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.

📊 View Performance: 1 Month 3 Months 6 Months YTD 1 Year 2 Years

Feb 14, 2025 → Feb 14, 2026 (365 days)

🎯 Asset Class: 📈 Stocks 102 ₿ Crypto 12 🌐 All Assets 114

📊 Last Year Performance: Showing Professor Mean's performance over the last year across 102 stock symbols. 🟢 LIVE

$10,761

Avg Value (per symbol)

Started at: $10,808 ($-47)

-0.44%

Last Year ROI

59.3%

Win Rate

15,939

Total Trades

Quick Performance Comparison

Click any period to view detailed stats

Equity Curve (Last Year)

Combined P&L across all 102 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 Year)

📉 Worst 5 Performing Symbols (Last Year)

📊 All Symbol Results

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

📅 Last Year: Feb 14, 2025 → Feb 14, 2026 (365 days)

Rank	Symbol	Return	1Y Start	Final Value	Trades	Win Rate	Fees	Net	Max DD	Avg Hold	Refunds	Last Refund
1	SLV	+29.45%	$9,132	$11,821	155	64%	-	+$2,689	-25.0%	4.9h	✓	-
2	SPXU	+27.24%	$8,336	$10,607	66	62%	-	+$2,271	-19.1%	10.6h	✓	-
3	GS	+24.17%	$11,030	$13,697	159	62%	-	+$2,666	-3.9%	6.1h	✓	-
4	PLTR	+23.64%	$15,404	$19,046	158	61%	-	+$3,642	-11.2%	4.9h	✓	-
5	BMY	+21.98%	$12,711	$15,505	151	68%	-	+$2,794	-10.5%	5.6h	✓	-
6	AAPL	+21.19%	$9,267	$11,230	161	63%	-	+$1,964	-13.3%	6.8h	✓	-
7	AVGO	+18.69%	$9,838	$11,677	160	61%	-	+$1,839	-12.8%	5.7h	✓	-
8	JNJ	+16.58%	$9,806	$11,432	149	70%	-	+$1,626	-5.7%	5.0h	✓	-
9	WMT	+15.80%	$10,024	$11,608	153	64%	-	+$1,584	-4.5%	6.2h	✓	-
10	MRK	+14.46%	$10,350	$11,846	151	66%	-	+$1,497	-8.0%	4.8h	✓	-
11	VRTX	+14.02%	$10,309	$11,754	157	61%	-	+$1,445	-5.5%	5.3h	✓	-
12	ARM	+13.72%	$11,336	$12,891	169	56%	-	+$1,555	-16.8%	6.3h	✓	-
13	REGN	+13.36%	$9,605	$10,888	157	59%	-	+$1,283	-13.4%	6.7h	✓	-
14	CRWD	+13.06%	$12,674	$14,329	160	62%	-	+$1,655	-12.6%	6.7h	✓	-
15	NVDA	+13.01%	$12,749	$14,407	161	60%	-	+$1,659	-11.5%	4.4h	✓	-
16	RBLX	+11.45%	$11,211	$12,494	159	64%	-	+$1,284	-18.1%	7.7h	✓	-
17	TSLA	+11.40%	$8,227	$9,165	158	58%	-	+$938	-25.6%	5.0h	✓	-
18	MU	+10.70%	$10,386	$11,497	145	60%	-	+$1,111	-23.5%	4.9h	✓	-
19	SCHW	+10.34%	$11,569	$12,766	164	59%	-	+$1,196	-7.0%	5.7h	✓	-
20	XLK	+9.86%	$10,049	$11,040	165	63%	-	+$991	-11.6%	6.8h	✓	-
21	MCD	+9.61%	$11,141	$12,211	157	57%	-	+$1,071	-4.1%	5.4h	✓	-
22	COP	+9.26%	$8,818	$9,635	159	60%	-	+$817	-18.3%	5.6h	✓	-
23	META	+9.16%	$11,389	$12,432	165	58%	-	+$1,043	-5.9%	5.3h	✓	-
24	PG	+8.87%	$10,078	$10,971	155	65%	-	+$894	-7.0%	6.1h	✓	-
25	BLK	+8.65%	$12,518	$13,601	157	65%	-	+$1,083	-4.0%	4.8h	✓	-
26	GOOGL	+8.58%	$10,285	$11,167	154	60%	-	+$882	-9.9%	5.7h	✓	-
27	AMZN	+8.42%	$10,077	$10,925	160	60%	-	+$848	-15.2%	5.8h	✓	-
28	AMGN	+7.59%	$10,167	$10,938	158	59%	-	+$772	-10.0%	4.5h	✓	-
29	BRK-B	+7.27%	$11,097	$11,904	161	61%	-	+$807	-4.6%	6.3h	✓	-
30	GILD	+6.75%	$8,968	$9,574	156	61%	-	+$605	-18.5%	6.6h	✓	-
31	ISRG	+6.11%	$11,861	$12,585	162	57%	-	+$725	-17.0%	4.5h	✓	-
32	TLT	+5.80%	$9,584	$10,140	156	58%	-	+$556	-6.8%	5.3h	✓	-
33	AMC	+4.89%	$16,398	$17,200	161	63%	-	+$802	-18.6%	5.2h	✓	-
34	CVX	+4.58%	$10,827	$11,323	165	61%	-	+$496	-5.5%	6.1h	✓	-
35	SLB	+3.41%	$9,567	$9,893	157	66%	-	+$326	-18.4%	6.7h	✓	-
36	BIIB	+3.38%	$8,741	$9,037	155	69%	-	+$295	-26.8%	4.7h	✓	-
37	PFE	+3.19%	$9,670	$9,978	155	63%	-	+$308	-11.8%	6.2h	✓	-
38	PEP	+3.18%	$9,641	$9,948	158	65%	-	+$307	-12.9%	6.3h	✓	-
39	VOO	+2.80%	$10,664	$10,962	155	64%	-	+$299	-5.6%	5.6h	✓	-
40	NET	+2.03%	$12,139	$12,385	156	53%	-	+$246	-16.9%	6.4h	✓	-
41	UNH	+1.02%	$9,279	$9,374	165	65%	-	+$95	-22.2%	5.8h	✓	-
42	QQQ	+1.00%	$10,508	$10,614	159	58%	-	+$105	-4.4%	6.1h	✓	-
43	V	+0.82%	$10,333	$10,417	161	60%	-	+$85	-5.0%	6.8h	✓	-
44	MS	+0.71%	$10,798	$10,874	163	59%	-	+$77	-9.7%	6.1h	✓	-
45	TQQQ	+0.66%	$10,197	$10,264	162	59%	-	+$67	-17.9%	5.9h	✓	-
46	HD	+0.46%	$10,590	$10,638	153	56%	-	+$49	-5.1%	3.8h	✓	-
47	VTI	+0.01%	$9,954	$9,955	157	61%	-	+$1	-8.8%	6.0h	✓	-
48	C	-0.16%	$11,653	$11,634	155	51%	-	-$19	-6.0%	5.3h	✓	-
49	PM	-0.34%	$10,546	$10,510	159	57%	-	-$36	-10.7%	5.3h	✓	-
50	ACN	-0.42%	$8,997	$8,959	164	62%	-	-$38	-15.0%	6.8h	✓	-
51	SPY	-0.67%	$10,662	$10,591	152	63%	-	-$71	-7.1%	5.9h	✓	-
52	KO	-0.74%	$10,552	$10,474	150	58%	-	-$78	-6.2%	5.8h	✓	-
53	USO	-0.76%	$11,468	$11,381	153	52%	-	-$87	-11.5%	5.6h	✓	-
54	XLF	-0.81%	$10,805	$10,717	156	54%	-	-$88	-5.4%	6.9h	✓	-
55	CRM	-1.06%	$10,467	$10,356	157	57%	-	-$111	-9.2%	8.0h	✓	-
56	BAC	-1.12%	$10,088	$9,975	155	53%	-	-$113	-7.2%	6.8h	✓	-
57	ARKK	-1.15%	$11,040	$10,913	156	63%	-	-$127	-16.4%	6.2h	✓	-
58	DKNG	-1.16%	$12,068	$11,928	157	63%	-	-$140	-14.0%	5.1h	✓	-
59	MA	-1.20%	$10,667	$10,539	159	61%	-	-$128	-5.8%	7.6h	✓	-
60	COST	-1.22%	$10,749	$10,618	163	56%	-	-$131	-7.2%	5.7h	✓	-
61	GME	-1.60%	$7,420	$7,301	161	60%	-	-$119	-44.4%	6.8h	✓	-
62	SMCI	-2.49%	$8,318	$8,111	157	64%	-	-$207	-55.7%	5.3h	✓	-
63	SNOW	-2.72%	$12,164	$11,833	164	57%	-	-$331	-17.7%	6.3h	✓	-
64	OXY	-2.80%	$8,817	$8,570	156	56%	-	-$247	-17.0%	6.1h	✓	-
65	JPM	-3.08%	$11,397	$11,046	152	55%	-	-$351	-7.6%	5.9h	✓	-
66	XOM	-3.23%	$11,205	$10,843	164	62%	-	-$362	-9.1%	5.5h	✓	-
67	NFLX	-3.84%	$11,395	$10,958	162	60%	-	-$438	-13.7%	6.8h	✓	-
68	GLD	-4.07%	$10,231	$9,814	154	58%	-	-$416	-7.6%	5.1h	✓	-
69	INTC	-5.36%	$10,506	$9,943	161	55%	-	-$563	-24.3%	6.5h	✓	-
70	IBM	-5.65%	$11,036	$10,412	157	55%	-	-$624	-9.2%	4.7h	✓	-
71	XLE	-6.13%	$10,457	$9,816	161	55%	-	-$641	-13.3%	5.3h	✓	-
72	MDT	-6.75%	$9,644	$8,993	156	57%	-	-$651	-13.7%	4.9h	✓	-
73	CSCO	-6.98%	$10,433	$9,705	159	60%	-	-$728	-10.7%	7.5h	✓	-
74	AMD	-7.03%	$10,646	$9,898	158	59%	-	-$748	-28.5%	6.3h	✓	-
75	LLY	-7.87%	$9,257	$8,528	156	62%	-	-$729	-24.9%	5.9h	✓	-
76	ADBE	-7.97%	$9,338	$8,594	158	57%	-	-$744	-18.6%	6.8h	✓	-
77	AXP	-8.42%	$12,109	$11,090	157	58%	-	-$1,020	-12.7%	4.9h	✓	-
78	MSFT	-8.86%	$10,476	$9,547	160	56%	-	-$928	-10.0%	4.8h	✓	-
79	TMO	-9.25%	$10,916	$9,906	162	54%	-	-$1,010	-13.7%	5.2h	✓	-
80	PYPL	-9.47%	$10,657	$9,648	146	60%	-	-$1,009	-17.7%	6.3h	✓	-
81	DIS	-9.50%	$10,271	$9,295	166	58%	-	-$976	-21.3%	6.2h	✓	-
82	IWM	-9.88%	$10,294	$9,277	152	56%	-	-$1,017	-14.5%	7.0h	✓	-
83	CMCSA	-9.91%	$10,215	$9,203	161	61%	-	-$1,012	-19.7%	6.3h	✓	-
84	SOFI	-9.98%	$10,970	$9,875	160	61%	-	-$1,095	-26.0%	5.5h	✓	-
85	RIVN	-10.63%	$8,251	$7,374	153	57%	-	-$877	-32.4%	7.7h	✓	-
86	DIA	-10.79%	$10,463	$9,334	154	53%	-	-$1,129	-11.0%	5.4h	✓	-
87	VZ	-11.72%	$10,983	$9,696	152	60%	-	-$1,287	-12.7%	5.7h	✓	-
88	VXX	-12.75%	$13,023	$11,363	152	58%	-	-$1,660	-19.3%	6.2h	✓	-
89	MARA	-13.07%	$13,258	$11,525	159	57%	-	-$1,733	-29.5%	6.1h	✓	-
90	SOXL	-13.21%	$16,524	$14,341	142	58%	-	-$2,183	-43.9%	5.2h	✓	-
91	WFC	-13.33%	$10,993	$9,527	155	61%	-	-$1,465	-15.9%	6.5h	✓	-
92	SQQQ	-14.81%	$7,215	$6,146	153	56%	-	-$1,069	-42.9%	6.3h	✓	-
93	NIO	-16.47%	$10,852	$9,065	151	56%	-	-$1,787	-30.0%	6.6h	✓	-
94	ABBV	-16.51%	$10,805	$9,021	153	63%	-	-$1,784	-17.6%	6.6h	✓	-
95	PANW	-17.27%	$10,942	$9,052	158	52%	-	-$1,890	-24.6%	6.9h	✓	-
96	ORCL	-21.26%	$11,293	$8,892	160	51%	-	-$2,401	-27.9%	6.9h	✓	-
97	LCID	-22.87%	$12,647	$9,755	158	59%	-	-$2,892	-30.7%	5.2h	✓	-
98	HOOD	-24.08%	$16,658	$12,647	157	56%	-	-$4,011	-26.1%	6.6h	✓	-
99	MRNA	-24.29%	$8,339	$6,314	150	57%	-	-$2,026	-31.7%	6.1h	✓	-
100	UVXY	-24.58%	$11,782	$8,886	154	59%	-	-$2,896	-33.5%	6.8h	✓	-
101	COIN	-31.98%	$14,401	$9,795	151	52%	-	-$4,605	-42.7%	6.1h	✓	-
102	RIOT	-43.46%	$16,726	$9,457	151	51%	-	-$7,269	-50.0%	7.1h	✓	-

👤 Personality

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