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

Professor Mean's Analysis

Last Month: 2026-05-20 to present • 14 trades in period

+2.11%
Last Month Return
$10,688.50
Current Value
64%
Win Rate
$10,467.29
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-06-20 14:12:55

No strong directional signal. Monitor for regime shift.

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)
36.2 neutral
20d Trend
-2.9%
5d Trend
-2.1%
EMA20 Dist
-1.9%
ATR%
1.1%
Range Pos
52%
Bounce Ratio
0.6×
Green/Red 10d
4/6
🌍 Geophysical Tilt: Active magnetosphere: slight tilt toward volume/macro strategies.

Strategy Score Scored Jun 20, 2026

25
Lifetime
Confidence: 100%

Quality Components

Return-to-Risk
2.7/35
Total Return
7.5/25
Win Rate
6.9/15
Profit Factor
1.5/15
Consistency
6.3/10
Raw Quality 24.9/100
× Confidence 1.00 = 24.8

30-Day Momentum

44
+2.1%
30d Return
62%
Win Rate
13
Trades
2.6×
Profit Factor
Quality: 46.0 Conf: 0.95×
Accelerating (+19 vs lifetime)
Momentum meets 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
$10,467.29
Current Value
$10,688.50
Period P&L
$221.29
Max Drawdown
-8.8%
Sharpe Ratio
0.32

Trade Statistics (Last Month)

Trades in Period
14
Winners / Losers
9 / 5
Best Trade
+1.59%
Worst Trade
-0.65%
Avg Trade Return
+0.15%
Avg Hold Time
15.7h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$290,349.01
Estimated Fees
$0.00
Gross P&L
$221.29
Net P&L (after fees)
$221.29
Gross Return
+2.11%
Net Return (after fees)
+2.11%

✅ 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

📈 VTI 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 - 14 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,467.29 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 19, 2026 2:30pm ET $361.04 29 $10,470.02 — — —
🔴 SELL May 20, 2026 9:30am ET $361.04 29 $10,470.16 $10,471.70 +$0.15
(+0.0%) 		MEAN_REVERSION
19h held
2 🟢 BUY May 21, 2026 9:30am ET $362.51 28 $10,150.28 — — —
🔴 SELL May 21, 2026 9:55am ET $363.56 28 $10,179.68 $10,501.10 +$29.40
(+0.3%) 		MEAN_REVERSION
25m held
3 🟢 BUY May 22, 2026 3:20pm ET $366.99 28 $10,275.72 — — —
🔴 SELL May 26, 2026 9:30am ET $369.29 28 $10,340.12 $10,565.50 +$64.40
(+0.6%) 		MEAN_REVERSION
3.8d held
4 🟢 BUY May 28, 2026 9:30am ET $369.15 28 $10,336.20 — — —
🔴 SELL May 28, 2026 9:35am ET $368.86 28 $10,328.08 $10,557.38 $-8.12
(-0.1%) 		🛑 -10% Stop
5m held
5 🟢 BUY May 29, 2026 1:50pm ET $372.20 28 $10,421.60 — — —
🔴 SELL May 29, 2026 2:30pm ET $372.50 28 $10,430.00 $10,565.78 +$8.40
(+0.1%) 		MEAN_REVERSION
40m held
6 🟢 BUY Jun 1, 2026 3:35pm ET $373.91 28 $10,469.48 — — —
🔴 SELL Jun 2, 2026 10:15am ET $373.59 28 $10,460.52 $10,556.82 $-8.96
(-0.1%) 		MEAN_REVERSION
18.7h held
7 🟢 BUY Jun 3, 2026 11:35am ET $372.21 28 $10,421.88 — — —
🔴 SELL Jun 3, 2026 12:55pm ET $372.05 28 $10,417.54 $10,552.48 $-4.34
(-0.0%) 		MEAN_REVERSION
1.3h held
8 🟢 BUY Jun 4, 2026 3:55pm ET $373.39 28 $10,454.92 — — —
🔴 SELL Jun 5, 2026 9:30am ET $370.98 28 $10,387.44 $10,485.00 $-67.48
(-0.6%) 		🛑 -10% Stop
17.6h held
9 🟢 BUY Jun 8, 2026 1:05pm ET $365.30 28 $10,228.54 — — —
🔴 SELL Jun 8, 2026 2:05pm ET $365.86 28 $10,244.08 $10,500.54 +$15.54
(+0.2%) 		MEAN_REVERSION
1h held
10 🟢 BUY Jun 10, 2026 11:00am ET $361.34 29 $10,478.86 — — —
🔴 SELL Jun 10, 2026 12:35pm ET $361.02 29 $10,469.58 $10,491.26 $-9.28
(-0.1%) 		MEAN_REVERSION
1.6h held
11 🟢 BUY Jun 12, 2026 3:35pm ET $365.78 28 $10,241.86 — — —
🔴 SELL Jun 15, 2026 9:30am ET $371.61 28 $10,405.08 $10,654.48 +$163.22
(+1.6%) 		MEAN_REVERSION
2.7d held
12 🟢 BUY Jun 16, 2026 10:30am ET $371.63 28 $10,405.64 — — —
🔴 SELL Jun 16, 2026 12:05pm ET $371.98 28 $10,415.44 $10,664.28 +$9.80
(+0.1%) 		MEAN_REVERSION
1.6h held
13 🟢 BUY Jun 17, 2026 1:05pm ET $370.48 28 $10,373.44 — — —
🔴 SELL Jun 17, 2026 1:55pm ET $370.89 28 $10,384.78 $10,675.62 +$11.34
(+0.1%) 		MEAN_REVERSION
50m held
14 🟢 BUY Jun 18, 2026 3:10pm ET $369.20 28 $10,337.60 — — —
🔴 SELL Jun 18, 2026 3:35pm ET $369.66 28 $10,350.48 $10,688.50 +$12.88
(+0.1%) 		MEAN_REVERSION
25m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,688.50
Net Profit/Loss: +$688.50
Total Return: +6.88%
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