Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
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)
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
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 5, 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
5.2/10
Raw Quality 13.9/100
× Confidence 0.99 = 13.8

30-Day Momentum

61
+4.5%
30d Return
86%
Win Rate
14
Trades
2.9×
Profit Factor
Quality: 62.8 Conf: 0.98×
Accelerating (+47 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
1,716
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
$8,471.46
Current Value
$8,880.95
Period P&L
$409.51
Max Drawdown
-24.9%
Sharpe Ratio
0.49

Trade Statistics (Last Month)

Trades in Period
15
Winners / Losers
13 / 2
Best Trade
+1.34%
Worst Trade
-1.74%
Avg Trade Return
+0.32%
Avg Hold Time
2.9h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$249,134.76
Estimated Fees
$0.00
Gross P&L
$409.51
Net P&L (after fees)
$409.51
Gross Return
+4.83%
Net Return (after fees)
+4.83%

✅ 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: 22 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 15 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $8,471.46 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 1:40pm ET $922.35 9 $8,301.15
🔴 SELL Apr 6, 2026 2:40pm ET $922.48 9 $8,302.32 $8,472.61 +$1.17
(+0.0%)
MEAN_REVERSION
1h held
2 🟢 BUY Apr 7, 2026 3:05pm ET $925.51 9 $8,329.59
🔴 SELL Apr 7, 2026 3:50pm ET $930.47 9 $8,374.19 $8,517.21 +$44.60
(+0.5%)
MEAN_REVERSION
45m held
3 🟢 BUY Apr 9, 2026 9:45am ET $942.70 9 $8,484.26
🔴 SELL Apr 9, 2026 10:25am ET $947.93 9 $8,531.41 $8,564.37 +$47.16
(+0.6%)
MEAN_REVERSION
40m held
4 🟢 BUY Apr 10, 2026 3:25pm ET $936.31 9 $8,426.78
🔴 SELL Apr 10, 2026 3:55pm ET $937.92 9 $8,441.28 $8,578.87 +$14.50
(+0.2%)
MEAN_REVERSION
30m held
5 🟢 BUY Apr 14, 2026 9:30am ET $921.77 9 $8,295.93
🔴 SELL Apr 14, 2026 9:35am ET $931.00 9 $8,379.00 $8,661.94 +$83.07
(+1.0%)
MEAN_REVERSION
5m held
6 🟢 BUY Apr 15, 2026 10:00am ET $921.77 9 $8,295.93
🔴 SELL Apr 15, 2026 10:20am ET $925.82 9 $8,332.34 $8,698.34 +$36.40
(+0.4%)
MEAN_REVERSION
20m held
7 🟢 BUY Apr 16, 2026 11:45am ET $903.84 9 $8,134.60
🔴 SELL Apr 16, 2026 1:05pm ET $903.08 9 $8,127.72 $8,691.46 $-6.88
(-0.1%)
MEAN_REVERSION
1.3h held
8 🟢 BUY Apr 20, 2026 9:45am ET $917.47 9 $8,257.19
🔴 SELL Apr 20, 2026 10:00am ET $923.05 9 $8,307.45 $8,741.72 +$50.26
(+0.6%)
MEAN_REVERSION
15m held
9 🟢 BUY Apr 22, 2026 1:45pm ET $917.35 9 $8,256.15
🔴 SELL Apr 22, 2026 2:35pm ET $919.00 9 $8,271.00 $8,756.57 +$14.85
(+0.2%)
MEAN_REVERSION
50m held
10 🟢 BUY Apr 23, 2026 3:55pm ET $916.35 9 $8,247.15
🔴 SELL Apr 24, 2026 9:30am ET $900.42 9 $8,103.78 $8,613.20 $-143.37
(-1.7%)
🛑 -10% Stop
17.6h held
11 🟢 BUY Apr 27, 2026 10:25am ET $879.79 9 $7,918.15
🔴 SELL Apr 27, 2026 11:50am ET $881.65 9 $7,934.85 $8,629.90 +$16.70
(+0.2%)
MEAN_REVERSION
1.4h held
12 🟢 BUY Apr 29, 2026 2:45pm ET $850.64 10 $8,506.38
🔴 SELL Apr 29, 2026 3:05pm ET $853.09 10 $8,530.95 $8,654.47 +$24.57
(+0.3%)
MEAN_REVERSION
20m held
13 🟢 BUY Apr 30, 2026 3:40pm ET $934.98 9 $8,414.86
🔴 SELL May 1, 2026 9:30am ET $947.49 9 $8,527.41 $8,767.02 +$112.55
(+1.3%)
MEAN_REVERSION
17.8h held
14 🟢 BUY May 4, 2026 9:30am ET $956.83 9 $8,611.43
🔴 SELL May 4, 2026 9:35am ET $966.23 9 $8,696.11 $8,851.71 +$84.69
(+1.0%)
MEAN_REVERSION
5m held
15 🟢 BUY May 5, 2026 3:15pm ET $985.39 8 $7,883.08
🔴 SELL May 5, 2026 3:45pm ET $989.04 8 $7,912.32 $8,880.95 +$29.24
(+0.4%)
MEAN_REVERSION
30m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $8,880.95
Net Profit/Loss: $-1,119.05
Total Return: -11.19%
Back to Professor Mean