Simulated with $10,000 starting capital
PHASE 4: RECOVERY
Signals generated 2026-06-24 01:24:49

Bounce in progress. Hold existing positions, let trailing stops manage exits.

Fear & Greed
23
Extreme Fear
VIX
17.3
NORMAL
10Y Yield
4.51%
HIGH
Yield Curve
+0.34%
NORMAL
HY Spread
2.65
CALM
🌍 Kp Index
🟡 1.2
Unsettled
RSI(14)
67.3 neutral
20d Trend
+11.3%
5d Trend
+5.7%
EMA20 Dist
+4.6%
ATR%
2.3%
Range Pos
89%
Bounce Ratio
1.8×
Green/Red 10d
6/4

Strategy Score Scored Jun 23, 2026

15
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.1/35
Total Return
0.6/25
Win Rate
7.8/15
Profit Factor
0.0/15
Consistency
6.3/10
Raw Quality 14.8/100
× Confidence 0.98 = 14.5

30-Day Momentum

35
+1.6%
30d Return
70%
Win Rate
10
Trades
1.9×
Profit Factor
Quality: 40.5 Conf: 0.87×
Accelerating (+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 (98%) 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
2026-05-26 → 2026-06-23
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
$9,863.21
Current Value
$10,132.38
Period P&L
$269.22
Max Drawdown
-10.7%
Sharpe Ratio
0.44

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
8 / 3
Best Trade
+1.26%
Worst Trade
-0.71%
Avg Trade Return
+0.25%
Avg Hold Time
16.4h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$216,071.74
Estimated Fees
$0.00
Gross P&L
$269.22
Net P&L (after fees)
$269.22
Gross Return
+2.73%
Net Return (after fees)
+2.73%

✅ 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

📈 CSCO 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 - 11 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,863.21 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 28, 2026 9:50am ET $119.22 82 $9,776.04
🔴 SELL May 28, 2026 10:45am ET $119.32 82 $9,784.65 $9,871.77 +$8.61
(+0.1%)
MEAN_REVERSION
55m held
2 🟢 BUY May 29, 2026 3:55pm ET $120.16 82 $9,853.12
🔴 SELL Jun 1, 2026 9:30am ET $119.72 82 $9,817.04 $9,835.69 $-36.08
(-0.4%)
🛑 -10% Stop
2.7d held
3 🟢 BUY Jun 3, 2026 9:30am ET $126.47 77 $9,738.19
🔴 SELL Jun 3, 2026 9:40am ET $125.57 77 $9,668.89 $9,766.39 $-69.30
(-0.7%)
🛑 -10% Stop
10m held
4 🟢 BUY Jun 4, 2026 3:30pm ET $129.20 75 $9,690.00
🔴 SELL Jun 4, 2026 3:50pm ET $129.94 75 $9,745.50 $9,821.89 +$55.50
(+0.6%)
MEAN_REVERSION
20m held
5 🟢 BUY Jun 8, 2026 12:30pm ET $125.48 78 $9,787.44
🔴 SELL Jun 8, 2026 1:50pm ET $125.34 78 $9,776.52 $9,810.97 $-10.92
(-0.1%)
MEAN_REVERSION
1.3h held
6 🟢 BUY Jun 10, 2026 3:50pm ET $118.68 82 $9,731.76
🔴 SELL Jun 10, 2026 3:55pm ET $119.22 82 $9,776.04 $9,855.25 +$44.28
(+0.5%)
MEAN_REVERSION
5m held
7 🟢 BUY Jun 12, 2026 11:50am ET $121.27 81 $9,822.87
🔴 SELL Jun 12, 2026 1:10pm ET $121.46 81 $9,838.26 $9,870.64 +$15.39
(+0.2%)
MEAN_REVERSION
1.3h held
8 🟢 BUY Jun 15, 2026 3:55pm ET $120.31 82 $9,865.42
🔴 SELL Jun 16, 2026 10:15am ET $120.57 82 $9,886.74 $9,891.96 +$21.32
(+0.2%)
MEAN_REVERSION
18.3h held
9 🟢 BUY Jun 17, 2026 2:00pm ET $118.36 83 $9,823.87
🔴 SELL Jun 17, 2026 2:35pm ET $118.36 83 $9,824.29 $9,892.38 +$0.42
(+0.0%)
MEAN_REVERSION
35m held
10 🟢 BUY Jun 18, 2026 3:50pm ET $118.97 83 $9,874.92
🔴 SELL Jun 22, 2026 9:35am ET $120.47 83 $9,999.42 $10,016.88 +$124.50
(+1.3%)
MEAN_REVERSION
3.7d held
11 🟢 BUY Jun 23, 2026 9:35am ET $118.31 84 $9,937.62
🔴 SELL Jun 23, 2026 11:05am ET $119.68 84 $10,053.12 $10,132.38 +$115.50
(+1.2%)
MEAN_REVERSION
1.5h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,132.38
Net Profit/Loss: +$132.38
Total Return: +1.32%
Back to Professor Mean