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

Reversion's Analysis

Last Month: 2026-05-23 to present • 4 trades in period

-17.51%
Last Month Return
$6,191.79
Current Value
25%
Win Rate
$7,506.02
Period Start
Login to Apply
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-06-23 18:38:26

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)
18.8 oversold
20d Trend
-22.1%
5d Trend
-11.2%
EMA20 Dist
-13.2%
ATR%
4.2%
Range Pos
1%
Bounce Ratio
0.2×
Green/Red 10d
2/8

Strategy Score Scored Jun 23, 2026

7
Lifetime
Confidence: 89%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
3.1/15
Profit Factor
0.0/15
Consistency
4.8/10
Raw Quality 7.9/100
× Confidence 0.89 = 7.0

30-Day Momentum

1
-15.8%
30d Return
25%
Win Rate
4
Trades
0.7×
Profit Factor
Quality: 1.4 Conf: 0.66×
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 (89%) 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
1,560
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
$7,506.02
Current Value
$6,191.79
Period P&L
$-1,314.23
Max Drawdown
-15.2%
Sharpe Ratio
-0.73

Trade Statistics (Last Month)

Trades in Period
4
Winners / Losers
1 / 3
Best Trade
+5.54%
Worst Trade
-7.34%
Avg Trade Return
-4.04%
Avg Hold Time
5.4d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$56,297.44
Estimated Fees
$0.00
Gross P&L
$-1,314.23
Net P&L (after fees)
$-1,314.23
Gross Return
-17.51%
Net Return (after fees)
-17.51%

✅ 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

📈 CRM 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 - 4 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $7,506.02 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 20, 2026 9:30am ET $176.04 41 $7,217.84 — — —
🔴 SELL May 29, 2026 10:00am ET $185.79 41 $7,617.59 $7,748.95 +$399.75
(+5.5%) 		🎯 +5% Target
9d held
2 🟢 BUY Jun 1, 2026 12:20pm ET $209.07 37 $7,735.59 — — —
🔴 SELL Jun 3, 2026 9:35am ET $193.85 37 $7,172.45 $7,185.81 $-563.14
(-7.3%) 		🛑 -10% Stop
1.9d held
3 🟢 BUY Jun 4, 2026 3:00pm ET $189.09 38 $7,185.42 — — —
🔴 SELL Jun 9, 2026 11:30am ET $175.21 38 $6,657.79 $6,658.18 $-527.63
(-7.3%) 		🛑 -10% Stop
4.9d held
4 🟢 BUY Jun 10, 2026 1:20pm ET $173.38 38 $6,588.57 — — —
🔴 SELL Jun 16, 2026 12:15pm ET $161.11 38 $6,122.18 $6,191.79 $-466.39
(-7.1%) 		🛑 -10% Stop
6d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $6,191.79
Net Profit/Loss: $-3,808.21
Total Return: -38.08%
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