XLF Professor Mean's Analysis
Last 3 Months: 2026-03-23 to present • 37 trades in period
+4.70%
Last 3 Months Return
$11,201.60
Current Value
70%
Win Rate
$10,698.73
Period Start
PHASE 0: RANGING
No strong directional signal. Monitor for regime shift.
Fear & Greed
23
Extreme Fear
VIX
16.8
NORMAL
10Y Yield
4.46%
ELEVATED
Yield Curve
+0.27%
NORMAL
HY Spread
2.66
CALM
🌍 Kp Index
🟡 1.2
Unsettled
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 Jun 23, 2026
32
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
7.5/35
Total Return
9.1/25
Win Rate
7.5/15
Profit Factor
1.9/15
Consistency
6.0/10
Raw Quality
32.0/100
× Confidence 0.99
= 31.6
30-Day Momentum
27
+0.7%
30d Return
67%
Win Rate
12
Trades
1.4×
Profit Factor
Quality: 29.5
Conf: 0.93×
Cooling (-4 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
4,976
Timeframe
5-Minute Bars
Period Range
2026-03-23 → 2026-06-23
Trading Days
64 days
Data Gaps
None (3 market holidays)
Market Closed (3 days)
2026-04-03 — Good Friday, 2026-05-25 — Memorial Day, 2026-06-19 — Juneteenth
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
$10,698.73
Current Value
$11,201.60
Period P&L
$502.92
Max Drawdown
-5.4%
Sharpe Ratio
0.38
Trade Statistics (Last 3 Months)
Trades in Period
37
Winners / Losers
26 /
11
Best Trade
+0.82%
Worst Trade
-1.02%
Avg Trade Return
+0.12%
Avg Hold Time
6.6h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$806,222.61
Estimated Fees
$0.00
Gross P&L
$502.92
Net P&L (after fees)
$502.92
Gross Return
+4.70%
Net Return (after fees)
+4.70%
✅ 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: 64 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Trade History (Last 3 Months - 37 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,698.73 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 | Mar 23, 2026 3:55pm ET | $49.38 | 216 | $10,665.00 | — | — | — |
| 🔴 SELL | Mar 24, 2026 9:30am ET | $48.87 | 216 | $10,555.92 | $10,589.60 |
$-109.08 (-1.0%) |
🛑 -10% Stop
17.6h held |
|
| 2 | 🟢 BUY | Mar 25, 2026 11:15am ET | $49.10 | 215 | $10,557.57 | — | — | — |
| 🔴 SELL | Mar 25, 2026 12:20pm ET | $49.29 | 215 | $10,598.42 | $10,630.45 |
+$40.85 (+0.4%) |
MEAN_REVERSION
1.1h held |
|
| 3 | 🟢 BUY | Mar 26, 2026 12:25pm ET | $48.99 | 216 | $10,582.92 | — | — | — |
| 🔴 SELL | Mar 26, 2026 1:55pm ET | $49.00 | 216 | $10,583.68 | $10,631.21 |
+$0.76 (+0.0%) |
MEAN_REVERSION
1.5h held |
|
| 4 | 🟢 BUY | Mar 27, 2026 2:05pm ET | $48.00 | 221 | $10,608.00 | — | — | — |
| 🔴 SELL | Mar 30, 2026 9:30am ET | $48.28 | 221 | $10,668.78 | $10,691.99 |
+$60.78 (+0.6%) |
MEAN_REVERSION
2.8d held |
|
| 5 | 🟢 BUY | Apr 1, 2026 2:00pm ET | $49.57 | 215 | $10,657.55 | — | — | — |
| 🔴 SELL | Apr 1, 2026 3:30pm ET | $49.47 | 215 | $10,637.12 | $10,671.56 |
$-20.43 (-0.2%) |
MEAN_REVERSION
1.5h held |
|
| 6 | 🟢 BUY | Apr 6, 2026 1:15pm ET | $49.78 | 214 | $10,653.99 | — | — | — |
| 🔴 SELL | Apr 6, 2026 2:15pm ET | $49.87 | 214 | $10,671.11 | $10,688.68 |
+$17.12 (+0.2%) |
MEAN_REVERSION
1h held |
|
| 7 | 🟢 BUY | Apr 7, 2026 2:55pm ET | $49.67 | 215 | $10,680.12 | — | — | — |
| 🔴 SELL | Apr 7, 2026 3:20pm ET | $49.94 | 215 | $10,737.10 | $10,745.65 |
+$56.97 (+0.5%) |
MEAN_REVERSION
25m held |
|
| 8 | 🟢 BUY | Apr 9, 2026 9:35am ET | $50.87 | 211 | $10,733.57 | — | — | — |
| 🔴 SELL | Apr 9, 2026 11:10am ET | $50.94 | 211 | $10,748.34 | $10,760.42 |
+$14.77 (+0.1%) |
MEAN_REVERSION
1.6h held |
|
| 9 | 🟢 BUY | Apr 13, 2026 9:30am ET | $50.53 | 212 | $10,712.36 | — | — | — |
| 🔴 SELL | Apr 13, 2026 9:35am ET | $50.48 | 212 | $10,701.76 | $10,749.82 |
$-10.60 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 10 | 🟢 BUY | Apr 15, 2026 3:40pm ET | $52.21 | 205 | $10,702.03 | — | — | — |
| 🔴 SELL | Apr 16, 2026 9:35am ET | $52.33 | 205 | $10,727.65 | $10,775.45 |
+$25.63 (+0.2%) |
MEAN_REVERSION
17.9h held |
|
| 11 | 🟢 BUY | Apr 21, 2026 11:05am ET | $52.57 | 204 | $10,724.26 | — | — | — |
| 🔴 SELL | Apr 21, 2026 12:35pm ET | $52.53 | 204 | $10,717.14 | $10,768.33 |
$-7.12 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 12 | 🟢 BUY | Apr 22, 2026 2:20pm ET | $52.08 | 206 | $10,729.51 | — | — | — |
| 🔴 SELL | Apr 22, 2026 3:25pm ET | $52.15 | 206 | $10,743.93 | $10,782.75 |
+$14.42 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 13 | 🟢 BUY | Apr 24, 2026 9:30am ET | $51.59 | 209 | $10,782.31 | — | — | — |
| 🔴 SELL | Apr 24, 2026 10:55am ET | $51.58 | 209 | $10,781.26 | $10,781.70 |
$-1.05 (-0.0%) |
MEAN_REVERSION
1.4h held |
|
| 14 | 🟢 BUY | Apr 28, 2026 12:40pm ET | $52.03 | 207 | $10,771.24 | — | — | — |
| 🔴 SELL | Apr 28, 2026 1:35pm ET | $52.08 | 207 | $10,781.59 | $10,792.05 |
+$10.35 (+0.1%) |
MEAN_REVERSION
55m held |
|
| 15 | 🟢 BUY | Apr 30, 2026 9:30am ET | $51.47 | 209 | $10,757.23 | — | — | — |
| 🔴 SELL | Apr 30, 2026 10:15am ET | $51.89 | 209 | $10,845.01 | $10,879.83 |
+$87.78 (+0.8%) |
MEAN_REVERSION
45m held |
|
| 16 | 🟢 BUY | May 1, 2026 12:25pm ET | $52.23 | 208 | $10,863.84 | — | — | — |
| 🔴 SELL | May 1, 2026 1:35pm ET | $52.28 | 208 | $10,873.20 | $10,889.19 |
+$9.36 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 17 | 🟢 BUY | May 5, 2026 9:30am ET | $51.44 | 211 | $10,853.84 | — | — | — |
| 🔴 SELL | May 5, 2026 9:35am ET | $51.66 | 211 | $10,900.26 | $10,935.61 |
+$46.42 (+0.4%) |
MEAN_REVERSION
5m held |
|
| 18 | 🟢 BUY | May 6, 2026 11:45am ET | $51.92 | 210 | $10,904.25 | — | — | — |
| 🔴 SELL | May 6, 2026 2:00pm ET | $51.88 | 210 | $10,895.85 | $10,927.21 |
$-8.40 (-0.1%) |
MEAN_REVERSION
2.3h held |
|
| 19 | 🟢 BUY | May 8, 2026 9:40am ET | $51.41 | 212 | $10,898.92 | — | — | — |
| 🔴 SELL | May 8, 2026 10:40am ET | $51.51 | 212 | $10,919.06 | $10,947.35 |
+$20.14 (+0.2%) |
MEAN_REVERSION
1h held |
|
| 20 | 🟢 BUY | May 11, 2026 2:55pm ET | $51.13 | 214 | $10,942.89 | — | — | — |
| 🔴 SELL | May 12, 2026 9:30am ET | $51.31 | 214 | $10,979.27 | $10,983.73 |
+$36.38 (+0.3%) |
MEAN_REVERSION
18.6h held |
|
| 21 | 🟢 BUY | May 13, 2026 9:30am ET | $51.10 | 214 | $10,935.40 | — | — | — |
| 🔴 SELL | May 13, 2026 12:25pm ET | $51.04 | 214 | $10,923.63 | $10,971.96 |
$-11.77 (-0.1%) |
MEAN_REVERSION
2.9h held |
|
| 22 | 🟢 BUY | May 14, 2026 12:55pm ET | $51.16 | 214 | $10,948.24 | — | — | — |
| 🔴 SELL | May 14, 2026 2:10pm ET | $51.31 | 214 | $10,979.59 | $11,003.31 |
+$31.35 (+0.3%) |
MEAN_REVERSION
1.3h held |
|
| 23 | 🟢 BUY | May 19, 2026 9:35am ET | $51.40 | 214 | $10,999.60 | — | — | — |
| 🔴 SELL | May 19, 2026 10:10am ET | $51.63 | 214 | $11,049.89 | $11,053.60 |
+$50.29 (+0.5%) |
MEAN_REVERSION
35m held |
|
| 24 | 🟢 BUY | May 21, 2026 9:30am ET | $51.44 | 214 | $11,007.09 | — | — | — |
| 🔴 SELL | May 21, 2026 9:55am ET | $51.56 | 214 | $11,034.91 | $11,081.42 |
+$27.82 (+0.3%) |
MEAN_REVERSION
25m held |
|
| 25 | 🟢 BUY | May 22, 2026 3:30pm ET | $51.94 | 213 | $11,063.24 | — | — | — |
| 🔴 SELL | May 26, 2026 9:30am ET | $52.02 | 213 | $11,080.26 | $11,098.44 |
+$17.02 (+0.2%) |
MEAN_REVERSION
3.8d held |
|
| 26 | 🟢 BUY | May 27, 2026 9:40am ET | $51.74 | 214 | $11,073.43 | — | — | — |
| 🔴 SELL | May 27, 2026 9:45am ET | $51.60 | 214 | $11,043.47 | $11,068.48 |
$-29.96 (-0.3%) |
🛑 -10% Stop
5m held |
|
| 27 | 🟢 BUY | May 28, 2026 10:10am ET | $51.19 | 216 | $11,057.04 | — | — | — |
| 🔴 SELL | May 28, 2026 11:05am ET | $51.33 | 216 | $11,086.20 | $11,097.64 |
+$29.16 (+0.3%) |
MEAN_REVERSION
55m held |
|
| 28 | 🟢 BUY | May 29, 2026 2:55pm ET | $51.62 | 215 | $11,097.23 | — | — | — |
| 🔴 SELL | May 29, 2026 3:30pm ET | $51.67 | 215 | $11,109.05 | $11,109.46 |
+$11.82 (+0.1%) |
MEAN_REVERSION
35m held |
|
| 29 | 🟢 BUY | Jun 2, 2026 9:30am ET | $51.33 | 216 | $11,088.36 | — | — | — |
| 🔴 SELL | Jun 2, 2026 9:40am ET | $51.60 | 216 | $11,145.60 | $11,166.70 |
+$57.24 (+0.5%) |
MEAN_REVERSION
10m held |
|
| 30 | 🟢 BUY | Jun 3, 2026 9:40am ET | $50.99 | 218 | $11,115.82 | — | — | — |
| 🔴 SELL | Jun 3, 2026 11:45am ET | $50.65 | 218 | $11,040.61 | $11,091.49 |
$-75.21 (-0.7%) |
MEAN_REVERSION
2.1h held |
|
| 31 | 🟢 BUY | Jun 4, 2026 1:30pm ET | $52.04 | 213 | $11,084.52 | — | — | — |
| 🔴 SELL | Jun 4, 2026 2:35pm ET | $52.12 | 213 | $11,100.50 | $11,107.47 |
+$15.98 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 32 | 🟢 BUY | Jun 8, 2026 1:00pm ET | $52.14 | 213 | $11,105.84 | — | — | — |
| 🔴 SELL | Jun 8, 2026 2:00pm ET | $52.13 | 213 | $11,103.67 | $11,105.30 |
$-2.17 (-0.0%) |
MEAN_REVERSION
1h held |
|
| 33 | 🟢 BUY | Jun 10, 2026 11:50am ET | $52.44 | 211 | $11,064.84 | — | — | — |
| 🔴 SELL | Jun 10, 2026 12:30pm ET | $52.56 | 211 | $11,089.11 | $11,129.57 |
+$24.27 (+0.2%) |
MEAN_REVERSION
40m held |
|
| 34 | 🟢 BUY | Jun 15, 2026 1:55pm ET | $53.76 | 207 | $11,128.53 | — | — | — |
| 🔴 SELL | Jun 15, 2026 3:25pm ET | $53.70 | 207 | $11,115.90 | $11,116.94 |
$-12.63 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 35 | 🟢 BUY | Jun 17, 2026 12:35pm ET | $54.56 | 203 | $11,076.69 | — | — | — |
| 🔴 SELL | Jun 17, 2026 1:05pm ET | $54.67 | 203 | $11,099.02 | $11,139.27 |
+$22.33 (+0.2%) |
MEAN_REVERSION
30m held |
|
| 36 | 🟢 BUY | Jun 18, 2026 3:20pm ET | $53.59 | 207 | $11,093.13 | — | — | — |
| 🔴 SELL | Jun 18, 2026 3:35pm ET | $53.67 | 207 | $11,108.66 | $11,154.80 |
+$15.53 (+0.1%) |
MEAN_REVERSION
15m held |
|
| 37 | 🟢 BUY | Jun 23, 2026 9:35am ET | $53.56 | 208 | $11,139.44 | — | — | — |
| 🔴 SELL | Jun 23, 2026 9:45am ET | $53.78 | 208 | $11,186.24 | $11,201.60 |
+$46.80 (+0.4%) |
MEAN_REVERSION
10m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$11,201.60
Net Profit/Loss:
+$1,201.60
Total Return:
+12.02%