERSION
45m held |
|
| 9 | 🟢 BUY | Jul 14, 2026 9:30am ET | $21.58 | 593 | $12,795.75 | — | — | — |
| 🔴 SELL | Jul 14, 2026 9:35am ET | $21.43 | 593 | $12,707.99 | $12,719.86 |
$-87.76 (-0.7%) |
🛑 -10% Stop
5m held |
|
| 10 | 🟢 BUY | Jul 15, 2026 9:35am ET | $21.20 | 599 | $12,701.79 | — | — | — |
| 🔴 SELL | Jul 15, 2026 10:35am ET | $21.34 | 599 | $12,785.65 | $12,803.72 |
+$83.86 (+0.7%) |
MEAN_REVERSION
1h held |
|
| 11 | 🟢 BUY | Jul 17, 2026 11:25am ET | $22.20 | 576 | $12,789.33 | — | — | — |
| 🔴 SELL | Jul 17, 2026 12:20pm ET | $22.42 | 576 | $12,913.92 | $12,928.31 |
+$124.59 (+1.0%) |
MEAN_REVERSION
55m held |
|
| 12 | 🟢 BUY | Jul 21, 2026 9:30am ET | $21.69 | 595 | $12,908.52 | — | — | — |
| 🔴 SELL | Jul 21, 2026 12:45pm ET | $21.41 | 595 | $12,735.98 | $12,755.76 |
$-172.55 (-1.3%) |
MEAN_REVERSION
3.3h held |
|
| 13 | 🟢 BUY | Jul 23, 2026 12:15pm ET | $22.62 | 563 | $12,735.06 | — | — | — |
| 🔴 SELL | Jul 23, 2026 12:45pm ET | $22.90 | 563 | $12,889.89 | $12,910.58 |
+$154.82 (+1.2%) |
MEAN_REVERSION
30m held |
|
| 14 | 🟢 BUY | Jul 27, 2026 9:30am ET | $21.86 | 590 | $12,897.40 | — | — | — |
| 🔴 SELL | Jul 27, 2026 10:20am ET | $22.27 | 590 | $13,139.30 | $13,152.48 |
+$241.90 (+1.9%) |
MEAN_REVERSION
50m held |
|
| 15 | 🟢 BUY | Jul 28, 2026 10:50am ET | $22.09 | 595 | $13,143.55 | — | — | — |
| 🔴 SELL | Jul 28, 2026 12:20pm ET | $22.00 | 595 | $13,092.97 | $13,101.91 |
$-50.58 (-0.4%) |
MEAN_REVERSION
1.5h held |
|
| 16 | 🟢 BUY | Jul 29, 2026 12:55pm ET | $22.75 | 575 | $13,080.10 | — | — | — |
| 🔴 SELL | Jul 29, 2026 3:15pm ET | $22.39 | 575 | $12,874.25 | $12,896.06 |
$-205.85 (-1.6%) |
MEAN_REVERSION
2.3h held |
|
| 17 | 🟢 BUY | Jul 31, 2026 9:30am ET | $21.61 | 596 | $12,879.56 | — | — | — |
| 🔴 SELL | Jul 31, 2026 9:50am ET | $22.00 | 596 | $13,109.02 | $13,125.52 |
+$229.46 (+1.8%) |
MEAN_REVERSION
20m held |
|
| 18 | 🟢 BUY | Aug 4, 2026 9:30am ET | $20.80 | 631 | $13,124.80 | — | — | — |
| 🔴 SELL | Aug 4, 2026 10:05am ET | $21.03 | 631 | $13,273.08 | $13,273.81 |
+$148.29 (+1.1%) |
MEAN_REVERSION
35m held |
|
| 19 | 🟢 BUY | Aug 5, 2026 2:00pm ET | $20.64 | 643 | $13,271.52 | — | — | — |
| 🔴 SELL | Aug 6, 2026 9:30am ET | $20.68 | 643 | $13,297.30 | $13,299.59 |
+$25.78 (+0.2%) |
MEAN_REVERSION
19.5h held |
|
| 20 | 🟢 BUY | Aug 7, 2026 2:10pm ET | $20.24 | 657 | $13,294.40 | — | — | — |
| 🔴 SELL | Aug 7, 2026 2:35pm ET | $20.27 | 657 | $13,317.39 | $13,322.58 |
+$22.99 (+0.2%) |
MEAN_REVERSION
25m held |
|
| 21 | 🟢 BUY | Aug 11, 2026 10:45am ET | $20.16 | 661 | $13,322.46 | — | — | — |
| 🔴 SELL | Aug 11, 2026 11:35am ET | $20.17 | 661 | $13,332.37 | $13,332.49 |
+$9.91 (+0.1%) |
MEAN_REVERSION
50m held |
|
| 22 | 🟢 BUY | Aug 12, 2026 12:05pm ET | $19.72 | 676 | $13,330.72 | — | — | — |
| 🔴 SELL | Aug 12, 2026 3:55pm ET | $19.49 | 676 | $13,171.86 | $13,173.63 |
$-158.86 (-1.2%) |
MEAN_REVERSION
3.8h held |
|
| 23 | 🟢 BUY | Aug 14, 2026 9:30am ET | $19.44 | 677 | $13,160.88 | — | — | — |
| 🔴 SELL | Aug 14, 2026 11:15am ET | $19.51 | 677 | $13,208.34 | $13,221.09 |
+$47.46 (+0.4%) |
MEAN_REVERSION
1.8h held |
|
| 24 | 🟢 BUY | Aug 18, 2026 3:30pm ET | $19.54 | 676 | $13,209.04 | — | — | — |
| 🔴 SELL | Aug 18, 2026 3:55pm ET | $19.63 | 676 | $13,269.88 | $13,281.93 |
+$60.84 (+0.5%) |
MEAN_REVERSION
25m held |
|
| 25 | 🟢 BUY | Aug 20, 2026 12:40pm ET | $19.18 | 692 | $13,272.56 | — | — | — |
| 🔴 SELL | Aug 20, 2026 1:10pm ET | $19.26 | 692 | $13,327.92 | $13,337.29 |
+$55.36 (+0.4%) |
MEAN_REVERSION
30m held |
|
| 26 | 🟢 BUY | Aug 21, 2026 3:20pm ET | $18.94 | 704 | $13,333.76 | — | — | — |
| 🔴 SELL | Aug 24, 2026 9:45am ET | $18.99 | 704 | $13,368.96 | $13,372.49 |
+$35.20 (+0.3%) |
MEAN_REVERSION
2.8d held |
|
| 27 | 🟢 BUY | Aug 25, 2026 11:05am ET | $18.77 | 712 | $13,364.24 | — | — | — |
| 🔴 SELL | Aug 25, 2026 12:55pm ET | $18.73 | 712 | $13,332.20 | $13,340.45 |
$-32.04 (-0.2%) |
MEAN_REVERSION
1.8h held |
|
| 28 | 🟢 BUY | Aug 26, 2026 1:25pm ET | $18.58 | 717 | $13,323.29 | — | — | — |
| 🔴 SELL | Aug 26, 2026 2:40pm ET | $18.60 | 717 | $13,339.78 | $13,356.94 |
+$16.49 (+0.1%) |
MEAN_REVERSION
1.3h held |
|
| 29 | 🟢 BUY | Aug 27, 2026 3:05pm ET | $18.19 | 734 | $13,355.13 | — | — | — |
| 🔴 SELL | Aug 28, 2026 9:30am ET | $18.26 | 734 | $13,402.91 | $13,404.72 |
+$47.78 (+0.4%) |
MEAN_REVERSION
18.4h held |
|
| 30 | 🟢 BUY | Aug 31, 2026 12:10pm ET | $18.16 | 738 | $13,402.08 | — | — | — |
| 🔴 SELL | Aug 31, 2026 2:25pm ET | $18.15 | 738 | $13,391.01 | $13,393.65 |
$-11.07 (-0.1%) |
MEAN_REVERSION
2.3h held |
|
| 31 | 🟢 BUY | Sep 2, 2026 9:30am ET | $18.42 | 727 | $13,387.71 | — | — | — |
| 🔴 SELL | Sep 2, 2026 11:20am ET | $18.23 | 727 | $13,253.21 | $13,259.15 |
$-134.50 (-1.0%) |
MEAN_REVERSION
1.8h held |
|
| 32 | 🟢 BUY | Sep 3, 2026 12:15pm ET | $17.80 | 744 | $13,243.20 | — | — | — |
| 🔴 SELL | Sep 3, 2026 1:25pm ET | $17.83 | 744 | $13,265.52 | $13,281.47 |
+$22.32 (+0.2%) |
MEAN_REVERSION
1.2h held |
|
| 33 | 🟢 BUY | Sep 11, 2026 9:30am ET | $18.24 | 728 | $13,278.72 | — | — | — |
| 🔴 SELL | Sep 11, 2026 9:35am ET | $18.10 | 728 | $13,180.44 | $13,183.19 |
$-98.28 (-0.7%) |
🛑 -10% Stop
5m held |
|
| 34 | 🟢 BUY | Sep 14, 2026 11:35am ET | $18.27 | 721 | $13,172.67 | — | — | — |
| 🔴 SELL | Sep 14, 2026 1:15pm ET | $18.23 | 721 | $13,143.83 | $13,154.35 |
$-28.84 (-0.2%) |
MEAN_REVERSION
1.7h held |
|
| 35 | 🟢 BUY | Sep 16, 2026 9:30am ET | $18.09 | 727 | $13,151.43 | — | — | — |
| 🔴 SELL | Sep 16, 2026 9:35am ET | $18.07 | 727 | $13,136.89 | $13,139.81 |
$-14.54 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 36 | 🟢 BUY | Sep 17, 2026 9:35am ET | $17.77 | 739 | $13,135.72 | — | — | — |
| 🔴 SELL | Sep 17, 2026 10:55am ET | $17.82 | 739 | $13,168.98 | $13,173.07 |
+$33.26 (+0.3%) |
MEAN_REVERSION
1.3h held |
|
| 37 | 🟢 BUY | Sep 18, 2026 3:05pm ET | $17.80 | 740 | $13,172.00 | — | — | — |
| 🔴 SELL | Sep 18, 2026 3:30pm ET | $17.85 | 740 | $13,209.22 | $13,210.29 |
+$37.22 (+0.3%) |
MEAN_REVERSION
25m held |
|
| 38 | 🟢 BUY | Sep 22, 2026 9:30am ET | $17.53 | 753 | $13,200.09 | — | — | — |
| 🔴 SELL | Sep 22, 2026 2:45pm ET | $17.18 | 753 | $12,936.54 | $12,946.74 |
$-263.55 (-2.0%) |
MEAN_REVERSION
5.3h held |
|
| 39 | 🟢 BUY | Sep 24, 2026 12:20pm ET | $17.51 | 739 | $12,943.58 | — | — | — |
| 🔴 SELL | Sep 24, 2026 1:20pm ET | $17.60 | 739 | $13,010.09 | $13,013.25 |
+$66.51 (+0.5%) |
MEAN_REVERSION
1h held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$13,013.25
Net Profit/Loss:
+$3,013.25
Total Return:
+30.13%