XLE Professor Mean's Analysis
Last 3 Months: 2026-06-25 to present • 40 trades in period
+9.50%
Last 3 Months Return
$10,546.36
Current Value
78%
Win Rate
$9,631.03
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
🔴 2.8
Storm
⛈️ 1 storm day in 7d
RSI(14)
70 neutral
20d Trend
+11.0%
5d Trend
+2.0%
EMA20 Dist
+4.4%
ATR%
2.1%
Range Pos
76%
Bounce Ratio
3.3×
Green/Red 10d
8/2
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored Sep 24, 2026
21
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
1.3/35
Total Return
6.5/25
Win Rate
7.1/15
Profit Factor
0.6/15
Consistency
5.5/10
Raw Quality
20.9/100
× Confidence 1.00
= 20.9
30-Day Momentum
20
+0.2%
30d Return
64%
Win Rate
11
Trades
1.1×
Profit Factor
Quality: 22.0
Conf: 0.90×
Cooling (-1 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
$9,631.03
Current Value
$10,546.36
Period P&L
$915.35
Max Drawdown
-13.3%
Sharpe Ratio
0.36
Trade Statistics (Last 3 Months)
Trades in Period
40
Winners / Losers
31 /
9
Best Trade
+2.97%
Worst Trade
-1.40%
Avg Trade Return
+0.23%
Avg Hold Time
7h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$812,964.60
Estimated Fees
$0.00
Gross P&L
$915.35
Net P&L (after fees)
$915.35
Gross Return
+9.50%
Net Return (after fees)
+9.50%
✅ 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
📈 XLE 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 - 40 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,631.03 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 9:30am ET | $53.15 | 181 | $9,620.15 | — | — | — |
| 🔴 SELL | Jun 25, 2026 9:40am ET | $53.44 | 181 | $9,671.74 | $9,682.61 |
+$51.58 (+0.5%) |
MEAN_REVERSION
10m held |
|
| 2 | 🟢 BUY | Jun 26, 2026 10:00am ET | $53.85 | 179 | $9,638.26 | — | — | — |
| 🔴 SELL | Jun 26, 2026 10:10am ET | $54.09 | 179 | $9,682.11 | $9,726.46 |
+$43.85 (+0.5%) |
MEAN_REVERSION
10m held |
|
| 3 | 🟢 BUY | Jun 29, 2026 3:05pm ET | $53.79 | 180 | $9,683.10 | — | — | — |
| 🔴 SELL | Jun 30, 2026 9:30am ET | $53.87 | 180 | $9,696.60 | $9,739.96 |
+$13.50 (+0.1%) |
MEAN_REVERSION
18.4h held |
|
| 4 | 🟢 BUY | Jul 1, 2026 10:00am ET | $53.03 | 183 | $9,704.47 | — | — | — |
| 🔴 SELL | Jul 1, 2026 11:10am ET | $52.93 | 183 | $9,686.19 | $9,721.68 |
$-18.28 (-0.2%) |
MEAN_REVERSION
1.2h held |
|
| 5 | 🟢 BUY | Jul 2, 2026 11:30am ET | $53.13 | 182 | $9,668.75 | — | — | — |
| 🔴 SELL | Jul 6, 2026 9:30am ET | $53.13 | 182 | $9,669.66 | $9,722.59 |
+$0.91 (+0.0%) |
MEAN_REVERSION
3.9d held |
|
| 6 | 🟢 BUY | Jul 8, 2026 12:35pm ET | $55.53 | 175 | $9,717.75 | — | — | — |
| 🔴 SELL | Jul 8, 2026 2:05pm ET | $55.33 | 175 | $9,681.88 | $9,686.72 |
$-35.87 (-0.4%) |
MEAN_REVERSION
1.5h held |
|
| 7 | 🟢 BUY | Jul 10, 2026 12:15pm ET | $54.46 | 177 | $9,638.54 | — | — | — |
| 🔴 SELL | Jul 10, 2026 1:05pm ET | $54.65 | 177 | $9,673.05 | $9,721.23 |
+$34.51 (+0.4%) |
MEAN_REVERSION
50m held |
|
| 8 | 🟢 BUY | Jul 13, 2026 3:30pm ET | $56.74 | 171 | $9,701.69 | — | — | — |
| 🔴 SELL | Jul 14, 2026 9:30am ET | $56.99 | 171 | $9,745.29 | $9,764.84 |
+$43.61 (+0.4%) |
MEAN_REVERSION
18h held |
|
| 9 | 🟢 BUY | Jul 15, 2026 9:55am ET | $56.68 | 172 | $9,748.96 | — | — | — |
| 🔴 SELL | Jul 15, 2026 10:05am ET | $56.53 | 172 | $9,723.16 | $9,739.04 |
$-25.80 (-0.3%) |
🛑 -10% Stop
10m held |
|
| 10 | 🟢 BUY | Jul 16, 2026 12:45pm ET | $56.95 | 171 | $9,738.43 | — | — | — |
| 🔴 SELL | Jul 16, 2026 1:45pm ET | $57.01 | 171 | $9,748.71 | $9,749.32 |
+$10.28 (+0.1%) |
MEAN_REVERSION
1h held |
|
| 11 | 🟢 BUY | Jul 20, 2026 9:30am ET | $57.43 | 169 | $9,705.67 | — | — | — |
| 🔴 SELL | Jul 20, 2026 9:35am ET | $57.69 | 169 | $9,748.77 | $9,792.41 |
+$43.10 (+0.4%) |
MEAN_REVERSION
5m held |
|
| 12 | 🟢 BUY | Jul 21, 2026 9:35am ET | $57.90 | 169 | $9,785.10 | — | — | — |
| 🔴 SELL | Jul 21, 2026 9:40am ET | $58.17 | 169 | $9,829.89 | $9,837.20 |
+$44.78 (+0.5%) |
MEAN_REVERSION
5m held |
|
| 13 | 🟢 BUY | Jul 22, 2026 11:35am ET | $59.03 | 166 | $9,798.98 | — | — | — |
| 🔴 SELL | Jul 22, 2026 12:30pm ET | $59.17 | 166 | $9,821.39 | $9,859.61 |
+$22.41 (+0.2%) |
MEAN_REVERSION
55m held |
|
| 14 | 🟢 BUY | Jul 23, 2026 3:15pm ET | $59.59 | 165 | $9,832.35 | — | — | — |
| 🔴 SELL | Jul 24, 2026 9:30am ET | $59.83 | 165 | $9,871.13 | $9,898.38 |
+$38.78 (+0.4%) |
MEAN_REVERSION
18.3h held |
|
| 15 | 🟢 BUY | Jul 27, 2026 9:30am ET | $58.95 | 167 | $9,844.65 | — | — | — |
| 🔴 SELL | Jul 27, 2026 11:40am ET | $58.73 | 167 | $9,807.91 | $9,861.64 |
$-36.74 (-0.4%) |
MEAN_REVERSION
2.2h held |
|
| 16 | 🟢 BUY | Jul 28, 2026 3:50pm ET | $57.55 | 171 | $9,841.05 | — | — | — |
| 🔴 SELL | Jul 29, 2026 9:30am ET | $59.26 | 171 | $10,133.46 | $10,154.05 |
+$292.41 (+3.0%) |
MEAN_REVERSION
17.7h held |
|
| 17 | 🟢 BUY | Jul 30, 2026 9:30am ET | $58.13 | 174 | $10,114.62 | — | — | — |
| 🔴 SELL | Jul 30, 2026 10:55am ET | $58.38 | 174 | $10,158.12 | $10,197.55 |
+$43.50 (+0.4%) |
MEAN_REVERSION
1.4h held |
|
| 18 | 🟢 BUY | Aug 3, 2026 9:30am ET | $58.71 | 173 | $10,156.83 | — | — | — |
| 🔴 SELL | Aug 3, 2026 10:30am ET | $59.01 | 173 | $10,208.94 | $10,249.66 |
+$52.11 (+0.5%) |
MEAN_REVERSION
1h held |
|
| 19 | 🟢 BUY | Aug 4, 2026 2:20pm ET | $58.47 | 175 | $10,231.38 | — | — | — |
| 🔴 SELL | Aug 4, 2026 2:35pm ET | $58.63 | 175 | $10,259.38 | $10,277.66 |
+$28.00 (+0.3%) |
MEAN_REVERSION
15m held |
|
| 20 | 🟢 BUY | Aug 5, 2026 3:35pm ET | $57.40 | 179 | $10,273.71 | — | — | — |
| 🔴 SELL | Aug 6, 2026 9:30am ET | $58.29 | 179 | $10,433.91 | $10,437.87 |
+$160.21 (+1.6%) |
MEAN_REVERSION
17.9h held |
|
| 21 | 🟢 BUY | Aug 7, 2026 9:30am ET | $57.44 | 181 | $10,396.64 | — | — | — |
| 🔴 SELL | Aug 7, 2026 10:50am ET | $57.58 | 181 | $10,421.98 | $10,463.21 |
+$25.34 (+0.2%) |
MEAN_REVERSION
1.3h held |
|
| 22 | 🟢 BUY | Aug 11, 2026 1:45pm ET | $60.74 | 172 | $10,448.14 | — | — | — |
| 🔴 SELL | Aug 11, 2026 2:00pm ET | $60.83 | 172 | $10,461.90 | $10,476.97 |
+$13.76 (+0.1%) |
MEAN_REVERSION
15m held |
|
| 23 | 🟢 BUY | Aug 13, 2026 9:30am ET | $60.42 | 173 | $10,452.66 | — | — | — |
| 🔴 SELL | Aug 13, 2026 10:30am ET | $60.77 | 173 | $10,513.21 | $10,537.52 |
+$60.55 (+0.6%) |
MEAN_REVERSION
1h held |
|
| 24 | 🟢 BUY | Aug 14, 2026 2:00pm ET | $61.86 | 170 | $10,516.20 | — | — | — |
| 🔴 SELL | Aug 14, 2026 2:45pm ET | $61.97 | 170 | $10,534.05 | $10,555.37 |
+$17.85 (+0.2%) |
MEAN_REVERSION
45m held |
|
| 25 | 🟢 BUY | Aug 17, 2026 3:25pm ET | $62.46 | 168 | $10,493.30 | — | — | — |
| 🔴 SELL | Aug 17, 2026 3:35pm ET | $62.60 | 168 | $10,517.64 | $10,579.71 |
+$24.34 (+0.2%) |
MEAN_REVERSION
10m held |
|
| 26 | 🟢 BUY | Aug 19, 2026 11:50am ET | $63.74 | 165 | $10,517.10 | — | — | — |
| 🔴 SELL | Aug 19, 2026 1:00pm ET | $63.84 | 165 | $10,533.60 | $10,596.21 |
+$16.50 (+0.2%) |
MEAN_REVERSION
1.2h held |
|
| 27 | 🟢 BUY | Aug 20, 2026 2:10pm ET | $63.81 | 166 | $10,592.46 | — | — | — |
| 🔴 SELL | Aug 20, 2026 2:30pm ET | $63.99 | 166 | $10,622.34 | $10,626.09 |
+$29.88 (+0.3%) |
MEAN_REVERSION
20m held |
|
| 28 | 🟢 BUY | Aug 21, 2026 3:50pm ET | $63.65 | 166 | $10,565.90 | — | — | — |
| 🔴 SELL | Aug 24, 2026 12:15pm ET | $62.76 | 166 | $10,418.16 | $10,478.35 |
$-147.74 (-1.4%) |
MEAN_REVERSION
2.9d held |
|
| 29 | 🟢 BUY | Aug 25, 2026 1:30pm ET | $62.49 | 167 | $10,436.66 | — | — | — |
| 🔴 SELL | Aug 25, 2026 2:35pm ET | $62.59 | 167 | $10,452.53 | $10,494.21 |
+$15.87 (+0.2%) |
MEAN_REVERSION
1.1h held |
|
| 30 | 🟢 BUY | Aug 27, 2026 9:30am ET | $62.19 | 168 | $10,447.92 | — | — | — |
| 🔴 SELL | Aug 27, 2026 11:25am ET | $61.78 | 168 | $10,379.88 | $10,426.17 |
$-68.04 (-0.7%) |
MEAN_REVERSION
1.9h held |
|
| 31 | 🟢 BUY | Aug 28, 2026 3:30pm ET | $62.44 | 166 | $10,365.87 | — | — | — |
| 🔴 SELL | Aug 28, 2026 3:40pm ET | $62.55 | 166 | $10,383.30 | $10,443.60 |
+$17.43 (+0.2%) |
MEAN_REVERSION
10m held |
|
| 32 | 🟢 BUY | Sep 1, 2026 12:05pm ET | $64.10 | 162 | $10,383.39 | — | — | — |
| 🔴 SELL | Sep 1, 2026 12:20pm ET | $64.47 | 162 | $10,444.95 | $10,505.16 |
+$61.56 (+0.6%) |
MEAN_REVERSION
15m held |
|
| 33 | 🟢 BUY | Sep 3, 2026 12:00pm ET | $65.15 | 161 | $10,489.20 | — | — | — |
| 🔴 SELL | Sep 3, 2026 1:15pm ET | $65.21 | 161 | $10,498.01 | $10,513.97 |
+$8.81 (+0.1%) |
MEAN_REVERSION
1.3h held |
|
| 34 | 🟢 BUY | Sep 9, 2026 12:45pm ET | $65.10 | 161 | $10,481.10 | — | — | — |
| 🔴 SELL | Sep 9, 2026 1:15pm ET | $65.25 | 161 | $10,504.45 | $10,537.32 |
+$23.35 (+0.2%) |
MEAN_REVERSION
30m held |
|
| 35 | 🟢 BUY | Sep 14, 2026 11:10am ET | $64.75 | 162 | $10,489.50 | — | — | — |
| 🔴 SELL | Sep 14, 2026 12:25pm ET | $65.07 | 162 | $10,541.34 | $10,589.16 |
+$51.84 (+0.5%) |
MEAN_REVERSION
1.3h held |
|
| 36 | 🟢 BUY | Sep 16, 2026 9:30am ET | $64.91 | 163 | $10,580.33 | — | — | — |
| 🔴 SELL | Sep 16, 2026 11:35am ET | $64.45 | 163 | $10,505.35 | $10,514.18 |
$-74.98 (-0.7%) |
MEAN_REVERSION
2.1h held |
|
| 37 | 🟢 BUY | Sep 18, 2026 9:30am ET | $64.14 | 163 | $10,454.82 | — | — | — |
| 🔴 SELL | Sep 18, 2026 9:45am ET | $64.42 | 163 | $10,500.46 | $10,559.82 |
+$45.64 (+0.4%) |
MEAN_REVERSION
15m held |
|
| 38 | 🟢 BUY | Sep 21, 2026 9:45am ET | $63.04 | 167 | $10,528.51 | — | — | — |
| 🔴 SELL | Sep 21, 2026 11:45am ET | $62.76 | 167 | $10,481.75 | $10,513.06 |
$-46.76 (-0.4%) |
MEAN_REVERSION
2h held |
|
| 39 | 🟢 BUY | Sep 22, 2026 1:50pm ET | $61.98 | 169 | $10,474.62 | — | — | — |
| 🔴 SELL | Sep 22, 2026 1:55pm ET | $61.93 | 169 | $10,466.17 | $10,504.61 |
$-8.45 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 40 | 🟢 BUY | Sep 24, 2026 12:20pm ET | $62.67 | 167 | $10,465.89 | — | — | — |
| 🔴 SELL | Sep 24, 2026 1:35pm ET | $62.92 | 167 | $10,507.64 | $10,546.36 |
+$41.75 (+0.4%) |
MEAN_REVERSION
1.3h held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,546.36
Net Profit/Loss:
+$546.36
Total Return:
+5.46%