Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-05-06 11:24:12

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)
49 neutral
20d Trend
-0.0%
5d Trend
-1.8%
EMA20 Dist
-0.7%
ATR%
2.5%
Range Pos
78%
Bounce Ratio
0.8×
Green/Red 10d
5/5
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

45
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
14.1/35
Total Return
12.2/25
Win Rate
9.2/15
Profit Factor
3.1/15
Consistency
6.9/10
Raw Quality 45.4/100
× Confidence 0.99 = 44.8

30-Day Momentum

36
+1.6%
30d Return
77%
Win Rate
13
Trades
1.3×
Profit Factor
Quality: 37.6 Conf: 0.95×
Cooling (-9 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
1,739
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
$12,614.86
Current Value
$12,815.60
Period P&L
$200.71
Max Drawdown
-7.0%
Sharpe Ratio
0.14

Trade Statistics (Last Month)

Trades in Period
13
Winners / Losers
10 / 3
Best Trade
+1.51%
Worst Trade
-2.11%
Avg Trade Return
+0.13%
Avg Hold Time
8.7h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$326,148.81
Estimated Fees
$0.00
Gross P&L
$200.71
Net P&L (after fees)
$200.71
Gross Return
+1.59%
Net Return (after fees)
+1.59%

✅ 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

📈 SCHW 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 $12,614.86 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 3:15pm ET $92.20 136 $12,538.85
🔴 SELL Apr 7, 2026 10:40am ET $92.11 136 $12,527.64 $12,603.68 $-11.21
(-0.1%)
MEAN_REVERSION
19.4h held
2 🟢 BUY Apr 8, 2026 11:15am ET $95.88 131 $12,560.28
🔴 SELL Apr 8, 2026 12:00pm ET $96.08 131 $12,586.48 $12,629.88 +$26.20
(+0.2%)
MEAN_REVERSION
45m held
3 🟢 BUY Apr 10, 2026 9:35am ET $96.50 130 $12,545.00
🔴 SELL Apr 10, 2026 12:35pm ET $94.46 130 $12,279.80 $12,364.68 $-265.20
(-2.1%)
MEAN_REVERSION
3h held
4 🟢 BUY Apr 14, 2026 11:55am ET $98.52 125 $12,315.00
🔴 SELL Apr 14, 2026 12:20pm ET $98.85 125 $12,356.25 $12,405.93 +$41.25
(+0.3%)
MEAN_REVERSION
25m held
5 🟢 BUY Apr 15, 2026 3:45pm ET $99.93 124 $12,391.32
🔴 SELL Apr 15, 2026 3:55pm ET $100.30 124 $12,437.20 $12,451.81 +$45.88
(+0.4%)
MEAN_REVERSION
10m held
6 🟢 BUY Apr 17, 2026 9:50am ET $90.69 137 $12,424.53
🔴 SELL Apr 17, 2026 10:25am ET $92.06 137 $12,612.22 $12,639.50 +$187.69
(+1.5%)
MEAN_REVERSION
35m held
7 🟢 BUY Apr 20, 2026 12:15pm ET $92.55 136 $12,586.85
🔴 SELL Apr 20, 2026 1:00pm ET $92.92 136 $12,636.44 $12,689.09 +$49.59
(+0.4%)
MEAN_REVERSION
45m held
8 🟢 BUY Apr 21, 2026 3:45pm ET $92.03 137 $12,608.11
🔴 SELL Apr 22, 2026 10:00am ET $92.49 137 $12,671.13 $12,752.11 +$63.02
(+0.5%)
MEAN_REVERSION
18.3h held
9 🟢 BUY Apr 23, 2026 12:40pm ET $89.82 141 $12,664.62
🔴 SELL Apr 23, 2026 2:20pm ET $88.57 141 $12,487.67 $12,575.16 $-176.95
(-1.4%)
MEAN_REVERSION
1.7h held
10 🟢 BUY Apr 24, 2026 2:30pm ET $89.17 141 $12,572.97
🔴 SELL Apr 27, 2026 9:35am ET $89.21 141 $12,579.31 $12,581.50 +$6.34
(+0.1%)
MEAN_REVERSION
2.8d held
11 🟢 BUY Apr 28, 2026 10:00am ET $90.45 139 $12,572.55
🔴 SELL Apr 28, 2026 10:50am ET $90.72 139 $12,610.08 $12,619.03 +$37.53
(+0.3%)
MEAN_REVERSION
50m held
12 🟢 BUY Apr 30, 2026 9:30am ET $90.39 139 $12,564.90
🔴 SELL Apr 30, 2026 9:35am ET $91.00 139 $12,649.00 $12,703.13 +$84.10
(+0.7%)
MEAN_REVERSION
5m held
13 🟢 BUY May 1, 2026 9:40am ET $91.51 138 $12,629.07
🔴 SELL May 1, 2026 9:55am ET $92.33 138 $12,741.54 $12,815.60 +$112.47
(+0.9%)
MEAN_REVERSION
15m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,815.60
Net Profit/Loss: +$2,815.60
Total Return: +28.16%
Back to Professor Mean