XLF Professor Mean's Analysis
Last 3 Months: 2026-06-24 to present • 38 trades in period
+0.94%
Last 3 Months Return
$11,306.66
Current Value
58%
Win Rate
$11,201.65
Period Start
PHASE 0: RANGING
No strong directional signal. Monitor for regime shift.
Fear & Greed
71
Greed
VIX
14.2
LOW
10Y Yield
4.96%
HIGH
Yield Curve
+0.26%
NORMAL
HY Spread
2.68
CALM
🌍 Kp Index
🟢 0.5
Quiet
RSI(14)
44.4 neutral
20d Trend
-1.7%
5d Trend
+0.1%
EMA20 Dist
-0.7%
ATR%
1.2%
Range Pos
44%
Bounce Ratio
1.3×
Green/Red 10d
5/5
Strategy Score Scored Sep 24, 2026
33
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
8.5/35
Total Return
9.5/25
Win Rate
7.4/15
Profit Factor
2.1/15
Consistency
6.1/10
Raw Quality
33.6/100
× Confidence 1.00
= 33.5
30-Day Momentum
10
-0.8%
30d Return
42%
Win Rate
12
Trades
0.6×
Profit Factor
Quality: 10.6
Conf: 0.93×
Declining (-24 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
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
$11,201.65
Current Value
$11,306.66
Period P&L
$105.06
Max Drawdown
-5.4%
Sharpe Ratio
0.11
Trade Statistics (Last 3 Months)
Trades in Period
38
Winners / Losers
22 /
16
Best Trade
+0.73%
Worst Trade
-0.47%
Avg Trade Return
+0.02%
Avg Hold Time
3.2h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$854,207.44
Estimated Fees
$0.00
Gross P&L
$105.06
Net P&L (after fees)
$105.06
Gross Return
+0.94%
Net Return (after fees)
+0.94%
✅ 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
📈 XLF 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 - 38 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $11,201.65 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 9:45am ET | $53.65 | 208 | $11,158.16 | — | — | — |
| 🔴 SELL | Jun 24, 2026 10:50am ET | $53.74 | 208 | $11,177.92 | $11,221.36 |
+$19.76 (+0.2%) |
MEAN_REVERSION
1.1h held |
|
| 2 | 🟢 BUY | Jun 25, 2026 12:35pm ET | $53.85 | 208 | $11,200.80 | — | — | — |
| 🔴 SELL | Jun 25, 2026 2:15pm ET | $53.73 | 208 | $11,175.84 | $11,196.40 |
$-24.96 (-0.2%) |
MEAN_REVERSION
1.7h held |
|
| 3 | 🟢 BUY | Jun 26, 2026 2:30pm ET | $53.64 | 208 | $11,157.12 | — | — | — |
| 🔴 SELL | Jun 26, 2026 3:50pm ET | $53.60 | 208 | $11,149.84 | $11,189.12 |
$-7.28 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 4 | 🟢 BUY | Jun 29, 2026 3:50pm ET | $53.74 | 208 | $11,176.88 | — | — | — |
| 🔴 SELL | Jun 30, 2026 9:30am ET | $53.48 | 208 | $11,123.84 | $11,136.08 |
$-53.04 (-0.5%) |
🛑 -10% Stop
17.7h held |
|
| 5 | 🟢 BUY | Jul 1, 2026 3:05pm ET | $54.78 | 203 | $11,121.35 | — | — | — |
| 🔴 SELL | Jul 1, 2026 3:35pm ET | $54.85 | 203 | $11,135.56 | $11,150.29 |
+$14.21 (+0.1%) |
MEAN_REVERSION
30m held |
|
| 6 | 🟢 BUY | Jul 7, 2026 11:05am ET | $56.24 | 198 | $11,135.72 | — | — | — |
| 🔴 SELL | Jul 7, 2026 1:15pm ET | $56.16 | 198 | $11,119.68 | $11,134.25 |
$-16.04 (-0.1%) |
MEAN_REVERSION
2.2h held |
|
| 7 | 🟢 BUY | Jul 8, 2026 2:10pm ET | $55.10 | 202 | $11,129.19 | — | — | — |
| 🔴 SELL | Jul 8, 2026 2:50pm ET | $55.16 | 202 | $11,142.32 | $11,147.38 |
+$13.13 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 8 | 🟢 BUY | Jul 14, 2026 11:15am ET | $56.39 | 197 | $11,108.83 | — | — | — |
| 🔴 SELL | Jul 14, 2026 1:00pm ET | $56.26 | 197 | $11,083.22 | $11,121.77 |
$-25.61 (-0.2%) |
MEAN_REVERSION
1.8h held |
|
| 9 | 🟢 BUY | Jul 15, 2026 2:20pm ET | $56.47 | 196 | $11,068.12 | — | — | — |
| 🔴 SELL | Jul 15, 2026 2:35pm ET | $56.58 | 196 | $11,089.68 | $11,143.33 |
+$21.56 (+0.2%) |
MEAN_REVERSION
15m held |
|
| 10 | 🟢 BUY | Jul 17, 2026 9:30am ET | $56.28 | 198 | $11,142.45 | — | — | — |
| 🔴 SELL | Jul 17, 2026 9:40am ET | $56.69 | 198 | $11,223.63 | $11,224.51 |
+$81.18 (+0.7%) |
MEAN_REVERSION
10m held |
|
| 11 | 🟢 BUY | Jul 20, 2026 9:45am ET | $56.13 | 199 | $11,168.88 | — | — | — |
| 🔴 SELL | Jul 20, 2026 9:50am ET | $56.03 | 199 | $11,149.97 | $11,205.60 |
$-18.91 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 12 | 🟢 BUY | Jul 21, 2026 1:55pm ET | $56.17 | 199 | $11,178.82 | — | — | — |
| 🔴 SELL | Jul 21, 2026 3:25pm ET | $56.14 | 199 | $11,171.86 | $11,198.64 |
$-6.96 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 13 | 🟢 BUY | Jul 23, 2026 9:30am ET | $55.79 | 200 | $11,159.00 | — | — | — |
| 🔴 SELL | Jul 23, 2026 9:35am ET | $55.69 | 200 | $11,137.00 | $11,176.64 |
$-22.00 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 14 | 🟢 BUY | Jul 24, 2026 12:45pm ET | $56.15 | 199 | $11,172.86 | — | — | — |
| 🔴 SELL | Jul 24, 2026 1:50pm ET | $56.17 | 199 | $11,178.82 | $11,182.61 |
+$5.97 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 15 | 🟢 BUY | Jul 29, 2026 9:30am ET | $57.34 | 195 | $11,181.30 | — | — | — |
| 🔴 SELL | Jul 29, 2026 9:40am ET | $57.23 | 195 | $11,159.85 | $11,161.16 |
$-21.45 (-0.2%) |
🛑 -10% Stop
10m held |
|
| 16 | 🟢 BUY | Jul 31, 2026 9:35am ET | $56.74 | 196 | $11,122.02 | — | — | — |
| 🔴 SELL | Jul 31, 2026 9:45am ET | $57.02 | 196 | $11,175.92 | $11,215.06 |
+$53.90 (+0.5%) |
MEAN_REVERSION
10m held |
|
| 17 | 🟢 BUY | Aug 4, 2026 12:20pm ET | $57.83 | 193 | $11,160.23 | — | — | — |
| 🔴 SELL | Aug 4, 2026 12:40pm ET | $57.92 | 193 | $11,177.60 | $11,232.43 |
+$17.37 (+0.2%) |
MEAN_REVERSION
20m held |
|
| 18 | 🟢 BUY | Aug 5, 2026 3:25pm ET | $57.99 | 193 | $11,193.03 | — | — | — |
| 🔴 SELL | Aug 5, 2026 3:45pm ET | $58.10 | 193 | $11,213.44 | $11,252.83 |
+$20.40 (+0.2%) |
MEAN_REVERSION
20m held |
|
| 19 | 🟢 BUY | Aug 7, 2026 9:30am ET | $57.54 | 195 | $11,220.30 | — | — | — |
| 🔴 SELL | Aug 7, 2026 10:25am ET | $57.73 | 195 | $11,257.35 | $11,289.88 |
+$37.05 (+0.3%) |
MEAN_REVERSION
55m held |
|
| 20 | 🟢 BUY | Aug 10, 2026 12:20pm ET | $57.75 | 195 | $11,261.25 | — | — | — |
| 🔴 SELL | Aug 10, 2026 1:50pm ET | $57.76 | 195 | $11,262.23 | $11,290.86 |
+$0.98 (+0.0%) |
MEAN_REVERSION
1.5h held |
|
| 21 | 🟢 BUY | Aug 11, 2026 3:00pm ET | $57.90 | 195 | $11,289.53 | — | — | — |
| 🔴 SELL | Aug 12, 2026 9:40am ET | $57.90 | 195 | $11,290.50 | $11,291.84 |
+$0.98 (+0.0%) |
MEAN_REVERSION
18.7h held |
|
| 22 | 🟢 BUY | Aug 14, 2026 1:40pm ET | $58.11 | 194 | $11,273.34 | — | — | — |
| 🔴 SELL | Aug 14, 2026 2:15pm ET | $58.20 | 194 | $11,290.80 | $11,309.30 |
+$17.46 (+0.2%) |
MEAN_REVERSION
35m held |
|
| 23 | 🟢 BUY | Aug 17, 2026 3:35pm ET | $57.65 | 196 | $11,300.38 | — | — | — |
| 🔴 SELL | Aug 18, 2026 9:35am ET | $57.74 | 196 | $11,317.04 | $11,325.96 |
+$16.66 (+0.1%) |
MEAN_REVERSION
18h held |
|
| 24 | 🟢 BUY | Aug 19, 2026 9:35am ET | $57.81 | 195 | $11,271.98 | — | — | — |
| 🔴 SELL | Aug 19, 2026 9:45am ET | $57.92 | 195 | $11,295.37 | $11,349.36 |
+$23.40 (+0.2%) |
MEAN_REVERSION
10m held |
|
| 25 | 🟢 BUY | Aug 20, 2026 9:45am ET | $57.25 | 198 | $11,335.50 | — | — | — |
| 🔴 SELL | Aug 20, 2026 10:35am ET | $57.41 | 198 | $11,367.18 | $11,381.04 |
+$31.68 (+0.3%) |
MEAN_REVERSION
50m held |
|
| 26 | 🟢 BUY | Aug 24, 2026 11:40am ET | $58.17 | 195 | $11,344.12 | — | — | — |
| 🔴 SELL | Aug 24, 2026 12:00pm ET | $58.24 | 195 | $11,357.77 | $11,394.69 |
+$13.65 (+0.1%) |
MEAN_REVERSION
20m held |
|
| 27 | 🟢 BUY | Aug 26, 2026 9:50am ET | $58.18 | 195 | $11,345.10 | — | — | — |
| 🔴 SELL | Aug 26, 2026 11:45am ET | $58.19 | 195 | $11,347.36 | $11,396.95 |
+$2.26 (+0.0%) |
MEAN_REVERSION
1.9h held |
|
| 28 | 🟢 BUY | Aug 27, 2026 2:15pm ET | $57.94 | 196 | $11,355.26 | — | — | — |
| 🔴 SELL | Aug 27, 2026 3:55pm ET | $57.91 | 196 | $11,350.36 | $11,392.05 |
$-4.90 (-0.0%) |
MEAN_REVERSION
1.7h held |
|
| 29 | 🟢 BUY | Aug 31, 2026 9:30am ET | $57.74 | 197 | $11,373.80 | — | — | — |
| 🔴 SELL | Aug 31, 2026 11:50am ET | $57.78 | 197 | $11,382.66 | $11,400.91 |
+$8.86 (+0.1%) |
MEAN_REVERSION
2.3h held |
|
| 30 | 🟢 BUY | Sep 1, 2026 12:20pm ET | $57.42 | 198 | $11,368.17 | — | — | — |
| 🔴 SELL | Sep 1, 2026 1:35pm ET | $57.37 | 198 | $11,359.26 | $11,392.00 |
$-8.91 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 31 | 🟢 BUY | Sep 4, 2026 9:30am ET | $58.17 | 195 | $11,343.15 | — | — | — |
| 🔴 SELL | Sep 4, 2026 11:35am ET | $57.99 | 195 | $11,309.02 | $11,357.88 |
$-34.12 (-0.3%) |
MEAN_REVERSION
2.1h held |
|
| 32 | 🟢 BUY | Sep 8, 2026 1:25pm ET | $57.46 | 197 | $11,319.62 | — | — | — |
| 🔴 SELL | Sep 8, 2026 1:50pm ET | $57.53 | 197 | $11,334.39 | $11,372.66 |
+$14.78 (+0.1%) |
MEAN_REVERSION
25m held |
|
| 33 | 🟢 BUY | Sep 9, 2026 3:50pm ET | $57.10 | 199 | $11,363.89 | — | — | — |
| 🔴 SELL | Sep 10, 2026 9:30am ET | $57.01 | 199 | $11,344.99 | $11,353.75 |
$-18.91 (-0.2%) |
🛑 -10% Stop
17.7h held |
|
| 34 | 🟢 BUY | Sep 14, 2026 1:15pm ET | $56.96 | 199 | $11,335.04 | — | — | — |
| 🔴 SELL | Sep 14, 2026 2:45pm ET | $56.92 | 199 | $11,326.09 | $11,344.80 |
$-8.95 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 35 | 🟢 BUY | Sep 16, 2026 2:35pm ET | $56.31 | 201 | $11,318.31 | — | — | — |
| 🔴 SELL | Sep 17, 2026 9:30am ET | $56.22 | 201 | $11,301.22 | $11,327.71 |
$-17.09 (-0.2%) |
MEAN_REVERSION
18.9h held |
|
| 36 | 🟢 BUY | Sep 18, 2026 9:30am ET | $55.70 | 203 | $11,307.10 | — | — | — |
| 🔴 SELL | Sep 18, 2026 10:20am ET | $55.76 | 203 | $11,320.29 | $11,340.90 |
+$13.19 (+0.1%) |
MEAN_REVERSION
50m held |
|
| 37 | 🟢 BUY | Sep 22, 2026 9:30am ET | $55.75 | 203 | $11,317.25 | — | — | — |
| 🔴 SELL | Sep 22, 2026 9:45am ET | $55.49 | 203 | $11,264.47 | $11,288.12 |
$-52.78 (-0.5%) |
🛑 -10% Stop
15m held |
|
| 38 | 🟢 BUY | Sep 23, 2026 1:00pm ET | $54.72 | 206 | $11,273.35 | — | — | — |
| 🔴 SELL | Sep 23, 2026 1:15pm ET | $54.81 | 206 | $11,291.89 | $11,306.66 |
+$18.54 (+0.2%) |
MEAN_REVERSION
15m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$11,306.66
Net Profit/Loss:
+$1,306.66
Total Return:
+13.07%