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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.

Mar 24, 2026 Jun 24, 2026 (92d)

📊 Last 3 Months Performance: Showing Professor Mean's performance over the last 3 months across 114 symbols. 🟢 LIVE

$10,193
Avg Value (per symbol)
Started at: $10,374 ($-181)
-1.74%
Last 3 Months ROI
57.7%
Win Rate
3,746
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 3 Months)

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 3 Months)

📉 Worst 5 Performing Symbols (Last 3 Months)

📊 All Symbol Results

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

📅 Last 3 Months: Mar 24, 2026 Jun 24, 2026 (92 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 3M Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 SOXL 56 83🔥 +118.28% $14,335 $31,290 35 83% - +$16,955 -43.9% 5.2h -
2 INTC 30 90🔥 +44.13% $9,332 $13,450 37 84% - +$4,118 -24.3% 6.5h -
3 AMD 27 66🔥 +22.66% $9,758 $11,969 39 67% - +$2,211 -28.5% 6.3h -
4 TQQQ 30 79🔥 +21.46% $10,041 $12,196 36 78% - +$2,155 -17.9% 5.9h -
5 MU 34 60🔥 +15.84% $11,450 $13,264 35 63% - +$1,814 -23.5% 4.9h -
6 ORCL 14 38🔥 +15.51% $8,637 $9,976 38 63% - +$1,340 -27.9% 6.9h -
7 SOFI 27 54🔥 +15.37% $9,860 $11,375 37 68% - +$1,515 -26.0% 5.5h -
8 MRK 46 29 +12.30% $11,962 $13,434 38 68% - +$1,471 -8.0% 4.8h -
9 RIOT 19 34 +11.89% $8,860 $9,914 38 74% - +$1,054 -50.0% 7.1h -
10 UNH 24 65🔥 +11.33% $9,456 $10,527 34 79% - +$1,071 -22.2% 5.8h -
11 NET 35 76🔥 +10.38% $12,335 $13,616 37 68% - +$1,280 -16.9% 6.4h -
12 XLK 36 57🔥 +10.08% $11,051 $12,164 37 81% - +$1,114 -11.6% 6.8h -
13 ABBV 15 50🔥 +10.06% $9,048 $9,958 37 73% - +$910 -17.6% 6.6h -
14 GS 68 67 +10.05% $13,666 $15,039 37 62% - +$1,373 -3.9% 6.1h -
15 MARA 28 86🔥 +9.65% $12,032 $13,194 35 71% - +$1,161 -29.5% 6.1h -
16 CRM 32 70🔥 +9.57% $10,924 $11,969 36 61% - +$1,045 -9.2% 8.0h -
17 CRWD 48 80🔥 +9.51% $14,219 $15,571 34 71% - +$1,352 -12.6% 6.7h -
18 AVGO 38 22 +9.48% $12,266 $13,429 36 69% - +$1,163 -12.8% 5.7h -
19 RBLX 41 65🔥 +9.19% $13,770 $15,035 37 65% - +$1,265 -18.1% 7.7h -
20 C 47 44 +9.07% $12,053 $13,146 37 68% - +$1,093 -6.0% 5.3h -
21 SMCI 15 46🔥 +8.86% $6,880 $7,490 36 69% - +$610 -55.7% 5.3h -
22 JPM 38 43 +8.47% $11,247 $12,199 40 73% - +$953 -7.6% 5.9h -
23 MS 37 23 +8.40% $11,436 $12,397 38 68% - +$961 -9.7% 6.1h -
24 OXY 11 57🔥 +7.52% $8,711 $9,366 38 71% - +$655 -17.0% 6.1h -
25 IWM 13 33 +7.25% $9,467 $10,153 38 68% - +$686 -14.5% 7.0h -
26 NVDA 53 58 +6.97% $14,859 $15,895 39 59% - +$1,036 -11.5% 4.4h -
27 BAC 25 47🔥 +6.75% $10,174 $10,861 35 74% - +$687 -7.2% 6.8h -
28 JNJ 49 25🧊 +6.65% $11,716 $12,495 36 69% - +$779 -5.7% 5.0h -
29 LLY 14 46🔥 +6.27% $8,519 $9,053 40 70% - +$534 -24.9% 5.9h -
30 QQQ 33 55🔥 +6.03% $10,568 $11,205 36 81% - +$637 -4.4% 6.1h -
31 PG 36 49 +5.86% $11,037 $11,684 39 74% - +$647 -7.0% 6.1h -
32 UVXY 23 32 +5.85% $10,698 $11,324 36 67% - +$626 -33.5% 6.8h -
33 VTI 25 39 +5.75% $10,113 $10,694 37 65% - +$581 -8.8% 6.0h -
34 USO 37 13🧊 +5.63% $12,406 $13,104 36 61% - +$698 -11.5% 5.6h -
35 HD 21 46🔥 +5.15% $9,905 $10,415 37 78% - +$510 -5.1% 3.8h -
36 DIA 13 36🔥 +5.08% $9,264 $9,735 35 74% - +$471 -11.0% 5.4h -
37 REGN 32 47 +5.01% $11,432 $12,004 39 77% - +$573 -13.4% 6.7h -
38 PEP 17 12 +4.97% $9,808 $10,296 36 69% - +$487 -12.9% 6.3h -
39 GLD 11 46🔥 +4.81% $9,240 $9,685 37 62% - +$444 -7.6% 5.1h -
40 AMZN 28 17 +4.77% $11,261 $11,798 34 65% - +$537 -15.2% 5.8h -
41 XLF 32 27 +4.70% $10,699 $11,202 37 70% - +$503 -5.4% 6.9h -
42 MDT 13 49🔥 +4.61% $9,118 $9,538 37 76% - +$420 -13.7% 4.9h -
43 KO 33 12🧊 +4.52% $10,735 $11,221 37 73% - +$485 -6.2% 5.8h -
44 ARKK 27 61🔥 +4.22% $10,960 $11,422 37 59% - +$463 -16.4% 6.2h -
45 AMGN 33 16 +4.15% $11,353 $11,824 39 64% - +$471 -10.0% 4.5h -
46 PANW 11 52🔥 +3.90% $9,278 $9,640 37 65% - +$362 -24.6% 6.9h -
47 CSCO 15 35🔥 +3.81% $9,761 $10,132 33 70% - +$372 -10.7% 7.5h -
48 VRTX 41 51 +3.38% $11,660 $12,054 34 62% - +$394 -5.5% 5.3h -
49 DIS 11 40🔥 +3.34% $9,280 $9,590 38 66% - +$310 -21.3% 6.2h -
50 NIO 12 9 +3.13% $8,959 $9,240 36 67% - +$280 -30.0% 6.6h -
51 GILD 21 20 +2.97% $10,187 $10,489 37 62% - +$303 -18.5% 6.6h -
52 COP 15 40🔥 +2.56% $9,953 $10,208 37 65% - +$255 -18.3% 5.6h -
53 VOO 36 30 +2.56% $11,006 $11,288 39 62% - +$282 -5.6% 5.6h -
54 SPY 31 29 +2.53% $10,632 $10,901 39 62% - +$269 -7.1% 5.9h -
55 SLB 12 9 +2.50% $9,571 $9,811 36 58% - +$239 -18.4% 6.7h -
56 BIIB 15 24 +2.48% $9,149 $9,376 39 59% - +$227 -26.8% 4.7h -
57 AXP 29 18 +2.44% $11,184 $11,457 40 58% - +$273 -12.7% 4.9h -
58 PYPL 13 16 +2.22% $9,687 $9,902 42 57% - +$215 -17.7% 6.3h -
59 WFC 13 24 +1.87% $9,157 $9,329 36 72% - +$171 -15.9% 6.5h -
60 PFE 21 23 +1.86% $10,341 $10,533 35 71% - +$192 -11.8% 6.2h -
61 BRK-B 43 19🧊 +1.28% $11,806 $11,957 38 61% - +$151 -4.6% 6.3h -
62 MCD 47 14🧊 +1.15% $12,442 $12,585 36 61% - +$143 -4.1% 5.4h -
63 COST 22 47🔥 +0.92% $10,306 $10,401 34 65% - +$95 -7.2% 5.7h -
64 TLT 13 6 +0.88% $9,930 $10,018 36 67% - +$87 -6.8% 5.3h -
65 VXX 30 54🔥 +0.84% $12,836 $12,944 39 59% - +$108 -19.3% 6.2h -
66 MA 30 17 +0.41% $10,969 $11,014 38 53% - +$45 -5.8% 7.6h -
67 SHIBUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
68 PEPEUSD +0.00% $10,000 $10,000 NO ENTRY - - - -0.0% 0.0h -
69 SPXU 24 35 -0.37% $11,356 $11,314 35 54% - -$42 -19.1% 10.6h -
70 ACN 12 66🔥 -0.40% $8,704 $8,669 39 51% - -$35 -15.0% 6.8h -
71 GOOGL 28 25 -0.48% $11,355 $11,301 37 59% - -$55 -9.9% 5.7h -
72 BMY 52 17🧊 -0.48% $15,229 $15,156 35 69% - -$73 -10.5% 5.6h -
73 ISRG 34 17 -0.84% $12,743 $12,636 37 62% - -$107 -17.0% 4.5h -
74 TSLA 12 17 -1.12% $9,248 $9,145 37 59% - -$104 -25.6% 5.0h -
75 RIVN 11 9 -1.41% $8,009 $7,896 33 55% - -$113 -32.4% 7.7h -
76 ARM 26 34 -1.74% $11,870 $11,664 33 58% - -$207 -16.8% 6.3h -
77 SNOW 27 43 -1.85% $12,021 $11,799 34 59% - -$222 -17.7% 6.3h -
78 BLK 56 29🧊 -1.91% $13,620 $13,359 40 65% - -$260 -4.0% 4.8h -
79 SCHW 41 9🧊 -2.00% $12,579 $12,328 37 70% - -$252 -7.0% 5.7h -
80 VZ 15 17 -2.22% $10,247 $10,020 35 60% - -$227 -12.7% 5.7h -
81 AAPL 28 17 -2.27% $11,602 $11,339 34 65% - -$263 -13.3% 6.8h -
82 V 12 15 -2.29% $10,187 $9,954 38 55% - -$233 -5.0% 6.8h -
83 SLV 21 51🔥 -2.52% $10,580 $10,313 37 65% - -$267 -25.0% 4.9h -
84 NFLX 28 9 -2.58% $11,759 $11,455 38 55% - -$303 -13.7% 6.8h -
85 DKNG 30 16 -2.70% $12,270 $11,939 38 68% - -$331 -14.0% 5.1h -
86 GME 13 15 -3.06% $7,727 $7,490 37 51% - -$236 -44.4% 6.8h -
87 DOTUSD -3.15% $10,100 $9,781 NO ENTRY - $5,137 -$318 -99.1% 1.0h 5 Feb 6, 2026
88 COIN 20 31 -3.16% $11,084 $10,734 34 65% - -$350 -42.7% 6.1h -
89 ADBE 10 16 -3.18% $8,406 $8,139 37 62% - -$267 -18.6% 6.8h -
90 XOM 13 47🔥 -3.23% $10,322 $9,989 35 60% - -$333 -9.1% 5.5h -
91 MSFT 12 11 -3.46% $9,663 $9,329 35 46% - -$334 -10.0% 4.8h -
92 CVX 28 43 -3.48% $11,249 $10,858 40 58% - -$391 -5.5% 6.1h -
93 IBM 18 9 -3.57% $10,687 $10,305 37 49% - -$382 -9.2% 4.7h -
94 META 34 17 -3.78% $12,141 $11,682 34 59% - -$459 -5.9% 5.3h -
95 WMT 30 26 -4.07% $11,430 $10,965 35 60% - -$465 -4.5% 6.2h -
96 XLE 11 28 -4.41% $10,075 $9,631 39 56% - -$444 -13.3% 5.3h -
97 TMO 13 14 -4.57% $10,066 $9,606 35 54% - -$460 -13.7% 5.2h -
98 PM 13 13 -6.45% $10,174 $9,518 37 59% - -$656 -10.7% 5.3h -
99 CMCSA 13 19 -6.57% $8,978 $8,388 34 71% - -$590 -19.7% 6.3h -
100 HOOD 30 9🧊 -6.94% $13,031 $12,127 35 51% - -$904 -26.1% 6.6h -
101 DOGEUSD -7.61% $3,995 $3,691 NO ENTRY - $7,010 -$304 -150.9% 4.0h 1 Jul 30, 2025
102 AMC 69 37🧊 -9.62% $20,616 $18,633 37 62% - -$1,983 -18.6% 5.2h -
103 MRNA 9 21 -12.27% $6,149 $5,395 37 54% - -$755 -31.7% 6.1h -
104 LCID 11 15 -16.40% $9,608 $8,032 38 61% - -$1,576 -30.7% 5.2h -
105 SQQQ 8 9 -17.37% $6,634 $5,482 34 41% - -$1,152 -42.9% 6.3h -
106 PLTR 49 17🧊 -18.85% $19,515 $15,836 41 59% - -$3,679 -11.2% 4.9h -
107 AVAXUSD -39.62% $10,100 $6,098 NO ENTRY - $6,777 -$4,002 -99.0% 1.1h 5 Jan 25, 2026
108 ETHUSD -46.97% $10,099 $5,356 NO ENTRY - $7,489 -$4,744 -99.0% 1.0h 5 Jan 22, 2026
109 LTCUSD -85.74% $2,738 $390 NO ENTRY - $12,903 -$2,347 -99.1% 1.0h 4 Oct 10, 2025
110 UNIUSD -85.94% $4,609 $648 NO ENTRY - $8,974 -$3,961 -99.1% 1.0h 4 Nov 11, 2025
111 BTCUSD -86.31% $3,629 $497 NO ENTRY - $10,511 -$3,132 -99.0% 1.0h 4 Oct 30, 2025
112 LINKUSD -86.38% $7,696 $1,048 NO ENTRY - $9,935 -$6,648 -99.0% 1.0h 4 Nov 25, 2025
113 XRPUSD -87.76% $1,337 $164 NO ENTRY - $11,835 -$1,174 -99.0% 1.2h 3 Sep 14, 2025
114 SOLUSD -88.46% $2,610 $301 NO ENTRY - $8,569 -$2,309 -99.1% 1.0h 4 Oct 27, 2025

👤 Personality

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