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

Marcus Reversal's Analysis

Last 3 Months: 2026-02-06 to present • 23 trades in period

-2.16%
Last 3 Months Return
$14,506.93
Current Value
39%
Win Rate
$14,826.43
Period Start
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PHASE 5: BULL TREND
Signals generated 2026-05-06 11:03:51

Trend-following and momentum strategies active. Ride winners.

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)
62.8 neutral
20d Trend
+12.6%
5d Trend
+8.3%
EMA20 Dist
+8.3%
ATR%
4.8%
Range Pos
29%
Bounce Ratio
1.8×
Green/Red 10d
7/3
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

24
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
4.9/35
Total Return
13.8/25
Win Rate
0.5/15
Profit Factor
0.7/15
Consistency
4.5/10
Raw Quality 24.4/100
× Confidence 1.00 = 24.3

30-Day Momentum

3
-23.9%
30d Return
0%
Win Rate
6
Trades
0.5×
Profit Factor
Quality: 4.3 Conf: 0.74×
Declining (-21 vs lifetime)
Momentum below PRO threshold (40+)
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 (100%) 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
4,881
Timeframe
5-Minute Bars
Period Range
2026-02-06 → 2026-05-06
Trading Days
62 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
$14,826.43
Current Value
$14,506.93
Period P&L
$-319.52
Max Drawdown
-32.2%
Sharpe Ratio
0.01

Trade Statistics (Last 3 Months)

Trades in Period
23
Winners / Losers
9 / 14
Best Trade
+8.62%
Worst Trade
-8.89%
Avg Trade Return
+0.03%
Avg Hold Time
1.5d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$716,027.97
Estimated Fees
$0.00
Gross P&L
$-319.52
Net P&L (after fees)
$-319.52
Gross Return
-2.16%
Net Return (after fees)
-2.16%

✅ 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

📈 VXX 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: 62 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last 3 Months - 23 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Marcus Reversal had $14,826.43 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 Feb 6, 2026 10:10am ET $27.99 529 $14,806.71 — — —
🔴 SELL Feb 9, 2026 10:00am ET $27.09 529 $14,330.61 $14,350.35 $-476.10
(-3.2%) 		🛑 -10% Stop
3d held
2 🟢 BUY Feb 17, 2026 11:20am ET $28.98 495 $14,342.63 — — —
🔴 SELL Feb 17, 2026 2:45pm ET $28.09 495 $13,904.55 $13,912.27 $-438.08
(-3.1%) 		🛑 -10% Stop
3.4h held
3 🟢 BUY Feb 19, 2026 3:50pm ET $29.09 478 $13,905.02 — — —
🔴 SELL Feb 20, 2026 10:55am ET $28.18 478 $13,472.43 $13,479.68 $-432.59
(-3.1%) 		🛑 -10% Stop
19.1h held
4 🟢 BUY Feb 23, 2026 1:40pm ET $28.92 466 $13,474.39 — — —
🔴 SELL Feb 25, 2026 9:30am ET $27.88 466 $12,992.08 $12,997.37 $-482.31
(-3.6%) 		🛑 -10% Stop
1.8d held
5 🟢 BUY Feb 26, 2026 9:30am ET $27.27 476 $12,982.90 — — —
🔴 SELL Feb 26, 2026 10:25am ET $28.69 476 $13,656.44 $13,670.91 +$673.54
(+5.2%) 		🎯 +5% Target
55m held
6 🟢 BUY Feb 27, 2026 10:50am ET $28.72 476 $13,670.72 — — —
🔴 SELL Mar 2, 2026 9:30am ET $30.60 476 $14,565.60 $14,565.79 +$894.88
(+6.5%) 		🎯 +5% Target
2.9d held
7 🟢 BUY Mar 3, 2026 11:25am ET $32.01 455 $14,564.50 — — —
🔴 SELL Mar 3, 2026 1:10pm ET $30.95 455 $14,084.52 $14,085.81 $-479.98
(-3.3%) 		🛑 -10% Stop
1.8h held
8 🟢 BUY Mar 4, 2026 1:35pm ET $29.17 482 $14,057.53 — — —
🔴 SELL Mar 5, 2026 10:25am ET $30.90 482 $14,893.80 $14,922.08 +$836.27
(+5.9%) 		🎯 +5% Target
20.8h held
9 🟢 BUY Mar 9, 2026 11:15am ET $35.23 423 $14,902.29 — — —
🔴 SELL Mar 9, 2026 12:30pm ET $34.14 423 $14,441.22 $14,461.01 $-461.07
(-3.1%) 		🛑 -10% Stop
1.3h held
10 🟢 BUY Mar 10, 2026 1:15pm ET $30.92 467 $14,439.64 — — —
🔴 SELL Mar 10, 2026 2:20pm ET $32.49 467 $15,172.83 $15,194.20 +$733.19
(+5.1%) 		🎯 +5% Target
1.1h held
11 🟢 BUY Mar 11, 2026 2:45pm ET $33.01 460 $15,184.60 — — —
🔴 SELL Mar 13, 2026 11:50am ET $34.70 460 $15,962.32 $15,971.92 +$777.72
(+5.1%) 		🎯 +5% Target
1.9d held
12 🟢 BUY Mar 16, 2026 1:30pm ET $32.85 486 $15,965.10 — — —
🔴 SELL Mar 17, 2026 9:35am ET $31.63 486 $15,372.18 $15,379.00 $-592.92
(-3.7%) 		🛑 -10% Stop
20.1h held
13 🟢 BUY Mar 18, 2026 2:05pm ET $33.69 456 $15,360.82 — — —
🔴 SELL Mar 19, 2026 9:30am ET $36.59 456 $16,685.04 $16,703.22 +$1,324.22
(+8.6%) 		🎯 +5% Target
19.4h held
14 🟢 BUY Mar 20, 2026 12:00pm ET $34.59 482 $16,672.38 — — —
🔴 SELL Mar 20, 2026 3:40pm ET $36.48 482 $17,583.36 $17,614.20 +$910.98
(+5.5%) 		🎯 +5% Target
3.7h held
15 🟢 BUY Mar 24, 2026 2:40pm ET $34.46 511 $17,606.51 — — —
🔴 SELL Mar 26, 2026 1:25pm ET $36.31 511 $18,551.86 $18,559.55 +$945.35
(+5.4%) 		🎯 +5% Target
1.9d held
16 🟢 BUY Mar 30, 2026 9:30am ET $38.03 488 $18,558.64 — — —
🔴 SELL Mar 31, 2026 10:30am ET $36.88 488 $17,999.88 $18,000.79 $-558.76
(-3.0%) 		🛑 -10% Stop
1d held
17 🟢 BUY Apr 1, 2026 10:55am ET $34.78 517 $17,983.84 — — —
🔴 SELL Apr 2, 2026 9:30am ET $36.83 517 $19,041.11 $19,058.06 +$1,057.27
(+5.9%) 		🎯 +5% Target
22.6h held
18 🟢 BUY Apr 6, 2026 9:30am ET $34.63 550 $19,046.50 — — —
🔴 SELL Apr 8, 2026 9:30am ET $31.55 550 $17,352.56 $17,364.11 $-1,693.95
(-8.9%) 		🛑 -10% Stop
2d held
19 🟢 BUY Apr 9, 2026 11:00am ET $31.47 551 $17,337.27 — — —
🔴 SELL Apr 9, 2026 1:40pm ET $30.52 551 $16,816.52 $16,843.36 $-520.75
(-3.0%) 		🛑 -10% Stop
2.7h held
20 🟢 BUY Apr 13, 2026 10:40am ET $30.43 553 $16,827.79 — — —
🔴 SELL Apr 14, 2026 9:30am ET $28.94 553 $16,003.82 $16,019.39 $-823.97
(-4.9%) 		🛑 -10% Stop
22.8h held
21 🟢 BUY Apr 15, 2026 1:50pm ET $29.33 546 $16,016.91 — — —
🔴 SELL Apr 17, 2026 11:25am ET $28.43 546 $15,522.78 $15,525.26 $-494.13
(-3.1%) 		🛑 -10% Stop
1.9d held
22 🟢 BUY Apr 20, 2026 12:15pm ET $29.42 527 $15,504.02 — — —
🔴 SELL Apr 28, 2026 3:55pm ET $28.40 527 $14,966.85 $14,988.09 $-537.17
(-3.5%) 		🛑 -10% Stop
8.2d held
23 🟢 BUY Apr 30, 2026 10:15am ET $28.61 523 $14,963.03 — — —
🔴 SELL May 4, 2026 10:20am ET $27.69 523 $14,481.87 $14,506.93 $-481.16
(-3.2%) 		🛑 -10% Stop
4d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $14,506.93
Net Profit/Loss: +$4,506.93
Total Return: +45.07%
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