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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.

Jun 24, 2025 Jun 24, 2026 (365d)

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

$10,532
Avg Value (per symbol)
Started at: $10,576 ($-44)
-0.42%
Last Year ROI
57.4%
Win Rate
20,671
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

+1.3%
1 Month
-1.7%
3 Months
-1.2%
6 Months
+0.4%
YTD
-0.4%
1 Year

Equity Curve (Last Year)

Combined P&L across all 114 symbols

💰 Trading Activity (Last Year)

Stock Volume
$164,397,574
15,445 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: Jun 24, 2025 Jun 24, 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 56 83🔥 +176.15% $11,331 $31,290 139 68% - +$19,959 -43.9% 5.2h -
2 INTC 30 90🔥 +55.28% $8,662 $13,450 158 63% - +$4,788 -24.3% 6.5h -
3 MU 34 60🔥 +45.10% $9,141 $13,264 142 62% - +$4,123 -23.5% 4.9h -
4 MRK 46 29 +33.69% $10,048 $13,434 152 70% - +$3,385 -8.0% 4.8h -
5 AMD 27 66🔥 +31.53% $9,100 $11,969 155 63% - +$2,869 -28.5% 6.3h -
6 RBLX 41 65🔥 +31.25% $11,456 $15,035 159 66% - +$3,580 -18.1% 7.7h -
7 AVGO 38 22 +28.19% $10,476 $13,429 154 64% - +$2,953 -12.8% 5.7h -
8 GILD 21 20 +24.90% $8,398 $10,489 152 64% - +$2,091 -18.5% 6.6h -
9 BMY 52 17🧊 +22.41% $12,381 $15,156 149 69% - +$2,775 -10.5% 5.6h -
10 JNJ 49 25🧊 +21.11% $10,317 $12,495 142 70% - +$2,178 -5.7% 5.0h -
11 UNH 24 65🔥 +20.97% $8,702 $10,527 156 68% - +$1,825 -22.2% 5.8h -
12 TSLA 12 17 +20.76% $7,573 $9,145 150 62% - +$1,572 -25.6% 5.0h -
13 REGN 32 47 +20.17% $9,989 $12,004 154 68% - +$2,015 -13.4% 6.7h -
14 BIIB 15 24 +19.93% $7,818 $9,376 158 69% - +$1,558 -26.8% 4.7h -
15 AMZN 28 17 +18.77% $9,934 $11,798 153 64% - +$1,865 -15.2% 5.8h -
16 XLK 36 57🔥 +18.63% $10,254 $12,164 160 69% - +$1,910 -11.6% 6.8h -
17 ISRG 34 17 +18.48% $10,665 $12,636 153 59% - +$1,971 -17.0% 4.5h -
18 PG 36 49 +16.95% $9,990 $11,684 150 68% - +$1,693 -7.0% 6.1h -
19 CRM 32 70🔥 +16.43% $10,280 $11,969 152 60% - +$1,689 -9.2% 8.0h -
20 NET 35 76🔥 +15.58% $11,780 $13,616 151 60% - +$1,835 -16.9% 6.4h -
21 MARA 28 86🔥 +15.17% $11,456 $13,194 151 64% - +$1,738 -29.5% 6.1h -
22 TQQQ 30 79🔥 +14.95% $10,610 $12,196 154 62% - +$1,586 -17.9% 5.9h -
23 PEP 17 12 +14.22% $9,014 $10,296 151 69% - +$1,282 -12.9% 6.3h -
24 CRWD 48 80🔥 +12.49% $13,842 $15,571 151 64% - +$1,729 -12.6% 6.7h -
25 NVDA 53 58 +12.48% $14,131 $15,895 158 61% - +$1,764 -11.5% 4.4h -
26 GS 68 67 +12.34% $13,387 $15,039 153 62% - +$1,652 -3.9% 6.1h -
27 AMGN 33 16 +10.46% $10,704 $11,824 156 63% - +$1,120 -10.0% 4.5h -
28 MCD 47 14🧊 +10.44% $11,396 $12,585 151 60% - +$1,190 -4.1% 5.4h -
29 VTI 25 39 +10.00% $9,722 $10,694 150 64% - +$972 -8.8% 6.0h -
30 MS 37 23 +9.92% $11,278 $12,397 156 62% - +$1,119 -9.7% 6.1h -
31 PFE 21 23 +9.48% $9,621 $10,533 150 66% - +$912 -11.8% 6.2h -
32 COP 15 40🔥 +9.36% $9,334 $10,208 151 64% - +$874 -18.3% 5.6h -
33 VXX 30 54🔥 +9.35% $11,837 $12,944 152 61% - +$1,107 -19.3% 6.2h -
34 UVXY 23 32 +9.32% $10,358 $11,324 150 64% - +$965 -33.5% 6.8h -
35 C 47 44 +9.31% $12,026 $13,146 150 55% - +$1,120 -6.0% 5.3h -
36 SPXU 24 35 +9.20% $10,361 $11,314 99 57% - +$953 -19.1% 10.6h -
37 ARKK 27 61🔥 +8.62% $10,516 $11,422 152 63% - +$906 -16.4% 6.2h -
38 VOO 36 30 +8.29% $10,424 $11,288 150 65% - +$864 -5.6% 5.6h -
39 KO 33 12🧊 +8.12% $10,378 $11,221 147 62% - +$843 -6.2% 5.8h -
40 AAPL 28 17 +8.06% $10,493 $11,339 147 65% - +$846 -13.3% 6.8h -
41 IWM 13 33 +7.75% $9,423 $10,153 147 61% - +$730 -14.5% 7.0h -
42 VRTX 41 51 +7.65% $11,197 $12,054 147 58% - +$857 -5.5% 5.3h -
43 USO 37 13🧊 +7.45% $12,196 $13,104 150 56% - +$909 -11.5% 5.6h -
44 BRK-B 43 19🧊 +7.43% $11,130 $11,957 154 63% - +$827 -4.6% 6.3h -
45 LLY 14 46🔥 +7.37% $8,432 $9,053 152 67% - +$621 -24.9% 5.9h -
46 BAC 25 47🔥 +6.49% $10,199 $10,861 150 59% - +$662 -7.2% 6.8h -
47 SPY 31 29 +6.43% $10,243 $10,901 148 64% - +$659 -7.1% 5.9h -
48 MDT 13 49🔥 +6.31% $8,972 $9,538 150 65% - +$566 -13.7% 4.9h -
49 AMC 69 37🧊 +6.24% $17,539 $18,633 159 64% - +$1,094 -18.6% 5.2h -
50 GOOGL 28 25 +6.06% $10,655 $11,301 145 59% - +$646 -9.9% 5.7h -
51 CSCO 15 35🔥 +5.49% $9,605 $10,132 150 66% - +$527 -10.7% 7.5h -
52 OXY 11 57🔥 +5.22% $8,902 $9,366 151 58% - +$465 -17.0% 6.1h -
53 ARM 26 34 +4.63% $11,148 $11,664 158 60% - +$516 -16.8% 6.3h -
54 AXP 29 18 +4.12% $11,003 $11,457 155 59% - +$453 -12.7% 4.9h -
55 SLB 12 9 +3.71% $9,460 $9,811 150 62% - +$351 -18.4% 6.7h -
56 ABBV 15 50🔥 +3.54% $9,618 $9,958 153 66% - +$340 -17.6% 6.6h -
57 MA 30 17 +3.53% $10,638 $11,014 155 63% - +$376 -5.8% 7.6h -
58 JPM 38 43 +3.31% $11,809 $12,199 150 62% - +$391 -7.6% 5.9h -
59 NFLX 28 9 +3.27% $11,092 $11,455 154 62% - +$363 -13.7% 6.8h -
60 BLK 56 29🧊 +3.01% $12,969 $13,359 152 66% - +$390 -4.0% 4.8h -
61 QQQ 33 55🔥 +2.74% $10,906 $11,205 151 62% - +$299 -4.4% 6.1h -
62 DIS 11 40🔥 +2.73% $9,335 $9,590 159 60% - +$255 -21.3% 6.2h -
63 CVX 28 43 +1.73% $10,673 $10,858 159 61% - +$185 -5.5% 6.1h -
64 SLV 21 51🔥 +1.71% $10,140 $10,313 152 64% - +$173 -25.0% 4.9h -
65 PANW 11 52🔥 +1.45% $9,502 $9,640 154 58% - +$138 -24.6% 6.9h -
66 DKNG 30 16 +1.41% $11,773 $11,939 153 65% - +$166 -14.0% 5.1h -
67 ACN 12 66🔥 +1.28% $8,559 $8,669 158 60% - +$110 -15.0% 6.8h -
68 DIA 13 36🔥 +1.10% $9,629 $9,735 145 59% - +$106 -11.0% 5.4h -
69 XLE 11 28 +0.76% $9,558 $9,631 160 56% - +$73 -13.3% 5.3h -
70 SHIBUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
71 PEPEUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
72 GME 13 15 -0.89% $7,558 $7,490 159 57% - -$67 -44.4% 6.8h -
73 VZ 15 17 -0.90% $10,110 $10,020 149 62% - -$91 -12.7% 5.7h -
74 TLT 13 6 -1.31% $10,151 $10,018 154 58% - -$133 -6.8% 5.3h -
75 XLF 32 27 -1.53% $11,376 $11,202 147 59% - -$174 -5.4% 6.9h -
76 HD 21 46🔥 -2.23% $10,652 $10,415 149 57% - -$238 -5.1% 3.8h -
77 SOFI 27 54🔥 -2.47% $11,663 $11,375 154 62% - -$288 -26.0% 5.5h -
78 SCHW 41 9🧊 -2.49% $12,643 $12,328 157 61% - -$315 -7.0% 5.7h -
79 GLD 11 46🔥 -2.85% $9,969 $9,685 152 59% - -$284 -7.6% 5.1h -
80 DOTUSD -3.15% $10,100 $9,781 104 31% $5,137 -$318 -99.1% 1.0h 5 Feb 6, 2026
81 META 34 17 -3.39% $12,092 $11,682 155 57% - -$410 -5.9% 5.3h -
82 WMT 30 26 -3.45% $11,356 $10,965 147 61% - -$392 -4.5% 6.2h -
83 COST 22 47🔥 -4.26% $10,864 $10,401 151 60% - -$463 -7.2% 5.7h -
84 ORCL 14 38🔥 -4.54% $10,451 $9,976 154 54% - -$474 -27.9% 6.9h -
85 IBM 18 9 -4.73% $10,817 $10,305 151 56% - -$512 -9.2% 4.7h -
86 RIVN 11 9 -5.23% $8,332 $7,896 149 59% - -$436 -32.4% 7.7h -
87 NIO 12 9 -5.62% $9,790 $9,240 144 58% - -$550 -30.0% 6.6h -
88 V 12 15 -5.73% $10,559 $9,954 156 58% - -$605 -5.0% 6.8h -
89 SNOW 27 43 -6.26% $12,587 $11,799 150 57% - -$788 -17.7% 6.3h -
90 PLTR 49 17🧊 -6.41% $16,921 $15,836 157 66% - -$1,085 -11.2% 4.9h -
91 MSFT 12 11 -7.66% $10,103 $9,329 154 55% - -$774 -10.0% 4.8h -
92 TMO 13 14 -9.71% $10,639 $9,606 153 57% - -$1,033 -13.7% 5.2h -
93 CMCSA 13 19 -10.49% $9,371 $8,388 154 66% - -$983 -19.7% 6.3h -
94 XOM 13 47🔥 -10.74% $11,191 $9,989 154 60% - -$1,202 -9.1% 5.5h -
95 ADBE 10 16 -10.77% $9,121 $8,139 155 61% - -$982 -18.6% 6.8h -
96 SQQQ 8 9 -11.23% $6,175 $5,482 151 58% - -$693 -42.9% 6.3h -
97 PYPL 13 16 -11.96% $11,247 $9,902 151 58% - -$1,345 -17.7% 6.3h -
98 SMCI 15 46🔥 -12.36% $8,546 $7,490 154 64% - -$1,056 -55.7% 5.3h -
99 WFC 13 24 -13.47% $10,781 $9,329 149 63% - -$1,452 -15.9% 6.5h -
100 COIN 20 31 -14.23% $12,515 $10,734 145 56% - -$1,781 -42.7% 6.1h -
101 PM 13 13 -17.99% $11,606 $9,518 153 54% - -$2,088 -10.7% 5.3h -
102 HOOD 30 9🧊 -22.30% $15,607 $12,127 150 53% - -$3,480 -26.1% 6.6h -
103 RIOT 19 34 -23.42% $12,946 $9,914 147 57% - -$3,032 -50.0% 7.1h -
104 LCID 11 15 -31.31% $11,693 $8,032 156 62% - -$3,661 -30.7% 5.2h -
105 AVAXUSD -39.62% $10,100 $6,098 203 24% $6,777 -$4,002 -99.0% 1.1h 5 Jan 25, 2026
106 MRNA 9 21 -44.73% $9,761 $5,395 145 56% - -$4,366 -31.7% 6.1h -
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.