Simulated with $10,000 starting capital
PHASE 5: BULL TREND
Signals generated 2026-05-06 05:25:33

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)
62.8 neutral
20d Trend
+12.6%
5d Trend
+8.3%
EMA20 Dist
+8.3%
ATR%
4.8%
Range Pos
29%
Bounce Ratio
1.8×
Green/Red 10d
7/3
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 5, 2026

29
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
4.9/35
Total Return
12.0/25
Win Rate
6.8/15
Profit Factor
1.3/15
Consistency
4.1/10
Raw Quality 29.1/100
× Confidence 0.99 = 28.8

30-Day Momentum

11
-5.0%
30d Return
43%
Win Rate
14
Trades
0.6×
Profit Factor
Quality: 11.1 Conf: 0.98×
Declining (-18 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
$13,259.91
Current Value
$12,737.27
Period P&L
$-522.59
Max Drawdown
-19.3%
Sharpe Ratio
-0.27

Trade Statistics (Last Month)

Trades in Period
15
Winners / Losers
7 / 8
Best Trade
+0.94%
Worst Trade
-2.74%
Avg Trade Return
-0.32%
Avg Hold Time
10.7h

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$385,056.37
Estimated Fees
$0.00
Gross P&L
$-522.59
Net P&L (after fees)
$-522.59
Gross Return
-3.94%
Net Return (after fees)
-3.94%

✅ 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

📈 VXX 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 - 15 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $13,259.91 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 2, 2026 3:50pm ET $34.78 384 $13,355.52
🔴 SELL Apr 6, 2026 11:35am ET $33.98 384 $13,048.32 $13,066.25 $-307.20
(-2.3%)
MEAN_REVERSION
3.8d held
2 🟢 BUY Apr 7, 2026 12:05pm ET $35.05 372 $13,038.41
🔴 SELL Apr 7, 2026 1:10pm ET $35.38 372 $13,161.36 $13,189.20 +$122.95
(+0.9%)
MEAN_REVERSION
1.1h held
3 🟢 BUY Apr 9, 2026 10:55am ET $31.45 419 $13,177.55
🔴 SELL Apr 9, 2026 2:05pm ET $30.68 419 $12,857.01 $12,868.66 $-320.54
(-2.4%)
MEAN_REVERSION
3.2h held
4 🟢 BUY Apr 10, 2026 3:05pm ET $30.70 419 $12,865.39
🔴 SELL Apr 10, 2026 3:40pm ET $30.83 419 $12,915.68 $12,918.94 +$50.28
(+0.4%)
MEAN_REVERSION
35m held
5 🟢 BUY Apr 13, 2026 3:40pm ET $29.75 434 $12,913.67
🔴 SELL Apr 14, 2026 9:30am ET $28.94 434 $12,559.96 $12,565.23 $-353.71
(-2.7%)
🛑 -10% Stop
17.8h held
6 🟢 BUY Apr 15, 2026 9:30am ET $29.03 432 $12,540.96
🔴 SELL Apr 15, 2026 10:35am ET $29.27 432 $12,644.64 $12,668.91 +$103.68
(+0.8%)
MEAN_REVERSION
1.1h held
7 🟢 BUY Apr 17, 2026 9:30am ET $28.61 442 $12,645.62
🔴 SELL Apr 17, 2026 10:35am ET $28.85 442 $12,751.70 $12,774.99 +$106.08
(+0.8%)
MEAN_REVERSION
1.1h held
8 🟢 BUY Apr 21, 2026 9:30am ET $29.30 436 $12,774.80
🔴 SELL Apr 21, 2026 10:20am ET $29.47 436 $12,846.74 $12,846.93 +$71.94
(+0.6%)
MEAN_REVERSION
50m held
9 🟢 BUY Apr 22, 2026 1:10pm ET $29.53 435 $12,845.55
🔴 SELL Apr 22, 2026 2:20pm ET $29.66 435 $12,902.10 $12,903.48 +$56.55
(+0.4%)
MEAN_REVERSION
1.2h held
10 🟢 BUY Apr 23, 2026 3:55pm ET $29.54 436 $12,879.44
🔴 SELL Apr 24, 2026 11:25am ET $29.42 436 $12,829.30 $12,853.34 $-50.14
(-0.4%)
MEAN_REVERSION
19.5h held
11 🟢 BUY Apr 27, 2026 3:05pm ET $29.07 442 $12,846.73
🔴 SELL Apr 27, 2026 3:10pm ET $29.01 442 $12,824.63 $12,831.24 $-22.10
(-0.2%)
🛑 -10% Stop
5m held
12 🟢 BUY Apr 28, 2026 3:40pm ET $28.67 447 $12,813.26
🔴 SELL Apr 29, 2026 10:45am ET $28.49 447 $12,732.80 $12,750.78 $-80.46
(-0.6%)
MEAN_REVERSION
19.1h held
13 🟢 BUY Apr 30, 2026 12:50pm ET $28.33 450 $12,748.50
🔴 SELL Apr 30, 2026 2:25pm ET $28.25 450 $12,714.75 $12,717.03 $-33.75
(-0.3%)
MEAN_REVERSION
1.6h held
14 🟢 BUY May 4, 2026 9:50am ET $28.00 454 $12,709.73
🔴 SELL May 4, 2026 10:50am ET $27.98 454 $12,700.65 $12,707.95 $-9.08
(-0.1%)
MEAN_REVERSION
1h held
15 🟢 BUY May 5, 2026 2:10pm ET $28.14 451 $12,691.14
🔴 SELL May 5, 2026 2:20pm ET $28.20 451 $12,720.45 $12,737.27 +$29.32
(+0.2%)
MEAN_REVERSION
10m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $12,737.27
Net Profit/Loss: +$2,737.27
Total Return: +27.37%
Back to Professor Mean