Simulated with $10,000 starting capital
PHASE 4: RECOVERY
Signals generated 2026-06-24 01:27:35

Bounce in progress. Hold existing positions, let trailing stops manage exits.

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)
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

Strategy Score Scored Jun 23, 2026

17
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.3/35
Total Return
2.8/25
Win Rate
8.4/15
Profit Factor
0.2/15
Consistency
5.7/10
Raw Quality 17.4/100
× Confidence 0.98 = 17.1

30-Day Momentum

12
-1.7%
30d Return
50%
Win Rate
10
Trades
0.7×
Profit Factor
Quality: 13.8 Conf: 0.87×
Cooling (-5 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
$10,289.89
Current Value
$10,295.93
Period P&L
$6.09
Max Drawdown
-12.9%
Sharpe Ratio
0.01

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
6 / 5
Best Trade
+1.77%
Worst Trade
-1.66%
Avg Trade Return
+0.01%
Avg Hold Time
14h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$221,927.93
Estimated Fees
$0.00
Gross P&L
$6.09
Net P&L (after fees)
$6.09
Gross Return
+0.06%
Net Return (after fees)
+0.06%

✅ 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: 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 $10,289.89 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 9:30am ET $149.72 68 $10,180.96
🔴 SELL May 26, 2026 11:35am ET $147.30 68 $10,016.74 $10,125.62 $-164.22
(-1.6%)
MEAN_REVERSION
2.1h held
2 🟢 BUY May 27, 2026 1:45pm ET $148.14 68 $10,073.56
🔴 SELL May 27, 2026 2:45pm ET $148.32 68 $10,085.76 $10,137.82 +$12.20
(+0.1%)
MEAN_REVERSION
1h held
3 🟢 BUY May 29, 2026 9:30am ET $145.40 69 $10,032.60
🔴 SELL May 29, 2026 10:45am ET $145.16 69 $10,016.38 $10,121.60 $-16.22
(-0.2%)
MEAN_REVERSION
1.3h held
4 🟢 BUY Jun 1, 2026 3:05pm ET $141.68 71 $10,058.93
🔴 SELL Jun 2, 2026 9:35am ET $142.18 71 $10,094.78 $10,157.45 +$35.85
(+0.4%)
MEAN_REVERSION
18.5h held
5 🟢 BUY Jun 3, 2026 1:45pm ET $143.05 71 $10,156.55
🔴 SELL Jun 4, 2026 9:30am ET $144.89 71 $10,287.19 $10,288.09 +$130.64
(+1.3%)
MEAN_REVERSION
19.8h held
6 🟢 BUY Jun 5, 2026 3:00pm ET $142.60 72 $10,267.20
🔴 SELL Jun 8, 2026 11:00am ET $140.23 72 $10,096.78 $10,117.67 $-170.42
(-1.7%)
MEAN_REVERSION
2.8d held
7 🟢 BUY Jun 9, 2026 1:15pm ET $142.69 70 $9,988.30
🔴 SELL Jun 9, 2026 3:50pm ET $142.88 70 $10,001.60 $10,130.97 +$13.30
(+0.1%)
MEAN_REVERSION
2.6h held
8 🟢 BUY Jun 11, 2026 3:45pm ET $144.13 70 $10,089.10
🔴 SELL Jun 12, 2026 10:55am ET $143.65 70 $10,055.50 $10,097.37 $-33.60
(-0.3%)
MEAN_REVERSION
19.2h held
9 🟢 BUY Jun 16, 2026 9:55am ET $145.48 69 $10,038.12
🔴 SELL Jun 16, 2026 10:15am ET $146.47 69 $10,106.43 $10,165.68 +$68.31
(+0.7%)
MEAN_REVERSION
20m held
10 🟢 BUY Jun 17, 2026 12:10pm ET $143.78 70 $10,064.60
🔴 SELL Jun 17, 2026 1:50pm ET $143.10 70 $10,017.35 $10,118.43 $-47.25
(-0.5%)
MEAN_REVERSION
1.7h held
11 🟢 BUY Jun 22, 2026 2:00pm ET $141.00 71 $10,011.00
🔴 SELL Jun 23, 2026 9:30am ET $143.50 71 $10,188.50 $10,295.93 +$177.50
(+1.8%)
MEAN_REVERSION
19.5h held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,295.93
Net Profit/Loss: +$295.93
Total Return: +2.96%
Back to Professor Mean