Simulated with $10,000 starting capital
PHASE 0: RANGING
Signals generated 2026-05-06 05:25:31

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)
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: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 5, 2026

22
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
1.7/35
Total Return
6.1/25
Win Rate
6.8/15
Profit Factor
1.0/15
Consistency
6.2/10
Raw Quality 21.8/100
× Confidence 0.99 = 21.6

30-Day Momentum

37
+0.9%
30d Return
64%
Win Rate
11
Trades
2.8×
Profit Factor
Quality: 40.8 Conf: 0.90×
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
1,716
Timeframe
5-Minute Bars
Period Range
2026-04-06 → 2026-05-05
Trading Days
22 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
$10,338.99
Current Value
$10,435.15
Period P&L
$96.25
Max Drawdown
-8.8%
Sharpe Ratio
0.51

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
7 / 4
Best Trade
+0.43%
Worst Trade
-0.19%
Avg Trade Return
+0.09%
Avg Hold Time
1.1h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$224,634.49
Estimated Fees
$0.00
Gross P&L
$96.25
Net P&L (after fees)
$96.25
Gross Return
+0.93%
Net Return (after fees)
+0.93%

✅ 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: 22 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 $10,338.99 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 1:15pm ET $323.77 31 $10,036.72
🔴 SELL Apr 6, 2026 2:15pm ET $324.55 31 $10,061.20 $10,363.39 +$24.49
(+0.2%)
MEAN_REVERSION
1h held
2 🟢 BUY Apr 7, 2026 2:45pm ET $323.55 32 $10,353.60
🔴 SELL Apr 7, 2026 3:20pm ET $324.93 32 $10,397.92 $10,407.71 +$44.32
(+0.4%)
MEAN_REVERSION
35m held
3 🟢 BUY Apr 10, 2026 11:55am ET $335.05 31 $10,386.70
🔴 SELL Apr 10, 2026 1:45pm ET $334.95 31 $10,383.38 $10,404.39 $-3.32
(-0.0%)
MEAN_REVERSION
1.8h held
4 🟢 BUY Apr 14, 2026 2:25pm ET $341.64 30 $10,249.20
🔴 SELL Apr 14, 2026 3:05pm ET $342.15 30 $10,264.50 $10,419.69 +$15.30
(+0.1%)
MEAN_REVERSION
40m held
5 🟢 BUY Apr 17, 2026 1:25pm ET $350.45 29 $10,163.05
🔴 SELL Apr 17, 2026 2:45pm ET $350.57 29 $10,166.53 $10,423.17 +$3.48
(+0.0%)
MEAN_REVERSION
1.3h held
6 🟢 BUY Apr 21, 2026 11:00am ET $349.54 29 $10,136.66
🔴 SELL Apr 21, 2026 12:35pm ET $349.47 29 $10,134.63 $10,421.14 $-2.03
(-0.0%)
MEAN_REVERSION
1.6h held
7 🟢 BUY Apr 23, 2026 1:05pm ET $349.96 29 $10,148.90
🔴 SELL Apr 23, 2026 2:10pm ET $349.54 29 $10,136.66 $10,408.90 $-12.24
(-0.1%)
MEAN_REVERSION
1.1h held
8 🟢 BUY Apr 27, 2026 9:50am ET $351.48 29 $10,192.92
🔴 SELL Apr 27, 2026 9:55am ET $352.21 29 $10,214.09 $10,430.07 +$21.17
(+0.2%)
MEAN_REVERSION
5m held
9 🟢 BUY Apr 28, 2026 9:55am ET $350.64 29 $10,168.56
🔴 SELL Apr 28, 2026 12:05pm ET $349.99 29 $10,149.71 $10,411.22 $-18.85
(-0.2%)
MEAN_REVERSION
2.2h held
10 🟢 BUY Apr 29, 2026 12:35pm ET $348.99 29 $10,120.85
🔴 SELL Apr 29, 2026 1:30pm ET $349.46 29 $10,134.48 $10,424.85 +$13.63
(+0.1%)
MEAN_REVERSION
55m held
11 🟢 BUY May 1, 2026 2:35pm ET $355.58 29 $10,311.96
🔴 SELL May 1, 2026 3:15pm ET $355.94 29 $10,322.26 $10,435.15 +$10.30
(+0.1%)
MEAN_REVERSION
40m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,435.15
Net Profit/Loss: +$435.15
Total Return: +4.35%
Back to Professor Mean