Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-06-20 10:43:49

No strong directional signal. Monitor for regime shift.

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
🟠 1.6
Active
RSI(14)
41.2 neutral
20d Trend
-2.2%
5d Trend
-1.3%
EMA20 Dist
-1.9%
ATR%
1.8%
Range Pos
63%
Bounce Ratio
0.9×
Green/Red 10d
5/5
🌍 Geophysical Tilt: Active magnetosphere: slight tilt toward volume/macro strategies.

Strategy Score Scored Jun 20, 2026

13
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
0.1/35
Total Return
0.7/25
Win Rate
7.0/15
Profit Factor
0.0/15
Consistency
5.0/10
Raw Quality 12.7/100
× Confidence 0.99 = 12.6

30-Day Momentum

40
+2.3%
30d Return
69%
Win Rate
13
Trades
1.7×
Profit Factor
Quality: 41.7 Conf: 0.95×
Accelerating (+27 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
1,638
Timeframe
5-Minute Bars
Period Range
2026-05-20 → 2026-06-18
Trading Days
21 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
$9,794.62
Current Value
$10,019.66
Period P&L
$225.07
Max Drawdown
-14.5%
Sharpe Ratio
0.25

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
9 / 4
Best Trade
+1.43%
Worst Trade
-1.07%
Avg Trade Return
+0.18%
Avg Hold Time
10.2h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$257,341.29
Estimated Fees
$0.00
Gross P&L
$225.07
Net P&L (after fees)
$225.07
Gross Return
+2.30%
Net Return (after fees)
+2.30%

✅ 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

📈 IWM 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: 21 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 $9,794.62 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 21, 2026 9:30am ET $278.57 35 $9,749.95
🔴 SELL May 21, 2026 9:55am ET $280.50 35 $9,817.50 $9,862.14 +$67.55
(+0.7%)
MEAN_REVERSION
25m held
2 🟢 BUY May 22, 2026 3:30pm ET $284.64 34 $9,677.76
🔴 SELL May 26, 2026 9:30am ET $288.71 34 $9,816.14 $10,000.52 +$138.38
(+1.4%)
MEAN_REVERSION
3.8d held
3 🟢 BUY May 28, 2026 9:30am ET $289.51 34 $9,843.34
🔴 SELL May 28, 2026 10:15am ET $290.42 34 $9,874.28 $10,031.46 +$30.94
(+0.3%)
MEAN_REVERSION
45m held
4 🟢 BUY May 29, 2026 2:00pm ET $289.78 34 $9,852.52
🔴 SELL May 29, 2026 3:30pm ET $289.91 34 $9,856.94 $10,035.88 +$4.42
(+0.0%)
MEAN_REVERSION
1.5h held
5 🟢 BUY Jun 1, 2026 3:55pm ET $289.03 34 $9,827.02
🔴 SELL Jun 2, 2026 9:35am ET $290.75 34 $9,885.50 $10,094.36 +$58.48
(+0.6%)
MEAN_REVERSION
17.7h held
6 🟢 BUY Jun 3, 2026 9:35am ET $288.80 34 $9,819.20
🔴 SELL Jun 3, 2026 9:40am ET $287.98 34 $9,791.49 $10,066.65 $-27.71
(-0.3%)
🛑 -10% Stop
5m held
7 🟢 BUY Jun 4, 2026 3:55pm ET $291.99 34 $9,927.66
🔴 SELL Jun 5, 2026 9:30am ET $289.07 34 $9,828.38 $9,967.37 $-99.28
(-1.0%)
🛑 -10% Stop
17.6h held
8 🟢 BUY Jun 8, 2026 1:05pm ET $284.64 35 $9,962.40
🔴 SELL Jun 8, 2026 2:05pm ET $284.94 35 $9,972.90 $9,977.87 +$10.50
(+0.1%)
MEAN_REVERSION
1h held
9 🟢 BUY Jun 10, 2026 11:10am ET $284.89 35 $9,971.15
🔴 SELL Jun 10, 2026 12:35pm ET $284.70 35 $9,964.50 $9,971.22 $-6.65
(-0.1%)
MEAN_REVERSION
1.4h held
10 🟢 BUY Jun 11, 2026 1:00pm ET $284.81 35 $9,968.35
🔴 SELL Jun 11, 2026 1:30pm ET $288.54 35 $10,098.90 $10,101.77 +$130.55
(+1.3%)
MEAN_REVERSION
30m held
11 🟢 BUY Jun 12, 2026 2:20pm ET $293.37 34 $9,974.58
🔴 SELL Jun 12, 2026 3:30pm ET $293.55 34 $9,980.70 $10,107.89 +$6.12
(+0.1%)
MEAN_REVERSION
1.2h held
12 🟢 BUY Jun 16, 2026 1:40pm ET $293.12 34 $9,966.08
🔴 SELL Jun 16, 2026 1:50pm ET $293.67 34 $9,984.61 $10,126.42 +$18.53
(+0.2%)
MEAN_REVERSION
10m held
13 🟢 BUY Jun 17, 2026 2:00pm ET $294.65 34 $10,018.10
🔴 SELL Jun 17, 2026 2:05pm ET $291.51 34 $9,911.34 $10,019.66 $-106.76
(-1.1%)
🛑 -10% Stop
5m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,019.66
Net Profit/Loss: +$19.66
Total Return: +0.20%
Back to Professor Mean