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 14, 2026 → Feb 14, 2026 (31 days)

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

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

$10,719

Avg Value (per symbol)

Started at: $10,739 ($-20)

-0.18%

Last Month ROI

57.0%

Win Rate

1,280

Total Trades

Quick Performance Comparison

Click any period to view detailed stats

Equity Curve (Last Month)

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 Month)

📉 Worst 5 Performing Symbols (Last Month)

📊 All Symbol Results

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

📅 Last Month: Jan 14, 2026 → Feb 14, 2026 (31 days)

Rank	Symbol	Return	1M Start	Final Value	Trades	Win Rate	Fees	Net	Max DD	Avg Hold	Refunds	Last Refund
1	NET	+17.73%	$10,520	$12,385	13	46%	-	+$1,865	-16.9%	6.4h	✓	-
2	NIO	+14.95%	$7,886	$9,065	12	67%	-	+$1,179	-30.0%	6.6h	✓	-
3	ARM	+7.91%	$11,946	$12,891	13	62%	-	+$945	-16.8%	6.3h	✓	-
4	MU	+6.63%	$10,782	$11,497	13	69%	-	+$715	-23.5%	4.9h	✓	-
5	DIS	+5.32%	$8,826	$9,295	14	64%	-	+$470	-21.3%	6.2h	✓	-
6	GILD	+5.16%	$9,104	$9,574	12	75%	-	+$470	-18.5%	6.6h	✓	-
7	CRM	+4.74%	$9,888	$10,356	13	69%	-	+$469	-9.2%	8.0h	✓	-
8	XOM	+4.26%	$10,400	$10,843	13	69%	-	+$443	-9.1%	5.5h	✓	-
9	INTC	+3.65%	$9,593	$9,943	13	54%	-	+$350	-24.3%	6.5h	✓	-
10	NVDA	+3.63%	$13,903	$14,407	12	67%	-	+$505	-11.5%	4.4h	✓	-
11	AMZN	+3.57%	$10,548	$10,925	14	64%	-	+$377	-15.2%	5.8h	✓	-
12	TSLA	+3.34%	$8,868	$9,165	12	67%	-	+$296	-25.6%	5.0h	✓	-
13	ISRG	+3.31%	$12,182	$12,585	14	57%	-	+$403	-17.0%	4.5h	✓	-
14	CVX	+3.23%	$10,968	$11,323	14	79%	-	+$354	-5.5%	6.1h	✓	-
15	BIIB	+2.91%	$8,781	$9,037	13	62%	-	+$256	-26.8%	4.7h	✓	-
16	SMCI	+2.73%	$7,895	$8,111	13	62%	-	+$216	-55.7%	5.3h	✓	-
17	ADBE	+2.59%	$8,377	$8,594	13	62%	-	+$217	-18.6%	6.8h	✓	-
18	AMGN	+2.49%	$10,673	$10,938	12	75%	-	+$266	-10.0%	4.5h	✓	-
19	AXP	+2.35%	$10,835	$11,090	12	67%	-	+$255	-12.7%	4.9h	✓	-
20	PG	+2.33%	$10,722	$10,971	11	91%	-	+$250	-7.0%	6.1h	✓	-
21	BMY	+2.20%	$15,171	$15,505	11	64%	-	+$334	-10.5%	5.6h	✓	-
22	RIOT	+1.93%	$9,278	$9,457	12	67%	-	+$179	-50.0%	7.1h	✓	-
23	KO	+1.79%	$10,290	$10,474	12	58%	-	+$184	-6.2%	5.8h	✓	-
24	COP	+1.78%	$9,466	$9,635	13	77%	-	+$169	-18.3%	5.6h	✓	-
25	XLE	+1.73%	$9,649	$9,816	12	67%	-	+$167	-13.3%	5.3h	✓	-
26	USO	+1.67%	$11,194	$11,381	13	54%	-	+$187	-11.5%	5.6h	✓	-
27	COST	+1.59%	$10,452	$10,618	14	64%	-	+$166	-7.2%	5.7h	✓	-
28	V	+1.48%	$10,265	$10,417	14	79%	-	+$152	-5.0%	6.8h	✓	-
29	CSCO	+1.47%	$9,564	$9,705	14	50%	-	+$141	-10.7%	7.5h	✓	-
30	XLK	+1.46%	$10,881	$11,040	13	69%	-	+$159	-11.6%	6.8h	✓	-
31	MRK	+1.45%	$11,677	$11,846	13	62%	-	+$169	-8.0%	4.8h	✓	-
32	PEP	+1.35%	$9,815	$9,948	11	64%	-	+$133	-12.9%	6.3h	✓	-
33	BRK-B	+1.31%	$11,750	$11,904	13	62%	-	+$154	-4.6%	6.3h	✓	-
34	GOOGL	+1.22%	$11,033	$11,167	14	57%	-	+$135	-9.9%	5.7h	✓	-
35	JNJ	+1.19%	$11,298	$11,432	11	82%	-	+$134	-5.7%	5.0h	✓	-
36	LCID	+1.17%	$9,642	$9,755	13	62%	-	+$113	-30.7%	5.2h	✓	-
37	OXY	+1.08%	$8,479	$8,570	12	67%	-	+$92	-17.0%	6.1h	✓	-
38	UNH	+0.84%	$9,295	$9,374	14	64%	-	+$78	-22.2%	5.8h	✓	-
39	SLB	+0.83%	$9,811	$9,893	11	64%	-	+$81	-18.4%	6.7h	✓	-
40	RBLX	+0.82%	$12,393	$12,494	14	57%	-	+$102	-18.1%	7.7h	✓	-
41	WMT	+0.70%	$11,527	$11,608	12	58%	-	+$81	-4.5%	6.2h	✓	-
42	PLTR	+0.63%	$18,926	$19,046	14	71%	-	+$119	-11.2%	4.9h	✓	-
43	MA	+0.48%	$10,489	$10,539	11	64%	-	+$50	-5.8%	7.6h	✓	-
44	MARA	+0.39%	$11,480	$11,525	14	57%	-	+$45	-29.5%	6.1h	✓	-
45	VRTX	+0.29%	$11,720	$11,754	12	42%	-	+$34	-5.5%	5.3h	✓	-
46	MCD	+0.11%	$12,198	$12,211	12	42%	-	+$13	-4.1%	5.4h	✓	-
47	ORCL	+0.05%	$8,888	$8,892	13	54%	-	+$4	-27.9%	6.9h	✓	-
48	MDT	-0.02%	$8,995	$8,993	11	55%	-	-$2	-13.7%	4.9h	✓	-
49	GS	-0.08%	$13,707	$13,697	12	58%	-	-$11	-3.9%	6.1h	✓	-
50	C	-0.09%	$11,644	$11,634	11	36%	-	-$10	-6.0%	5.3h	✓	-
51	SCHW	-0.16%	$12,786	$12,766	13	62%	-	-$20	-7.0%	5.7h	✓	-
52	CMCSA	-0.17%	$9,218	$9,203	11	55%	-	-$16	-19.7%	6.3h	✓	-
53	PM	-0.27%	$10,538	$10,510	10	40%	-	-$28	-10.7%	5.3h	✓	-
54	VZ	-0.36%	$9,731	$9,696	12	50%	-	-$35	-12.7%	5.7h	✓	-
55	META	-0.39%	$12,480	$12,432	13	69%	-	-$49	-5.9%	5.3h	✓	-
56	PFE	-0.46%	$10,024	$9,978	12	50%	-	-$46	-11.8%	6.2h	✓	-
57	RIVN	-0.53%	$7,413	$7,374	13	54%	-	-$39	-32.4%	7.7h	✓	-
58	REGN	-0.68%	$10,963	$10,888	14	50%	-	-$75	-13.4%	6.7h	✓	-
59	QQQ	-0.72%	$10,690	$10,614	12	58%	-	-$77	-4.4%	6.1h	✓	-
60	MS	-0.73%	$10,954	$10,874	11	64%	-	-$80	-9.7%	6.1h	✓	-
61	TMO	-0.75%	$9,981	$9,906	14	57%	-	-$75	-13.7%	5.2h	✓	-
62	VOO	-0.81%	$11,052	$10,962	13	62%	-	-$90	-5.6%	5.6h	✓	-
63	TQQQ	-0.82%	$10,349	$10,264	13	62%	-	-$85	-17.9%	5.9h	✓	-
64	HD	-0.83%	$10,727	$10,638	12	67%	-	-$89	-5.1%	3.8h	✓	-
65	SQQQ	-0.88%	$6,201	$6,146	13	62%	-	-$55	-42.9%	6.3h	✓	-
66	LLY	-0.91%	$8,607	$8,528	14	64%	-	-$78	-24.9%	5.9h	✓	-
67	VTI	-0.93%	$10,048	$9,955	12	50%	-	-$93	-8.8%	6.0h	✓	-
68	AMD	-0.93%	$9,991	$9,898	15	53%	-	-$93	-28.5%	6.3h	✓	-
69	TLT	-0.96%	$10,238	$10,140	13	46%	-	-$98	-6.8%	5.3h	✓	-
70	NFLX	-1.01%	$11,069	$10,958	13	69%	-	-$112	-13.7%	6.8h	✓	-
71	AAPL	-1.06%	$11,351	$11,230	12	42%	-	-$120	-13.3%	6.8h	✓	-
72	SPY	-1.13%	$10,712	$10,591	11	64%	-	-$121	-7.1%	5.9h	✓	-
73	IWM	-1.13%	$9,383	$9,277	12	42%	-	-$106	-14.5%	7.0h	✓	-
74	BLK	-1.18%	$13,763	$13,601	12	58%	-	-$162	-4.0%	4.8h	✓	-
75	VXX	-1.39%	$11,523	$11,363	11	64%	-	-$160	-19.3%	6.2h	✓	-
76	AMC	-1.45%	$17,453	$17,200	12	58%	-	-$253	-18.6%	5.2h	✓	-
77	ARKK	-1.52%	$11,081	$10,913	13	46%	-	-$168	-16.4%	6.2h	✓	-
78	CRWD	-1.89%	$14,605	$14,329	15	60%	-	-$276	-12.6%	6.7h	✓	-
79	GLD	-2.22%	$10,037	$9,814	12	50%	-	-$223	-7.6%	5.1h	✓	-
80	ACN	-2.24%	$9,165	$8,959	14	64%	-	-$205	-15.0%	6.8h	✓	-
81	XLF	-2.38%	$10,979	$10,717	13	46%	-	-$261	-5.4%	6.9h	✓	-
82	PANW	-2.69%	$9,302	$9,052	12	50%	-	-$250	-24.6%	6.9h	✓	-
83	PYPL	-2.69%	$9,914	$9,648	14	43%	-	-$267	-17.7%	6.3h	✓	-
84	DIA	-2.72%	$9,595	$9,334	11	36%	-	-$261	-11.0%	5.4h	✓	-
85	WFC	-2.81%	$9,803	$9,527	13	69%	-	-$275	-15.9%	6.5h	✓	-
86	COIN	-2.82%	$10,080	$9,795	14	43%	-	-$284	-42.7%	6.1h	✓	-
87	BAC	-2.85%	$10,267	$9,975	11	27%	-	-$293	-7.2%	6.8h	✓	-
88	SPXU	-3.27%	$10,966	$10,607	13	54%	-	-$359	-19.1%	10.6h	✓	-
89	GME	-3.47%	$7,563	$7,301	14	43%	-	-$262	-44.4%	6.8h	✓	-
90	UVXY	-3.98%	$9,254	$8,886	12	50%	-	-$368	-33.5%	6.8h	✓	-
91	IBM	-4.07%	$10,854	$10,412	11	45%	-	-$442	-9.2%	4.7h	✓	-
92	JPM	-4.33%	$11,546	$11,046	12	33%	-	-$500	-7.6%	5.9h	✓	-
93	AVGO	-5.19%	$12,316	$11,677	13	46%	-	-$639	-12.8%	5.7h	✓	-
94	SOFI	-6.13%	$10,520	$9,875	13	38%	-	-$645	-26.0%	5.5h	✓	-
95	SLV	-6.39%	$12,628	$11,821	11	45%	-	-$807	-25.0%	4.9h	✓	-
96	MSFT	-7.25%	$10,294	$9,547	12	42%	-	-$746	-10.0%	4.8h	✓	-
97	DKNG	-8.22%	$12,996	$11,928	14	50%	-	-$1,068	-14.0%	5.1h	✓	-
98	MRNA	-8.85%	$6,927	$6,314	13	62%	-	-$613	-31.7%	6.1h	✓	-
99	SNOW	-9.34%	$13,052	$11,833	11	45%	-	-$1,219	-17.7%	6.3h	✓	-
100	ABBV	-10.26%	$10,052	$9,021	12	50%	-	-$1,031	-17.6%	6.6h	✓	-
101	SOXL	-10.50%	$16,024	$14,341	9	44%	-	-$1,682	-43.9%	5.2h	✓	-
102	HOOD	-13.70%	$14,655	$12,647	13	15%	-	-$2,008	-26.1%	6.6h	✓	-

👤 Personality

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