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

Reversion's Analysis

Year to Date: 2026-01-01 to present • 24 trades in period

+9.99%
Year to Date Return
$12,400.87
Current Value
46%
Win Rate
$11,275.00
Period Start
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PHASE 1: COMPLACENT DECLINE
😴 Complacent Bear (strategies struggle)
Signals generated 2026-09-24 23:59:10

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)
22.7 oversold
20d Trend
-16.1%
5d Trend
-8.1%
EMA20 Dist
-9.8%
ATR%
3.8%
Range Pos
2%
Bounce Ratio
0.3×
Green/Red 10d
2/8

Strategy Score Scored Sep 24, 2026

36
Lifetime
Confidence: 79%

Quality Components

Return-to-Risk
18.1/35
Total Return
11.9/25
Win Rate
6.9/15
Profit Factor
2.7/15
Consistency
5.9/10
Raw Quality 45.4/100
× Confidence 0.79 = 35.9

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 (Year to Date)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
17,059
Timeframe
5-Minute Bars
Period Range
2026-01-01 → 2026-09-24
Trading Days
189 days
Data Gaps
None (8 market holidays)

Market Closed (8 days)

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), 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 (Year to Date)

Period Start Capital
$11,275.00
Current Value
$12,400.87
Period P&L
$1,125.86
Max Drawdown
-4.1%
Sharpe Ratio
0.10

Trade Statistics (Year to Date)

Trades in Period
24
Winners / Losers
11 / 13
Best Trade
+11.09%
Worst Trade
-7.23%
Avg Trade Return
+0.52%
Avg Hold Time
6.5d

💰 Trading Cost Analysis (Alpaca Fees) (Year to Date)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$458,663.28
Estimated Fees
$0.00
Gross P&L
$1,125.86
Net P&L (after fees)
$1,125.86
Gross Return
+9.99%
Net Return (after fees)
+9.99%

✅ 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

📈 MSFT 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: 189 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Year to Date - 24 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $11,275.00 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 Jan 20, 2026 9:30am ET $451.40 0 $0.00 — — —
🔴 SELL Jan 20, 2026 11:30am ET $456.02 0 $0.00 $11,385.92 +$110.92
(+1.0%) 		🎯 +5% Target
0m held
2 🟢 BUY Jan 29, 2026 9:30am ET $432.00 0 $0.00 — — —
🔴 SELL Jan 29, 2026 11:00am ET $422.79 0 $0.00 $11,146.33 $-239.59
(-2.1%) 		🛑 -10% Stop
0m held
3 🟢 BUY Feb 5, 2026 9:30am ET $405.70 0 $0.00 — — —
🔴 SELL Feb 5, 2026 2:35pm ET $397.48 0 $0.00 $10,924.30 $-222.03
(-2.0%) 		🛑 -10% Stop
0m held
4 🟢 BUY Mar 6, 2026 3:35pm ET $408.84 26 $10,629.84 — — —
🔴 SELL Mar 17, 2026 9:30am ET $399.74 26 $10,393.24 $10,687.70 $-236.60
(-2.2%) 		⏰ 30 Day Max
10.7d held
5 🟢 BUY Mar 18, 2026 9:30am ET $396.21 26 $10,301.46 — — —
🔴 SELL Mar 26, 2026 11:45am ET $368.34 26 $9,576.84 $9,963.08 $-724.62
(-7.0%) 		🛑 -10% Stop
8.1d held
6 🟢 BUY Mar 27, 2026 12:40pm ET $359.38 27 $9,703.13 — — —
🔴 SELL Apr 6, 2026 12:40pm ET $372.74 27 $10,063.98 $10,323.93 +$360.85
(+3.7%) 		⏰ 30 Day Max
10d held
7 🟢 BUY Apr 7, 2026 2:45pm ET $369.69 27 $9,981.63 — — —
🔴 SELL Apr 14, 2026 9:35am ET $392.55 27 $10,598.85 $10,941.15 +$617.22
(+6.2%) 		🎯 +5% Target
6.8d held
8 🟢 BUY Apr 17, 2026 1:10pm ET $425.93 25 $10,648.25 — — —
🔴 SELL Apr 27, 2026 1:10pm ET $424.41 25 $10,610.25 $10,903.15 $-38.00
(-0.4%) 		⏰ 30 Day Max
10d held
9 🟢 BUY Apr 28, 2026 2:10pm ET $426.78 25 $10,669.50 — — —
🔴 SELL May 8, 2026 2:10pm ET $415.58 25 $10,389.50 $10,623.15 $-280.00
(-2.6%) 		⏰ 30 Day Max
10d held
10 🟢 BUY May 12, 2026 9:40am ET $407.64 26 $10,598.64 — — —
🔴 SELL May 19, 2026 9:30am ET $429.97 26 $11,179.22 $11,203.73 +$580.58
(+5.5%) 		🎯 +5% Target
7d held
11 🟢 BUY May 20, 2026 9:30am ET $413.81 27 $11,172.87 — — —
🔴 SELL May 29, 2026 9:35am ET $439.48 27 $11,865.96 $11,896.82 +$693.09
(+6.2%) 		🎯 +5% Target
9d held
12 🟢 BUY Jun 2, 2026 9:30am ET $446.97 26 $11,621.22 — — —
🔴 SELL Jun 5, 2026 3:15pm ET $414.64 26 $10,780.64 $11,056.24 $-840.58
(-7.2%) 		🛑 -10% Stop
3.2d held
13 🟢 BUY Jun 8, 2026 3:55pm ET $411.23 26 $10,691.98 — — —
🔴 SELL Jun 12, 2026 10:05am ET $382.38 26 $9,941.88 $10,306.14 $-750.10
(-7.0%) 		🛑 -10% Stop
3.8d held
14 🟢 BUY Jun 15, 2026 2:35pm ET $398.56 25 $9,964.04 — — —
🔴 SELL Jun 22, 2026 11:55am ET $370.63 25 $9,265.75 $9,607.85 $-698.29
(-7.0%) 		🛑 -10% Stop
6.9d held
15 🟢 BUY Jun 24, 2026 9:30am ET $371.55 25 $9,288.87 — — —
🔴 SELL Jul 2, 2026 12:15pm ET $390.17 25 $9,754.13 $10,073.10 +$465.25
(+5.0%) 		🎯 +5% Target
8.1d held
16 🟢 BUY Jul 8, 2026 9:30am ET $383.75 26 $9,977.50 — — —
🔴 SELL Jul 16, 2026 12:45pm ET $403.49 26 $10,490.74 $10,586.34 +$513.24
(+5.1%) 		🎯 +5% Target
8.1d held
17 🟢 BUY Jul 17, 2026 3:55pm ET $393.77 26 $10,238.02 — — —
🔴 SELL Jul 27, 2026 3:55pm ET $389.13 26 $10,117.38 $10,465.70 $-120.64
(-1.2%) 		⏰ 30 Day Max
10d held
18 🟢 BUY Jul 29, 2026 12:10pm ET $393.27 26 $10,225.02 — — —
🔴 SELL Jul 30, 2026 9:30am ET $436.88 26 $11,358.75 $11,599.43 +$1,133.73
(+11.1%) 		🎯 +5% Target
21.3h held
19 🟢 BUY Jul 31, 2026 9:30am ET $450.00 25 $11,250.00 — — —
🔴 SELL Aug 3, 2026 9:30am ET $476.93 25 $11,923.25 $12,272.68 +$673.25
(+6.0%) 		🎯 +5% Target
3d held
20 🟢 BUY Aug 4, 2026 9:30am ET $481.45 25 $12,036.25 — — —
🔴 SELL Aug 10, 2026 9:50am ET $506.69 25 $12,667.25 $12,903.68 +$631.00
(+5.2%) 		🎯 +5% Target
6d held
21 🟢 BUY Aug 11, 2026 9:50am ET $500.83 25 $12,520.75 — — —
🔴 SELL Aug 21, 2026 9:50am ET $481.45 25 $12,036.37 $12,419.31 $-484.38
(-3.9%) 		⏰ 30 Day Max
10d held
22 🟢 BUY Aug 24, 2026 1:00pm ET $487.94 25 $12,198.50 — — —
🔴 SELL Aug 28, 2026 10:50am ET $513.28 25 $12,831.88 $13,052.69 +$633.38
(+5.2%) 		🎯 +5% Target
3.9d held
23 🟢 BUY Aug 31, 2026 2:35pm ET $509.88 25 $12,747.00 — — —
🔴 SELL Sep 10, 2026 2:35pm ET $491.07 25 $12,276.63 $12,582.32 $-470.37
(-3.7%) 		⏰ 30 Day Max
10d held
24 🟢 BUY Sep 14, 2026 3:55pm ET $505.37 24 $12,128.89 — — —
🔴 SELL Sep 24, 2026 3:55pm ET $497.81 24 $11,947.44 $12,400.87 $-181.45
(-1.5%) 		⏰ 30 Day Max
10d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,400.87
Net Profit/Loss: +$2,400.87
Total Return: +24.01%
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