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

Nov 14, 2025 → Feb 14, 2026 (92 days)

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

📊 Last 3 Months Performance: Showing Professor Mean's performance over the last 3 months across 102 stock symbols. 🟢 LIVE

$10,719

Avg Value (per symbol)

Started at: $10,710 (+$9)

+0.08%

Last 3 Months ROI

59.2%

Win Rate

3,809

Total Trades

Quick Performance Comparison

Click any period to view detailed stats

Equity Curve (Last 3 Months)

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 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: Nov 14, 2025 → Feb 14, 2026 (92 days)

Rank	Symbol	Return	3M Start	Final Value	Trades	Win Rate	Fees	Net	Max DD	Avg Hold	Refunds	Last Refund
1	NET	+15.82%	$10,694	$12,385	37	54%	-	+$1,692	-16.9%	6.4h	✓	-
2	INTC	+13.85%	$8,733	$9,943	38	55%	-	+$1,210	-24.3%	6.5h	✓	-
3	BMY	+12.91%	$13,732	$15,505	38	66%	-	+$1,773	-10.5%	5.6h	✓	-
4	SOXL	+11.83%	$12,824	$14,341	27	63%	-	+$1,517	-43.9%	5.2h	✓	-
5	MARA	+10.31%	$10,448	$11,525	41	61%	-	+$1,077	-29.5%	6.1h	✓	-
6	MRK	+10.19%	$10,751	$11,846	37	73%	-	+$1,096	-8.0%	4.8h	✓	-
7	MU	+8.79%	$10,568	$11,497	34	59%	-	+$929	-23.5%	4.9h	✓	-
8	TSLA	+6.86%	$8,576	$9,165	37	54%	-	+$588	-25.6%	5.0h	✓	-
9	SMCI	+6.62%	$7,607	$8,111	37	76%	-	+$504	-55.7%	5.3h	✓	-
10	BIIB	+6.53%	$8,483	$9,037	40	73%	-	+$554	-26.8%	4.7h	✓	-
11	CVX	+6.46%	$10,636	$11,323	40	73%	-	+$687	-5.5%	6.1h	✓	-
12	PG	+5.89%	$10,361	$10,971	35	77%	-	+$610	-7.0%	6.1h	✓	-
13	XLE	+5.71%	$9,286	$9,816	39	64%	-	+$530	-13.3%	5.3h	✓	-
14	COP	+5.64%	$9,121	$9,635	37	70%	-	+$514	-18.3%	5.6h	✓	-
15	DIS	+5.43%	$8,816	$9,295	40	63%	-	+$479	-21.3%	6.2h	✓	-
16	SLV	+5.12%	$11,245	$11,821	36	61%	-	+$576	-25.0%	4.9h	✓	-
17	PLTR	+4.94%	$18,149	$19,046	40	70%	-	+$897	-11.2%	4.9h	✓	-
18	SLB	+4.76%	$9,443	$9,893	34	71%	-	+$450	-18.4%	6.7h	✓	-
19	SQQQ	+4.33%	$5,891	$6,146	38	68%	-	+$255	-42.9%	6.3h	✓	-
20	UNH	+3.95%	$9,017	$9,374	40	68%	-	+$356	-22.2%	5.8h	✓	-
21	CRM	+3.89%	$9,969	$10,356	37	65%	-	+$388	-9.2%	8.0h	✓	-
22	GILD	+3.87%	$9,217	$9,574	38	58%	-	+$357	-18.5%	6.6h	✓	-
23	GOOGL	+3.37%	$10,803	$11,167	36	56%	-	+$364	-9.9%	5.7h	✓	-
24	RIVN	+3.23%	$7,143	$7,374	37	62%	-	+$231	-32.4%	7.7h	✓	-
25	ARKK	+3.16%	$10,578	$10,913	38	66%	-	+$334	-16.4%	6.2h	✓	-
26	BRK-B	+2.76%	$11,584	$11,904	38	58%	-	+$320	-4.6%	6.3h	✓	-
27	GS	+2.70%	$13,336	$13,697	37	65%	-	+$360	-3.9%	6.1h	✓	-
28	SCHW	+2.64%	$12,437	$12,766	40	58%	-	+$328	-7.0%	5.7h	✓	-
29	AAPL	+2.54%	$10,952	$11,230	37	59%	-	+$278	-13.3%	6.8h	✓	-
30	JNJ	+2.49%	$11,155	$11,432	33	70%	-	+$278	-5.7%	5.0h	✓	-
31	KO	+2.48%	$10,220	$10,474	29	55%	-	+$253	-6.2%	5.8h	✓	-
32	XLK	+2.31%	$10,791	$11,040	40	68%	-	+$249	-11.6%	6.8h	✓	-
33	HD	+2.24%	$10,405	$10,638	36	64%	-	+$233	-5.1%	3.8h	✓	-
34	MA	+2.14%	$10,318	$10,539	36	64%	-	+$221	-5.8%	7.6h	✓	-
35	GLD	+2.13%	$9,609	$9,814	39	59%	-	+$205	-7.6%	5.1h	✓	-
36	PEP	+1.97%	$9,755	$9,948	36	64%	-	+$192	-12.9%	6.3h	✓	-
37	VRTX	+1.89%	$11,536	$11,754	39	59%	-	+$218	-5.5%	5.3h	✓	-
38	CMCSA	+1.76%	$9,043	$9,203	38	55%	-	+$159	-19.7%	6.3h	✓	-
39	AXP	+1.69%	$10,905	$11,090	37	57%	-	+$184	-12.7%	4.9h	✓	-
40	LCID	+1.67%	$9,595	$9,755	37	62%	-	+$160	-30.7%	5.2h	✓	-
41	SPXU	+1.65%	$10,435	$10,607	33	58%	-	+$172	-19.1%	10.6h	✓	-
42	AMZN	+1.52%	$10,761	$10,925	40	65%	-	+$164	-15.2%	5.8h	✓	-
43	VOO	+1.17%	$10,835	$10,962	39	67%	-	+$127	-5.6%	5.6h	✓	-
44	RIOT	+1.00%	$9,363	$9,457	35	66%	-	+$94	-50.0%	7.1h	✓	-
45	AMGN	+0.99%	$10,831	$10,938	38	58%	-	+$107	-10.0%	4.5h	✓	-
46	WMT	+0.92%	$11,502	$11,608	35	60%	-	+$106	-4.5%	6.2h	✓	-
47	SPY	+0.89%	$10,497	$10,591	36	67%	-	+$93	-7.1%	5.9h	✓	-
48	LLY	+0.81%	$8,460	$8,528	38	68%	-	+$69	-24.9%	5.9h	✓	-
49	ISRG	+0.60%	$12,510	$12,585	39	56%	-	+$75	-17.0%	4.5h	✓	-
50	AMC	+0.57%	$17,103	$17,200	39	62%	-	+$97	-18.6%	5.2h	✓	-
51	USO	+0.30%	$11,347	$11,381	37	59%	-	+$34	-11.5%	5.6h	✓	-
52	TLT	+0.22%	$10,117	$10,140	39	56%	-	+$22	-6.8%	5.3h	✓	-
53	QQQ	-0.03%	$10,617	$10,614	39	62%	-	-$3	-4.4%	6.1h	✓	-
54	NVDA	-0.08%	$14,419	$14,407	39	62%	-	-$12	-11.5%	4.4h	✓	-
55	ORCL	-0.28%	$8,917	$8,892	37	59%	-	-$25	-27.9%	6.9h	✓	-
56	BLK	-0.32%	$13,644	$13,601	38	66%	-	-$44	-4.0%	4.8h	✓	-
57	VTI	-0.36%	$9,991	$9,955	39	62%	-	-$36	-8.8%	6.0h	✓	-
58	MS	-0.36%	$10,914	$10,874	38	63%	-	-$39	-9.7%	6.1h	✓	-
59	META	-0.55%	$12,501	$12,432	39	56%	-	-$69	-5.9%	5.3h	✓	-
60	WFC	-0.72%	$9,596	$9,527	37	70%	-	-$69	-15.9%	6.5h	✓	-
61	ARM	-0.97%	$13,017	$12,891	40	55%	-	-$126	-16.8%	6.3h	✓	-
62	NFLX	-0.98%	$11,066	$10,958	39	59%	-	-$108	-13.7%	6.8h	✓	-
63	ADBE	-1.01%	$8,681	$8,594	40	58%	-	-$88	-18.6%	6.8h	✓	-
64	IWM	-1.05%	$9,375	$9,277	36	58%	-	-$98	-14.5%	7.0h	✓	-
65	MDT	-1.17%	$9,100	$8,993	37	57%	-	-$106	-13.7%	4.9h	✓	-
66	PM	-1.29%	$10,647	$10,510	35	54%	-	-$137	-10.7%	5.3h	✓	-
67	XOM	-1.32%	$10,988	$10,843	37	62%	-	-$145	-9.1%	5.5h	✓	-
68	TQQQ	-1.70%	$10,442	$10,264	40	63%	-	-$178	-17.9%	5.9h	✓	-
69	ACN	-1.88%	$9,131	$8,959	37	62%	-	-$172	-15.0%	6.8h	✓	-
70	OXY	-2.02%	$8,747	$8,570	36	56%	-	-$177	-17.0%	6.1h	✓	-
71	MCD	-2.17%	$12,482	$12,211	36	44%	-	-$271	-4.1%	5.4h	✓	-
72	PFE	-2.27%	$10,210	$9,978	37	49%	-	-$232	-11.8%	6.2h	✓	-
73	V	-2.29%	$10,661	$10,417	39	67%	-	-$244	-5.0%	6.8h	✓	-
74	PYPL	-2.30%	$9,875	$9,648	36	53%	-	-$227	-17.7%	6.3h	✓	-
75	COIN	-2.38%	$10,034	$9,795	36	47%	-	-$239	-42.7%	6.1h	✓	-
76	TMO	-2.76%	$10,187	$9,906	38	50%	-	-$281	-13.7%	5.2h	✓	-
77	C	-2.84%	$11,974	$11,634	35	37%	-	-$340	-6.0%	5.3h	✓	-
78	DIA	-3.01%	$9,624	$9,334	35	54%	-	-$290	-11.0%	5.4h	✓	-
79	VXX	-3.16%	$11,733	$11,363	36	61%	-	-$371	-19.3%	6.2h	✓	-
80	REGN	-3.56%	$11,290	$10,888	38	50%	-	-$402	-13.4%	6.7h	✓	-
81	BAC	-3.83%	$10,372	$9,975	36	44%	-	-$397	-7.2%	6.8h	✓	-
82	XLF	-3.83%	$11,144	$10,717	36	50%	-	-$427	-5.4%	6.9h	✓	-
83	VZ	-4.20%	$10,121	$9,696	35	49%	-	-$425	-12.7%	5.7h	✓	-
84	PANW	-4.45%	$9,474	$9,052	39	54%	-	-$422	-24.6%	6.9h	✓	-
85	AMD	-4.45%	$10,359	$9,898	39	56%	-	-$461	-28.5%	6.3h	✓	-
86	COST	-4.81%	$11,154	$10,618	39	59%	-	-$537	-7.2%	5.7h	✓	-
87	UVXY	-5.17%	$9,370	$8,886	37	59%	-	-$484	-33.5%	6.8h	✓	-
88	JPM	-5.38%	$11,674	$11,046	36	53%	-	-$628	-7.6%	5.9h	✓	-
89	GME	-5.78%	$7,749	$7,301	40	43%	-	-$448	-44.4%	6.8h	✓	-
90	CSCO	-5.79%	$10,301	$9,705	40	50%	-	-$596	-10.7%	7.5h	✓	-
91	IBM	-5.97%	$11,073	$10,412	38	50%	-	-$661	-9.2%	4.7h	✓	-
92	AVGO	-6.38%	$12,473	$11,677	36	58%	-	-$796	-12.8%	5.7h	✓	-
93	RBLX	-6.54%	$13,368	$12,494	39	54%	-	-$874	-18.1%	7.7h	✓	-
94	MSFT	-7.10%	$10,277	$9,547	38	55%	-	-$730	-10.0%	4.8h	✓	-
95	NIO	-7.36%	$9,785	$9,065	34	47%	-	-$720	-30.0%	6.6h	✓	-
96	ABBV	-9.15%	$9,929	$9,021	38	61%	-	-$909	-17.6%	6.6h	✓	-
97	CRWD	-9.86%	$15,897	$14,329	42	50%	-	-$1,567	-12.6%	6.7h	✓	-
98	SOFI	-10.57%	$11,042	$9,875	38	53%	-	-$1,167	-26.0%	5.5h	✓	-
99	SNOW	-12.55%	$13,531	$11,833	38	55%	-	-$1,698	-17.7%	6.3h	✓	-
100	HOOD	-13.25%	$14,579	$12,647	37	51%	-	-$1,932	-26.1%	6.6h	✓	-
101	DKNG	-14.59%	$13,965	$11,928	38	53%	-	-$2,038	-14.0%	5.1h	✓	-
102	MRNA	-15.32%	$7,456	$6,314	36	58%	-	-$1,142	-31.7%	6.1h	✓	-

👤 Personality

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