Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-24 01:24:49

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)
48.3 neutral
20d Trend
+3.5%
5d Trend
-2.6%
EMA20 Dist
-2.0%
ATR%
5.7%
Range Pos
51%
Bounce Ratio
0.6×
Green/Red 10d
7/3

Strategy Score Scored Jun 23, 2026

11
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
7.4/15
Profit Factor
0.0/15
Consistency
3.7/10
Raw Quality 11.1/100
× Confidence 0.99 = 10.9

30-Day Momentum

46
+3.6%
30d Return
67%
Win Rate
12
Trades
2.1×
Profit Factor
Quality: 49.9 Conf: 0.93×
Accelerating (+35 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
1,560
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
$9,348.62
Current Value
$9,684.86
Period P&L
$336.23
Max Drawdown
-7.6%
Sharpe Ratio
0.27

Trade Statistics (Last Month)

Trades in Period
12
Winners / Losers
8 / 4
Best Trade
+3.56%
Worst Trade
-1.16%
Avg Trade Return
+0.30%
Avg Hold Time
9.2h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$223,423.30
Estimated Fees
$0.00
Gross P&L
$336.23
Net P&L (after fees)
$336.23
Gross Return
+3.60%
Net Return (after fees)
+3.60%

✅ 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

📈 GLD 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 - 12 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,348.62 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 26, 2026 2:00pm ET $412.15 22 $9,067.30
🔴 SELL May 26, 2026 2:50pm ET $412.91 22 $9,084.02 $9,365.35 +$16.72
(+0.2%)
MEAN_REVERSION
50m held
2 🟢 BUY May 28, 2026 9:30am ET $406.53 23 $9,350.19
🔴 SELL May 28, 2026 10:15am ET $409.42 23 $9,416.66 $9,431.82 +$66.47
(+0.7%)
MEAN_REVERSION
45m held
3 🟢 BUY May 29, 2026 1:45pm ET $417.99 22 $9,195.78
🔴 SELL May 29, 2026 2:35pm ET $418.65 22 $9,210.30 $9,446.34 +$14.52
(+0.2%)
MEAN_REVERSION
50m held
4 🟢 BUY Jun 1, 2026 3:55pm ET $411.20 22 $9,046.41
🔴 SELL Jun 2, 2026 9:30am ET $413.88 22 $9,105.36 $9,505.29 +$58.95
(+0.7%)
MEAN_REVERSION
17.6h held
5 🟢 BUY Jun 3, 2026 9:30am ET $408.33 23 $9,391.59
🔴 SELL Jun 3, 2026 9:40am ET $406.31 23 $9,345.13 $9,458.83 $-46.46
(-0.5%)
🛑 -10% Stop
10m held
6 🟢 BUY Jun 5, 2026 9:30am ET $404.38 23 $9,300.74
🔴 SELL Jun 5, 2026 9:35am ET $403.10 23 $9,271.30 $9,429.39 $-29.44
(-0.3%)
🛑 -10% Stop
5m held
7 🟢 BUY Jun 8, 2026 1:25pm ET $397.94 23 $9,152.63
🔴 SELL Jun 8, 2026 2:00pm ET $398.29 23 $9,160.74 $9,437.49 +$8.10
(+0.1%)
MEAN_REVERSION
35m held
8 🟢 BUY Jun 10, 2026 9:30am ET $380.65 24 $9,135.65
🔴 SELL Jun 10, 2026 12:15pm ET $378.98 24 $9,095.52 $9,397.36 $-40.13
(-0.4%)
MEAN_REVERSION
2.8h held
9 🟢 BUY Jun 12, 2026 3:35pm ET $385.85 24 $9,260.40
🔴 SELL Jun 15, 2026 9:30am ET $399.58 24 $9,589.92 $9,726.88 +$329.52
(+3.6%)
MEAN_REVERSION
2.7d held
10 🟢 BUY Jun 16, 2026 1:25pm ET $397.23 24 $9,533.52
🔴 SELL Jun 16, 2026 1:55pm ET $398.23 24 $9,557.64 $9,751.00 +$24.12
(+0.3%)
MEAN_REVERSION
30m held
11 🟢 BUY Jun 17, 2026 2:05pm ET $396.05 24 $9,505.32
🔴 SELL Jun 18, 2026 9:30am ET $391.45 24 $9,394.68 $9,640.36 $-110.64
(-1.2%)
MEAN_REVERSION
19.4h held
12 🟢 BUY Jun 22, 2026 9:30am ET $384.16 25 $9,604.00
🔴 SELL Jun 22, 2026 10:10am ET $385.94 25 $9,648.50 $9,684.86 +$44.50
(+0.5%)
MEAN_REVERSION
40m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,684.86
Net Profit/Loss: $-315.14
Total Return: -3.15%
Back to Professor Mean