Compendium › Professor Mean › MA
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
MA
Alpaca Tradeable

Professor Mean's Analysis

Last Month: 2026-05-20 to present • 13 trades in period

-0.15%
Last Month Return
$10,970.48
Current Value
54%
Win Rate
$10,986.58
Period Start
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PHASE 3: CAPITULATION
⚡ Fear Bear (strategies thrive)
Signals generated 2026-06-20 14:11:16

Extreme fear + bounces appearing. Mean reversion and reversal strategies have best edge NOW.

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)
49.4 neutral
20d Trend
-5.1%
5d Trend
+1.5%
EMA20 Dist
+0.1%
ATR%
2.3%
Range Pos
39%
Bounce Ratio
2.4×
Green/Red 10d
4/6
🌍 Geophysical Tilt: Active magnetosphere: slight tilt toward volume/macro strategies.

Strategy Score Scored Jun 20, 2026

30
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
5.9/35
Total Return
8.6/25
Win Rate
8.6/15
Profit Factor
1.4/15
Consistency
5.3/10
Raw Quality 29.7/100
× Confidence 1.00 = 29.6

30-Day Momentum

17
+0.1%
30d Return
58%
Win Rate
12
Trades
1.0×
Profit Factor
Quality: 18.2 Conf: 0.93×
Declining (-13 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 (100%) 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
$10,986.58
Current Value
$10,970.48
Period P&L
$-16.10
Max Drawdown
-5.8%
Sharpe Ratio
-0.03

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
7 / 6
Best Trade
+0.80%
Worst Trade
-0.89%
Avg Trade Return
-0.01%
Avg Hold Time
9.2h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$278,994.10
Estimated Fees
$0.00
Gross P&L
$-16.10
Net P&L (after fees)
$-16.10
Gross Return
-0.15%
Net Return (after fees)
-0.15%

✅ 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

📈 MA 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 $10,986.58 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 20, 2026 9:30am ET $494.63 22 $10,881.86 — — —
🔴 SELL May 20, 2026 11:35am ET $493.39 22 $10,854.58 $10,959.30 $-27.28
(-0.3%) 		MEAN_REVERSION
2.1h held
2 🟢 BUY May 21, 2026 2:55pm ET $499.41 21 $10,487.61 — — —
🔴 SELL May 22, 2026 9:30am ET $500.35 21 $10,507.35 $10,979.04 +$19.74
(+0.2%) 		MEAN_REVERSION
18.6h held
3 🟢 BUY May 26, 2026 9:30am ET $494.36 22 $10,875.92 — — —
🔴 SELL May 26, 2026 11:05am ET $493.94 22 $10,866.68 $10,969.80 $-9.24
(-0.1%) 		MEAN_REVERSION
1.6h held
4 🟢 BUY May 28, 2026 9:30am ET $493.05 22 $10,847.21 — — —
🔴 SELL May 28, 2026 1:10pm ET $488.65 22 $10,750.30 $10,872.89 $-96.91
(-0.9%) 		MEAN_REVERSION
3.7h held
5 🟢 BUY May 29, 2026 3:55pm ET $494.21 22 $10,872.62 — — —
🔴 SELL Jun 1, 2026 10:00am ET $494.67 22 $10,882.63 $10,882.90 +$10.01
(+0.1%) 		MEAN_REVERSION
2.8d held
6 🟢 BUY Jun 2, 2026 11:40am ET $481.82 22 $10,600.04 — — —
🔴 SELL Jun 2, 2026 1:20pm ET $482.42 22 $10,613.24 $10,896.10 +$13.20
(+0.1%) 		MEAN_REVERSION
1.7h held
7 🟢 BUY Jun 4, 2026 11:55am ET $483.00 22 $10,626.00 — — —
🔴 SELL Jun 4, 2026 2:20pm ET $480.11 22 $10,562.53 $10,832.63 $-63.47
(-0.6%) 		MEAN_REVERSION
2.4h held
8 🟢 BUY Jun 8, 2026 9:30am ET $487.95 22 $10,735.01 — — —
🔴 SELL Jun 8, 2026 11:00am ET $488.64 22 $10,750.08 $10,847.70 +$15.07
(+0.1%) 		MEAN_REVERSION
1.5h held
9 🟢 BUY Jun 10, 2026 9:35am ET $492.43 22 $10,833.46 — — —
🔴 SELL Jun 10, 2026 9:55am ET $496.35 22 $10,919.59 $10,933.83 +$86.13
(+0.8%) 		MEAN_REVERSION
20m held
10 🟢 BUY Jun 11, 2026 10:10am ET $487.48 22 $10,724.56 — — —
🔴 SELL Jun 11, 2026 11:55am ET $486.24 22 $10,697.28 $10,906.55 $-27.28
(-0.3%) 		MEAN_REVERSION
1.8h held
11 🟢 BUY Jun 12, 2026 2:10pm ET $487.19 22 $10,718.19 — — —
🔴 SELL Jun 12, 2026 3:10pm ET $488.27 22 $10,741.83 $10,930.19 +$23.64
(+0.2%) 		MEAN_REVERSION
1h held
12 🟢 BUY Jun 16, 2026 1:45pm ET $497.18 21 $10,440.78 — — —
🔴 SELL Jun 16, 2026 2:15pm ET $499.13 21 $10,481.73 $10,971.14 +$40.95
(+0.4%) 		MEAN_REVERSION
30m held
13 🟢 BUY Jun 17, 2026 3:25pm ET $493.72 22 $10,861.84 — — —
🔴 SELL Jun 18, 2026 10:10am ET $493.69 22 $10,861.18 $10,970.48 $-0.66
(-0.0%) 		MEAN_REVERSION
18.8h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,970.48
Net Profit/Loss: +$970.48
Total Return: +9.70%
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