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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, 2024 Jun 24, 2026 (730d)

📊 2 Years Performance: We gave Professor Mean $10,000 and let him trade 102 stock symbols from Dec 31, 2023 to today. 🟢 LIVE

$11,303
Avg Value (per symbol)
Started at: $10,000 (+$1,303)
+13.03%
2-Year ROI
60.8%
Win Rate
31,478
Total Trades

Quick Performance Comparison

Click any period to view detailed stats

+2.5%
1 Month
+4.1%
3 Months
+5.6%
6 Months
+5.6%
YTD
+6.6%
1 Year

Equity Curve (2 Years)

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 (2 Years)

📉 Worst 5 Performing Symbols (2 Years)

📊 All Symbol Results

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

📅 2 Years: Jun 24, 2024 Jun 24, 2026 (730 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 Start Final Value Trades Win Rate Fees Net Max DD Avg Hold Refunds Last Refund Action
1 SOXL 56 83🔥 +212.90% $10,000 $31,290 300 65% - +$21,290 -43.9% 5.2h -
2 AMC 69 37🧊 +86.33% $10,000 $18,633 319 67% - +$8,633 -18.6% 5.2h -
3 NVDA 53 58 +58.95% $10,000 $15,895 319 61% - +$5,895 -11.5% 4.4h -
4 PLTR 49 17🧊 +58.36% $10,000 $15,836 312 63% - +$5,836 -11.2% 4.9h -
5 CRWD 48 80🔥 +55.71% $10,000 $15,571 311 62% - +$5,571 -12.6% 6.7h -
6 BMY 52 17🧊 +51.56% $10,000 $15,156 305 66% - +$5,156 -10.5% 5.6h -
7 GS 68 67 +50.39% $10,000 $15,039 314 62% - +$5,039 -3.9% 6.1h -
8 RBLX 41 65🔥 +50.35% $10,000 $15,035 309 63% - +$5,035 -18.1% 7.7h -
9 NET 35 76🔥 +36.16% $10,000 $13,616 312 58% - +$3,616 -16.9% 6.4h -
10 INTC 30 90🔥 +34.50% $10,000 $13,450 317 59% - +$3,450 -24.3% 6.5h -
11 MRK 46 29 +34.34% $10,000 $13,434 310 64% - +$3,434 -8.0% 4.8h -
12 AVGO 38 22 +34.29% $10,000 $13,429 316 62% - +$3,429 -12.8% 5.7h -
13 BLK 56 29🧊 +33.59% $10,000 $13,359 308 66% - +$3,359 -4.0% 4.8h -
14 MU 34 60🔥 +32.64% $10,000 $13,264 294 62% - +$3,264 -23.5% 4.9h -
15 MARA 28 86🔥 +31.94% $10,000 $13,194 311 62% - +$3,194 -29.5% 6.1h -
16 C 47 44 +31.46% $10,000 $13,146 310 59% - +$3,146 -6.0% 5.3h -
17 USO 37 13🧊 +31.04% $10,000 $13,104 303 56% - +$3,104 -11.5% 5.6h -
18 VXX 30 54🔥 +29.44% $10,000 $12,944 303 59% - +$2,944 -19.3% 6.2h -
19 ISRG 34 17 +26.36% $10,000 $12,636 315 62% - +$2,636 -17.0% 4.5h -
20 MCD 47 14🧊 +25.85% $10,000 $12,585 307 60% - +$2,585 -4.1% 5.4h -
21 JNJ 49 25🧊 +24.95% $10,000 $12,495 304 66% - +$2,495 -5.7% 5.0h -
22 MS 37 23 +23.97% $10,000 $12,397 318 60% - +$2,397 -9.7% 6.1h -
23 SCHW 41 9🧊 +23.28% $10,000 $12,328 315 64% - +$2,328 -7.0% 5.7h -
24 JPM 38 43 +21.99% $10,000 $12,199 312 62% - +$2,199 -7.6% 5.9h -
25 TQQQ 30 79🔥 +21.96% $10,000 $12,196 313 62% - +$2,196 -17.9% 5.9h -
26 XLK 36 57🔥 +21.64% $10,000 $12,164 323 65% - +$2,164 -11.6% 6.8h -
27 HOOD 30 9🧊 +21.27% $10,000 $12,127 308 61% - +$2,127 -26.1% 6.6h -
28 VRTX 41 51 +20.54% $10,000 $12,054 309 60% - +$2,054 -5.5% 5.3h -
29 REGN 32 47 +20.04% $10,000 $12,004 312 63% - +$2,004 -13.4% 6.7h -
30 CRM 32 70🔥 +19.69% $10,000 $11,969 309 61% - +$1,969 -9.2% 8.0h -
31 AMD 27 66🔥 +19.69% $10,000 $11,969 316 60% - +$1,969 -28.5% 6.3h -
32 BRK-B 43 19🧊 +19.57% $10,000 $11,957 317 63% - +$1,957 -4.6% 6.3h -
33 DKNG 30 16 +19.39% $10,000 $11,939 311 61% - +$1,939 -14.0% 5.1h -
34 AMGN 33 16 +18.24% $10,000 $11,824 318 64% - +$1,824 -10.0% 4.5h -
35 SNOW 27 43 +17.99% $10,000 $11,799 312 59% - +$1,799 -17.7% 6.3h -
36 AMZN 28 17 +17.98% $10,000 $11,798 310 59% - +$1,798 -15.2% 5.8h -
37 PG 36 49 +16.84% $10,000 $11,684 313 65% - +$1,684 -7.0% 6.1h -
38 META 34 17 +16.82% $10,000 $11,682 319 59% - +$1,682 -5.9% 5.3h -
39 ARM 26 34 +16.64% $10,000 $11,664 321 59% - +$1,664 -16.8% 6.3h -
40 AXP 29 18 +14.57% $10,000 $11,457 317 62% - +$1,457 -12.7% 4.9h -
41 NFLX 28 9 +14.55% $10,000 $11,455 318 61% - +$1,455 -13.7% 6.8h -
42 ARKK 27 61🔥 +14.22% $10,000 $11,422 311 60% - +$1,422 -16.4% 6.2h -
43 SOFI 27 54🔥 +13.75% $10,000 $11,375 305 61% - +$1,375 -26.0% 5.5h -
44 AAPL 28 17 +13.39% $10,000 $11,339 311 63% - +$1,339 -13.3% 6.8h -
45 UVXY 23 32 +13.24% $10,000 $11,324 301 62% - +$1,324 -33.5% 6.8h -
46 SPXU 24 35 +13.14% $10,000 $11,314 141 56% - +$1,314 -19.1% 10.6h -
47 GOOGL 28 25 +13.01% $10,000 $11,301 305 60% - +$1,301 -9.9% 5.7h -
48 VOO 36 30 +12.88% $10,000 $11,288 309 61% - +$1,288 -5.6% 5.6h -
49 KO 33 12🧊 +12.21% $10,000 $11,221 303 62% - +$1,221 -6.2% 5.8h -
50 QQQ 33 55🔥 +12.05% $10,000 $11,205 309 63% - +$1,205 -4.4% 6.1h -
51 XLF 32 27 +12.02% $10,000 $11,202 309 59% - +$1,202 -5.4% 6.9h -
52 MA 30 17 +10.14% $10,000 $11,014 315 62% - +$1,014 -5.8% 7.6h -
53 WMT 30 26 +9.65% $10,000 $10,965 301 64% - +$965 -4.5% 6.2h -
54 SPY 31 29 +9.01% $10,000 $10,901 305 63% - +$901 -7.1% 5.9h -
55 BAC 25 47🔥 +8.61% $10,000 $10,861 310 58% - +$861 -7.2% 6.8h -
56 CVX 28 43 +8.57% $10,000 $10,858 321 61% - +$858 -5.5% 6.1h -
57 COIN 20 31 +7.34% $10,000 $10,734 301 58% - +$734 -42.7% 6.1h -
58 VTI 25 39 +6.94% $10,000 $10,694 306 59% - +$694 -8.8% 6.0h -
59 PFE 21 23 +5.33% $10,000 $10,533 311 61% - +$533 -11.8% 6.2h -
60 UNH 24 65🔥 +5.27% $10,000 $10,527 320 68% - +$527 -22.2% 5.8h -
61 GILD 21 20 +4.89% $10,000 $10,489 308 62% - +$489 -18.5% 6.6h -
62 HD 21 46🔥 +4.15% $10,000 $10,415 312 59% - +$415 -5.1% 3.8h -
63 COST 22 47🔥 +4.01% $10,000 $10,401 313 60% - +$401 -7.2% 5.7h -
64 SLV 21 51🔥 +3.13% $10,000 $10,313 310 64% - +$313 -25.0% 4.9h -
65 IBM 18 9 +3.05% $10,000 $10,305 308 59% - +$305 -9.2% 4.7h -
66 PEP 17 12 +2.96% $10,000 $10,296 311 64% - +$296 -12.9% 6.3h -
67 COP 15 40🔥 +2.08% $10,000 $10,208 306 58% - +$208 -18.3% 5.6h -
68 IWM 13 33 +1.53% $10,000 $10,153 303 59% - +$153 -14.5% 7.0h -
69 CSCO 15 35🔥 +1.32% $10,000 $10,132 309 61% - +$132 -10.7% 7.5h -
70 VZ 15 17 +0.20% $10,000 $10,020 304 62% - +$20 -12.7% 5.7h -
71 TLT 13 6 +0.18% $10,000 $10,018 307 58% - +$18 -6.8% 5.3h -
72 XOM 13 47🔥 -0.11% $10,000 $9,989 317 61% - -$11 -9.1% 5.5h -
73 ORCL 14 38🔥 -0.24% $10,000 $9,976 316 55% - -$24 -27.9% 6.9h -
74 ABBV 15 50🔥 -0.42% $10,000 $9,958 310 65% - -$42 -17.6% 6.6h -
75 V 12 15 -0.46% $10,000 $9,954 313 58% - -$46 -5.0% 6.8h -
76 RIOT 19 34 -0.86% $10,000 $9,914 307 59% - -$86 -50.0% 7.1h -
77 PYPL 13 16 -0.98% $10,000 $9,902 294 60% - -$98 -17.7% 6.3h -
78 SLB 12 9 -1.89% $10,000 $9,811 311 63% - -$189 -18.4% 6.7h -
79 DIA 13 36🔥 -2.65% $10,000 $9,735 303 57% - -$265 -11.0% 5.4h -
80 GLD 11 46🔥 -3.15% $10,000 $9,685 306 59% - -$315 -7.6% 5.1h -
81 PANW 11 52🔥 -3.60% $10,000 $9,640 310 55% - -$360 -24.6% 6.9h -
82 XLE 11 28 -3.69% $10,000 $9,631 313 58% - -$369 -13.3% 5.3h -
83 TMO 13 14 -3.94% $10,000 $9,606 313 58% - -$394 -13.7% 5.2h -
84 DIS 11 40🔥 -4.10% $10,000 $9,590 324 57% - -$410 -21.3% 6.2h -
85 MDT 13 49🔥 -4.62% $10,000 $9,538 306 59% - -$462 -13.7% 4.9h -
86 PM 13 13 -4.82% $10,000 $9,518 306 60% - -$482 -10.7% 5.3h -
87 BIIB 15 24 -6.24% $10,000 $9,376 311 64% - -$624 -26.8% 4.7h -
88 OXY 11 57🔥 -6.34% $10,000 $9,366 312 58% - -$634 -17.0% 6.1h -
89 MSFT 12 11 -6.71% $10,000 $9,329 314 56% - -$671 -10.0% 4.8h -
90 WFC 13 24 -6.71% $10,000 $9,329 307 62% - -$671 -15.9% 6.5h -
91 NIO 12 9 -7.60% $10,000 $9,240 299 60% - -$760 -30.0% 6.6h -
92 TSLA 12 17 -8.55% $10,000 $9,145 310 59% - -$855 -25.6% 5.0h -
93 LLY 14 46🔥 -9.47% $10,000 $9,053 311 63% - -$947 -24.9% 5.9h -
94 ACN 12 66🔥 -13.31% $10,000 $8,669 319 59% - -$1,331 -15.0% 6.8h -
95 CMCSA 13 19 -16.12% $10,000 $8,388 311 62% - -$1,612 -19.7% 6.3h -
96 ADBE 10 16 -18.61% $10,000 $8,139 314 57% - -$1,861 -18.6% 6.8h -
97 LCID 11 15 -19.68% $10,000 $8,032 308 60% - -$1,968 -30.7% 5.2h -
98 RIVN 11 9 -21.04% $10,000 $7,896 309 58% - -$2,104 -32.4% 7.7h -
99 GME 13 15 -25.10% $10,000 $7,490 313 62% - -$2,510 -44.4% 6.8h -
100 SMCI 15 46🔥 -25.10% $10,000 $7,490 309 61% - -$2,510 -55.7% 5.3h -
101 SQQQ 8 9 -45.18% $10,000 $5,482 302 54% - -$4,518 -42.9% 6.3h -
102 MRNA 9 21 -46.05% $10,000 $5,395 305 59% - -$4,605 -31.7% 6.1h -

👤 Personality

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