Simulated with $10,000 starting capital
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-05-06 05:25:49

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)
30.1 neutral
20d Trend
-8.0%
5d Trend
-6.2%
EMA20 Dist
-5.6%
ATR%
2.5%
Range Pos
2%
Bounce Ratio
0.7×
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

31
Lifetime
Confidence: 99%

Quality Components

Return-to-Risk
4.1/35
Total Return
9.7/25
Win Rate
9.2/15
Profit Factor
1.8/15
Consistency
6.6/10
Raw Quality 31.3/100
× Confidence 0.99 = 31.0

30-Day Momentum

52
+3.2%
30d Return
100%
Win Rate
11
Trades
10.0×
Profit Factor
Quality: 57.7 Conf: 0.90×
Accelerating (+21 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 (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
$11,017.27
Current Value
$11,366.11
Period P&L
$348.85
Max Drawdown
-11.6%
Sharpe Ratio
1.43

Trade Statistics (Last Month)

Trades in Period
11
Winners / Losers
11 / 0
Best Trade
+0.69%
Worst Trade
+0.01%
Avg Trade Return
+0.29%
Avg Hold Time
52m

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$246,245.97
Estimated Fees
$0.00
Gross P&L
$348.85
Net P&L (after fees)
$348.85
Gross Return
+3.17%
Net Return (after fees)
+3.17%

✅ 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

📈 XLK 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 $11,017.27 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 $135.88 81 $11,006.28
🔴 SELL Apr 6, 2026 1:30pm ET $136.47 81 $11,054.07 $11,065.05 +$47.79
(+0.4%)
MEAN_REVERSION
15m held
2 🟢 BUY Apr 7, 2026 2:40pm ET $135.98 81 $11,013.98
🔴 SELL Apr 7, 2026 3:20pm ET $136.91 81 $11,089.71 $11,140.78 +$75.73
(+0.7%)
MEAN_REVERSION
40m held
3 🟢 BUY Apr 13, 2026 9:45am ET $142.24 78 $11,095.11
🔴 SELL Apr 13, 2026 9:50am ET $142.93 78 $11,148.15 $11,193.82 +$53.04
(+0.5%)
MEAN_REVERSION
5m held
4 🟢 BUY Apr 15, 2026 12:40pm ET $148.76 75 $11,156.63
🔴 SELL Apr 15, 2026 1:35pm ET $148.95 75 $11,170.88 $11,208.08 +$14.26
(+0.1%)
MEAN_REVERSION
55m held
5 🟢 BUY Apr 16, 2026 2:10pm ET $151.10 74 $11,181.72
🔴 SELL Apr 16, 2026 2:40pm ET $151.52 74 $11,212.85 $11,239.21 +$31.13
(+0.3%)
MEAN_REVERSION
30m held
6 🟢 BUY Apr 20, 2026 10:55am ET $153.66 73 $11,217.18
🔴 SELL Apr 20, 2026 12:10pm ET $153.79 73 $11,226.31 $11,248.34 +$9.13
(+0.1%)
MEAN_REVERSION
1.3h held
7 🟢 BUY Apr 21, 2026 1:15pm ET $154.59 72 $11,130.48
🔴 SELL Apr 21, 2026 1:40pm ET $155.18 72 $11,172.96 $11,290.82 +$42.48
(+0.4%)
MEAN_REVERSION
25m held
8 🟢 BUY Apr 23, 2026 9:30am ET $156.57 72 $11,273.04
🔴 SELL Apr 23, 2026 10:55am ET $157.21 72 $11,318.76 $11,336.54 +$45.72
(+0.4%)
MEAN_REVERSION
1.4h held
9 🟢 BUY Apr 27, 2026 9:45am ET $159.37 71 $11,315.27
🔴 SELL Apr 27, 2026 11:40am ET $159.52 71 $11,326.27 $11,347.54 +$11.00
(+0.1%)
MEAN_REVERSION
1.9h held
10 🟢 BUY Apr 29, 2026 11:55am ET $158.18 71 $11,230.78
🔴 SELL Apr 29, 2026 1:30pm ET $158.20 71 $11,232.20 $11,348.96 +$1.42
(+0.0%)
MEAN_REVERSION
1.6h held
11 🟢 BUY May 1, 2026 2:45pm ET $161.83 70 $11,328.10
🔴 SELL May 1, 2026 3:15pm ET $162.07 70 $11,345.25 $11,366.11 +$17.15
(+0.2%)
MEAN_REVERSION
30m held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,366.11
Net Profit/Loss: +$1,366.11
Total Return: +13.66%
Back to Professor Mean