Simulated with $10,000 starting capital
PHASE 5: BULL TREND
Signals generated 2026-05-06 12:27:53

Trend-following and momentum strategies active. Ride winners.

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)
85.2 overbought
20d Trend
+19.9%
5d Trend
+9.7%
EMA20 Dist
+9.3%
ATR%
2.1%
Range Pos
98%
Bounce Ratio
62.6×
Green/Red 10d
9/1
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

15
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
0.1/35
Total Return
1.3/25
Win Rate
8.3/15
Profit Factor
0.1/15
Consistency
5.9/10
Raw Quality 15.7/100
× Confidence 0.99 = 15.5

30-Day Momentum

31
+1.2%
30d Return
62%
Win Rate
13
Trades
1.6×
Profit Factor
Quality: 32.4 Conf: 0.95×
Accelerating (+15 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
1,752
Timeframe
5-Minute Bars
Period Range
2026-04-06 → 2026-05-06
Trading Days
23 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
$9,919.70
Current Value
$10,043.99
Period P&L
$124.34
Max Drawdown
-12.9%
Sharpe Ratio
0.22

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
8 / 5
Best Trade
+1.02%
Worst Trade
-0.63%
Avg Trade Return
+0.10%
Avg Hold Time
9.4h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$256,178.73
Estimated Fees
$0.00
Gross P&L
$124.34
Net P&L (after fees)
$124.34
Gross Return
+1.25%
Net Return (after fees)
+1.25%

✅ 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

📈 PEP 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: 23 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 $9,919.70 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 $155.81 63 $9,816.03
🔴 SELL Apr 6, 2026 2:30pm ET $156.11 63 $9,834.93 $9,938.55 +$18.90
(+0.2%)
MEAN_REVERSION
50m held
2 🟢 BUY Apr 7, 2026 2:55pm ET $153.42 64 $9,818.88
🔴 SELL Apr 8, 2026 9:45am ET $153.32 64 $9,812.54 $9,932.21 $-6.34
(-0.1%)
MEAN_REVERSION
18.8h held
3 🟢 BUY Apr 9, 2026 2:55pm ET $157.57 63 $9,927.04
🔴 SELL Apr 10, 2026 10:05am ET $157.54 63 $9,925.02 $9,930.19 $-2.02
(-0.0%)
MEAN_REVERSION
19.2h held
4 🟢 BUY Apr 13, 2026 10:05am ET $155.61 63 $9,803.43
🔴 SELL Apr 13, 2026 12:00pm ET $155.68 63 $9,807.84 $9,934.60 +$4.41
(+0.0%)
MEAN_REVERSION
1.9h held
5 🟢 BUY Apr 14, 2026 3:55pm ET $155.63 63 $9,804.69
🔴 SELL Apr 15, 2026 9:30am ET $155.00 63 $9,765.00 $9,894.91 $-39.69
(-0.4%)
🛑 -10% Stop
17.6h held
6 🟢 BUY Apr 16, 2026 2:10pm ET $157.71 62 $9,778.28
🔴 SELL Apr 16, 2026 3:20pm ET $157.98 62 $9,794.76 $9,911.39 +$16.48
(+0.2%)
MEAN_REVERSION
1.2h held
7 🟢 BUY Apr 20, 2026 12:00pm ET $157.08 63 $9,896.04
🔴 SELL Apr 20, 2026 2:25pm ET $156.31 63 $9,847.53 $9,862.88 $-48.51
(-0.5%)
MEAN_REVERSION
2.4h held
8 🟢 BUY Apr 21, 2026 3:35pm ET $154.75 63 $9,749.25
🔴 SELL Apr 22, 2026 9:30am ET $155.01 63 $9,765.63 $9,879.26 +$16.38
(+0.2%)
MEAN_REVERSION
17.9h held
9 🟢 BUY Apr 23, 2026 3:55pm ET $155.54 63 $9,799.02
🔴 SELL Apr 24, 2026 10:20am ET $155.88 63 $9,820.44 $9,900.68 +$21.42
(+0.2%)
MEAN_REVERSION
18.4h held
10 🟢 BUY Apr 27, 2026 12:35pm ET $155.15 63 $9,774.45
🔴 SELL Apr 28, 2026 9:30am ET $156.74 63 $9,874.31 $10,000.54 +$99.86
(+1.0%)
MEAN_REVERSION
20.9h held
11 🟢 BUY Apr 29, 2026 9:30am ET $155.53 64 $9,953.92
🔴 SELL Apr 29, 2026 9:35am ET $156.15 64 $9,993.60 $10,040.22 +$39.68
(+0.4%)
MEAN_REVERSION
5m held
12 🟢 BUY May 1, 2026 1:00pm ET $158.07 63 $9,958.57
🔴 SELL May 1, 2026 2:50pm ET $157.08 63 $9,896.04 $9,977.69 $-62.53
(-0.6%)
MEAN_REVERSION
1.8h held
13 🟢 BUY May 5, 2026 9:45am ET $153.04 65 $9,947.60
🔴 SELL May 5, 2026 10:15am ET $154.06 65 $10,013.90 $10,043.99 +$66.30
(+0.7%)
MEAN_REVERSION
30m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,043.99
Net Profit/Loss: +$43.99
Total Return: +0.44%
Back to Professor Mean