Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-24 01:27:22

No strong directional signal. Monitor for regime shift.

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)
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

Strategy Score Scored Jun 23, 2026

13
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
7.1/15
Profit Factor
0.0/15
Consistency
5.7/10
Raw Quality 12.7/100
× Confidence 0.98 = 12.5

30-Day Momentum

36
+1.4%
30d Return
55%
Win Rate
11
Trades
3.0×
Profit Factor
Quality: 40.1 Conf: 0.90×
Accelerating (+24 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
$9,604.77
Current Value
$9,734.99
Period P&L
$130.23
Max Drawdown
-11.0%
Sharpe Ratio
0.34

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
6 / 5
Best Trade
+1.32%
Worst Trade
-0.15%
Avg Trade Return
+0.13%
Avg Hold Time
16.7h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$203,711.82
Estimated Fees
$0.00
Gross P&L
$130.23
Net P&L (after fees)
$130.23
Gross Return
+1.36%
Net Return (after fees)
+1.36%

✅ 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: 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 $9,604.77 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 22, 2026 3:25pm ET $506.58 18 $9,118.35
🔴 SELL May 26, 2026 9:30am ET $507.76 18 $9,139.68 $9,620.42 +$21.33
(+0.2%)
MEAN_REVERSION
3.8d held
2 🟢 BUY May 27, 2026 11:40am ET $506.68 18 $9,120.24
🔴 SELL May 27, 2026 12:30pm ET $507.26 18 $9,130.59 $9,630.77 +$10.35
(+0.1%)
MEAN_REVERSION
50m held
3 🟢 BUY May 28, 2026 1:25pm ET $506.78 19 $9,628.82
🔴 SELL May 28, 2026 3:05pm ET $506.55 19 $9,624.36 $9,626.31 $-4.46
(-0.0%)
MEAN_REVERSION
1.7h held
4 🟢 BUY Jun 1, 2026 9:40am ET $509.23 18 $9,166.06
🔴 SELL Jun 1, 2026 11:10am ET $509.56 18 $9,172.08 $9,632.33 +$6.02
(+0.1%)
MEAN_REVERSION
1.5h held
5 🟢 BUY Jun 3, 2026 9:30am ET $512.40 18 $9,223.11
🔴 SELL Jun 3, 2026 9:35am ET $511.84 18 $9,213.12 $9,622.34 $-9.99
(-0.1%)
🛑 -10% Stop
5m held
6 🟢 BUY Jun 5, 2026 9:35am ET $515.69 18 $9,282.42
🔴 SELL Jun 5, 2026 9:40am ET $514.90 18 $9,268.20 $9,608.12 $-14.22
(-0.2%)
🛑 -10% Stop
5m held
7 🟢 BUY Jun 8, 2026 11:35am ET $510.04 18 $9,180.72
🔴 SELL Jun 8, 2026 2:05pm ET $509.75 18 $9,175.50 $9,602.90 $-5.22
(-0.1%)
MEAN_REVERSION
2.5h held
8 🟢 BUY Jun 10, 2026 9:30am ET $507.35 18 $9,132.30
🔴 SELL Jun 10, 2026 10:20am ET $508.12 18 $9,146.16 $9,616.76 +$13.86
(+0.2%)
MEAN_REVERSION
50m held
9 🟢 BUY Jun 12, 2026 3:35pm ET $512.70 18 $9,228.54
🔴 SELL Jun 15, 2026 9:30am ET $519.47 18 $9,350.46 $9,738.68 +$121.92
(+1.3%)
MEAN_REVERSION
2.7d held
10 🟢 BUY Jun 16, 2026 1:35pm ET $522.53 18 $9,405.54
🔴 SELL Jun 17, 2026 9:35am ET $521.82 18 $9,392.76 $9,725.90 $-12.78
(-0.1%)
MEAN_REVERSION
20h held
11 🟢 BUY Jun 22, 2026 2:00pm ET $516.77 18 $9,301.86
🔴 SELL Jun 22, 2026 2:20pm ET $517.28 18 $9,310.95 $9,734.99 +$9.09
(+0.1%)
MEAN_REVERSION
20m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,734.99
Net Profit/Loss: $-265.01
Total Return: -2.65%
Back to Professor Mean