DIA Professor Mean's Analysis
Last 3 Months: 2026-02-06 to present • 34 trades in period
+2.62%
Last 3 Months Return
$9,561.66
Current Value
74%
Win Rate
$9,317.53
Period Start
PHASE 0: RANGING
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)
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
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 6, 2026
12
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
7.0/15
Profit Factor
0.0/15
Consistency
5.5/10
Raw Quality
12.5/100
× Confidence 0.99
= 12.4
30-Day Momentum
46
+1.4%
30d Return
92%
Win Rate
12
Trades
10.0×
Profit Factor
Quality: 49.5
Conf: 0.93×
Accelerating (+34 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
4,886
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
$9,317.53
Current Value
$9,561.66
Period P&L
$244.14
Max Drawdown
-11.0%
Sharpe Ratio
0.23
Trade Statistics (Last 3 Months)
Trades in Period
34
Winners / Losers
25 /
9
Best Trade
+0.81%
Worst Trade
-0.92%
Avg Trade Return
+0.08%
Avg Hold Time
4.5h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$624,968.50
Estimated Fees
$0.00
Gross P&L
$244.14
Net P&L (after fees)
$244.14
Gross Return
+2.62%
Net Return (after fees)
+2.62%
✅ 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: 62 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Trade History (Last 3 Months - 34 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,317.53 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 9:45am ET | $498.73 | 18 | $8,977.14 | — | — | — |
| 🔴 SELL | Feb 9, 2026 10:15am ET | $500.42 | 18 | $9,007.56 | $9,347.94 |
+$30.42 (+0.3%) |
MEAN_REVERSION
30m held |
|
| 2 | 🟢 BUY | Feb 10, 2026 1:05pm ET | $503.22 | 18 | $9,057.96 | — | — | — |
| 🔴 SELL | Feb 10, 2026 2:25pm ET | $502.44 | 18 | $9,043.92 | $9,333.90 |
$-14.04 (-0.2%) |
MEAN_REVERSION
1.3h held |
|
| 3 | 🟢 BUY | Feb 17, 2026 12:45pm ET | $494.31 | 18 | $8,897.58 | — | — | — |
| 🔴 SELL | Feb 17, 2026 1:30pm ET | $495.78 | 18 | $8,924.04 | $9,360.36 |
+$26.46 (+0.3%) |
MEAN_REVERSION
45m held |
|
| 4 | 🟢 BUY | Feb 18, 2026 1:30pm ET | $498.14 | 18 | $8,966.61 | — | — | — |
| 🔴 SELL | Feb 18, 2026 3:40pm ET | $496.68 | 18 | $8,940.24 | $9,333.99 |
$-26.37 (-0.3%) |
MEAN_REVERSION
2.2h held |
|
| 5 | 🟢 BUY | Feb 20, 2026 9:35am ET | $491.88 | 18 | $8,853.84 | — | — | — |
| 🔴 SELL | Feb 20, 2026 10:00am ET | $493.42 | 18 | $8,881.65 | $9,361.80 |
+$27.81 (+0.3%) |
MEAN_REVERSION
25m held |
|
| 6 | 🟢 BUY | Feb 23, 2026 10:00am ET | $492.01 | 19 | $9,348.19 | — | — | — |
| 🔴 SELL | Feb 23, 2026 11:40am ET | $489.26 | 19 | $9,295.98 | $9,309.59 |
$-52.21 (-0.6%) |
MEAN_REVERSION
1.7h held |
|
| 7 | 🟢 BUY | Feb 25, 2026 2:15pm ET | $494.23 | 18 | $8,896.14 | — | — | — |
| 🔴 SELL | Feb 25, 2026 2:35pm ET | $494.70 | 18 | $8,904.60 | $9,318.05 |
+$8.46 (+0.1%) |
MEAN_REVERSION
20m held |
|
| 8 | 🟢 BUY | Feb 27, 2026 9:30am ET | $490.20 | 19 | $9,313.80 | — | — | — |
| 🔴 SELL | Feb 27, 2026 9:35am ET | $489.58 | 19 | $9,302.02 | $9,306.27 |
$-11.78 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 9 | 🟢 BUY | Mar 2, 2026 9:35am ET | $485.14 | 19 | $9,217.66 | — | — | — |
| 🔴 SELL | Mar 2, 2026 10:05am ET | $488.35 | 19 | $9,278.65 | $9,367.26 |
+$60.99 (+0.7%) |
MEAN_REVERSION
30m held |
|
| 10 | 🟢 BUY | Mar 4, 2026 9:40am ET | $484.78 | 19 | $9,210.82 | — | — | — |
| 🔴 SELL | Mar 4, 2026 10:00am ET | $486.37 | 19 | $9,241.03 | $9,397.47 |
+$30.21 (+0.3%) |
MEAN_REVERSION
20m held |
|
| 11 | 🟢 BUY | Mar 5, 2026 12:35pm ET | $478.05 | 19 | $9,082.95 | — | — | — |
| 🔴 SELL | Mar 5, 2026 1:45pm ET | $478.36 | 19 | $9,088.84 | $9,403.36 |
+$5.89 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 12 | 🟢 BUY | Mar 9, 2026 9:30am ET | $470.74 | 19 | $8,944.06 | — | — | — |
| 🔴 SELL | Mar 9, 2026 10:55am ET | $470.86 | 19 | $8,946.25 | $9,405.55 |
+$2.19 (+0.0%) |
MEAN_REVERSION
1.4h held |
|
| 13 | 🟢 BUY | Mar 10, 2026 2:15pm ET | $479.13 | 19 | $9,103.47 | — | — | — |
| 🔴 SELL | Mar 11, 2026 10:50am ET | $475.98 | 19 | $9,043.62 | $9,345.70 |
$-59.85 (-0.7%) |
MEAN_REVERSION
20.6h held |
|
| 14 | 🟢 BUY | Mar 13, 2026 1:50pm ET | $466.52 | 20 | $9,330.40 | — | — | — |
| 🔴 SELL | Mar 13, 2026 2:35pm ET | $467.56 | 20 | $9,351.20 | $9,366.50 |
+$20.80 (+0.2%) |
MEAN_REVERSION
45m held |
|
| 15 | 🟢 BUY | Mar 17, 2026 2:20pm ET | $470.97 | 19 | $8,948.43 | — | — | — |
| 🔴 SELL | Mar 17, 2026 2:50pm ET | $471.71 | 19 | $8,962.51 | $9,380.58 |
+$14.08 (+0.2%) |
MEAN_REVERSION
30m held |
|
| 16 | 🟢 BUY | Mar 18, 2026 2:55pm ET | $464.10 | 20 | $9,281.90 | — | — | — |
| 🔴 SELL | Mar 19, 2026 9:30am ET | $459.83 | 20 | $9,196.70 | $9,295.38 |
$-85.20 (-0.9%) |
🛑 -10% Stop
18.6h held |
|
| 17 | 🟢 BUY | Mar 20, 2026 1:30pm ET | $457.52 | 20 | $9,150.30 | — | — | — |
| 🔴 SELL | Mar 20, 2026 3:55pm ET | $455.98 | 20 | $9,119.60 | $9,264.68 |
$-30.70 (-0.3%) |
MEAN_REVERSION
2.4h held |
|
| 18 | 🟢 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 |
|
| 19 | 🟢 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 |
|
| 20 | 🟢 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 |
|
| 21 | 🟢 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 |
|
| 22 | 🟢 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 |
|
| 23 | 🟢 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 |
|
| 24 | 🟢 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 |
|
| 25 | 🟢 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 |
|
| 26 | 🟢 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 |
|
| 27 | 🟢 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 |
|
| 28 | 🟢 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 |
|
| 29 | 🟢 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 |
|
| 30 | 🟢 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 |
|
| 31 | 🟢 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 |
|
| 32 | 🟢 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 |
|
| 33 | 🟢 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 |
|
| 34 | 🟢 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 |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$9,561.66
Net Profit/Loss:
$-438.34
Total Return:
-4.38%