Simulated with $10,000 starting capital
PHASE 3: CAPITULATION
Signals generated 2026-06-21 08:38:58

Extreme fear + bounces appearing. Mean reversion and reversal strategies have best edge NOW.

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
🟡 1.8
Unsettled
RSI(14)
58.1 neutral
20d Trend
+7.6%
5d Trend
-0.6%
EMA20 Dist
+2.4%
ATR%
2.9%
Range Pos
80%
Bounce Ratio
3.0×
Green/Red 10d
8/2

Strategy Score Scored Jun 21, 2026

11
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.7/15
Profit Factor
0.0/15
Consistency
4.7/10
Raw Quality 11.4/100
× Confidence 0.99 = 11.3

30-Day Momentum

23
+0.5%
30d Return
67%
Win Rate
12
Trades
1.1×
Profit Factor
Quality: 25.0 Conf: 0.93×
Accelerating (+12 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 (99%) 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
1,560
Timeframe
5-Minute Bars
Period Range
2026-05-21 → 2026-06-18
Trading Days
20 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
$9,993.42
Current Value
$9,932.08
Period P&L
$-61.29
Max Drawdown
-18.3%
Sharpe Ratio
-0.06

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
8 / 5
Best Trade
+0.97%
Worst Trade
-1.85%
Avg Trade Return
-0.04%
Avg Hold Time
6.3h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$256,779.42
Estimated Fees
$0.00
Gross P&L
$-61.29
Net P&L (after fees)
$-61.29
Gross Return
-0.61%
Net Return (after fees)
-0.61%

✅ 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

📈 COP 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: 20 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 13 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,993.42 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 21, 2026 1:15pm ET $121.85 82 $9,991.70
🔴 SELL May 21, 2026 2:55pm ET $120.54 82 $9,884.28 $9,885.95 $-107.42
(-1.1%)
MEAN_REVERSION
1.7h held
2 🟢 BUY May 26, 2026 9:30am ET $119.07 83 $9,883.22
🔴 SELL May 26, 2026 11:50am ET $118.41 83 $9,828.03 $9,830.76 $-55.19
(-0.6%)
MEAN_REVERSION
2.3h held
3 🟢 BUY May 27, 2026 3:35pm ET $115.34 85 $9,803.90
🔴 SELL May 28, 2026 9:30am ET $115.83 85 $9,845.55 $9,872.41 +$41.65
(+0.4%)
MEAN_REVERSION
17.9h held
4 🟢 BUY May 29, 2026 9:30am ET $114.31 86 $9,830.23
🔴 SELL May 29, 2026 10:30am ET $114.34 86 $9,833.24 $9,875.42 +$3.01
(+0.0%)
MEAN_REVERSION
1h held
5 🟢 BUY Jun 1, 2026 11:35am ET $116.57 84 $9,791.88
🔴 SELL Jun 1, 2026 12:20pm ET $117.07 84 $9,833.46 $9,917.00 +$41.58
(+0.4%)
MEAN_REVERSION
45m held
6 🟢 BUY Jun 2, 2026 3:30pm ET $117.03 84 $9,830.52
🔴 SELL Jun 3, 2026 9:30am ET $117.36 84 $9,858.24 $9,944.72 +$27.72
(+0.3%)
MEAN_REVERSION
18h held
7 🟢 BUY Jun 4, 2026 9:55am ET $118.21 84 $9,929.64
🔴 SELL Jun 4, 2026 10:55am ET $118.79 84 $9,977.94 $9,993.02 +$48.30
(+0.5%)
MEAN_REVERSION
1h held
8 🟢 BUY Jun 5, 2026 11:50am ET $117.84 84 $9,898.56
🔴 SELL Jun 5, 2026 1:15pm ET $117.87 84 $9,901.08 $9,995.54 +$2.52
(+0.0%)
MEAN_REVERSION
1.4h held
9 🟢 BUY Jun 9, 2026 9:30am ET $118.01 84 $9,912.84
🔴 SELL Jun 9, 2026 9:35am ET $117.56 84 $9,875.04 $9,957.74 $-37.80
(-0.4%)
🛑 -10% Stop
5m held
10 🟢 BUY Jun 10, 2026 1:55pm ET $120.86 82 $9,910.11
🔴 SELL Jun 10, 2026 3:20pm ET $120.70 82 $9,897.40 $9,945.03 $-12.71
(-0.1%)
MEAN_REVERSION
1.4h held
11 🟢 BUY Jun 11, 2026 3:35pm ET $115.85 85 $9,846.83
🔴 SELL Jun 12, 2026 9:55am ET $116.97 85 $9,942.45 $10,040.66 +$95.63
(+1.0%)
MEAN_REVERSION
18.3h held
12 🟢 BUY Jun 15, 2026 3:55pm ET $112.40 89 $10,003.60
🔴 SELL Jun 16, 2026 9:30am ET $110.32 89 $9,818.48 $9,855.54 $-185.12
(-1.9%)
🛑 -10% Stop
17.6h held
13 🟢 BUY Jun 17, 2026 9:40am ET $109.97 89 $9,787.33
🔴 SELL Jun 17, 2026 10:35am ET $110.83 89 $9,863.87 $9,932.08 +$76.54
(+0.8%)
MEAN_REVERSION
55m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,932.08
Net Profit/Loss: $-67.92
Total Return: -0.68%
Back to Professor Mean