BLK Professor Mean's Analysis
Last 3 Months: 2026-02-06 to present • 35 trades in period
-3.24%
Last 3 Months Return
$13,233.61
Current Value
54%
Win Rate
$13,677.22
Period Start
PHASE 0: RANGING
🔄 Transitioning
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)
36.8 neutral
20d Trend
-3.6%
5d Trend
-5.4%
EMA20 Dist
-4.3%
ATR%
2.6%
Range Pos
26%
Bounce Ratio
0.3×
Green/Red 10d
4/6
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 6, 2026
55
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
22.6/35
Total Return
12.7/25
Win Rate
9.9/15
Profit Factor
3.8/15
Consistency
6.6/10
Raw Quality
55.6/100
× Confidence 0.99
= 54.9
30-Day Momentum
49
+2.7%
30d Return
64%
Win Rate
14
Trades
3.1×
Profit Factor
Quality: 49.7
Conf: 0.98×
Cooling (-6 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 3 Months)
Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
4,797
Timeframe
5-Minute Bars
Period Range
2026-02-06 → 2026-05-06
Trading Days
62 days
Data Gaps
None (2 market holidays)
Market Closed (2 days)
2026-02-16 — Presidents' Day, 2026-04-03 — Good Friday
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 3 Months)
Period Start Capital
$13,677.22
Current Value
$13,233.61
Period P&L
$-443.57
Max Drawdown
-4.0%
Sharpe Ratio
-0.09
Trade Statistics (Last 3 Months)
Trades in Period
35
Winners / Losers
19 /
16
Best Trade
+2.47%
Worst Trade
-3.78%
Avg Trade Return
-0.10%
Avg Hold Time
8.8h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$900,842.52
Estimated Fees
$0.00
Gross P&L
$-443.57
Net P&L (after fees)
$-443.57
Gross Return
-3.24%
Net Return (after fees)
-3.24%
✅ 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
📈 BLK 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: 62 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Trade History (Last 3 Months - 35 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $13,677.22 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 | Feb 9, 2026 9:30am ET | $1,047.96 | 13 | $13,623.48 | — | — | — |
| 🔴 SELL | Feb 9, 2026 10:10am ET | $1,053.67 | 13 | $13,697.71 | $13,751.41 |
+$74.23 (+0.5%) |
MEAN_REVERSION
42m held |
|
| 2 | 🟢 BUY | Feb 10, 2026 12:25pm ET | $1,101.08 | 12 | $13,212.96 | — | — | — |
| 🔴 SELL | Feb 10, 2026 3:15pm ET | $1,088.52 | 12 | $13,062.24 | $13,600.69 |
$-150.72 (-1.1%) |
MEAN_REVERSION
2.8h held |
|
| 3 | 🟢 BUY | Feb 17, 2026 12:40pm ET | $1,066.55 | 12 | $12,798.60 | — | — | — |
| 🔴 SELL | Feb 17, 2026 1:30pm ET | $1,070.04 | 12 | $12,840.48 | $13,642.57 |
+$41.88 (+0.3%) |
MEAN_REVERSION
50m held |
|
| 4 | 🟢 BUY | Feb 18, 2026 1:50pm ET | $1,088.21 | 12 | $13,058.52 | — | — | — |
| 🔴 SELL | Feb 18, 2026 2:30pm ET | $1,089.65 | 12 | $13,075.80 | $13,659.85 |
+$17.28 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 5 | 🟢 BUY | Feb 23, 2026 9:50am ET | $1,078.28 | 12 | $12,939.30 | — | — | — |
| 🔴 SELL | Feb 23, 2026 11:50am ET | $1,059.99 | 12 | $12,719.88 | $13,440.43 |
$-219.42 (-1.7%) |
MEAN_REVERSION
2h held |
|
| 6 | 🟢 BUY | Feb 25, 2026 9:45am ET | $1,072.94 | 12 | $12,875.28 | — | — | — |
| 🔴 SELL | Feb 25, 2026 10:30am ET | $1,077.82 | 12 | $12,933.81 | $13,498.96 |
+$58.53 (+0.5%) |
MEAN_REVERSION
45m held |
|
| 7 | 🟢 BUY | Feb 26, 2026 11:45am ET | $1,077.60 | 12 | $12,931.20 | — | — | — |
| 🔴 SELL | Feb 26, 2026 1:15pm ET | $1,070.12 | 12 | $12,841.44 | $13,409.20 |
$-89.76 (-0.7%) |
MEAN_REVERSION
1.5h held |
|
| 8 | 🟢 BUY | Mar 2, 2026 9:30am ET | $1,038.00 | 12 | $12,456.00 | — | — | — |
| 🔴 SELL | Mar 2, 2026 10:15am ET | $1,063.60 | 12 | $12,763.20 | $13,716.40 |
+$307.20 (+2.5%) |
MEAN_REVERSION
45m held |
|
| 9 | 🟢 BUY | Mar 4, 2026 9:45am ET | $1,046.00 | 13 | $13,598.00 | — | — | — |
| 🔴 SELL | Mar 4, 2026 10:20am ET | $1,054.74 | 13 | $13,711.68 | $13,830.08 |
+$113.68 (+0.8%) |
MEAN_REVERSION
35m held |
|
| 10 | 🟢 BUY | Mar 6, 2026 9:30am ET | $992.66 | 13 | $12,904.64 | — | — | — |
| 🔴 SELL | Mar 6, 2026 11:05am ET | $975.53 | 13 | $12,681.89 | $13,607.32 |
$-222.76 (-1.7%) |
MEAN_REVERSION
1.6h held |
|
| 11 | 🟢 BUY | Mar 9, 2026 2:50pm ET | $941.66 | 14 | $13,183.24 | — | — | — |
| 🔴 SELL | Mar 9, 2026 3:20pm ET | $945.79 | 14 | $13,241.06 | $13,665.14 |
+$57.82 (+0.4%) |
MEAN_REVERSION
30m held |
|
| 12 | 🟢 BUY | Mar 11, 2026 9:30am ET | $957.72 | 14 | $13,408.01 | — | — | — |
| 🔴 SELL | Mar 11, 2026 12:20pm ET | $946.11 | 14 | $13,245.61 | $13,502.74 |
$-162.40 (-1.2%) |
MEAN_REVERSION
2.8h held |
|
| 13 | 🟢 BUY | Mar 12, 2026 12:30pm ET | $929.22 | 14 | $13,009.08 | — | — | — |
| 🔴 SELL | Mar 12, 2026 3:05pm ET | $924.42 | 14 | $12,941.95 | $13,435.61 |
$-67.13 (-0.5%) |
MEAN_REVERSION
2.6h held |
|
| 14 | 🟢 BUY | Mar 13, 2026 3:25pm ET | $923.59 | 14 | $12,930.26 | — | — | — |
| 🔴 SELL | Mar 16, 2026 9:30am ET | $937.82 | 14 | $13,129.41 | $13,634.76 |
+$199.15 (+1.5%) |
MEAN_REVERSION
2.8d held |
|
| 15 | 🟢 BUY | Mar 19, 2026 9:30am ET | $960.00 | 14 | $13,440.00 | — | — | — |
| 🔴 SELL | Mar 19, 2026 9:35am ET | $956.98 | 14 | $13,397.79 | $13,592.55 |
$-42.21 (-0.3%) |
🛑 -10% Stop
5m held |
|
| 16 | 🟢 BUY | Mar 20, 2026 10:50am ET | $958.16 | 14 | $13,414.24 | — | — | — |
| 🔴 SELL | Mar 20, 2026 12:10pm ET | $960.07 | 14 | $13,440.91 | $13,619.22 |
+$26.67 (+0.2%) |
MEAN_REVERSION
1.3h held |
|
| 17 | 🟢 BUY | Mar 23, 2026 3:55pm ET | $976.55 | 13 | $12,695.15 | — | — | — |
| 🔴 SELL | Mar 24, 2026 9:30am ET | $961.54 | 13 | $12,500.02 | $13,424.09 |
$-195.13 (-1.5%) |
🛑 -10% Stop
17.6h held |
|
| 18 | 🟢 BUY | Mar 25, 2026 11:05am ET | $967.27 | 13 | $12,574.51 | — | — | — |
| 🔴 SELL | Mar 25, 2026 11:30am ET | $974.32 | 13 | $12,666.16 | $13,515.74 |
+$91.65 (+0.7%) |
MEAN_REVERSION
25m held |
|
| 19 | 🟢 BUY | Mar 26, 2026 11:35am ET | $977.20 | 13 | $12,703.60 | — | — | — |
| 🔴 SELL | Mar 26, 2026 1:40pm ET | $971.31 | 13 | $12,627.03 | $13,439.17 |
$-76.57 (-0.6%) |
MEAN_REVERSION
2.1h held |
|
| 20 | 🟢 BUY | Mar 27, 2026 1:50pm ET | $943.49 | 14 | $13,208.86 | — | — | — |
| 🔴 SELL | Mar 30, 2026 9:30am ET | $938.23 | 14 | $13,135.29 | $13,365.60 |
$-73.57 (-0.6%) |
MEAN_REVERSION
2.8d held |
|
| 21 | 🟢 BUY | Apr 1, 2026 12:30pm ET | $968.61 | 13 | $12,591.93 | — | — | — |
| 🔴 SELL | Apr 2, 2026 9:30am ET | $932.00 | 13 | $12,116.00 | $12,889.67 |
$-475.93 (-3.8%) |
🛑 -10% Stop
21h held |
|
| 22 | 🟢 BUY | Apr 6, 2026 9:50am ET | $956.00 | 13 | $12,428.00 | — | — | — |
| 🔴 SELL | Apr 6, 2026 10:10am ET | $963.59 | 13 | $12,526.67 | $12,988.34 |
+$98.67 (+0.8%) |
MEAN_REVERSION
20m held |
|
| 23 | 🟢 BUY | Apr 8, 2026 11:10am ET | $1,006.16 | 12 | $12,073.92 | — | — | — |
| 🔴 SELL | Apr 8, 2026 11:20am ET | $1,013.40 | 12 | $12,160.77 | $13,075.19 |
+$86.85 (+0.7%) |
MEAN_REVERSION
10m held |
|
| 24 | 🟢 BUY | Apr 10, 2026 9:30am ET | $1,000.03 | 13 | $13,000.33 | — | — | — |
| 🔴 SELL | Apr 10, 2026 9:35am ET | $997.63 | 13 | $12,969.13 | $13,043.99 |
$-31.20 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 25 | 🟢 BUY | Apr 13, 2026 9:35am ET | $996.17 | 13 | $12,950.21 | — | — | — |
| 🔴 SELL | Apr 13, 2026 9:50am ET | $1,000.49 | 13 | $13,006.37 | $13,100.15 |
+$56.16 (+0.4%) |
MEAN_REVERSION
15m held |
|
| 26 | 🟢 BUY | Apr 14, 2026 1:00pm ET | $1,058.92 | 12 | $12,707.04 | — | — | — |
| 🔴 SELL | Apr 14, 2026 3:05pm ET | $1,058.42 | 12 | $12,701.04 | $13,094.15 |
$-6.00 (-0.0%) |
MEAN_REVERSION
2.1h held |
|
| 27 | 🟢 BUY | Apr 15, 2026 3:45pm ET | $1,048.72 | 12 | $12,584.70 | — | — | — |
| 🔴 SELL | Apr 16, 2026 9:35am ET | $1,051.73 | 12 | $12,620.76 | $13,130.21 |
+$36.06 (+0.3%) |
MEAN_REVERSION
17.8h held |
|
| 28 | 🟢 BUY | Apr 17, 2026 1:20pm ET | $1,060.75 | 12 | $12,729.00 | — | — | — |
| 🔴 SELL | Apr 17, 2026 1:55pm ET | $1,063.42 | 12 | $12,761.04 | $13,162.25 |
+$32.04 (+0.3%) |
MEAN_REVERSION
35m held |
|
| 29 | 🟢 BUY | Apr 20, 2026 3:20pm ET | $1,047.62 | 12 | $12,571.44 | — | — | — |
| 🔴 SELL | Apr 21, 2026 9:30am ET | $1,054.01 | 12 | $12,648.12 | $13,238.93 |
+$76.68 (+0.6%) |
MEAN_REVERSION
18.2h held |
|
| 30 | 🟢 BUY | Apr 23, 2026 12:05pm ET | $1,059.03 | 12 | $12,708.36 | — | — | — |
| 🔴 SELL | Apr 23, 2026 2:20pm ET | $1,052.88 | 12 | $12,634.56 | $13,165.13 |
$-73.80 (-0.6%) |
MEAN_REVERSION
2.3h held |
|
| 31 | 🟢 BUY | Apr 24, 2026 2:20pm ET | $1,051.01 | 12 | $12,612.12 | — | — | — |
| 🔴 SELL | Apr 27, 2026 9:30am ET | $1,052.26 | 12 | $12,627.06 | $13,180.07 |
+$14.94 (+0.1%) |
MEAN_REVERSION
2.8d held |
|
| 32 | 🟢 BUY | Apr 28, 2026 12:45pm ET | $1,050.81 | 12 | $12,609.66 | — | — | — |
| 🔴 SELL | Apr 28, 2026 1:30pm ET | $1,052.36 | 12 | $12,628.28 | $13,198.69 |
+$18.62 (+0.1%) |
MEAN_REVERSION
45m held |
|
| 33 | 🟢 BUY | Apr 30, 2026 12:40pm ET | $1,060.92 | 12 | $12,731.04 | — | — | — |
| 🔴 SELL | Apr 30, 2026 1:45pm ET | $1,060.60 | 12 | $12,727.20 | $13,194.85 |
$-3.84 (-0.0%) |
MEAN_REVERSION
1.1h held |
|
| 34 | 🟢 BUY | May 1, 2026 2:05pm ET | $1,065.25 | 12 | $12,783.00 | — | — | — |
| 🔴 SELL | May 1, 2026 3:20pm ET | $1,064.68 | 12 | $12,776.16 | $13,188.01 |
$-6.84 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 35 | 🟢 BUY | May 5, 2026 9:40am ET | $1,049.78 | 12 | $12,597.36 | — | — | — |
| 🔴 SELL | May 5, 2026 9:45am ET | $1,053.58 | 12 | $12,642.96 | $13,233.61 |
+$45.60 (+0.4%) |
MEAN_REVERSION
5m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$13,233.61
Net Profit/Loss:
+$3,233.61
Total Return:
+32.34%