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

Jan 1, 2026 → Feb 14, 2026 (44 days)

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

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

$10,722

Avg Value (per symbol)

Started at: $10,700 (+$23)

+0.21%

Year to Date ROI

57.9%

Win Rate

1,798

Total Trades

Quick Performance Comparison

Click any period to view detailed stats

Equity Curve (Year to Date)

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 (Year to Date)

📉 Worst 5 Performing Symbols (Year to Date)

📊 All Symbol Results

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

📅 Year to Date: Jan 1, 2026 → Feb 14, 2026 (44 days)

Rank	Symbol	Return	YTD Start	Final Value	Trades	Win Rate	Fees	Net	Max DD	Avg Hold	Refunds	Last Refund
1	NET	+18.90%	$10,417	$12,385	16	50%	-	+$1,969	-16.9%	6.4h	✓	-
2	INTC	+13.62%	$8,751	$9,943	18	61%	-	+$1,192	-24.3%	6.5h	✓	-
3	NIO	+11.24%	$8,149	$9,065	17	65%	-	+$916	-30.0%	6.6h	✓	-
4	MU	+10.54%	$10,401	$11,497	18	72%	-	+$1,096	-23.5%	4.9h	✓	-
5	DIS	+7.23%	$8,668	$9,295	20	75%	-	+$627	-21.3%	6.2h	✓	-
6	MARA	+6.87%	$10,784	$11,525	20	70%	-	+$741	-29.5%	6.1h	✓	-
7	SMCI	+6.80%	$7,594	$8,111	19	74%	-	+$516	-55.7%	5.3h	✓	-
8	RIVN	+5.84%	$6,967	$7,374	19	63%	-	+$407	-32.4%	7.7h	✓	-
9	XLE	+5.81%	$9,277	$9,816	17	71%	-	+$539	-13.3%	5.3h	✓	-
10	ARM	+5.27%	$12,246	$12,891	19	47%	-	+$645	-16.8%	6.3h	✓	-
11	LCID	+4.35%	$9,348	$9,755	18	67%	-	+$407	-30.7%	5.2h	✓	-
12	TSLA	+4.34%	$8,783	$9,165	17	65%	-	+$381	-25.6%	5.0h	✓	-
13	RIOT	+4.07%	$9,087	$9,457	16	69%	-	+$370	-50.0%	7.1h	✓	-
14	CVX	+3.93%	$10,895	$11,323	18	78%	-	+$428	-5.5%	6.1h	✓	-
15	AMZN	+3.86%	$10,519	$10,925	19	68%	-	+$406	-15.2%	5.8h	✓	-
16	NVDA	+3.86%	$13,872	$14,407	17	65%	-	+$535	-11.5%	4.4h	✓	-
17	CRM	+3.59%	$9,997	$10,356	18	67%	-	+$359	-9.2%	8.0h	✓	-
18	COP	+3.58%	$9,302	$9,635	18	83%	-	+$333	-18.3%	5.6h	✓	-
19	WMT	+3.44%	$11,222	$11,608	18	67%	-	+$386	-4.5%	6.2h	✓	-
20	AMGN	+3.23%	$10,596	$10,938	18	67%	-	+$342	-10.0%	4.5h	✓	-
21	PG	+2.88%	$10,664	$10,971	15	87%	-	+$307	-7.0%	6.1h	✓	-
22	MRK	+2.67%	$11,538	$11,846	18	67%	-	+$308	-8.0%	4.8h	✓	-
23	GILD	+2.57%	$9,334	$9,574	17	59%	-	+$240	-18.5%	6.6h	✓	-
24	KO	+2.47%	$10,221	$10,474	17	71%	-	+$252	-6.2%	5.8h	✓	-
25	GS	+2.38%	$13,378	$13,697	17	71%	-	+$318	-3.9%	6.1h	✓	-
26	BRK-B	+2.31%	$11,635	$11,904	19	63%	-	+$269	-4.6%	6.3h	✓	-
27	CMCSA	+2.17%	$9,007	$9,203	17	59%	-	+$195	-19.7%	6.3h	✓	-
28	OXY	+2.05%	$8,398	$8,570	16	63%	-	+$172	-17.0%	6.1h	✓	-
29	ORCL	+1.96%	$8,721	$8,892	19	63%	-	+$171	-27.9%	6.9h	✓	-
30	XLK	+1.76%	$10,849	$11,040	18	67%	-	+$191	-11.6%	6.8h	✓	-
31	BMY	+1.69%	$15,248	$15,505	17	59%	-	+$258	-10.5%	5.6h	✓	-
32	PLTR	+1.58%	$18,749	$19,046	19	74%	-	+$296	-11.2%	4.9h	✓	-
33	PEP	+1.57%	$9,794	$9,948	17	59%	-	+$154	-12.9%	6.3h	✓	-
34	JNJ	+1.51%	$11,262	$11,432	15	80%	-	+$170	-5.7%	5.0h	✓	-
35	UNH	+1.47%	$9,238	$9,374	20	65%	-	+$136	-22.2%	5.8h	✓	-
36	ISRG	+1.29%	$12,425	$12,585	19	58%	-	+$160	-17.0%	4.5h	✓	-
37	HD	+1.22%	$10,510	$10,638	17	65%	-	+$128	-5.1%	3.8h	✓	-
38	MA	+1.21%	$10,413	$10,539	16	63%	-	+$126	-5.8%	7.6h	✓	-
39	BIIB	+1.05%	$8,943	$9,037	19	63%	-	+$94	-26.8%	4.7h	✓	-
40	USO	+1.03%	$11,265	$11,381	17	53%	-	+$116	-11.5%	5.6h	✓	-
41	AXP	+0.91%	$10,990	$11,090	17	59%	-	+$100	-12.7%	4.9h	✓	-
42	UVXY	+0.78%	$8,817	$8,886	18	61%	-	+$69	-33.5%	6.8h	✓	-
43	XOM	+0.78%	$10,759	$10,843	18	67%	-	+$84	-9.1%	5.5h	✓	-
44	META	+0.68%	$12,348	$12,432	19	68%	-	+$84	-5.9%	5.3h	✓	-
45	VRTX	+0.62%	$11,682	$11,754	18	44%	-	+$72	-5.5%	5.3h	✓	-
46	GOOGL	+0.51%	$11,110	$11,167	17	59%	-	+$57	-9.9%	5.7h	✓	-
47	SLV	+0.46%	$11,767	$11,821	16	50%	-	+$54	-25.0%	4.9h	✓	-
48	VXX	+0.41%	$11,316	$11,363	16	69%	-	+$46	-19.3%	6.2h	✓	-
49	SLB	+0.40%	$9,853	$9,893	14	64%	-	+$39	-18.4%	6.7h	✓	-
50	SOXL	+0.36%	$14,290	$14,341	12	58%	-	+$51	-43.9%	5.2h	✓	-
51	TMO	+0.32%	$9,874	$9,906	19	58%	-	+$32	-13.7%	5.2h	✓	-
52	TQQQ	+0.14%	$10,250	$10,264	19	58%	-	+$14	-17.9%	5.9h	✓	-
53	ARKK	+0.09%	$10,903	$10,913	17	59%	-	+$10	-16.4%	6.2h	✓	-
54	SCHW	-0.07%	$12,775	$12,766	18	56%	-	-$9	-7.0%	5.7h	✓	-
55	COST	-0.14%	$10,633	$10,618	19	53%	-	-$15	-7.2%	5.7h	✓	-
56	PFE	-0.16%	$9,994	$9,978	17	53%	-	-$16	-11.8%	6.2h	✓	-
57	COIN	-0.17%	$9,812	$9,795	18	44%	-	-$17	-42.7%	6.1h	✓	-
58	SQQQ	-0.27%	$6,163	$6,146	18	61%	-	-$17	-42.9%	6.3h	✓	-
59	VOO	-0.36%	$11,002	$10,962	19	63%	-	-$40	-5.6%	5.6h	✓	-
60	QQQ	-0.44%	$10,660	$10,614	18	56%	-	-$47	-4.4%	6.1h	✓	-
61	SPY	-0.49%	$10,643	$10,591	17	65%	-	-$52	-7.1%	5.9h	✓	-
62	TLT	-0.57%	$10,198	$10,140	18	50%	-	-$58	-6.8%	5.3h	✓	-
63	CSCO	-0.59%	$9,762	$9,705	19	47%	-	-$58	-10.7%	7.5h	✓	-
64	LLY	-0.68%	$8,587	$8,528	18	67%	-	-$58	-24.9%	5.9h	✓	-
65	MS	-0.76%	$10,958	$10,874	16	56%	-	-$83	-9.7%	6.1h	✓	-
66	MCD	-0.90%	$12,322	$12,211	18	33%	-	-$111	-4.1%	5.4h	✓	-
67	PM	-0.96%	$10,612	$10,510	14	43%	-	-$102	-10.7%	5.3h	✓	-
68	VTI	-0.97%	$10,052	$9,955	17	53%	-	-$98	-8.8%	6.0h	✓	-
69	NFLX	-0.99%	$11,067	$10,958	18	61%	-	-$110	-13.7%	6.8h	✓	-
70	VZ	-1.02%	$9,796	$9,696	17	47%	-	-$100	-12.7%	5.7h	✓	-
71	BLK	-1.02%	$13,741	$13,601	17	59%	-	-$140	-4.0%	4.8h	✓	-
72	AAPL	-1.10%	$11,355	$11,230	18	44%	-	-$125	-13.3%	6.8h	✓	-
73	AMD	-1.19%	$10,017	$9,898	19	58%	-	-$119	-28.5%	6.3h	✓	-
74	MDT	-1.25%	$9,107	$8,993	17	41%	-	-$114	-13.7%	4.9h	✓	-
75	IWM	-1.26%	$9,395	$9,277	17	41%	-	-$118	-14.5%	7.0h	✓	-
76	C	-1.28%	$11,785	$11,634	16	31%	-	-$151	-6.0%	5.3h	✓	-
77	GLD	-1.60%	$9,974	$9,814	19	58%	-	-$160	-7.6%	5.1h	✓	-
78	V	-1.80%	$10,608	$10,417	20	65%	-	-$191	-5.0%	6.8h	✓	-
79	ACN	-1.88%	$9,131	$8,959	19	63%	-	-$172	-15.0%	6.8h	✓	-
80	AVGO	-1.94%	$11,908	$11,677	19	53%	-	-$231	-12.8%	5.7h	✓	-
81	DIA	-2.28%	$9,552	$9,334	16	38%	-	-$218	-11.0%	5.4h	✓	-
82	REGN	-2.38%	$11,154	$10,888	18	50%	-	-$265	-13.4%	6.7h	✓	-
83	WFC	-2.39%	$9,761	$9,527	18	72%	-	-$233	-15.9%	6.5h	✓	-
84	SPXU	-2.63%	$10,893	$10,607	19	58%	-	-$286	-19.1%	10.6h	✓	-
85	XLF	-2.65%	$11,009	$10,717	17	47%	-	-$292	-5.4%	6.9h	✓	-
86	RBLX	-3.08%	$12,891	$12,494	19	58%	-	-$397	-18.1%	7.7h	✓	-
87	AMC	-3.63%	$17,848	$17,200	17	59%	-	-$648	-18.6%	5.2h	✓	-
88	IBM	-4.19%	$10,867	$10,412	17	47%	-	-$455	-9.2%	4.7h	✓	-
89	CRWD	-4.31%	$14,975	$14,329	18	56%	-	-$645	-12.6%	6.7h	✓	-
90	ADBE	-4.33%	$8,983	$8,594	19	47%	-	-$389	-18.6%	6.8h	✓	-
91	SOFI	-4.69%	$10,361	$9,875	18	50%	-	-$486	-26.0%	5.5h	✓	-
92	PYPL	-4.97%	$10,152	$9,648	19	37%	-	-$505	-17.7%	6.3h	✓	-
93	JPM	-5.05%	$11,634	$11,046	16	44%	-	-$588	-7.6%	5.9h	✓	-
94	BAC	-5.19%	$10,521	$9,975	16	31%	-	-$546	-7.2%	6.8h	✓	-
95	PANW	-5.32%	$9,561	$9,052	18	39%	-	-$509	-24.6%	6.9h	✓	-
96	GME	-5.46%	$7,723	$7,301	19	37%	-	-$422	-44.4%	6.8h	✓	-
97	MSFT	-7.16%	$10,284	$9,547	18	50%	-	-$736	-10.0%	4.8h	✓	-
98	SNOW	-9.46%	$13,069	$11,833	16	56%	-	-$1,236	-17.7%	6.3h	✓	-
99	ABBV	-10.27%	$10,053	$9,021	17	53%	-	-$1,032	-17.6%	6.6h	✓	-
100	MRNA	-11.63%	$7,145	$6,314	17	59%	-	-$831	-31.7%	6.1h	✓	-
101	DKNG	-13.12%	$13,729	$11,928	19	47%	-	-$1,801	-14.0%	5.1h	✓	-
102	HOOD	-13.98%	$14,702	$12,647	18	28%	-	-$2,055	-26.1%	6.6h	✓	-

👤 Personality

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