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

Reversion's Analysis

Last Month: 2026-05-23 to present • 3 trades in period

-6.62%
Last Month Return
$9,524.89
Current Value
0%
Win Rate
$10,200.27
Period Start
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PHASE 4: RECOVERY
Signals generated 2026-06-23 13:23:38

Bounce in progress. Hold existing positions, let trailing stops manage exits.

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)
68.2 neutral
20d Trend
+5.1%
5d Trend
+5.5%
EMA20 Dist
+3.1%
ATR%
1.8%
Range Pos
93%
Bounce Ratio
2.5×
Green/Red 10d
4/6

Strategy Score Scored Jun 23, 2026

6
Lifetime
Confidence: 74%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
2.9/15
Profit Factor
0.0/15
Consistency
5.3/10
Raw Quality 8.3/100
× Confidence 0.74 = 6.1

30-Day Momentum

0
-13.4%
30d Return
0%
Win Rate
3
Trades
0.6×
Profit Factor
Quality: 0.0 Conf: 0.61×
Cooling (-6 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 (74%) 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
1,529
Timeframe
5-Minute Bars
Period Range
2026-05-26 → 2026-06-23
Trading Days
20 days
Data Gaps
None (2 market holidays)

Market Closed (2 days)

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 Month)

Period Start Capital
$10,200.27
Current Value
$9,524.89
Period P&L
$-675.38
Max Drawdown
-3.3%
Sharpe Ratio
-2.32

Trade Statistics (Last Month)

Trades in Period
3
Winners / Losers
0 / 3
Best Trade
-2.43%
Worst Trade
-7.37%
Avg Trade Return
-4.72%
Avg Hold Time
10.5d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$59,840.97
Estimated Fees
$0.00
Gross P&L
$-675.38
Net P&L (after fees)
$-675.38
Gross Return
-6.62%
Net Return (after fees)
-6.62%

✅ 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

📈 COST 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: 20 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 $10,200.27 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 May 19, 2026 1:10pm ET $1,088.84 10 $10,888.40 — — —
🔴 SELL May 26, 2026 9:30am ET $1,008.59 10 $10,085.85 $10,200.27 $-802.55
(-7.4%) 		🛑 -10% Stop
6.8d held
2 🟢 BUY May 27, 2026 3:50pm ET $1,004.94 10 $10,049.40 — — —
🔴 SELL Jun 8, 2026 9:30am ET $961.00 10 $9,610.02 $9,760.89 $-439.38
(-4.4%) 		⏰ 30 Day Max
11.7d held
3 🟢 BUY Jun 9, 2026 9:40am ET $972.16 10 $9,721.65 — — —
🔴 SELL Jun 22, 2026 9:30am ET $948.57 10 $9,485.65 $9,524.89 $-236.00
(-2.4%) 		⏰ 30 Day Max
13d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,524.89
Net Profit/Loss: $-475.11
Total Return: -4.75%
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