Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-05-06 05:24:55

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)
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: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 5, 2026

12
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.8/15
Profit Factor
0.0/15
Consistency
5.2/10
Raw Quality 12.0/100
× Confidence 0.99 = 11.9

30-Day Momentum

30
+0.9%
30d Return
69%
Win Rate
13
Trades
1.3×
Profit Factor
Quality: 31.0 Conf: 0.95×
Accelerating (+18 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
1,716
Timeframe
5-Minute Bars
Period Range
2026-04-06 → 2026-05-05
Trading Days
22 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
$9,600.46
Current Value
$9,685.63
Period P&L
$85.20
Max Drawdown
-14.5%
Sharpe Ratio
0.17

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
9 / 4
Best Trade
+0.62%
Worst Trade
-0.89%
Avg Trade Return
+0.07%
Avg Hold Time
6h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$249,026.99
Estimated Fees
$0.00
Gross P&L
$85.20
Net P&L (after fees)
$85.20
Gross Return
+0.89%
Net Return (after fees)
+0.89%

✅ 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: 22 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 $9,600.46 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 1:05pm ET $251.70 38 $9,564.60
🔴 SELL Apr 6, 2026 1:35pm ET $252.07 38 $9,578.66 $9,614.49 +$14.06
(+0.1%)
MEAN_REVERSION
30m held
2 🟢 BUY Apr 7, 2026 2:55pm ET $250.67 38 $9,525.46
🔴 SELL Apr 7, 2026 3:20pm ET $252.22 38 $9,584.36 $9,673.39 +$58.90
(+0.6%)
MEAN_REVERSION
25m held
3 🟢 BUY Apr 10, 2026 10:10am ET $261.66 36 $9,419.76
🔴 SELL Apr 10, 2026 10:25am ET $262.16 36 $9,437.76 $9,691.39 +$18.00
(+0.2%)
MEAN_REVERSION
15m held
4 🟢 BUY Apr 14, 2026 2:25pm ET $267.70 36 $9,637.20
🔴 SELL Apr 14, 2026 3:00pm ET $268.32 36 $9,659.34 $9,713.53 +$22.14
(+0.2%)
MEAN_REVERSION
35m held
5 🟢 BUY Apr 16, 2026 1:15pm ET $268.60 36 $9,669.60
🔴 SELL Apr 16, 2026 2:05pm ET $269.17 36 $9,690.12 $9,734.05 +$20.52
(+0.2%)
MEAN_REVERSION
50m held
6 🟢 BUY Apr 20, 2026 9:35am ET $274.71 35 $9,614.88
🔴 SELL Apr 20, 2026 9:45am ET $275.42 35 $9,639.70 $9,758.87 +$24.82
(+0.3%)
MEAN_REVERSION
10m held
7 🟢 BUY Apr 21, 2026 11:00am ET $277.03 35 $9,696.05
🔴 SELL Apr 21, 2026 1:40pm ET $275.82 35 $9,653.70 $9,716.52 $-42.35
(-0.4%)
MEAN_REVERSION
2.7h held
8 🟢 BUY Apr 23, 2026 1:05pm ET $275.69 35 $9,649.15
🔴 SELL Apr 23, 2026 2:10pm ET $274.96 35 $9,623.60 $9,690.97 $-25.55
(-0.3%)
MEAN_REVERSION
1.1h held
9 🟢 BUY Apr 24, 2026 3:35pm ET $276.54 35 $9,678.90
🔴 SELL Apr 27, 2026 9:30am ET $277.20 35 $9,702.00 $9,714.07 +$23.10
(+0.2%)
MEAN_REVERSION
2.7d held
10 🟢 BUY Apr 28, 2026 9:30am ET $276.10 35 $9,663.50
🔴 SELL Apr 28, 2026 12:10pm ET $273.63 35 $9,577.05 $9,627.62 $-86.45
(-0.9%)
MEAN_REVERSION
2.7h held
11 🟢 BUY Apr 29, 2026 2:10pm ET $270.51 35 $9,467.85
🔴 SELL Apr 29, 2026 3:00pm ET $271.57 35 $9,504.95 $9,664.72 +$37.10
(+0.4%)
MEAN_REVERSION
50m held
12 🟢 BUY May 1, 2026 9:40am ET $276.98 34 $9,417.32
🔴 SELL May 1, 2026 10:00am ET $278.43 34 $9,466.79 $9,714.19 +$49.47
(+0.5%)
MEAN_REVERSION
20m held
13 🟢 BUY May 4, 2026 11:25am ET $278.43 34 $9,466.62
🔴 SELL May 4, 2026 1:20pm ET $277.59 34 $9,438.06 $9,685.63 $-28.56
(-0.3%)
MEAN_REVERSION
1.9h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,685.63
Net Profit/Loss: $-314.37
Total Return: -3.14%
Back to Professor Mean