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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 Year Performance: Showing Professor Mean's performance over the last year across 114 symbols. 🟢 LIVE

$10,155
Avg Value (per symbol)
Started at: $10,361 ($-206)
-1.98%
Last Year ROI
57.0%
Win Rate
20,832
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 Year)

Combined P&L across all 114 symbols

💰 Trading Activity (Last Year)

Stock Volume
$165,081,194
15,606 trades
Stock Fees
$0
✓ Commission FREE
Crypto Volume
$17,825,434
5,226 trades
Crypto Fees
$44,564
0.25% of volume

⚙️ 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 Year)

📉 Worst 5 Performing Symbols (Last Year)

📊 All Symbol Results

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

📅 Last Year: May 6, 2025 May 6, 2026 (365 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 1Y Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 SOXL 36 83🔥 +58.33% $10,102 $15,994 143 63% - +$5,892 -43.9% 5.2h -
2 MU 32 67🔥 +35.99% $9,259 $12,591 143 63% - +$3,332 -23.5% 4.9h -
3 AMC 61 29🧊 +28.87% $17,007 $21,917 159 66% - +$4,910 -18.6% 5.2h -
4 BMY 54 20🧊 +28.28% $11,992 $15,383 152 70% - +$3,391 -10.5% 5.6h -
5 AVGO 33 49 +24.79% $10,003 $12,483 155 63% - +$2,480 -12.8% 5.7h -
6 MRK 42 60 +22.74% $10,418 $12,787 150 68% - +$2,369 -8.0% 4.8h -
7 GILD 19 20 +22.69% $8,394 $10,298 155 65% - +$1,905 -18.5% 6.6h -
8 AMZN 29 27 +21.62% $9,682 $11,775 155 63% - +$2,093 -15.2% 5.8h -
9 INTC 19 75🔥 +20.53% $8,720 $10,510 159 61% - +$1,790 -24.3% 6.5h -
10 SPXU 25 11 +20.38% $9,483 $11,415 88 60% - +$1,933 -19.1% 10.6h -
11 JNJ 47 29 +19.92% $10,173 $12,200 145 70% - +$2,026 -5.7% 5.0h -
12 UVXY 25 34 +18.63% $9,880 $11,721 152 64% - +$1,841 -33.5% 6.8h -
13 AAPL 32 39 +17.94% $10,086 $11,896 152 64% - +$1,810 -13.3% 6.8h -
14 RBLX 36 20 +17.50% $11,456 $13,461 158 66% - +$2,005 -18.1% 7.7h -
15 AMD 13 36🔥 +17.21% $8,502 $9,966 156 62% - +$1,463 -28.5% 6.3h -
16 XLK 31 52🔥 +17.21% $9,697 $11,366 161 69% - +$1,669 -11.6% 6.8h -
17 ISRG 33 16 +17.09% $10,625 $12,440 155 57% - +$1,816 -17.0% 4.5h -
18 BIIB 15 10 +15.66% $7,679 $8,881 155 68% - +$1,202 -26.8% 4.7h -
19 AMGN 35 33 +15.02% $10,441 $12,010 159 63% - +$1,568 -10.0% 4.5h -
20 TQQQ 21 65🔥 +14.46% $9,191 $10,520 158 62% - +$1,329 -17.9% 5.9h -
21 GS 57 9🧊 +14.34% $12,027 $13,751 156 61% - +$1,725 -3.9% 6.1h -
22 MS 37 67🔥 +14.34% $10,840 $12,395 160 64% - +$1,554 -9.7% 6.1h -
23 TSLA 12 43🔥 +13.59% $8,218 $9,335 153 60% - +$1,117 -25.6% 5.0h -
24 CRM 26 31 +13.53% $9,759 $11,079 151 63% - +$1,320 -9.2% 8.0h -
25 VXX 30 13 +13.46% $11,226 $12,737 151 59% - +$1,511 -19.3% 6.2h -
26 PG 32 38 +11.95% $9,959 $11,149 152 68% - +$1,190 -7.0% 6.1h -
27 NET 25 20 +11.76% $10,133 $11,325 151 58% - +$1,192 -16.9% 6.4h -
28 VTI 22 37 +11.56% $9,354 $10,435 151 66% - +$1,081 -8.8% 6.0h -
29 NVDA 47 17🧊 +11.43% $13,369 $14,897 156 62% - +$1,528 -11.5% 4.4h -
30 SLB 13 21 +11.13% $8,643 $9,606 154 64% - +$962 -18.4% 6.7h -
31 REGN 30 23 +11.12% $10,454 $11,617 154 64% - +$1,162 -13.4% 6.7h -
32 PEP 16 31 +11.09% $9,041 $10,044 155 68% - +$1,003 -12.9% 6.3h -
33 NFLX 31 30 +11.03% $10,831 $12,026 158 63% - +$1,195 -13.7% 6.8h -
34 MCD 48 15🧊 +10.91% $11,438 $12,686 154 59% - +$1,248 -4.1% 5.4h -
35 USO 38 57 +10.31% $11,992 $13,229 151 55% - +$1,236 -11.5% 5.6h -
36 VOO 35 41 +10.25% $10,081 $11,114 150 66% - +$1,033 -5.6% 5.6h -
37 COP 11 11 +9.75% $8,805 $9,663 151 62% - +$858 -18.3% 5.6h -
38 C 41 40 +9.59% $11,286 $12,368 152 53% - +$1,082 -6.0% 5.3h -
39 ARKK 23 17 +9.44% $9,710 $10,626 154 64% - +$917 -16.4% 6.2h -
40 PFE 19 17 +9.11% $9,488 $10,352 149 66% - +$864 -11.8% 6.2h -
41 SPY 29 40 +8.44% $9,904 $10,740 148 66% - +$836 -7.1% 5.9h -
42 GME 14 30 +6.74% $7,363 $7,859 160 61% - +$496 -44.4% 6.8h -
43 BRK-B 43 17🧊 +6.64% $11,104 $11,842 156 63% - +$737 -4.6% 6.3h -
44 GOOGL 29 26 +6.29% $10,690 $11,363 147 59% - +$672 -9.9% 5.7h -
45 IWM 12 30 +6.28% $9,113 $9,686 148 60% - +$572 -14.5% 7.0h -
46 SCHW 45 36 +5.29% $12,172 $12,816 160 61% - +$644 -7.0% 5.7h -
47 SLV 18 16 +5.01% $9,625 $10,108 152 62% - +$482 -25.0% 4.9h -
48 WMT 38 19 +4.89% $11,088 $11,630 148 64% - +$542 -4.5% 6.2h -
49 KO 31 24 +4.79% $10,490 $10,993 145 61% - +$502 -6.2% 5.8h -
50 ARM 26 17 +4.33% $11,007 $11,483 162 59% - +$477 -16.8% 6.3h -
51 NIO 12 48🔥 +4.26% $9,071 $9,457 147 59% - +$386 -30.0% 6.6h -
52 QQQ 27 50🔥 +4.12% $10,312 $10,736 155 62% - +$425 -4.4% 6.1h -
53 JPM 34 49 +4.09% $11,287 $11,749 150 59% - +$462 -7.6% 5.9h -
54 CVX 26 12 +4.03% $10,272 $10,686 161 61% - +$414 -5.5% 6.1h -
55 BLK 55 49 +3.53% $12,782 $13,234 153 63% - +$451 -4.0% 4.8h -
56 MA 31 10🧊 +3.43% $10,694 $11,061 155 62% - +$367 -5.8% 7.6h -
57 DKNG 29 20 +3.36% $11,386 $11,768 152 66% - +$383 -14.0% 5.1h -
58 VZ 19 17 +3.27% $9,903 $10,227 153 64% - +$324 -12.7% 5.7h -
59 TLT 17 29 +2.29% $9,920 $10,147 157 59% - +$227 -6.8% 5.3h -
60 XLE 11 10 +2.26% $9,408 $9,621 160 56% - +$213 -13.3% 5.3h -
61 VRTX 33 17 +2.09% $10,984 $11,214 152 57% - +$230 -5.5% 5.3h -
62 BAC 17 16 +1.93% $10,080 $10,275 153 56% - +$195 -7.2% 6.8h -
63 MDT 12 22 +1.64% $9,145 $9,295 152 61% - +$150 -13.7% 4.9h -
64 UNH 16 38🔥 +1.47% $9,489 $9,628 158 67% - +$139 -22.2% 5.8h -
65 LLY 14 64🔥 +1.29% $8,768 $8,881 154 66% - +$113 -24.9% 5.9h -
66 PLTR 53 20🧊 +1.01% $16,948 $17,120 161 65% - +$171 -11.2% 4.9h -
67 DIS 11 41🔥 +0.67% $9,314 $9,377 160 60% - +$62 -21.3% 6.2h -
68 RIVN 11 30 +0.39% $8,455 $8,488 153 60% - +$33 -32.4% 7.7h -
69 DIA 12 46🔥 +0.24% $9,539 $9,562 149 60% - +$23 -11.0% 5.4h -
70 PEPEUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
71 SHIBUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
72 META 34 17 -0.55% $11,672 $11,608 158 60% - -$64 -5.9% 5.3h -
73 AXP 27 11 -0.55% $11,065 $11,004 157 58% - -$61 -12.7% 4.9h -
74 XLF 29 49 -0.67% $11,009 $10,936 151 57% - -$74 -5.4% 6.9h -
75 CRWD 39 12🧊 -1.37% $13,714 $13,526 152 61% - -$188 -12.6% 6.7h -
76 CSCO 14 36🔥 -1.49% $9,734 $9,589 151 64% - -$145 -10.7% 7.5h -
77 ACN 12 16 -2.07% $8,763 $8,582 160 61% - -$181 -15.0% 6.8h -
78 OXY 10 19 -2.27% $8,903 $8,701 150 58% - -$202 -17.0% 6.1h -
79 TMO 15 47🔥 -3.10% $10,364 $10,043 159 58% - -$321 -13.7% 5.2h -
80 DOTUSD -3.15% $10,100 $9,781 104 31% $5,137 -$318 -99.1% 1.0h 5 Feb 6, 2026
81 COST 21 14 -3.49% $10,701 $10,328 154 58% - -$373 -7.2% 5.7h -
82 V 16 12 -3.60% $10,458 $10,081 158 59% - -$376 -5.0% 6.8h -
83 ABBV 15 16 -4.10% $9,638 $9,243 154 64% - -$395 -17.6% 6.6h -
84 IBM 21 30 -4.38% $10,971 $10,490 152 57% - -$481 -9.2% 4.7h -
85 MARA 23 16 -4.51% $11,549 $11,028 154 61% - -$521 -29.5% 6.1h -
86 SNOW 22 11 -5.20% $11,345 $10,755 154 56% - -$590 -17.7% 6.3h -
87 ADBE 11 17 -6.11% $8,672 $8,142 156 60% - -$530 -18.6% 6.8h -
88 SQQQ 9 12 -6.15% $6,565 $6,161 152 57% - -$404 -42.9% 6.3h -
89 HD 13 55🔥 -6.57% $10,714 $10,010 153 55% - -$704 -5.1% 3.8h -
90 MSFT 13 25 -8.00% $10,451 $9,615 152 54% - -$836 -10.0% 4.8h -
91 GLD 10 10 -8.36% $10,057 $9,216 155 57% - -$841 -7.6% 5.1h -
92 PM 14 21 -8.97% $10,969 $9,986 153 56% - -$984 -10.7% 5.3h -
93 SOFI 22 67🔥 -9.53% $11,672 $10,560 156 61% - -$1,112 -26.0% 5.5h -
94 PYPL 13 27 -9.60% $10,915 $9,867 147 60% - -$1,048 -17.7% 6.3h -
95 PANW 10 13 -9.67% $9,577 $8,651 158 53% - -$926 -24.6% 6.9h -
96 CMCSA 13 20 -11.33% $9,295 $8,242 157 65% - -$1,053 -19.7% 6.3h -
97 XOM 13 10 -12.13% $10,718 $9,418 156 61% - -$1,300 -9.1% 5.5h -
98 WFC 12 23 -13.07% $10,645 $9,254 149 61% - -$1,391 -15.9% 6.5h -
99 ORCL 9 63🔥 -13.28% $10,532 $9,133 155 51% - -$1,399 -27.9% 6.9h -
100 SMCI 15 25 -13.85% $8,107 $6,984 154 63% - -$1,123 -55.7% 5.3h -
101 COIN 18 17 -16.90% $12,529 $10,412 147 54% - -$2,117 -42.7% 6.1h -
102 HOOD 32 18 -17.55% $15,621 $12,879 153 57% - -$2,741 -26.1% 6.6h -
103 LCID 11 16 -18.01% $11,018 $9,033 156 62% - -$1,984 -30.7% 5.2h -
104 RIOT 12 70🔥 -27.38% $13,549 $9,839 149 56% - -$3,710 -50.0% 7.1h -
105 MRNA 9 20 -37.97% $8,882 $5,509 150 55% - -$3,372 -31.7% 6.1h -
106 AVAXUSD -39.62% $10,100 $6,098 203 24% $6,777 -$4,002 -99.0% 1.1h 5 Jan 25, 2026
107 ETHUSD -46.97% $10,099 $5,356 233 24% $7,489 -$4,744 -99.0% 1.0h 5 Jan 22, 2026
108 DOGEUSD -63.44% $10,096 $3,691 211 51% $7,010 -$6,405 -150.9% 4.0h 1 Jul 30, 2025
109 LINKUSD -89.62% $10,098 $1,048 560 22% $9,935 -$9,050 -99.0% 1.0h 4 Nov 25, 2025
110 UNIUSD -93.58% $10,093 $648 654 31% $8,974 -$9,445 -99.1% 1.0h 4 Nov 11, 2025
111 BTCUSD -95.08% $10,098 $497 730 12% $10,511 -$9,601 -99.0% 1.0h 4 Oct 30, 2025
112 LTCUSD -96.13% $10,088 $390 823 23% $12,903 -$9,697 -99.1% 1.0h 4 Oct 10, 2025
113 SOLUSD -97.02% $10,106 $301 733 20% $8,569 -$9,805 -99.1% 1.0h 4 Oct 27, 2025
114 XRPUSD -98.38% $10,104 $164 975 20% $11,835 -$9,941 -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.