Simulated with $10,000 starting capital
PHASE 2: FEAR TRANSITION
⚡ Fear Bear (strategies thrive)
Signals generated 2026-06-20 15:40:37

Fear building. Reversal strategies are becoming viable. Watch for bounce signals.

Fear & Greed
23
Extreme Fear
VIX
18.4
NORMAL
10Y Yield
4.49%
ELEVATED
Yield Curve
+0.27%
NORMAL
HY Spread
2.63
CALM
🌍 Kp Index
🟠 1.6
Active
RSI(14)
36.8 neutral
20d Trend
-3.6%
5d Trend
-5.4%
EMA20 Dist
-4.3%
ATR%
2.6%
Range Pos
26%
Bounce Ratio
0.3×
Green/Red 10d
4/6
🌍 Geophysical Tilt: Active magnetosphere: slight tilt toward volume/macro strategies.

Strategy Score Scored Jun 20, 2026

56
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
23.4/35
Total Return
12.8/25
Win Rate
10.1/15
Profit Factor
3.6/15
Consistency
6.7/10
Raw Quality 56.5/100
× Confidence 1.00 = 56.3

30-Day Momentum

26
+0.7%
30d Return
69%
Win Rate
13
Trades
1.1×
Profit Factor
Quality: 27.6 Conf: 0.95×
Declining (-30 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 Month)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
1,638
Timeframe
5-Minute Bars
Period Range
2026-05-20 → 2026-06-18
Trading Days
21 days
Data Gaps
None (2 market holidays)

Market Closed (2 days)

2026-05-25 — Memorial Day, 2026-06-19 — Juneteenth
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 Month)

Period Start Capital
$13,205.08
Current Value
$13,341.11
Period P&L
$136.07
Max Drawdown
-4.0%
Sharpe Ratio
0.11

Trade Statistics (Last Month)

Trades in Period
14
Winners / Losers
10 / 4
Best Trade
+0.82%
Worst Trade
-2.06%
Avg Trade Return
+0.08%
Avg Hold Time
14.5h

💰 Trading Cost Analysis (Alpaca Fees) (Last Month)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$356,247.84
Estimated Fees
$0.00
Gross P&L
$136.07
Net P&L (after fees)
$136.07
Gross Return
+1.03%
Net Return (after fees)
+1.03%

✅ 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

📈 BLK 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: 21 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 14 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $13,205.08 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 May 20, 2026 2:00pm ET $1,043.42 12 $12,521.04
🔴 SELL May 20, 2026 3:35pm ET $1,047.36 12 $12,568.32 $13,252.32 +$47.28
(+0.4%)
MEAN_REVERSION
1.6h held
2 🟢 BUY May 22, 2026 3:00pm ET $1,073.53 12 $12,882.36
🔴 SELL May 26, 2026 9:30am ET $1,081.21 12 $12,974.58 $13,344.54 +$92.22
(+0.7%)
MEAN_REVERSION
3.8d held
3 🟢 BUY May 27, 2026 9:40am ET $1,073.02 12 $12,876.18
🔴 SELL May 27, 2026 9:45am ET $1,069.89 12 $12,838.68 $13,307.04 $-37.50
(-0.3%)
🛑 -10% Stop
5m held
4 🟢 BUY May 28, 2026 1:15pm ET $1,047.79 12 $12,573.48
🔴 SELL May 28, 2026 1:45pm ET $1,050.60 12 $12,607.20 $13,340.76 +$33.72
(+0.3%)
MEAN_REVERSION
30m held
5 🟢 BUY May 29, 2026 1:50pm ET $1,055.41 12 $12,664.86
🔴 SELL Jun 1, 2026 9:50am ET $1,050.00 12 $12,600.00 $13,275.90 $-64.86
(-0.5%)
MEAN_REVERSION
2.8d held
6 🟢 BUY Jun 2, 2026 3:55pm ET $1,019.03 13 $13,247.39
🔴 SELL Jun 3, 2026 9:30am ET $998.02 13 $12,974.26 $13,002.77 $-273.13
(-2.1%)
🛑 -10% Stop
17.6h held
7 🟢 BUY Jun 4, 2026 2:05pm ET $1,016.77 12 $12,201.24
🔴 SELL Jun 4, 2026 2:35pm ET $1,021.22 12 $12,254.58 $13,056.11 +$53.34
(+0.4%)
MEAN_REVERSION
30m held
8 🟢 BUY Jun 5, 2026 2:50pm ET $992.74 13 $12,905.62
🔴 SELL Jun 5, 2026 3:35pm ET $995.90 13 $12,946.70 $13,097.19 +$41.08
(+0.3%)
MEAN_REVERSION
45m held
9 🟢 BUY Jun 9, 2026 11:25am ET $990.49 13 $12,876.37
🔴 SELL Jun 9, 2026 12:30pm ET $997.42 13 $12,966.46 $13,187.28 +$90.09
(+0.7%)
MEAN_REVERSION
1.1h held
10 🟢 BUY Jun 10, 2026 3:00pm ET $1,008.05 13 $13,104.65
🔴 SELL Jun 10, 2026 3:40pm ET $1,012.54 13 $13,163.05 $13,245.68 +$58.40
(+0.4%)
MEAN_REVERSION
40m held
11 🟢 BUY Jun 12, 2026 12:00pm ET $1,026.05 12 $12,312.54
🔴 SELL Jun 12, 2026 1:45pm ET $1,027.73 12 $12,332.76 $13,265.90 +$20.22
(+0.2%)
MEAN_REVERSION
1.8h held
12 🟢 BUY Jun 15, 2026 3:40pm ET $1,046.52 12 $12,558.27
🔴 SELL Jun 16, 2026 9:30am ET $1,051.69 12 $12,620.28 $13,327.91 +$62.01
(+0.5%)
MEAN_REVERSION
17.8h held
13 🟢 BUY Jun 17, 2026 9:30am ET $1,045.89 12 $12,550.68
🔴 SELL Jun 17, 2026 9:45am ET $1,054.43 12 $12,653.16 $13,430.39 +$102.48
(+0.8%)
MEAN_REVERSION
15m held
14 🟢 BUY Jun 18, 2026 11:10am ET $1,065.10 12 $12,781.20
🔴 SELL Jun 18, 2026 12:45pm ET $1,057.66 12 $12,691.92 $13,341.11 $-89.28
(-0.7%)
🛑 -10% Stop
1.6h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $13,341.11
Net Profit/Loss: +$3,341.11
Total Return: +33.41%
Back to Professor Mean