Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-05-06 11:24:43

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)
47 neutral
20d Trend
-0.8%
5d Trend
-0.1%
EMA20 Dist
-0.5%
ATR%
1.0%
Range Pos
78%
Bounce Ratio
1.0×
Green/Red 10d
4/6
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

12
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
7.0/15
Profit Factor
0.0/15
Consistency
5.5/10
Raw Quality 12.5/100
× Confidence 0.99 = 12.4

30-Day Momentum

46
+1.4%
30d Return
92%
Win Rate
12
Trades
10.0×
Profit Factor
Quality: 49.5 Conf: 0.93×
Accelerating (+34 vs lifetime)
Momentum meets 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
1,739
Timeframe
5-Minute Bars
Period Range
2026-04-06 → 2026-05-06
Trading Days
23 days
Data Gaps
None detected
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
$9,430.69
Current Value
$9,561.66
Period P&L
$130.98
Max Drawdown
-11.0%
Sharpe Ratio
1.45

Trade Statistics (Last Month)

Trades in Period
12
Winners / Losers
11 / 1
Best Trade
+0.23%
Worst Trade
-0.07%
Avg Trade Return
+0.12%
Avg Hold Time
2.4h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$223,686.84
Estimated Fees
$0.00
Gross P&L
$130.98
Net P&L (after fees)
$130.98
Gross Return
+1.39%
Net Return (after fees)
+1.39%

✅ 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

📈 DIA 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: 23 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 12 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,430.69 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 6, 2026 1:15pm ET $465.06 20 $9,301.20
🔴 SELL Apr 6, 2026 2:15pm ET $465.77 20 $9,315.40 $9,444.88 +$14.20
(+0.2%)
MEAN_REVERSION
1h held
2 🟢 BUY Apr 7, 2026 2:50pm ET $463.85 20 $9,277.00
🔴 SELL Apr 7, 2026 3:20pm ET $464.79 20 $9,295.80 $9,463.68 +$18.80
(+0.2%)
MEAN_REVERSION
30m held
3 🟢 BUY Apr 10, 2026 9:35am ET $480.48 19 $9,129.12
🔴 SELL Apr 10, 2026 10:40am ET $481.12 19 $9,141.28 $9,475.84 +$12.16
(+0.1%)
MEAN_REVERSION
1.1h held
4 🟢 BUY Apr 14, 2026 12:55pm ET $484.70 19 $9,209.39
🔴 SELL Apr 14, 2026 1:35pm ET $485.35 19 $9,221.65 $9,488.10 +$12.26
(+0.1%)
MEAN_REVERSION
40m held
5 🟢 BUY Apr 17, 2026 1:25pm ET $494.91 19 $9,403.29
🔴 SELL Apr 17, 2026 3:40pm ET $494.54 19 $9,396.26 $9,481.07 $-7.03
(-0.1%)
MEAN_REVERSION
2.3h held
6 🟢 BUY Apr 21, 2026 11:05am ET $493.82 19 $9,382.58
🔴 SELL Apr 21, 2026 12:35pm ET $493.97 19 $9,385.43 $9,483.92 +$2.85
(+0.0%)
MEAN_REVERSION
1.5h held
7 🟢 BUY Apr 22, 2026 2:05pm ET $493.73 19 $9,380.96
🔴 SELL Apr 22, 2026 3:20pm ET $493.97 19 $9,385.43 $9,488.39 +$4.47
(+0.0%)
MEAN_REVERSION
1.3h held
8 🟢 BUY Apr 23, 2026 3:50pm ET $492.27 19 $9,353.13
🔴 SELL Apr 24, 2026 9:30am ET $493.25 19 $9,371.75 $9,507.01 +$18.62
(+0.2%)
MEAN_REVERSION
17.7h held
9 🟢 BUY Apr 27, 2026 11:05am ET $490.68 19 $9,322.92
🔴 SELL Apr 27, 2026 12:05pm ET $491.38 19 $9,336.14 $9,520.23 +$13.22
(+0.1%)
MEAN_REVERSION
1h held
10 🟢 BUY Apr 28, 2026 1:00pm ET $491.62 19 $9,340.76
🔴 SELL Apr 28, 2026 1:45pm ET $492.08 19 $9,349.43 $9,528.89 +$8.66
(+0.1%)
MEAN_REVERSION
45m held
11 🟢 BUY Apr 29, 2026 2:05pm ET $487.19 19 $9,256.61
🔴 SELL Apr 29, 2026 2:55pm ET $488.30 19 $9,277.70 $9,549.98 +$21.09
(+0.2%)
MEAN_REVERSION
50m held
12 🟢 BUY May 1, 2026 12:30pm ET $495.84 19 $9,420.96
🔴 SELL May 1, 2026 1:15pm ET $496.45 19 $9,432.64 $9,561.66 +$11.68
(+0.1%)
MEAN_REVERSION
45m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,561.66
Net Profit/Loss: $-438.34
Total Return: -4.38%
Back to Professor Mean