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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.

Apr 30, 2026 May 30, 2026 (30d)

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

$10,222
Avg Value (per symbol)
Started at: $10,138 (+$84)
+0.83%
Last Month ROI
60.8%
Win Rate
1,255
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

+0.8%
1 Month
-2.5%
3 Months
-3.1%
6 Months
-1.6%
YTD
-1.9%
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 30, 2026 May 30, 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 42 93🔥 +31.67% $15,501 $20,410 12 83% - +$4,909 -43.9% 5.2h -
2 NET 32 91🔥 +15.45% $11,028 $12,731 12 83% - +$1,704 -16.9% 6.4h -
3 AMC 68 65 +14.47% $21,746 $24,893 14 71% - +$3,147 -18.6% 5.2h -
4 ORCL 9 74🔥 +10.51% $8,917 $9,854 12 92% - +$937 -27.9% 6.9h -
5 PANW 10 52🔥 +10.32% $8,608 $9,497 12 75% - +$888 -24.6% 6.9h -
6 AMD 24 73🔥 +9.16% $10,087 $11,011 13 77% - +$924 -28.5% 6.3h -
7 TQQQ 25 70🔥 +8.53% $10,339 $11,221 12 92% - +$882 -17.9% 5.9h -
8 CRWD 43 47 +7.90% $13,698 $14,780 12 75% - +$1,082 -12.6% 6.7h -
9 RIOT 18 60🔥 +7.87% $9,643 $10,402 11 73% - +$759 -50.0% 7.1h -
10 OXY 11 68🔥 +7.23% $8,569 $9,188 14 93% - +$620 -17.0% 6.1h -
11 AVGO 37 69🔥 +6.66% $12,524 $13,359 12 83% - +$834 -12.8% 5.7h -
12 NVDA 50 59 +6.39% $14,749 $15,691 14 71% - +$942 -11.5% 4.4h -
13 MRK 45 69🔥 +6.27% $12,319 $13,092 13 69% - +$772 -8.0% 4.8h -
14 MARA 24 27 +6.27% $10,770 $11,445 12 83% - +$675 -29.5% 6.1h -
15 COP 11 62🔥 +5.63% $9,349 $9,875 14 79% - +$526 -18.3% 5.6h -
16 AXP 29 59🔥 +5.55% $10,840 $11,442 13 69% - +$602 -12.7% 4.9h -
17 COIN 21 43🔥 +5.54% $10,449 $11,028 11 82% - +$579 -42.7% 6.1h -
18 ADBE 11 62🔥 +5.53% $8,042 $8,487 12 92% - +$445 -18.6% 6.8h -
19 XOM 13 61🔥 +5.20% $9,199 $9,677 12 83% - +$478 -9.1% 5.5h -
20 ABBV 15 61🔥 +4.71% $9,223 $9,657 13 77% - +$434 -17.6% 6.6h -
21 BAC 24 59🔥 +4.65% $10,300 $10,779 13 85% - +$479 -7.2% 6.8h -
22 GILD 20 51🔥 +4.24% $10,054 $10,481 13 69% - +$426 -18.5% 6.6h -
23 KO 35 50 +3.92% $10,867 $11,293 13 85% - +$426 -6.2% 5.8h -
24 IWM 13 55🔥 +3.84% $9,665 $10,036 12 75% - +$371 -14.5% 7.0h -
25 JPM 36 56 +3.53% $11,568 $11,977 14 86% - +$408 -7.6% 5.9h -
26 XLK 34 52 +3.49% $11,349 $11,745 12 75% - +$396 -11.6% 6.8h -
27 LLY 14 51🔥 +3.40% $8,655 $8,949 12 67% - +$294 -24.9% 5.9h -
28 BIIB 15 50🔥 +3.28% $8,933 $9,226 14 71% - +$293 -26.8% 4.7h -
29 AAPL 33 56🔥 +3.21% $11,711 $12,087 12 83% - +$376 -13.3% 6.8h -
30 SLB 13 55🔥 +3.17% $9,546 $9,848 12 75% - +$303 -18.4% 6.7h -
31 SMCI 15 19 +3.17% $6,981 $7,202 11 73% - +$221 -55.7% 5.3h -
32 RBLX 38 29 +3.13% $13,820 $14,253 14 71% - +$433 -18.1% 7.7h -
33 CSCO 14 45🔥 +3.10% $9,575 $9,872 10 80% - +$297 -10.7% 7.5h -
34 VRTX 37 53 +3.08% $11,207 $11,553 12 75% - +$345 -5.5% 5.3h -
35 XLF 31 53🔥 +2.94% $10,792 $11,109 14 79% - +$317 -5.4% 6.9h -
36 VZ 21 31 +2.87% $10,178 $10,470 10 70% - +$292 -12.7% 5.7h -
37 SOFI 23 50🔥 +2.87% $10,367 $10,665 12 75% - +$298 -26.0% 5.5h -
38 C 44 52 +2.75% $12,383 $12,724 14 86% - +$341 -6.0% 5.3h -
39 AMZN 29 54🔥 +2.69% $11,581 $11,892 12 67% - +$312 -15.2% 5.8h -
40 CMCSA 14 46🔥 +2.66% $8,182 $8,399 11 82% - +$218 -19.7% 6.3h -
41 QQQ 30 51🔥 +2.64% $10,679 $10,961 12 92% - +$282 -4.4% 6.1h -
42 ISRG 35 25 +2.62% $12,404 $12,729 10 90% - +$325 -17.0% 4.5h -
43 GS 62 28🧊 +2.52% $13,992 $14,344 13 62% - +$353 -3.9% 6.1h -
44 GLD 11 50🔥 +2.47% $9,219 $9,446 13 85% - +$228 -7.6% 5.1h -
45 REGN 31 40 +2.19% $11,538 $11,790 12 67% - +$253 -13.4% 6.7h -
46 RIVN 11 32🔥 +1.82% $8,408 $8,561 11 64% - +$153 -32.4% 7.7h -
47 SNOW 24 19 +1.79% $10,923 $11,119 11 55% - +$196 -17.7% 6.3h -
48 HD 16 39🔥 +1.69% $9,918 $10,086 12 75% - +$168 -5.1% 3.8h -
49 USO 39 34 +1.62% $13,051 $13,263 13 69% - +$211 -11.5% 5.6h -
50 UNH 16 40🔥 +1.40% $9,639 $9,774 11 73% - +$135 -22.2% 5.8h -
51 PFE 20 32 +1.38% $10,336 $10,479 13 69% - +$143 -11.8% 6.2h -
52 VTI 23 38 +1.35% $10,425 $10,566 13 69% - +$141 -8.8% 6.0h -
53 MRNA 10 19 +1.33% $5,422 $5,494 14 71% - +$72 -31.7% 6.1h -
54 SPY 30 33 +1.22% $10,729 $10,860 13 62% - +$131 -7.1% 5.9h -
55 VOO 36 33 +1.19% $11,104 $11,236 13 62% - +$132 -5.6% 5.6h -
56 MDT 12 27 +1.13% $9,305 $9,410 12 67% - +$105 -13.7% 4.9h -
57 BLK 56 32🧊 +1.08% $13,198 $13,341 13 69% - +$143 -4.0% 4.8h -
58 PYPL 15 24 +1.00% $9,929 $10,028 14 57% - +$99 -17.7% 6.3h -
59 MSFT 13 28 +0.88% $9,497 $9,580 13 69% - +$84 -10.0% 4.8h -
60 CRM 28 20 +0.84% $11,138 $11,231 11 45% - +$94 -9.2% 8.0h -
61 PEP 18 36 +0.81% $10,040 $10,122 13 69% - +$81 -12.9% 6.3h -
62 DIA 13 42🔥 +0.80% $9,550 $9,626 11 73% - +$76 -11.0% 5.4h -
63 SCHW 44 26 +0.79% $12,619 $12,719 14 79% - +$100 -7.0% 5.7h -
64 CVX 25 21 +0.75% $10,554 $10,633 14 57% - +$79 -5.5% 6.1h -
65 TSLA 12 32 +0.71% $9,287 $9,353 11 64% - +$66 -25.6% 5.0h -
66 HOOD 31 13 +0.65% $12,836 $12,920 12 50% - +$83 -26.1% 6.6h -
67 BRK-B 44 31 +0.61% $11,830 $11,902 11 64% - +$72 -4.6% 6.3h -
68 META 35 23 +0.53% $11,571 $11,633 11 36% - +$61 -5.9% 5.3h -
69 MS 37 25 +0.51% $12,373 $12,436 13 62% - +$63 -9.7% 6.1h -
70 NFLX 32 17 +0.47% $12,078 $12,135 14 64% - +$57 -13.7% 6.8h -
71 MU 30 17 +0.39% $12,430 $12,478 11 73% - +$48 -23.5% 4.9h -
72 DKNG 32 44 +0.35% $11,736 $11,777 12 67% - +$41 -14.0% 5.1h -
73 PG 32 16 +0.34% $11,095 $11,133 14 57% - +$38 -7.0% 6.1h -
74 GOOGL 28 23 +0.06% $11,167 $11,173 12 83% - +$7 -9.9% 5.7h -
75 SHIBUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
76 PEPEUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
77 MCD 47 17🧊 -0.12% $12,585 $12,570 11 64% - -$15 -4.1% 5.4h -
78 JNJ 47 35 -0.36% $12,089 $12,045 13 69% - -$44 -5.7% 5.0h -
79 AMGN 35 19 -0.39% $12,037 $11,990 11 64% - -$47 -10.0% 4.5h -
80 IBM 17 13 -0.43% $10,231 $10,187 11 55% - -$44 -9.2% 4.7h -
81 INTC 16 20 -0.63% $10,390 $10,325 14 71% - -$65 -24.3% 6.5h -
82 BMY 52 19🧊 -0.73% $15,153 $15,042 12 67% - -$111 -10.5% 5.6h -
83 TLT 15 19 -0.73% $10,139 $10,065 12 75% - -$74 -6.8% 5.3h -
84 WFC 13 20 -0.76% $9,352 $9,281 12 75% - -$71 -15.9% 6.5h -
85 DIS 11 20 -1.15% $9,454 $9,345 13 62% - -$109 -21.3% 6.2h -
86 ARKK 23 17 -1.26% $10,746 $10,611 13 69% - -$135 -16.4% 6.2h -
87 COST 18 9 -1.55% $10,337 $10,177 10 40% - -$160 -7.2% 5.7h -
88 TMO 13 11 -1.99% $9,998 $9,799 11 45% - -$199 -13.7% 5.2h -
89 NIO 12 19 -2.29% $9,581 $9,361 11 64% - -$219 -30.0% 6.6h -
90 SPXU 22 9 -2.37% $11,331 $11,062 12 33% - -$269 -19.1% 10.6h -
91 MA 28 10 -2.49% $11,151 $10,873 12 42% - -$278 -5.8% 7.6h -
92 XLE 11 12 -2.52% $9,614 $9,371 13 46% - -$242 -13.3% 5.3h -
93 ARM 24 11 -2.80% $11,723 $11,395 11 45% - -$328 -16.8% 6.3h -
94 PM 13 23 -2.99% $9,898 $9,602 12 75% - -$296 -10.7% 5.3h -
95 V 13 10 -3.12% $10,308 $9,986 13 46% - -$322 -5.0% 6.8h -
96 DOTUSD -3.15% $10,100 $9,781 NO ENTRY - $5,137 -$318 -99.1% 1.0h 5 Feb 6, 2026
97 PLTR 53 17🧊 -3.44% $17,723 $17,113 13 69% - -$610 -11.2% 4.9h -
98 SLV 15 14 -3.47% $10,388 $10,028 11 64% - -$360 -25.0% 4.9h -
99 VXX 27 13 -4.77% $12,750 $12,142 15 47% - -$608 -19.3% 6.2h -
100 LCID 11 17 -5.11% $8,809 $8,359 13 69% - -$450 -30.7% 5.2h -
101 UVXY 22 17 -5.48% $11,495 $10,865 14 57% - -$630 -33.5% 6.8h -
102 LTCUSD -6.71% $418 $390 NO ENTRY - $12,903 -$28 -99.1% 1.0h 4 Oct 10, 2025
103 ACN 12 9 -6.74% $8,638 $8,056 12 33% - -$582 -15.0% 6.8h -
104 DOGEUSD -6.80% $3,960 $3,691 NO ENTRY - $7,010 -$269 -150.9% 4.0h 1 Jul 30, 2025
105 WMT 28 9 -7.33% $11,622 $10,770 10 40% - -$852 -4.5% 6.2h -
106 SOLUSD -9.63% $333 $301 NO ENTRY - $8,569 -$32 -99.1% 1.0h 4 Oct 27, 2025
107 GME 13 9 -9.90% $8,109 $7,306 11 18% - -$803 -44.4% 6.8h -
108 AVAXUSD -9.95% $6,772 $6,098 NO ENTRY - $6,777 -$674 -99.0% 1.1h 5 Jan 25, 2026
109 LINKUSD -10.44% $1,170 $1,048 NO ENTRY - $9,935 -$122 -99.0% 1.0h 4 Nov 25, 2025
110 ETHUSD -11.90% $6,079 $5,356 NO ENTRY - $7,489 -$723 -99.0% 1.0h 5 Jan 22, 2026
111 SQQQ 9 10 -13.16% $6,340 $5,506 12 33% - -$834 -42.9% 6.3h -
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.