XLF Marcus Reversal's Analysis
2024-01-02 19:30:00+00 to 2026-05-06 14:05:00+00 • 44 trades executed
+26.81%
2 Years Return
$13,672.53
Current Value
55%
Win Rate
$10,781.81
Period Start
PHASE 0: RANGING
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)
44.4 neutral
20d Trend
-1.7%
5d Trend
+0.1%
EMA20 Dist
-0.7%
ATR%
1.2%
Range Pos
44%
Bounce Ratio
1.3×
Green/Red 10d
5/5
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 6, 2026
31
Lifetime
Confidence: 77%
Quality Components
Return-to-Risk
11.2/35
Total Return
13.1/25
Win Rate
6.3/15
Profit Factor
2.9/15
Consistency
6.5/10
Raw Quality
40.0/100
× Confidence 0.77
= 31.0
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 (77%) 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
Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles Used
68,157
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-06
Trading Days
535 days
Data Gaps
None (21 market holidays)
Market Closed (21 days)
2024-05-27 — Memorial Day, 2024-06-19 — Juneteenth, 2024-07-04 — Independence Day, 2024-09-02 — Labor Day, 2024-11-28 — Thanksgiving, 2024-12-25 — Christmas Day, 2025-01-01 — New Year's Day, 2025-01-09 — National Day of Mourning (Carter), 2025-01-20 — MLK Jr. Day, 2025-02-17 — Presidents' Day, 2025-04-18 — Good Friday, 2025-05-26 — Memorial Day, 2025-06-19 — Juneteenth, 2025-07-04 — Independence Day, 2025-09-01 — Labor Day, 2025-11-27 — Thanksgiving, 2025-12-25 — Christmas Day, 2026-01-01 — New Year's Day, 2026-01-19 — MLK Jr. Day, 2026-02-16 — Presidents' Day ... and 1 more
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
Starting Capital
$10,781.81
Current Value
$13,672.53
Total P&L
$2,890.72
Max Drawdown
-11.5%
Sharpe Ratio
0.19
Trade Statistics
Total Trades
40
Winners / Losers
22 /
18
Best Trade
+5.69%
Worst Trade
-3.67%
Avg Trade Return
+0.69%
Avg Hold Time
15.9d
💰 Trading Cost Analysis (Alpaca Fees)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$1,042,282.24
Estimated Fees
$0.00
Gross P&L
$2,890.72
Net P&L (after fees)
$2,890.72
Gross Return
+26.81%
Net Return (after fees)
+26.81%
✅ 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
📈 XLF 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: 535 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Complete Trade History
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Marcus Reversal had $10,781.81 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 | Apr 15, 2024 10:40am ET | $40.32 | 264 | $10,643.16 | — | — | — |
| 🔴 SELL | May 15, 2024 10:40am ET | $42.10 | 264 | $11,114.37 | $11,151.39 |
+$471.21 (+4.4%) |
⏰ 30 Day Max
30d held |
|
| 2 | 🟢 BUY | May 16, 2024 1:20pm ET | $42.28 | 263 | $11,119.64 | — | — | — |
| 🔴 SELL | May 29, 2024 9:30am ET | $40.73 | 263 | $10,711.99 | $10,743.74 |
$-407.65 (-3.7%) |
🛑 -10% Stop
12.8d held |
|
| 3 | 🟢 BUY | Jun 3, 2024 10:35am ET | $41.31 | 260 | $10,739.30 | — | — | — |
| 🔴 SELL | Jul 3, 2024 10:35am ET | $41.67 | 260 | $10,834.23 | $10,838.67 |
+$94.93 (+0.9%) |
⏰ 30 Day Max
30d held |
|
| 4 | 🟢 BUY | Jul 8, 2024 10:40am ET | $41.67 | 260 | $10,834.20 | — | — | — |
| 🔴 SELL | Jul 17, 2024 11:05am ET | $43.77 | 260 | $11,378.90 | $11,383.37 |
+$544.70 (+5.0%) |
🎯 +5% Target
9d held |
|
| 5 | 🟢 BUY | Jul 18, 2024 11:30am ET | $43.76 | 260 | $11,376.30 | — | — | — |
| 🔴 SELL | Aug 2, 2024 10:10am ET | $42.38 | 260 | $11,018.80 | $11,025.87 |
$-357.50 (-3.1%) |
🛑 -10% Stop
14.9d held |
|
| 6 | 🟢 BUY | Aug 5, 2024 10:10am ET | $40.99 | 268 | $10,985.32 | — | — | — |
| 🔴 SELL | Aug 14, 2024 2:40pm ET | $43.05 | 268 | $11,536.06 | $11,576.61 |
+$550.74 (+5.0%) |
🎯 +5% Target
9.2d held |
|
| 7 | 🟢 BUY | Aug 20, 2024 11:40am ET | $43.84 | 264 | $11,572.44 | — | — | — |
| 🔴 SELL | Sep 19, 2024 11:40am ET | $45.55 | 264 | $12,025.20 | $12,029.37 |
+$452.76 (+3.9%) |
⏰ 30 Day Max
30d held |
|
| 8 | 🟢 BUY | Sep 20, 2024 2:05pm ET | $45.48 | 264 | $12,006.72 | — | — | — |
| 🔴 SELL | Oct 17, 2024 9:40am ET | $47.77 | 264 | $12,611.28 | $12,633.93 |
+$604.56 (+5.0%) |
🎯 +5% Target
26.8d held |
|
| 9 | 🟢 BUY | Oct 18, 2024 9:50am ET | $47.44 | 266 | $12,617.71 | — | — | — |
| 🔴 SELL | Nov 11, 2024 9:35am ET | $49.89 | 266 | $13,270.74 | $13,286.96 |
+$653.03 (+5.2%) |
🎯 +5% Target
24d held |
|
| 10 | 🟢 BUY | Nov 12, 2024 9:35am ET | $49.87 | 266 | $13,264.09 | — | — | — |
| 🔴 SELL | Dec 12, 2024 9:35am ET | $49.89 | 266 | $13,271.72 | $13,294.59 |
+$7.63 (+0.1%) |
⏰ 30 Day Max
30d held |
|
| 11 | 🟢 BUY | Dec 13, 2024 10:40am ET | $49.45 | 268 | $13,252.60 | — | — | — |
| 🔴 SELL | Dec 18, 2024 3:35pm ET | $47.95 | 268 | $12,849.26 | $12,891.25 |
$-403.34 (-3.0%) |
🛑 -10% Stop
5.2d held |
|
| 12 | 🟢 BUY | Dec 20, 2024 1:35pm ET | $48.56 | 265 | $12,868.40 | — | — | — |
| 🔴 SELL | Jan 21, 2025 9:30am ET | $50.48 | 265 | $13,377.20 | $13,400.05 |
+$508.80 (+4.0%) |
⏰ 30 Day Max
31.8d held |
|
| 13 | 🟢 BUY | Jan 22, 2025 10:05am ET | $50.34 | 266 | $13,390.44 | — | — | — |
| 🔴 SELL | Feb 21, 2025 10:05am ET | $51.43 | 266 | $13,679.05 | $13,688.66 |
+$288.61 (+2.2%) |
⏰ 30 Day Max
30d held |
|
| 14 | 🟢 BUY | Feb 24, 2025 3:10pm ET | $51.16 | 267 | $13,659.72 | — | — | — |
| 🔴 SELL | Mar 5, 2025 11:30am ET | $49.60 | 267 | $13,243.20 | $13,272.14 |
$-416.52 (-3.0%) |
🛑 -10% Stop
8.8d held |
|
| 15 | 🟢 BUY | Mar 6, 2025 12:05pm ET | $49.40 | 268 | $13,239.20 | — | — | — |
| 🔴 SELL | Mar 10, 2025 1:40pm ET | $47.91 | 268 | $12,839.88 | $12,872.82 |
$-399.32 (-3.0%) |
🛑 -10% Stop
4d held |
|
| 16 | 🟢 BUY | Mar 11, 2025 3:55pm ET | $47.59 | 270 | $12,847.95 | — | — | — |
| 🔴 SELL | Mar 24, 2025 9:45am ET | $49.98 | 270 | $13,494.60 | $13,519.47 |
+$646.65 (+5.0%) |
🎯 +5% Target
12.7d held |
|
| 17 | 🟢 BUY | Mar 25, 2025 11:40am ET | $50.38 | 268 | $13,500.50 | — | — | — |
| 🔴 SELL | Mar 31, 2025 9:40am ET | $48.66 | 268 | $13,040.88 | $13,059.85 |
$-459.62 (-3.4%) |
🛑 -10% Stop
5.9d held |
|
| 18 | 🟢 BUY | Apr 1, 2025 10:10am ET | $49.21 | 265 | $13,040.65 | — | — | — |
| 🔴 SELL | Apr 3, 2025 3:55pm ET | $47.67 | 265 | $12,632.55 | $12,651.75 |
$-408.10 (-3.1%) |
🛑 -10% Stop
2.2d held |
|
| 19 | 🟢 BUY | Apr 7, 2025 9:30am ET | $42.63 | 296 | $12,618.48 | — | — | — |
| 🔴 SELL | Apr 7, 2025 10:15am ET | $44.89 | 296 | $13,287.44 | $13,320.71 |
+$668.96 (+5.3%) |
🎯 +5% Target
48m held |
|
| 20 | 🟢 BUY | Apr 8, 2025 11:05am ET | $45.46 | 293 | $13,318.32 | — | — | — |
| 🔴 SELL | Apr 8, 2025 3:05pm ET | $43.99 | 293 | $12,889.07 | $12,891.47 |
$-429.24 (-3.2%) |
🛑 -10% Stop
4h held |
|
| 21 | 🟢 BUY | Apr 10, 2025 9:50am ET | $46.31 | 278 | $12,874.18 | — | — | — |
| 🔴 SELL | Apr 10, 2025 12:20pm ET | $44.88 | 278 | $12,475.25 | $12,492.54 |
$-398.93 (-3.1%) |
🛑 -10% Stop
2.5h held |
|
| 22 | 🟢 BUY | Apr 14, 2025 12:00pm ET | $47.03 | 265 | $12,462.95 | — | — | — |
| 🔴 SELL | Apr 21, 2025 11:30am ET | $45.62 | 265 | $12,087.98 | $12,117.56 |
$-374.98 (-3.0%) |
🛑 -10% Stop
7d held |
|
| 23 | 🟢 BUY | Apr 22, 2025 1:20pm ET | $46.69 | 259 | $12,091.42 | — | — | — |
| 🔴 SELL | May 1, 2025 3:45pm ET | $49.06 | 259 | $12,705.25 | $12,731.39 |
+$613.83 (+5.1%) |
🎯 +5% Target
9.1d held |
|
| 24 | 🟢 BUY | May 5, 2025 9:30am ET | $49.24 | 258 | $12,702.63 | — | — | — |
| 🔴 SELL | May 19, 2025 12:35pm ET | $51.71 | 258 | $13,339.89 | $13,368.65 |
+$637.26 (+5.0%) |
🎯 +5% Target
14.1d held |
|
| 25 | 🟢 BUY | May 20, 2025 12:35pm ET | $51.32 | 260 | $13,343.20 | — | — | — |
| 🔴 SELL | Jun 20, 2025 9:30am ET | $50.43 | 260 | $13,111.80 | $13,137.25 |
$-231.40 (-1.7%) |
⏰ 30 Day Max
30.9d held |
|
| 26 | 🟢 BUY | Jun 23, 2025 10:55am ET | $50.25 | 261 | $13,113.95 | — | — | — |
| 🔴 SELL | Jul 3, 2025 9:30am ET | $52.86 | 261 | $13,796.46 | $13,819.77 |
+$682.52 (+5.2%) |
🎯 +5% Target
9.9d held |
|
| 27 | 🟢 BUY | Jul 7, 2025 12:30pm ET | $52.72 | 262 | $13,811.33 | — | — | — |
| 🔴 SELL | Aug 6, 2025 12:30pm ET | $51.97 | 262 | $13,614.83 | $13,623.27 |
$-196.50 (-1.4%) |
⏰ 30 Day Max
30d held |
|
| 28 | 🟢 BUY | Aug 8, 2025 11:15am ET | $51.70 | 263 | $13,597.10 | — | — | — |
| 🔴 SELL | Sep 8, 2025 9:30am ET | $53.01 | 263 | $13,941.63 | $13,967.80 |
+$344.53 (+2.5%) |
⏰ 30 Day Max
30.9d held |
|
| 29 | 🟢 BUY | Sep 9, 2025 12:15pm ET | $53.25 | 262 | $13,950.19 | — | — | — |
| 🔴 SELL | Oct 9, 2025 12:15pm ET | $53.34 | 262 | $13,973.87 | $13,991.48 |
+$23.68 (+0.2%) |
⏰ 30 Day Max
30d held |
|
| 30 | 🟢 BUY | Oct 10, 2025 3:05pm ET | $52.43 | 266 | $13,946.38 | — | — | — |
| 🔴 SELL | Nov 10, 2025 9:30am ET | $53.05 | 266 | $14,111.30 | $14,156.40 |
+$164.92 (+1.2%) |
⏰ 30 Day Max
30.8d held |
|
| 31 | 🟢 BUY | Nov 11, 2025 2:25pm ET | $53.25 | 265 | $14,109.93 | — | — | — |
| 🔴 SELL | Nov 17, 2025 2:15pm ET | $51.64 | 265 | $13,684.60 | $13,731.08 |
$-425.32 (-3.0%) |
🛑 -10% Stop
6d held |
|
| 32 | 🟢 BUY | Nov 19, 2025 11:15am ET | $51.34 | 267 | $13,706.45 | — | — | — |
| 🔴 SELL | Dec 5, 2025 10:00am ET | $53.91 | 267 | $14,392.64 | $14,417.27 |
+$686.19 (+5.0%) |
🎯 +5% Target
16d held |
|
| 33 | 🟢 BUY | Dec 8, 2025 10:05am ET | $53.53 | 269 | $14,398.23 | — | — | — |
| 🔴 SELL | Jan 5, 2026 10:20am ET | $56.21 | 269 | $15,119.44 | $15,138.48 |
+$721.22 (+5.0%) |
🎯 +5% Target
28d held |
|
| 34 | 🟢 BUY | Jan 7, 2026 9:30am ET | $56.06 | 270 | $15,134.85 | — | — | — |
| 🔴 SELL | Jan 13, 2026 10:10am ET | $54.34 | 270 | $14,671.80 | $14,675.43 |
$-463.05 (-3.1%) |
🛑 -10% Stop
6d held |
|
| 35 | 🟢 BUY | Jan 14, 2026 12:30pm ET | $53.76 | 272 | $14,622.72 | — | — | — |
| 🔴 SELL | Feb 9, 2026 3:55pm ET | $53.94 | 272 | $14,671.68 | $14,724.39 |
+$48.96 (+0.3%) |
📅 Sim Ended
26.1d held |
|
| 36 | 🟢 BUY | Feb 17, 2026 10:55am ET | $51.99 | 283 | $14,714.58 | — | — | — |
| 🔴 SELL | Feb 24, 2026 9:30am ET | $50.38 | 283 | $14,256.13 | $14,265.93 |
$-458.46 (-3.1%) |
🛑 -10% Stop
6.9d held |
|
| 37 | 🟢 BUY | Feb 26, 2026 11:55am ET | $52.18 | 273 | $14,245.14 | — | — | — |
| 🔴 SELL | Mar 3, 2026 9:30am ET | $50.35 | 273 | $13,745.55 | $13,766.34 |
$-499.59 (-3.5%) |
🛑 -10% Stop
4.9d held |
|
| 38 | 🟢 BUY | Mar 4, 2026 9:35am ET | $51.24 | 268 | $13,730.98 | — | — | — |
| 🔴 SELL | Mar 9, 2026 9:40am ET | $49.66 | 268 | $13,308.88 | $13,344.24 |
$-422.10 (-3.1%) |
🛑 -10% Stop
5d held |
|
| 39 | 🟢 BUY | Mar 10, 2026 10:10am ET | $49.81 | 267 | $13,297.94 | — | — | — |
| 🔴 SELL | Mar 27, 2026 10:00am ET | $48.28 | 267 | $12,892.09 | $12,938.40 |
$-405.84 (-3.1%) |
🛑 -10% Stop
17d held |
|
| 40 | 🟢 BUY | Mar 30, 2026 12:50pm ET | $48.48 | 266 | $12,895.68 | — | — | — |
| 🔴 SELL | Apr 8, 2026 9:30am ET | $51.24 | 266 | $13,629.81 | $13,672.53 |
+$734.13 (+5.7%) |
🎯 +5% Target
8.9d held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$13,672.53
Net Profit/Loss:
+$3,672.53
Total Return:
+36.73%