Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-06-24 01:24:41

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)
22.7 oversold
20d Trend
-16.1%
5d Trend
-8.1%
EMA20 Dist
-9.8%
ATR%
3.8%
Range Pos
2%
Bounce Ratio
0.3×
Green/Red 10d
2/8

Strategy Score Scored Jun 23, 2026

12
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
7.0/15
Profit Factor
0.0/15
Consistency
5.3/10
Raw Quality 12.3/100
× Confidence 0.98 = 12.1

30-Day Momentum

11
-2.3%
30d Return
45%
Win Rate
11
Trades
0.6×
Profit Factor
Quality: 12.0 Conf: 0.90×
Cooling (-1 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 (98%) 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
$9,548.27
Current Value
$9,328.82
Period P&L
$-219.38
Max Drawdown
-10.0%
Sharpe Ratio
-0.32

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
5 / 6
Best Trade
+0.99%
Worst Trade
-1.60%
Avg Trade Return
-0.22%
Avg Hold Time
1.1h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$202,669.18
Estimated Fees
$0.00
Gross P&L
$-219.38
Net P&L (after fees)
$-219.38
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

📈 MSFT 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 - 11 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,548.27 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 27, 2026 9:30am ET $411.05 23 $9,454.15
🔴 SELL May 27, 2026 9:35am ET $411.61 23 $9,467.09 $9,561.14 +$12.94
(+0.1%)
🛑 -10% Stop
5m held
2 🟢 BUY May 28, 2026 3:50pm ET $425.69 22 $9,365.18
🔴 SELL May 28, 2026 3:55pm ET $426.55 22 $9,384.21 $9,580.17 +$19.03
(+0.2%)
MEAN_REVERSION
5m held
3 🟢 BUY Jun 2, 2026 9:30am ET $446.97 21 $9,386.37
🔴 SELL Jun 2, 2026 11:35am ET $444.34 21 $9,331.14 $9,524.94 $-55.23
(-0.6%)
MEAN_REVERSION
2.1h held
4 🟢 BUY Jun 3, 2026 12:20pm ET $425.57 22 $9,362.54
🔴 SELL Jun 3, 2026 1:25pm ET $425.46 22 $9,360.12 $9,522.52 $-2.42
(-0.0%)
MEAN_REVERSION
1.1h held
5 🟢 BUY Jun 5, 2026 9:40am ET $426.13 22 $9,374.75
🔴 SELL Jun 5, 2026 10:00am ET $422.77 22 $9,300.93 $9,448.70 $-73.82
(-0.8%)
🛑 -10% Stop
20m held
6 🟢 BUY Jun 8, 2026 11:30am ET $411.17 22 $9,045.85
🔴 SELL Jun 8, 2026 1:30pm ET $410.07 22 $9,021.54 $9,424.39 $-24.31
(-0.3%)
MEAN_REVERSION
2h held
7 🟢 BUY Jun 9, 2026 3:30pm ET $402.40 23 $9,255.20
🔴 SELL Jun 9, 2026 3:55pm ET $403.65 23 $9,283.95 $9,453.14 +$28.75
(+0.3%)
MEAN_REVERSION
25m held
8 🟢 BUY Jun 11, 2026 9:30am ET $394.54 23 $9,074.42
🔴 SELL Jun 11, 2026 12:10pm ET $388.23 23 $8,929.29 $9,308.01 $-145.13
(-1.6%)
MEAN_REVERSION
2.7h held
9 🟢 BUY Jun 15, 2026 2:35pm ET $398.56 23 $9,166.92
🔴 SELL Jun 15, 2026 3:05pm ET $399.30 23 $9,183.90 $9,324.99 +$16.98
(+0.2%)
MEAN_REVERSION
30m held
10 🟢 BUY Jun 17, 2026 9:30am ET $389.93 23 $8,968.50
🔴 SELL Jun 17, 2026 11:45am ET $386.23 23 $8,883.29 $9,239.78 $-85.21
(-1.0%)
MEAN_REVERSION
2.3h held
11 🟢 BUY Jun 22, 2026 9:30am ET $374.60 24 $8,990.40
🔴 SELL Jun 22, 2026 9:40am ET $378.31 24 $9,079.44 $9,328.82 +$89.04
(+1.0%)
MEAN_REVERSION
10m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,328.82
Net Profit/Loss: $-671.18
Total Return: -6.71%
Back to Professor Mean