DIA Professor Mean's Analysis
Last 3 Months: 2026-03-24 to present • 35 trades in period
+5.08%
Last 3 Months Return
$9,734.99
Current Value
74%
Win Rate
$9,264.69
Period Start
PHASE 0: RANGING
No strong directional signal. Monitor for regime shift.
Fear & Greed
23
Extreme Fear
VIX
17.3
NORMAL
10Y Yield
4.51%
HIGH
Yield Curve
+0.34%
NORMAL
HY Spread
2.65
CALM
🌍 Kp Index
🟡 1.2
Unsettled
RSI(14)
47 neutral
20d Trend
-0.8%
5d Trend
-0.1%
EMA20 Dist
-0.5%
ATR%
1.0%
Range Pos
78%
Bounce Ratio
1.0×
Green/Red 10d
4/6
Strategy Score Scored Jun 23, 2026
13
Lifetime
Confidence: 98%
Quality Components
Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
7.1/15
Profit Factor
0.0/15
Consistency
5.7/10
Raw Quality
12.7/100
× Confidence 0.98
= 12.5
30-Day Momentum
36
+1.4%
30d Return
55%
Win Rate
11
Trades
3.0×
Profit Factor
Quality: 40.1
Conf: 0.90×
Accelerating (+24 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 (98%) 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
4,914
Timeframe
5-Minute Bars
Period Range
2026-03-24 → 2026-06-23
Trading Days
63 days
Data Gaps
None (3 market holidays)
Market Closed (3 days)
2026-04-03 — Good Friday, 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 3 Months)
Period Start Capital
$9,264.69
Current Value
$9,734.99
Period P&L
$470.31
Max Drawdown
-11.0%
Sharpe Ratio
0.53
Trade Statistics (Last 3 Months)
Trades in Period
35
Winners / Losers
26 /
9
Best Trade
+1.32%
Worst Trade
-0.16%
Avg Trade Return
+0.15%
Avg Hold Time
8.3h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$651,716.99
Estimated Fees
$0.00
Gross P&L
$470.31
Net P&L (after fees)
$470.31
Gross Return
+5.08%
Net Return (after fees)
+5.08%
✅ 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
📈 DIA 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: 63 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 $9,264.69 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 | Mar 24, 2026 9:30am ET | $458.56 | 20 | $9,171.20 | — | — | — |
| 🔴 SELL | Mar 24, 2026 10:30am ET | $460.71 | 20 | $9,214.20 | $9,307.68 |
+$43.00 (+0.5%) |
MEAN_REVERSION
1h held |
|
| 2 | 🟢 BUY | Mar 25, 2026 11:20am ET | $462.65 | 20 | $9,253.00 | — | — | — |
| 🔴 SELL | Mar 25, 2026 11:30am ET | $464.71 | 20 | $9,294.20 | $9,348.88 |
+$41.20 (+0.4%) |
MEAN_REVERSION
10m held |
|
| 3 | 🟢 BUY | Mar 26, 2026 12:30pm ET | $460.50 | 20 | $9,210.00 | — | — | — |
| 🔴 SELL | Mar 26, 2026 2:35pm ET | $460.41 | 20 | $9,208.20 | $9,347.08 |
$-1.80 (-0.0%) |
MEAN_REVERSION
2.1h held |
|
| 4 | 🟢 BUY | Mar 27, 2026 3:40pm ET | $451.54 | 20 | $9,030.80 | — | — | — |
| 🔴 SELL | Mar 30, 2026 9:30am ET | $455.20 | 20 | $9,104.00 | $9,420.28 |
+$73.20 (+0.8%) |
MEAN_REVERSION
2.7d held |
|
| 5 | 🟢 BUY | Apr 1, 2026 12:30pm ET | $466.90 | 20 | $9,338.00 | — | — | — |
| 🔴 SELL | Apr 1, 2026 12:45pm ET | $467.42 | 20 | $9,348.40 | $9,430.68 |
+$10.40 (+0.1%) |
MEAN_REVERSION
15m held |
|
| 6 | 🟢 BUY | Apr 6, 2026 1:15pm ET | $465.06 | 20 | $9,301.20 | — | — | — |
| 🔴 SELL | Apr 6, 2026 2:15pm ET | $465.77 | 20 | $9,315.40 | $9,444.88 |
+$14.20 (+0.2%) |
MEAN_REVERSION
1h held |
|
| 7 | 🟢 BUY | Apr 7, 2026 2:50pm ET | $463.85 | 20 | $9,277.00 | — | — | — |
| 🔴 SELL | Apr 7, 2026 3:20pm ET | $464.79 | 20 | $9,295.80 | $9,463.68 |
+$18.80 (+0.2%) |
MEAN_REVERSION
30m held |
|
| 8 | 🟢 BUY | Apr 10, 2026 9:35am ET | $480.48 | 19 | $9,129.12 | — | — | — |
| 🔴 SELL | Apr 10, 2026 10:40am ET | $481.12 | 19 | $9,141.28 | $9,475.84 |
+$12.16 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 9 | 🟢 BUY | Apr 14, 2026 12:55pm ET | $484.70 | 19 | $9,209.39 | — | — | — |
| 🔴 SELL | Apr 14, 2026 1:35pm ET | $485.35 | 19 | $9,221.65 | $9,488.10 |
+$12.26 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 10 | 🟢 BUY | Apr 17, 2026 1:25pm ET | $494.91 | 19 | $9,403.29 | — | — | — |
| 🔴 SELL | Apr 17, 2026 3:40pm ET | $494.54 | 19 | $9,396.26 | $9,481.07 |
$-7.03 (-0.1%) |
MEAN_REVERSION
2.3h held |
|
| 11 | 🟢 BUY | Apr 21, 2026 11:05am ET | $493.82 | 19 | $9,382.58 | — | — | — |
| 🔴 SELL | Apr 21, 2026 12:35pm ET | $493.97 | 19 | $9,385.43 | $9,483.92 |
+$2.85 (+0.0%) |
MEAN_REVERSION
1.5h held |
|
| 12 | 🟢 BUY | Apr 22, 2026 2:05pm ET | $493.73 | 19 | $9,380.96 | — | — | — |
| 🔴 SELL | Apr 22, 2026 3:20pm ET | $493.97 | 19 | $9,385.43 | $9,488.39 |
+$4.47 (+0.0%) |
MEAN_REVERSION
1.3h held |
|
| 13 | 🟢 BUY | Apr 23, 2026 3:50pm ET | $492.27 | 19 | $9,353.13 | — | — | — |
| 🔴 SELL | Apr 24, 2026 9:30am ET | $493.25 | 19 | $9,371.75 | $9,507.01 |
+$18.62 (+0.2%) |
MEAN_REVERSION
17.7h held |
|
| 14 | 🟢 BUY | Apr 27, 2026 11:05am ET | $490.68 | 19 | $9,322.92 | — | — | — |
| 🔴 SELL | Apr 27, 2026 12:05pm ET | $491.38 | 19 | $9,336.14 | $9,520.23 |
+$13.22 (+0.1%) |
MEAN_REVERSION
1h held |
|
| 15 | 🟢 BUY | Apr 28, 2026 1:00pm ET | $491.62 | 19 | $9,340.76 | — | — | — |
| 🔴 SELL | Apr 28, 2026 1:45pm ET | $492.08 | 19 | $9,349.43 | $9,528.89 |
+$8.66 (+0.1%) |
MEAN_REVERSION
45m held |
|
| 16 | 🟢 BUY | Apr 29, 2026 2:05pm ET | $487.19 | 19 | $9,256.61 | — | — | — |
| 🔴 SELL | Apr 29, 2026 2:55pm ET | $488.30 | 19 | $9,277.70 | $9,549.98 |
+$21.09 (+0.2%) |
MEAN_REVERSION
50m held |
|
| 17 | 🟢 BUY | May 1, 2026 12:30pm ET | $495.84 | 19 | $9,420.96 | — | — | — |
| 🔴 SELL | May 1, 2026 1:15pm ET | $496.45 | 19 | $9,432.64 | $9,561.66 |
+$11.68 (+0.1%) |
MEAN_REVERSION
45m held |
|
| 18 | 🟢 BUY | May 7, 2026 12:20pm ET | $497.15 | 19 | $9,445.85 | — | — | — |
| 🔴 SELL | May 7, 2026 2:15pm ET | $496.37 | 19 | $9,431.03 | $9,546.84 |
$-14.82 (-0.2%) |
MEAN_REVERSION
1.9h held |
|
| 19 | 🟢 BUY | May 8, 2026 2:50pm ET | $495.42 | 19 | $9,412.98 | — | — | — |
| 🔴 SELL | May 8, 2026 3:35pm ET | $495.89 | 19 | $9,421.91 | $9,555.77 |
+$8.93 (+0.1%) |
MEAN_REVERSION
45m held |
|
| 20 | 🟢 BUY | May 12, 2026 9:35am ET | $495.14 | 19 | $9,407.66 | — | — | — |
| 🔴 SELL | May 12, 2026 11:00am ET | $494.48 | 19 | $9,395.12 | $9,543.23 |
$-12.54 (-0.1%) |
MEAN_REVERSION
1.4h held |
|
| 21 | 🟢 BUY | May 14, 2026 12:55pm ET | $500.00 | 19 | $9,500.00 | — | — | — |
| 🔴 SELL | May 14, 2026 1:45pm ET | $500.77 | 19 | $9,514.63 | $9,557.86 |
+$14.63 (+0.2%) |
MEAN_REVERSION
50m held |
|
| 22 | 🟢 BUY | May 15, 2026 2:15pm ET | $495.92 | 19 | $9,422.48 | — | — | — |
| 🔴 SELL | May 15, 2026 3:40pm ET | $496.10 | 19 | $9,425.90 | $9,561.28 |
+$3.42 (+0.0%) |
MEAN_REVERSION
1.4h held |
|
| 23 | 🟢 BUY | May 19, 2026 11:25am ET | $494.26 | 19 | $9,390.94 | — | — | — |
| 🔴 SELL | May 19, 2026 12:20pm ET | $494.90 | 19 | $9,403.10 | $9,573.44 |
+$12.16 (+0.1%) |
MEAN_REVERSION
55m held |
|
| 24 | 🟢 BUY | May 21, 2026 9:30am ET | $498.66 | 19 | $9,474.54 | — | — | — |
| 🔴 SELL | May 21, 2026 9:55am ET | $500.01 | 19 | $9,500.19 | $9,599.09 |
+$25.65 (+0.3%) |
MEAN_REVERSION
25m held |
|
| 25 | 🟢 BUY | May 22, 2026 3:25pm ET | $506.58 | 18 | $9,118.35 | — | — | — |
| 🔴 SELL | May 26, 2026 9:30am ET | $507.76 | 18 | $9,139.68 | $9,620.42 |
+$21.33 (+0.2%) |
MEAN_REVERSION
3.8d held |
|
| 26 | 🟢 BUY | May 27, 2026 11:40am ET | $506.68 | 18 | $9,120.24 | — | — | — |
| 🔴 SELL | May 27, 2026 12:30pm ET | $507.26 | 18 | $9,130.59 | $9,630.77 |
+$10.35 (+0.1%) |
MEAN_REVERSION
50m held |
|
| 27 | 🟢 BUY | May 28, 2026 1:25pm ET | $506.78 | 19 | $9,628.82 | — | — | — |
| 🔴 SELL | May 28, 2026 3:05pm ET | $506.55 | 19 | $9,624.36 | $9,626.31 |
$-4.46 (-0.0%) |
MEAN_REVERSION
1.7h held |
|
| 28 | 🟢 BUY | Jun 1, 2026 9:40am ET | $509.23 | 18 | $9,166.06 | — | — | — |
| 🔴 SELL | Jun 1, 2026 11:10am ET | $509.56 | 18 | $9,172.08 | $9,632.33 |
+$6.02 (+0.1%) |
MEAN_REVERSION
1.5h held |
|
| 29 | 🟢 BUY | Jun 3, 2026 9:30am ET | $512.40 | 18 | $9,223.11 | — | — | — |
| 🔴 SELL | Jun 3, 2026 9:35am ET | $511.84 | 18 | $9,213.12 | $9,622.34 |
$-9.99 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 30 | 🟢 BUY | Jun 5, 2026 9:35am ET | $515.69 | 18 | $9,282.42 | — | — | — |
| 🔴 SELL | Jun 5, 2026 9:40am ET | $514.90 | 18 | $9,268.20 | $9,608.12 |
$-14.22 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 31 | 🟢 BUY | Jun 8, 2026 11:35am ET | $510.04 | 18 | $9,180.72 | — | — | — |
| 🔴 SELL | Jun 8, 2026 2:05pm ET | $509.75 | 18 | $9,175.50 | $9,602.90 |
$-5.22 (-0.1%) |
MEAN_REVERSION
2.5h held |
|
| 32 | 🟢 BUY | Jun 10, 2026 9:30am ET | $507.35 | 18 | $9,132.30 | — | — | — |
| 🔴 SELL | Jun 10, 2026 10:20am ET | $508.12 | 18 | $9,146.16 | $9,616.76 |
+$13.86 (+0.2%) |
MEAN_REVERSION
50m held |
|
| 33 | 🟢 BUY | Jun 12, 2026 3:35pm ET | $512.70 | 18 | $9,228.54 | — | — | — |
| 🔴 SELL | Jun 15, 2026 9:30am ET | $519.47 | 18 | $9,350.46 | $9,738.68 |
+$121.92 (+1.3%) |
MEAN_REVERSION
2.7d held |
|
| 34 | 🟢 BUY | Jun 16, 2026 1:35pm ET | $522.53 | 18 | $9,405.54 | — | — | — |
| 🔴 SELL | Jun 17, 2026 9:35am ET | $521.82 | 18 | $9,392.76 | $9,725.90 |
$-12.78 (-0.1%) |
MEAN_REVERSION
20h held |
|
| 35 | 🟢 BUY | Jun 22, 2026 2:00pm ET | $516.77 | 18 | $9,301.86 | — | — | — |
| 🔴 SELL | Jun 22, 2026 2:20pm ET | $517.28 | 18 | $9,310.95 | $9,734.99 |
+$9.09 (+0.1%) |
MEAN_REVERSION
20m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$9,734.99
Net Profit/Loss:
$-265.01
Total Return:
-2.65%