Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-06-24 01:26:29

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)
47.7 neutral
20d Trend
-3.6%
5d Trend
+0.1%
EMA20 Dist
-1.1%
ATR%
3.7%
Range Pos
72%
Bounce Ratio
1.5×
Green/Red 10d
5/5

Strategy Score Scored Jun 23, 2026

14
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
8.8/15
Profit Factor
0.0/15
Consistency
5.3/10
Raw Quality 14.1/100
× Confidence 0.99 = 14.0

30-Day Momentum

46
+2.1%
30d Return
75%
Win Rate
12
Trades
2.3×
Profit Factor
Quality: 49.5 Conf: 0.93×
Accelerating (+32 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
$8,863.11
Current Value
$9,053.32
Period P&L
$190.23
Max Drawdown
-24.9%
Sharpe Ratio
0.46

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
10 / 3
Best Trade
+0.94%
Worst Trade
-0.43%
Avg Trade Return
+0.18%
Avg Hold Time
3.6h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$219,767.58
Estimated Fees
$0.00
Gross P&L
$190.23
Net P&L (after fees)
$190.23
Gross Return
+2.15%
Net Return (after fees)
+2.15%

✅ 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

📈 LLY 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 - 13 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $8,863.11 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 9:50am ET $1,061.11 8 $8,488.88
🔴 SELL May 26, 2026 10:40am ET $1,071.05 8 $8,568.40 $8,942.61 +$79.52
(+0.9%)
MEAN_REVERSION
50m held
2 🟢 BUY May 28, 2026 12:45pm ET $1,124.65 7 $7,872.52
🔴 SELL May 28, 2026 1:50pm ET $1,125.54 7 $7,878.78 $8,948.87 +$6.26
(+0.1%)
MEAN_REVERSION
1.1h held
3 🟢 BUY Jun 1, 2026 11:30am ET $1,072.56 8 $8,580.52
🔴 SELL Jun 1, 2026 11:50am ET $1,077.65 8 $8,621.20 $8,989.55 +$40.68
(+0.5%)
MEAN_REVERSION
20m held
4 🟢 BUY Jun 2, 2026 1:10pm ET $1,064.50 8 $8,516.00
🔴 SELL Jun 2, 2026 1:25pm ET $1,067.35 8 $8,538.80 $9,012.35 +$22.80
(+0.3%)
MEAN_REVERSION
15m held
5 🟢 BUY Jun 3, 2026 3:20pm ET $1,085.55 8 $8,684.40
🔴 SELL Jun 3, 2026 3:40pm ET $1,081.82 8 $8,654.56 $8,982.51 $-29.84
(-0.3%)
🛑 -10% Stop
20m held
6 🟢 BUY Jun 5, 2026 12:05pm ET $1,151.39 7 $8,059.73
🔴 SELL Jun 5, 2026 2:35pm ET $1,146.61 7 $8,026.27 $8,949.05 $-33.46
(-0.4%)
MEAN_REVERSION
2.5h held
7 🟢 BUY Jun 9, 2026 3:30pm ET $1,146.71 7 $8,026.97
🔴 SELL Jun 10, 2026 9:30am ET $1,152.50 7 $8,067.50 $8,989.58 +$40.53
(+0.5%)
MEAN_REVERSION
18h held
8 🟢 BUY Jun 11, 2026 9:35am ET $1,134.98 7 $7,944.87
🔴 SELL Jun 11, 2026 9:45am ET $1,139.85 7 $7,978.98 $9,023.69 +$34.11
(+0.4%)
MEAN_REVERSION
10m held
9 🟢 BUY Jun 12, 2026 9:45am ET $1,151.50 7 $8,060.50
🔴 SELL Jun 12, 2026 10:55am ET $1,155.74 7 $8,090.21 $9,053.40 +$29.71
(+0.4%)
MEAN_REVERSION
1.2h held
10 🟢 BUY Jun 15, 2026 2:10pm ET $1,125.62 8 $9,004.96
🔴 SELL Jun 15, 2026 3:00pm ET $1,127.22 8 $9,017.76 $9,066.20 +$12.80
(+0.1%)
MEAN_REVERSION
50m held
11 🟢 BUY Jun 16, 2026 3:00pm ET $1,121.13 8 $8,969.04
🔴 SELL Jun 17, 2026 10:35am ET $1,116.32 8 $8,930.56 $9,027.72 $-38.48
(-0.4%)
MEAN_REVERSION
19.6h held
12 🟢 BUY Jun 18, 2026 3:05pm ET $1,099.19 8 $8,793.52
🔴 SELL Jun 18, 2026 3:55pm ET $1,102.30 8 $8,818.36 $9,052.56 +$24.84
(+0.3%)
MEAN_REVERSION
50m held
13 🟢 BUY Jun 23, 2026 11:05am ET $1,098.34 8 $8,786.76
🔴 SELL Jun 23, 2026 12:20pm ET $1,098.44 8 $8,787.52 $9,053.32 +$0.76
(+0.0%)
MEAN_REVERSION
1.3h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,053.32
Net Profit/Loss: $-946.68
Total Return: -9.47%
Back to Professor Mean