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Professor Mean
8

Professor Mean

The Mathematician

📐 Swing Trader 📅 146 years old (Born 1880)

"Price is a drunk stumbling home. It may wander, but it always returns to the mean."

Impossibly old—a walking artifact from the Victorian era. Bow tie, antique spectacles, chalk dust on his academic robes. His hands shake slightly, but his mind is sharp.

ℹ️ Character descriptions are creative personas representing trading strategy styles. They are not financial advice, promises, or guarantees of performance.

📊 Last Month Performance: Showing Professor Mean's performance over the last month across 114 symbols. 🟢 LIVE

$10,086
Avg Value (per symbol)
Started at: $10,129 ($-43)
-0.43%
Last Month ROI
56.8%
Win Rate
1,282
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

-0.4%
1 Month
-3.5%
3 Months
-5.1%
6 Months
-2.9%
YTD
-2.0%
1 Year

Equity Curve (Last Month)

Combined P&L across all 114 symbols

⚙️ Trading Strategy

Trade 2 standard deviation extremes back to mean

When price moves 2 standard deviations from its 20-day average, the move is statistically extreme. Professor Mean profits from the inevitable return to normalcy.

🎯 Best Suited For

Range-bound stocks and ETFs

"Everything reverts to the mean. Everything."

📜 Why This Strategy Works

Markets overreact. Good news pushes prices above fair value; bad news pushes them below. Extremes are by definition unsustainable.

Mathematical Formula

CODE VERIFIED — These formulas are extracted directly from the simulation engine and verified against the source code.
Source: scripts/run-*-simulation.php

📊 Entry Signal

📈 Entry Signal

Z-Score ≤ -2.0 (price is 2+ std devs below mean)
→ BUY at current close price

📉 Exit Rules

• MEAN_REVERSION: Z-Score ≥ 0 (price returned to mean)
• STOP_LOSS: Z-Score ≤ -3.0 OR price ≤ entry × 0.92 (-8%)
• MAX_HOLD: Hold time ≥ 10 days

⚙️ Simulation Parameters

MEAN_PERIOD: 20
ENTRY_STD_DEVS: 2
EXIT_AT_MEAN: 1
STOP_LOSS_STD_DEVS: 3
MAX_HOLD_DAYS: 10

📖 Historical Origin

Origin: Sir Francis Galton's regression to the mean

Sir Francis Galton was a polymath who, in the 1880s, discovered "regression toward mediocrity" while studying hereditary traits. The principle was universal: extreme measurements tend to be followed by less extreme ones.

🏆 Top 10 Performing Symbols (Last Month)

📉 Worst 5 Performing Symbols (Last Month)

📊 All Symbol Results

Click on any row to see detailed trade history with equity curve

📅 Last Month: Apr 6, 2026 May 6, 2026 (30 days)
📖 Understanding Score & Momentum columns
📊 Score — Lifetime Quality Score
Measures how well this strategy+symbol combination has performed across the entire simulation history. Based on return, win rate, drawdown control, profit factor, and trade count. Higher is better.
75+ Elite   60+ Good   40+ Fair   <40 Weak
⚡ Mom — 30-Day Momentum Score
Measures performance over the last 30 days only. Same quality model but calibrated for short-term activity. Captures recent regime shifts that the lifetime score may miss.
75+ Hot   60+ Active   40+ Moderate   <40 Quiet
Spread Indicators — Comparing Mom vs Score reveals regime sensitivity:
🔥 Heating Up — Mom is 20+ points above Score. This symbol is performing significantly better recently than its lifetime average. Could indicate a favorable regime shift.
🧊 Cooling Off — Mom is 20+ points below Score. This symbol is underperforming recently despite a strong lifetime track record. Could indicate an unfavorable regime shift.
No icon = Steady — Scores within ±20 points. Consistent performance.
⚠️ Scores are calculated from simulated backtest data and are for informational purposes only. They do not constitute financial advice or predict future performance. Full methodology →
Rank Symbol Score Mom Return 1M Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 SOXL 36 83🔥 +12.79% $14,181 $15,994 13 77% - +$1,814 -43.9% 5.2h -
2 INTC 19 75🔥 +10.22% $9,536 $10,510 12 92% - +$975 -24.3% 6.5h -
3 RIOT 12 65🔥 +7.74% $9,132 $9,839 13 85% - +$707 -50.0% 7.1h -
4 MU 32 67🔥 +7.22% $11,744 $12,591 12 83% - +$848 -23.5% 4.9h -
5 SOFI 22 64🔥 +7.01% $9,868 $10,560 13 77% - +$692 -26.0% 5.5h -
6 ORCL 9 58🔥 +6.78% $8,553 $9,133 14 64% - +$580 -27.9% 6.9h -
7 USO 39 60🔥 +6.63% $12,406 $13,229 13 62% - +$823 -11.5% 5.6h -
8 TQQQ 21 62🔥 +6.52% $9,876 $10,520 13 77% - +$644 -17.9% 5.9h -
9 MS 37 67🔥 +6.17% $11,674 $12,395 14 86% - +$720 -9.7% 6.1h -
10 MRK 42 60 +5.84% $12,082 $12,787 13 69% - +$706 -8.0% 4.8h -
11 LLY 14 61🔥 +4.83% $8,472 $8,881 15 87% - +$409 -24.9% 5.9h -
12 NIO 12 48🔥 +3.98% $9,095 $9,457 12 75% - +$362 -30.0% 6.6h -
13 AVGO 33 49 +3.90% $12,015 $12,483 12 67% - +$469 -12.8% 5.7h -
14 JPM 34 49 +3.35% $11,368 $11,749 13 62% - +$381 -7.6% 5.9h -
15 AMD 13 29 +3.17% $9,659 $9,966 13 62% - +$306 -28.5% 6.3h -
16 XLK 31 52🔥 +3.17% $11,017 $11,366 11 100% - +$349 -11.6% 6.8h -
17 AAPL 32 39 +2.99% $11,551 $11,896 12 58% - +$345 -13.3% 6.8h -
18 TMO 13 38🔥 +2.94% $9,756 $10,043 13 62% - +$287 -13.7% 5.2h -
19 HD 12 51🔥 +2.79% $9,739 $10,010 14 93% - +$272 -5.1% 3.8h -
20 BLK 54 45 +2.67% $12,889 $13,234 14 64% - +$344 -4.0% 4.8h -
21 XLF 28 45 +2.47% $10,672 $10,936 12 75% - +$264 -5.4% 6.9h -
22 TSLA 12 38🔥 +2.44% $9,112 $9,335 14 64% - +$222 -25.6% 5.0h -
23 AMC 61 29🧊 +2.22% $21,441 $21,917 12 58% - +$476 -18.6% 5.2h -
24 QQQ 27 47 +2.15% $10,510 $10,736 13 77% - +$226 -4.4% 6.1h -
25 RIVN 11 33🔥 +2.14% $8,310 $8,488 12 58% - +$178 -32.4% 7.7h -
26 C 40 36 +2.12% $12,112 $12,368 12 67% - +$257 -6.0% 5.3h -
27 UVXY 25 32 +2.03% $11,488 $11,721 13 77% - +$233 -33.5% 6.8h -
28 UNH 16 51🔥 +1.80% $9,458 $9,628 12 75% - +$170 -22.2% 5.8h -
29 SCHW 45 36 +1.59% $12,615 $12,816 13 77% - +$201 -7.0% 5.7h -
30 AMZN 28 28 +1.51% $11,600 $11,775 11 55% - +$175 -15.2% 5.8h -
31 IBM 21 30 +1.46% $10,339 $10,490 13 62% - +$151 -9.2% 4.7h -
32 AMGN 35 33 +1.43% $11,840 $12,010 14 57% - +$169 -10.0% 4.5h -
33 DIS 11 47🔥 +1.43% $9,244 $9,377 13 69% - +$132 -21.3% 6.2h -
34 DIA 12 46🔥 +1.39% $9,431 $9,562 12 92% - +$131 -11.0% 5.4h -
35 CSCO 14 36🔥 +1.39% $9,457 $9,589 11 82% - +$131 -10.7% 7.5h -
36 JNJ 47 29 +1.38% $12,034 $12,200 13 62% - +$166 -5.7% 5.0h -
37 PYPL 14 35🔥 +1.36% $9,735 $9,867 15 53% - +$132 -17.7% 6.3h -
38 GME 13 30 +1.35% $7,754 $7,859 13 69% - +$105 -44.4% 6.8h -
39 NFLX 32 37 +1.34% $11,867 $12,026 13 62% - +$159 -13.7% 6.8h -
40 PEP 14 22 +1.25% $9,920 $10,044 13 62% - +$124 -12.9% 6.3h -
41 MSFT 12 22 +1.24% $9,497 $9,615 11 55% - +$118 -10.0% 4.8h -
42 SMCI 14 20 +1.19% $6,902 $6,984 13 62% - +$82 -55.7% 5.3h -
43 GOOGL 29 21 +1.17% $11,231 $11,363 12 58% - +$131 -9.9% 5.7h -
44 CRM 27 39 +1.17% $10,951 $11,079 10 70% - +$128 -9.2% 8.0h -
45 PG 32 34 +1.12% $11,025 $11,149 14 86% - +$123 -7.0% 6.1h -
46 VOO 35 41 +1.10% $10,993 $11,114 11 73% - +$121 -5.6% 5.6h -
47 SPY 29 40 +1.05% $10,628 $10,740 11 73% - +$112 -7.1% 5.9h -
48 VTI 22 37 +0.93% $10,339 $10,435 11 64% - +$96 -8.8% 6.0h -
49 IWM 12 30 +0.89% $9,600 $9,686 13 69% - +$85 -14.5% 7.0h -
50 TLT 17 29 +0.59% $10,088 $10,147 14 64% - +$60 -6.8% 5.3h -
51 SLB 13 21 +0.54% $9,554 $9,606 12 58% - +$52 -18.4% 6.7h -
52 MRNA 9 15 +0.50% $5,482 $5,509 14 57% - +$27 -31.7% 6.1h -
53 KO 31 24 +0.37% $10,952 $10,993 13 69% - +$41 -6.2% 5.8h -
54 MDT 12 22 +0.37% $9,261 $9,295 13 62% - +$34 -13.7% 4.9h -
55 WFC 12 23 +0.35% $9,222 $9,254 11 73% - +$32 -15.9% 6.5h -
56 PM 14 21 +0.28% $9,958 $9,986 12 67% - +$28 -10.7% 5.3h -
57 HOOD 31 18 +0.20% $12,854 $12,879 12 58% - +$26 -26.1% 6.6h -
58 NVDA 47 17🧊 +0.14% $14,876 $14,897 12 58% - +$21 -11.5% 4.4h -
59 VZ 19 14 +0.13% $10,214 $10,227 12 58% - +$13 -12.7% 5.7h -
60 VRTX 33 17 +0.13% $11,199 $11,214 12 58% - +$15 -5.5% 5.3h -
61 OXY 10 17 +0.10% $8,692 $8,701 12 67% - +$9 -17.0% 6.1h -
62 REGN 29 21 +0.04% $11,612 $11,617 13 77% - +$5 -13.4% 6.7h -
63 PEPEUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
64 SHIBUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
65 META 33 15 -0.09% $11,618 $11,608 11 64% - -$10 -5.9% 5.3h -
66 BMY 54 20🧊 -0.13% $15,403 $15,383 13 69% - -$20 -10.5% 5.6h -
67 MCD 47 13🧊 -0.23% $12,715 $12,686 13 54% - -$29 -4.1% 5.4h -
68 PANW 10 12 -0.33% $8,679 $8,651 14 50% - -$29 -24.6% 6.9h -
69 BRK-B 43 16🧊 -0.38% $11,887 $11,842 13 62% - -$45 -4.6% 6.3h -
70 WMT 39 19 -0.42% $11,679 $11,630 12 67% - -$49 -4.5% 6.2h -
71 GILD 19 19 -0.48% $10,348 $10,298 15 67% - -$50 -18.5% 6.6h -
72 ACN 12 15 -0.54% $8,628 $8,582 14 57% - -$47 -15.0% 6.8h -
73 RBLX 38 41 -0.62% $13,545 $13,461 13 69% - -$84 -18.1% 7.7h -
74 MA 30 9🧊 -0.76% $11,146 $11,061 13 38% - -$85 -5.8% 7.6h -
75 ADBE 10 17 -0.84% $8,211 $8,142 11 64% - -$69 -18.6% 6.8h -
76 COST 21 14 -0.85% $10,416 $10,328 11 55% - -$89 -7.2% 5.7h -
77 ABBV 14 14 -0.85% $9,322 $9,243 12 58% - -$79 -17.6% 6.6h -
78 PFE 19 17 -0.92% $10,448 $10,352 11 64% - -$96 -11.8% 6.2h -
79 GS 57 9🧊 -1.13% $13,908 $13,751 12 33% - -$157 -3.9% 6.1h -
80 SPXU 25 12 -1.26% $11,561 $11,415 14 43% - -$146 -19.1% 10.6h -
81 GLD 10 9 -1.36% $9,343 $9,216 13 31% - -$127 -7.6% 5.1h -
82 V 17 13 -1.51% $10,236 $10,081 13 46% - -$155 -5.0% 6.8h -
83 AXP 26 12 -1.68% $11,192 $11,004 14 43% - -$188 -12.7% 4.9h -
84 SLV 17 14 -1.78% $10,291 $10,108 12 58% - -$183 -25.0% 4.9h -
85 ARKK 25 19 -1.86% $10,828 $10,626 13 62% - -$201 -16.4% 6.2h -
86 MARA 22 14 -2.07% $11,261 $11,028 12 58% - -$233 -29.5% 6.1h -
87 ISRG 33 16 -2.08% $12,705 $12,440 12 58% - -$264 -17.0% 4.5h -
88 BAC 17 14 -2.09% $10,494 $10,275 12 58% - -$219 -7.2% 6.8h -
89 ARM 25 17 -2.25% $11,748 $11,483 11 64% - -$264 -16.8% 6.3h -
90 CVX 27 13 -2.27% $10,934 $10,686 13 46% - -$248 -5.5% 6.1h -
91 COP 11 9 -2.58% $9,919 $9,663 11 45% - -$256 -18.3% 5.6h -
92 BIIB 15 10 -2.83% $9,140 $8,881 14 36% - -$259 -26.8% 4.7h -
93 CRWD 39 12🧊 -2.94% $13,936 $13,526 9 56% - -$410 -12.6% 6.7h -
94 DOTUSD -3.15% $10,100 $9,781 NO ENTRY - $5,137 -$318 -99.1% 1.0h 5 Feb 6, 2026
95 XLE 11 10 -3.23% $9,942 $9,621 12 42% - -$321 -13.3% 5.3h -
96 COIN 18 19 -3.50% $10,789 $10,412 11 64% - -$378 -42.7% 6.1h -
97 DKNG 29 19 -3.88% $12,243 $11,768 13 69% - -$475 -14.0% 5.1h -
98 VXX 29 11 -4.76% $13,374 $12,737 15 47% - -$637 -19.3% 6.2h -
99 NET 25 20 -4.82% $11,898 $11,325 13 69% - -$573 -16.9% 6.4h -
100 LCID 11 16 -4.83% $9,492 $9,033 14 57% - -$458 -30.7% 5.2h -
101 XOM 13 9 -6.43% $10,065 $9,418 12 42% - -$647 -9.1% 5.5h -
102 LTCUSD -6.71% $418 $390 NO ENTRY - $12,903 -$28 -99.1% 1.0h 4 Oct 10, 2025
103 DOGEUSD -6.80% $3,960 $3,691 NO ENTRY - $7,010 -$269 -150.9% 4.0h 1 Jul 30, 2025
104 CMCSA 13 20 -7.19% $8,881 $8,242 11 73% - -$639 -19.7% 6.3h -
105 PLTR 57 21🧊 -8.50% $18,710 $17,120 15 67% - -$1,590 -11.2% 4.9h -
106 SQQQ 9 12 -8.80% $6,756 $6,161 13 46% - -$594 -42.9% 6.3h -
107 SOLUSD -9.63% $333 $301 NO ENTRY - $8,569 -$32 -99.1% 1.0h 4 Oct 27, 2025
108 AVAXUSD -9.95% $6,772 $6,098 NO ENTRY - $6,777 -$674 -99.0% 1.1h 5 Jan 25, 2026
109 SNOW 22 9 -10.10% $11,964 $10,755 11 45% - -$1,208 -17.7% 6.3h -
110 LINKUSD -10.44% $1,170 $1,048 NO ENTRY - $9,935 -$122 -99.0% 1.0h 4 Nov 25, 2025
111 ETHUSD -11.90% $6,079 $5,356 NO ENTRY - $7,489 -$723 -99.0% 1.0h 5 Jan 22, 2026
112 UNIUSD -13.63% $750 $648 NO ENTRY - $8,974 -$102 -99.1% 1.0h 4 Nov 11, 2025
113 BTCUSD -15.82% $590 $497 NO ENTRY - $10,511 -$93 -99.0% 1.0h 4 Oct 30, 2025
114 XRPUSD -16.20% $195 $164 NO ENTRY - $11,835 -$32 -99.0% 1.2h 3 Sep 14, 2025

👤 Personality

Speaks in equations. Finds human behavior predictable and slightly disappointing. Gets genuinely excited about standard deviations.