Compendium › Reversion › BAC
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
BAC
Alpaca Tradeable

Reversion's Analysis

Last Month: 2026-08-25 to present • 3 trades in period

-5.62%
Last Month Return
$13,180.62
Current Value
33%
Win Rate
$13,964.89
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-09-25 01:30:16

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)
59.7 neutral
20d Trend
+0.8%
5d Trend
+3.3%
EMA20 Dist
+2.2%
ATR%
1.5%
Range Pos
64%
Bounce Ratio
2.8×
Green/Red 10d
7/3

Strategy Score Scored Sep 24, 2026

37
Lifetime
Confidence: 84%

Quality Components

Return-to-Risk
10.7/35
Total Return
12.6/25
Win Rate
10.0/15
Profit Factor
4.7/15
Consistency
6.4/10
Raw Quality 44.4/100
× Confidence 0.84 = 37.3

30-Day Momentum

0
-8.0%
30d Return
33%
Win Rate
3
Trades
0.7×
Profit Factor
Quality: 0.0 Conf: 0.61×
Declining (-37 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 (84%) 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 Month)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
1,716
Timeframe
5-Minute Bars
Period Range
2026-08-25 → 2026-09-24
Trading Days
22 days
Data Gaps
None (1 market holiday)

Market Closed (1 day)

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 Month)

Period Start Capital
$13,964.89
Current Value
$13,180.62
Period P&L
$-784.27
Max Drawdown
-10.4%
Sharpe Ratio
-0.79

Trade Statistics (Last Month)

Trades in Period
3
Winners / Losers
1 / 2
Best Trade
+1.25%
Worst Trade
-7.03%
Avg Trade Return
-2.67%
Avg Hold Time
10.4d

💰 Trading Cost Analysis (Alpaca Fees) (Last Month)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$84,556.64
Estimated Fees
$0.00
Gross P&L
$-784.27
Net P&L (after fees)
$-784.27
Gross Return
-5.62%
Net Return (after fees)
-5.62%

✅ 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

📈 BAC 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: 22 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 3 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $13,964.89 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 Aug 14, 2026 9:30am ET $63.95 231 $14,773.21 — — —
🔴 SELL Aug 26, 2026 9:30am ET $62.53 231 $14,444.43 $13,999.54 $-328.78
(-2.2%) 		⏰ 30 Day Max
12d held
2 🟢 BUY Aug 27, 2026 9:30am ET $61.75 226 $13,955.50 — — —
🔴 SELL Sep 8, 2026 9:30am ET $62.52 226 $14,129.52 $14,173.56 +$174.02
(+1.2%) 		⏰ 30 Day Max
12d held
3 🟢 BUY Sep 9, 2026 9:30am ET $61.94 228 $14,123.46 — — —
🔴 SELL Sep 16, 2026 3:10pm ET $57.59 228 $13,130.52 $13,180.62 $-992.94
(-7.0%) 		🛑 -10% Stop
7.2d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $13,180.62
Net Profit/Loss: +$3,180.62
Total Return: +31.81%
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