Compendium › Marcus Reversal › TLT
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
TLT
Alpaca Tradeable

Marcus Reversal's Analysis

Last 3 Months: 2026-02-06 to present • 4 trades in period

-6.19%
Last 3 Months Return
$7,128.04
Current Value
50%
Win Rate
$7,598.32
Period Start
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PHASE 0: RANGING
Signals generated 2026-05-06 05:54:01

No strong directional signal. Monitor for regime shift.

Fear & Greed
46
Fear
VIX
17.0
NORMAL
10Y Yield
4.45%
ELEVATED
Yield Curve
+0.51%
STEEP
HY Spread
2.77
CALM
🌍 Kp Index
🔴 1.7
Storm
⛈️ 4 storm days in 7d
RSI(14)
49.9 neutral
20d Trend
-0.2%
5d Trend
+0.1%
EMA20 Dist
+0.1%
ATR%
0.7%
Range Pos
20%
Bounce Ratio
2.0×
Green/Red 10d
3/7
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 5, 2026

4
Lifetime
Confidence: 80%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
0.0/15
Profit Factor
0.0/15
Consistency
4.6/10
Raw Quality 4.6/100
× Confidence 0.80 = 3.7

30-Day Momentum

Insufficient Recent Data
Fewer than 3 trades in the last 30 days. Momentum scores require recent trading activity.
How Scoring Works: Score = Quality × Confidence. Quality (0-100) rates absolute performance across 5 dimensions: Return-to-Risk (35pts), Total Return (25pts), Win Rate (15pts), Profit Factor (15pts), Consistency (10pts). Confidence (80%) adjusts for trade count and freshness — more trades + recent activity = higher confidence. Momentum uses the same model recalibrated for a 30-day trailing window. PRO status requires both Lifetime Score ≥ 70 and Momentum ≥ 40.

Data Transparency (Last 3 Months)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
4,863
Timeframe
5-Minute Bars
Period Range
2026-02-06 → 2026-05-05
Trading Days
61 days
Data Gaps
None (2 market holidays)

Market Closed (2 days)

2026-02-16 — Presidents' Day, 2026-04-03 — Good Friday
Brokerage: Alpaca Markets

✓ Tradeable on Alpaca
Stocks: Commission-free • Market hours: 9:30 AM - 4:00 PM ET

To execute these strategies, you'll need an Alpaca brokerage account.

Performance Summary (Last 3 Months)

Period Start Capital
$7,598.32
Current Value
$7,128.04
Period P&L
$-470.29
Max Drawdown
-27.7%
Sharpe Ratio
-0.64

Trade Statistics (Last 3 Months)

Trades in Period
4
Winners / Losers
2 / 2
Best Trade
+1.34%
Worst Trade
-4.15%
Avg Trade Return
-1.43%
Avg Hold Time
28.5d

💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$58,863.33
Estimated Fees
$0.00
Gross P&L
$-470.29
Net P&L (after fees)
$-470.29
Gross Return
-6.19%
Net Return (after fees)
-6.19%

✅ Stocks: Alpaca offers commission-free stock trading. No fees on this symbol!
Actual fees may vary based on your volume tier. See Alpaca pricing.

Equity Curve — Your Money Over Time

Each dot is a completed trade. ● Green = profitable trade, ● Red = losing trade. Hover for details.

The dashed blue line shows your starting $10,000. Points above = profit, points below = loss.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset

Price Action + Equity Overlay

📈 TLT Price (left axis) vs 📊 Your Equity (right axis). See how the stock price moved while you held positions.

🖱️ Scroll to zoom • Click & drag to pan • Double-click to reset
📊 Price data: 61 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last 3 Months - 4 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Marcus Reversal had $7,598.32 at period start. When he sees a buy signal, he uses all available cash to buy shares. He holds until hitting his +5% target, -10% stop loss, or 30-day limit. After selling, the profit/loss is added to his balance, and the next trade uses that new balance.

# Action Date & Time Price/Share Shares Total Value Balance After Result Exit Reason
1 🟢 BUY Jan 12, 2026 9:30am ET $87.44 86 $7,519.84 — — —
🔴 SELL Feb 9, 2026 3:55pm ET $87.51 86 $7,525.86 $7,574.25 +$6.02
(+0.1%) 		📅 Sim Ended
28.3d held
2 🟢 BUY Feb 17, 2026 12:00pm ET $89.91 84 $7,552.47 — — —
🔴 SELL Mar 11, 2026 1:10pm ET $87.21 84 $7,325.72 $7,347.51 $-226.74
(-3.0%) 		🛑 -10% Stop
22d held
3 🟢 BUY Feb 17, 2026 12:00pm ET $89.91 84 $7,552.47 — — —
🔴 SELL Mar 23, 2026 9:30am ET $86.18 84 $7,238.70 $7,033.74 $-313.77
(-4.2%) 		🛑 -10% Stop
33.9d held
4 🟢 BUY Mar 24, 2026 9:30am ET $85.69 82 $7,026.99 — — —
🔴 SELL Apr 23, 2026 9:30am ET $86.85 82 $7,121.29 $7,128.04 +$94.30
(+1.3%) 		⏰ 30 Day Max
30d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $7,128.04
Net Profit/Loss: $-2,871.96
Total Return: -28.72%
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