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

Reversion's Analysis

Last Month: 2026-05-30 to present • 4 trades in period

-5.29%
Last Month Return
$11,692.32
Current Value
50%
Win Rate
$12,345.33
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-06-30 11:25:34

No strong directional signal. Monitor for regime shift.

Fear & Greed
15
Extreme Fear
VIX
18.4
NORMAL
10Y Yield
4.38%
ELEVATED
Yield Curve
+0.28%
NORMAL
HY Spread
2.83
CALM
🌍 Kp Index
🟢 0.6
Quiet
⛈️ 1 storm day in 7d
RSI(14)
58.2 neutral
20d Trend
+92.9%
5d Trend
-10.5%
EMA20 Dist
+4.3%
ATR%
12.0%
Range Pos
60%
Bounce Ratio
0.8×
Green/Red 10d
2/8

Strategy Score Scored Jun 30, 2026

27
Lifetime
Confidence: 96%

Quality Components

Return-to-Risk
1.9/35
Total Return
10.4/25
Win Rate
8.5/15
Profit Factor
1.0/15
Consistency
6.3/10
Raw Quality 28.2/100
× Confidence 0.96 = 27.2

30-Day Momentum

3
-5.3%
30d Return
50%
Win Rate
4
Trades
0.9×
Profit Factor
Quality: 5.2 Conf: 0.66×
Declining (-24 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 (96%) 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
1,583
Timeframe
5-Minute Bars
Period Range
2026-06-01 → 2026-06-30
Trading Days
21 days
Data Gaps
None (1 market holiday)

Market Closed (1 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
$12,345.33
Current Value
$11,692.32
Period P&L
$-653.01
Max Drawdown
-30.6%
Sharpe Ratio
-0.18

Trade Statistics (Last Month)

Trades in Period
4
Winners / Losers
2 / 2
Best Trade
+5.32%
Worst Trade
-7.83%
Avg Trade Return
-1.14%
Avg Hold Time
2.5d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$98,484.72
Estimated Fees
$0.00
Gross P&L
$-653.01
Net P&L (after fees)
$-653.01
Gross Return
-5.29%
Net Return (after fees)
-5.29%

✅ 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

📈 NET 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: 21 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 $12,345.33 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 Jun 2, 2026 9:30am ET $262.77 46 $12,087.60 — — —
🔴 SELL Jun 4, 2026 10:55am ET $276.28 46 $12,708.88 $12,966.60 +$621.27
(+5.1%) 		🎯 +5% Target
2.1d held
2 🟢 BUY Jun 5, 2026 11:20am ET $253.62 51 $12,934.62 — — —
🔴 SELL Jun 9, 2026 11:30am ET $235.37 51 $12,003.62 $12,035.60 $-931.00
(-7.2%) 		🛑 -10% Stop
4d held
3 🟢 BUY Jun 11, 2026 9:30am ET $218.34 55 $12,008.43 — — —
🔴 SELL Jun 12, 2026 9:30am ET $229.95 55 $12,647.25 $12,674.42 +$638.82
(+5.3%) 		🎯 +5% Target
1d held
4 🟢 BUY Jun 15, 2026 12:40pm ET $236.57 53 $12,538.22 — — —
🔴 SELL Jun 18, 2026 9:35am ET $218.04 53 $11,556.12 $11,692.32 $-982.10
(-7.8%) 		🛑 -10% Stop
2.9d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,692.32
Net Profit/Loss: +$1,692.32
Total Return: +16.92%
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