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

Reversion's Analysis

Last Month: 2026-08-25 to present • 4 trades in period

-1120.74%
Last Month Return
$12,355.31
Current Value
50%
Win Rate
$144.17
Period Start
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PHASE 1: COMPLACENT DECLINE
😴 Complacent Bear (strategies struggle)
Signals generated 2026-09-25 00:14:41

Price declining but no fear. Strategies historically underperform. Wait for fear to build.

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)
47.7 neutral
20d Trend
-3.6%
5d Trend
+0.1%
EMA20 Dist
-1.1%
ATR%
3.7%
Range Pos
72%
Bounce Ratio
1.5×
Green/Red 10d
5/5

Strategy Score Scored Sep 24, 2026

25
Lifetime
Confidence: 91%

Quality Components

Return-to-Risk
3.1/35
Total Return
10.5/25
Win Rate
6.8/15
Profit Factor
1.5/15
Consistency
5.5/10
Raw Quality 27.4/100
× Confidence 0.91 = 25.0

30-Day Momentum

0
-15.0%
30d Return
33%
Win Rate
3
Trades
0.6×
Profit Factor
Quality: 0.0 Conf: 0.61×
Declining (-25 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 (91%) 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
$144.17
Current Value
$12,355.31
Period P&L
$-1,615.81
Max Drawdown
-19.7%
Sharpe Ratio
-0.45

Trade Statistics (Last Month)

Trades in Period
4
Winners / Losers
2 / 2
Best Trade
+5.26%
Worst Trade
-7.74%
Avg Trade Return
-2.46%
Avg Hold Time
10.9d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$99,060.21
Estimated Fees
$0.00
Gross P&L
$-1,615.81
Net P&L (after fees)
$-1,615.81
Gross Return
-1120.74%
Net Return (after fees)
-1120.74%

✅ 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

📈 LLY 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 - 4 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $144.17 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 20, 2026 2:30pm ET $1,251.06 11 $13,761.66 — — —
🔴 SELL Aug 31, 2026 9:30am ET $1,157.50 11 $12,732.50 $12,811.39 $-1,029.16
(-7.5%) 		🛑 -10% Stop
10.8d held
2 🟢 BUY Aug 20, 2026 2:30pm ET $1,251.06 11 $13,761.66 — — —
🔴 SELL Sep 3, 2026 11:40am ET $1,154.23 11 $12,696.58 $11,746.31 $-1,065.08
(-7.7%) 		🛑 -10% Stop
13.9d held
3 🟢 BUY Sep 4, 2026 2:05pm ET $1,141.00 10 $11,410.00 — — —
🔴 SELL Sep 14, 2026 2:05pm ET $1,142.25 10 $11,422.50 $11,758.81 +$12.50
(+0.1%) 		⏰ 30 Day Max
10d held
4 🟢 BUY Sep 15, 2026 3:05pm ET $1,133.94 10 $11,339.40 — — —
🔴 SELL Sep 24, 2026 10:15am ET $1,193.59 10 $11,935.90 $12,355.31 +$596.50
(+5.3%) 		🎯 +5% Target
8.8d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,355.31
Net Profit/Loss: +$2,355.31
Total Return: +23.55%
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