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

Reversion's Analysis

2024-01-02 00:00:00+00 to 2026-09-24 19:55:00+00 • 28 trades executed

+3.31%
2 Years Return
$9,959.60
Current Value
50%
Win Rate
$9,640.08
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-09-24 20:59:47

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)
41.2 neutral
20d Trend
-2.2%
5d Trend
-1.3%
EMA20 Dist
-1.9%
ATR%
1.8%
Range Pos
63%
Bounce Ratio
0.9×
Green/Red 10d
5/5

Strategy Score Scored Sep 24, 2026

9
Lifetime
Confidence: 79%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
5.1/15
Profit Factor
0.0/15
Consistency
5.7/10
Raw Quality 10.8/100
× Confidence 0.79 = 8.6

30-Day Momentum

Insufficient Recent Data
Fewer than 3 trades in the last 30 days. Momentum scores require recent trading activity.
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 (79%) 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

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles Used
76,025
Timeframe
5-Minute Bars
Date Range
2024-09-24 → 2026-09-24
Trading Days
536 days
Data Gaps
None (21 market holidays)

Market Closed (21 days)

2024-11-28 — Thanksgiving, 2024-12-25 — Christmas Day, 2025-01-01 — New Year's Day, 2025-01-09 — National Day of Mourning (Carter), 2025-01-20 — MLK Jr. Day, 2025-02-17 — Presidents' Day, 2025-04-18 — Good Friday, 2025-05-26 — Memorial Day, 2025-06-19 — Juneteenth, 2025-07-04 — Independence Day, 2025-09-01 — Labor Day, 2025-11-27 — Thanksgiving, 2025-12-25 — Christmas Day, 2026-01-01 — New Year's Day, 2026-01-19 — MLK Jr. Day, 2026-02-16 — Presidents' Day, 2026-04-03 — Good Friday, 2026-05-25 — Memorial Day, 2026-06-19 — Juneteenth, 2026-07-03 — Independence Day (observed) ... and 1 more
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

Starting Capital
$9,640.08
Current Value
$9,959.60
Total P&L
$319.52
Max Drawdown
-10.2%
Sharpe Ratio
0.07

Trade Statistics

Total Trades
24
Winners / Losers
12 / 12
Best Trade
+3.87%
Worst Trade
-2.59%
Avg Trade Return
+0.16%
Avg Hold Time
8.2d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$313,593.72
Estimated Fees
$0.00
Gross P&L
$319.52
Net P&L (after fees)
$319.52
Gross Return
+3.31%
Net Return (after fees)
+3.31%

✅ 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

📈 IWM 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: 536 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Complete Trade History

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $9,640.08 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 Dec 18, 2024 2:55pm ET $224.83 0 $0.00 — — —
🔴 SELL Dec 18, 2024 3:40pm ET $219.14 0 $0.00 $9,401.10 $-238.98
(-2.5%) 		🛑 -10% Stop
0m held
2 🟢 BUY Mar 4, 2025 9:30am ET $204.88 0 $0.00 — — —
🔴 SELL Mar 4, 2025 1:10pm ET $207.03 0 $0.00 $9,497.85 +$96.75
(+1.1%) 		🎯 +5% Target
0m held
3 🟢 BUY Apr 3, 2025 9:30am ET $194.93 0 $0.00 — — —
🔴 SELL Apr 3, 2025 10:15am ET $190.91 0 $0.00 $9,305.13 $-192.72
(-2.1%) 		🛑 -10% Stop
0m held
4 🟢 BUY Apr 4, 2025 9:30am ET $182.93 0 $0.00 — — —
🔴 SELL Apr 4, 2025 10:25am ET $178.86 0 $0.00 $9,101.63 $-203.50
(-2.2%) 		🛑 -10% Stop
0m held
5 🟢 BUY Apr 7, 2025 9:30am ET $174.87 0 $0.00 — — —
🔴 SELL Apr 7, 2025 9:55am ET $177.03 0 $0.00 $9,213.95 +$112.32
(+1.2%) 		🎯 +5% Target
0m held
6 🟢 BUY Apr 10, 2025 9:30am ET $184.86 0 $0.00 — — —
🔴 SELL Apr 10, 2025 11:20am ET $180.90 0 $0.00 $9,019.91 $-194.04
(-2.1%) 		🛑 -10% Stop
0m held
7 🟢 BUY Apr 30, 2025 9:35am ET $191.26 0 $0.00 — — —
🔴 SELL Apr 30, 2025 11:10am ET $193.27 0 $0.00 $9,114.38 +$94.47
(+1.1%) 		🎯 +5% Target
0m held
8 🟢 BUY Aug 1, 2025 9:40am ET $214.28 0 $0.00 — — —
🔴 SELL Aug 4, 2025 9:30am ET $216.53 0 $0.00 $9,208.88 +$94.50
(+1.1%) 		🎯 +5% Target
0m held
9 🟢 BUY Mar 6, 2026 9:30am ET $251.21 36 $9,043.56 — — —
🔴 SELL Mar 16, 2026 10:30am ET $250.30 36 $9,010.80 $9,176.12 $-32.76
(-0.4%) 		⏰ 30 Day Max
10d held
10 🟢 BUY Mar 18, 2026 9:30am ET $248.54 36 $8,947.44 — — —
🔴 SELL Mar 30, 2026 9:30am ET $245.09 36 $8,823.24 $9,051.92 $-124.20
(-1.4%) 		⏰ 30 Day Max
12d held
11 🟢 BUY Apr 1, 2026 2:05pm ET $250.83 36 $9,029.88 — — —
🔴 SELL Apr 13, 2026 9:30am ET $260.53 36 $9,379.08 $9,401.12 +$349.20
(+3.9%) 		⏰ 30 Day Max
11.8d held
12 🟢 BUY Apr 14, 2026 2:25pm ET $267.70 35 $9,369.50 — — —
🔴 SELL Apr 24, 2026 2:25pm ET $277.00 35 $9,695.00 $9,726.62 +$325.50
(+3.5%) 		⏰ 30 Day Max
10d held
13 🟢 BUY Apr 28, 2026 9:30am ET $276.10 35 $9,663.50 — — —
🔴 SELL May 8, 2026 9:30am ET $283.98 35 $9,939.30 $10,002.42 +$275.80
(+2.9%) 		⏰ 30 Day Max
10d held
14 🟢 BUY May 11, 2026 12:45pm ET $285.81 34 $9,717.54 — — —
🔴 SELL May 21, 2026 12:45pm ET $280.11 34 $9,523.74 $9,808.62 $-193.80
(-2.0%) 		⏰ 30 Day Max
10d held
15 🟢 BUY May 22, 2026 3:30pm ET $284.64 34 $9,677.76 — — —
🔴 SELL Jun 1, 2026 3:30pm ET $289.60 34 $9,846.40 $9,977.26 +$168.64
(+1.7%) 		⏰ 30 Day Max
10d held
16 🟢 BUY Jun 3, 2026 9:30am ET $289.64 34 $9,847.76 — — —
🔴 SELL Jun 15, 2026 9:30am ET $297.04 34 $10,099.36 $10,228.86 +$251.60
(+2.6%) 		⏰ 30 Day Max
12d held
17 🟢 BUY Jun 16, 2026 3:15pm ET $292.63 34 $9,949.42 — — —
🔴 SELL Jun 26, 2026 3:15pm ET $296.98 34 $10,097.32 $10,376.76 +$147.90
(+1.5%) 		⏰ 30 Day Max
10d held
18 🟢 BUY Jun 16, 2026 3:15pm ET $292.63 34 $9,949.42 — — —
🔴 SELL Jul 6, 2026 9:30am ET $297.93 34 $10,129.62 $10,556.96 +$180.20
(+1.8%) 		⏰ 30 Day Max
19.8d held
19 🟢 BUY Jul 7, 2026 9:40am ET $298.58 35 $10,450.30 — — —
🔴 SELL Jul 17, 2026 9:40am ET $293.67 35 $10,278.28 $10,384.94 $-172.02
(-1.6%) 		⏰ 30 Day Max
10d held
20 🟢 BUY Jul 7, 2026 9:40am ET $298.58 35 $10,450.30 — — —
🔴 SELL Jul 30, 2026 9:35am ET $290.86 35 $10,180.10 $10,114.74 $-270.20
(-2.6%) 		⏰ 30 Day Max
23d held
21 🟢 BUY Jul 31, 2026 9:50am ET $290.95 34 $9,892.30 — — —
🔴 SELL Aug 10, 2026 9:50am ET $300.65 34 $10,222.10 $10,444.54 +$329.80
(+3.3%) 		⏰ 30 Day Max
10d held
22 🟢 BUY Aug 14, 2026 9:30am ET $303.02 34 $10,302.53 — — —
🔴 SELL Aug 24, 2026 9:30am ET $299.04 34 $10,167.36 $10,309.37 $-135.17
(-1.3%) 		⏰ 30 Day Max
10d held
23 🟢 BUY Aug 27, 2026 9:35am ET $298.59 34 $10,151.97 — — —
🔴 SELL Sep 8, 2026 9:30am ET $295.53 34 $10,048.02 $10,205.42 $-103.95
(-1.0%) 		⏰ 30 Day Max
12d held
24 🟢 BUY Sep 9, 2026 9:30am ET $293.48 34 $9,978.32 — — —
🔴 SELL Sep 21, 2026 9:30am ET $286.25 34 $9,732.50 $9,959.60 $-245.82
(-2.5%) 		⏰ 30 Day Max
12d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,959.60
Net Profit/Loss: $-40.40
Total Return: -0.40%
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