IWM Professor Mean's Analysis
Last 3 Months: 2026-02-06 to present • 33 trades in period
+7.32%
Last 3 Months Return
$9,685.63
Current Value
64%
Win Rate
$9,025.27
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)
41.2 neutral
20d Trend
-2.2%
5d Trend
-1.3%
EMA20 Dist
-1.9%
ATR%
1.8%
Range Pos
63%
Bounce Ratio
0.9×
Green/Red 10d
5/5
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 5, 2026
12
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.8/15
Profit Factor
0.0/15
Consistency
5.2/10
Raw Quality
12.0/100
× Confidence 0.99
= 11.9
30-Day Momentum
30
+0.9%
30d Return
69%
Win Rate
13
Trades
1.3×
Profit Factor
Quality: 31.0
Conf: 0.95×
Accelerating (+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 3 Months)
Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
4,866
Timeframe
5-Minute Bars
Period Range
2026-02-06 → 2026-05-05
Trading Days
61 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
$9,025.27
Current Value
$9,685.63
Period P&L
$660.38
Max Drawdown
-14.5%
Sharpe Ratio
0.34
Trade Statistics (Last 3 Months)
Trades in Period
33
Winners / Losers
21 /
12
Best Trade
+2.28%
Worst Trade
-0.89%
Avg Trade Return
+0.21%
Avg Hold Time
6.6h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$622,271.23
Estimated Fees
$0.00
Gross P&L
$660.38
Net P&L (after fees)
$660.38
Gross Return
+7.32%
Net Return (after fees)
+7.32%
✅ 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
📈 IWM 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: 61 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Trade History (Last 3 Months - 33 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,025.27 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 | Feb 5, 2026 3:30pm ET | $255.46 | 35 | $8,940.93 | — | — | — |
| 🔴 SELL | Feb 6, 2026 9:30am ET | $261.29 | 35 | $9,145.15 | $9,257.30 |
+$204.23 (+2.3%) |
MEAN_REVERSION
18h held |
|
| 2 | 🟢 BUY | Feb 9, 2026 9:30am ET | $263.69 | 35 | $9,229.15 | — | — | — |
| 🔴 SELL | Feb 9, 2026 10:05am ET | $264.82 | 35 | $9,268.70 | $9,296.85 |
+$39.55 (+0.4%) |
MEAN_REVERSION
36m held |
|
| 3 | 🟢 BUY | Feb 10, 2026 1:20pm ET | $267.47 | 34 | $9,093.98 | — | — | — |
| 🔴 SELL | Feb 10, 2026 1:25pm ET | $266.89 | 34 | $9,074.09 | $9,276.96 |
$-19.89 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 4 | 🟢 BUY | Feb 17, 2026 9:45am ET | $261.69 | 35 | $9,159.15 | — | — | — |
| 🔴 SELL | Feb 17, 2026 11:05am ET | $261.38 | 35 | $9,148.30 | $9,266.11 |
$-10.85 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 5 | 🟢 BUY | Feb 18, 2026 1:25pm ET | $265.13 | 34 | $9,014.42 | — | — | — |
| 🔴 SELL | Feb 18, 2026 3:40pm ET | $263.72 | 34 | $8,966.48 | $9,218.17 |
$-47.94 (-0.5%) |
MEAN_REVERSION
2.3h held |
|
| 6 | 🟢 BUY | Feb 20, 2026 12:15pm ET | $263.04 | 35 | $9,206.40 | — | — | — |
| 🔴 SELL | Feb 20, 2026 1:00pm ET | $264.10 | 35 | $9,243.50 | $9,255.27 |
+$37.10 (+0.4%) |
MEAN_REVERSION
45m held |
|
| 7 | 🟢 BUY | Feb 26, 2026 10:25am ET | $262.75 | 35 | $9,196.38 | — | — | — |
| 🔴 SELL | Feb 26, 2026 10:50am ET | $264.40 | 35 | $9,254.17 | $9,313.07 |
+$57.80 (+0.6%) |
MEAN_REVERSION
25m held |
|
| 8 | 🟢 BUY | Mar 2, 2026 9:30am ET | $258.08 | 36 | $9,290.88 | — | — | — |
| 🔴 SELL | Mar 2, 2026 10:05am ET | $261.01 | 36 | $9,396.36 | $9,418.55 |
+$105.48 (+1.1%) |
MEAN_REVERSION
35m held |
|
| 9 | 🟢 BUY | Mar 4, 2026 1:15pm ET | $261.55 | 36 | $9,415.98 | — | — | — |
| 🔴 SELL | Mar 4, 2026 1:45pm ET | $261.97 | 36 | $9,430.92 | $9,433.49 |
+$14.94 (+0.2%) |
MEAN_REVERSION
30m held |
|
| 10 | 🟢 BUY | Mar 6, 2026 9:30am ET | $251.21 | 37 | $9,294.77 | — | — | — |
| 🔴 SELL | Mar 6, 2026 11:00am ET | $252.47 | 37 | $9,341.39 | $9,480.11 |
+$46.62 (+0.5%) |
MEAN_REVERSION
1.5h held |
|
| 11 | 🟢 BUY | Mar 10, 2026 2:15pm ET | $254.68 | 37 | $9,423.16 | — | — | — |
| 🔴 SELL | Mar 11, 2026 10:15am ET | $253.17 | 37 | $9,367.29 | $9,424.24 |
$-55.87 (-0.6%) |
MEAN_REVERSION
20h held |
|
| 12 | 🟢 BUY | Mar 12, 2026 3:50pm ET | $247.12 | 38 | $9,390.56 | — | — | — |
| 🔴 SELL | Mar 13, 2026 9:30am ET | $249.50 | 38 | $9,481.00 | $9,514.68 |
+$90.44 (+1.0%) |
MEAN_REVERSION
17.7h held |
|
| 13 | 🟢 BUY | Mar 16, 2026 12:05pm ET | $248.70 | 38 | $9,450.60 | — | — | — |
| 🔴 SELL | Mar 16, 2026 1:15pm ET | $249.16 | 38 | $9,468.08 | $9,532.16 |
+$17.48 (+0.2%) |
MEAN_REVERSION
1.2h held |
|
| 14 | 🟢 BUY | Mar 18, 2026 9:30am ET | $248.54 | 38 | $9,444.52 | — | — | — |
| 🔴 SELL | Mar 18, 2026 11:00am ET | $248.29 | 38 | $9,435.02 | $9,522.66 |
$-9.50 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 15 | 🟢 BUY | Mar 20, 2026 1:35pm ET | $243.29 | 39 | $9,488.31 | — | — | — |
| 🔴 SELL | Mar 20, 2026 3:55pm ET | $241.86 | 39 | $9,432.54 | $9,466.89 |
$-55.77 (-0.6%) |
MEAN_REVERSION
2.3h held |
|
| 16 | 🟢 BUY | Mar 24, 2026 9:30am ET | $245.10 | 38 | $9,313.80 | — | — | — |
| 🔴 SELL | Mar 24, 2026 10:35am ET | $247.10 | 38 | $9,389.80 | $9,542.89 |
+$76.00 (+0.8%) |
MEAN_REVERSION
1.1h held |
|
| 17 | 🟢 BUY | Mar 25, 2026 11:15am ET | $250.70 | 38 | $9,526.41 | — | — | — |
| 🔴 SELL | Mar 25, 2026 12:25pm ET | $251.44 | 38 | $9,554.72 | $9,571.20 |
+$28.31 (+0.3%) |
MEAN_REVERSION
1.2h held |
|
| 18 | 🟢 BUY | Mar 26, 2026 12:30pm ET | $248.82 | 38 | $9,454.97 | — | — | — |
| 🔴 SELL | Mar 26, 2026 2:25pm ET | $248.27 | 38 | $9,434.26 | $9,550.49 |
$-20.71 (-0.2%) |
MEAN_REVERSION
1.9h held |
|
| 19 | 🟢 BUY | Mar 27, 2026 3:45pm ET | $242.84 | 39 | $9,470.76 | — | — | — |
| 🔴 SELL | Mar 30, 2026 9:30am ET | $245.09 | 39 | $9,558.51 | $9,638.24 |
+$87.75 (+0.9%) |
MEAN_REVERSION
2.7d held |
|
| 20 | 🟢 BUY | Apr 1, 2026 2:00pm ET | $251.14 | 38 | $9,543.32 | — | — | — |
| 🔴 SELL | Apr 1, 2026 3:20pm ET | $250.15 | 38 | $9,505.51 | $9,600.43 |
$-37.81 (-0.4%) |
MEAN_REVERSION
1.3h held |
|
| 21 | 🟢 BUY | Apr 6, 2026 1:05pm ET | $251.70 | 38 | $9,564.60 | — | — | — |
| 🔴 SELL | Apr 6, 2026 1:35pm ET | $252.07 | 38 | $9,578.66 | $9,614.49 |
+$14.06 (+0.1%) |
MEAN_REVERSION
30m held |
|
| 22 | 🟢 BUY | Apr 7, 2026 2:55pm ET | $250.67 | 38 | $9,525.46 | — | — | — |
| 🔴 SELL | Apr 7, 2026 3:20pm ET | $252.22 | 38 | $9,584.36 | $9,673.39 |
+$58.90 (+0.6%) |
MEAN_REVERSION
25m held |
|
| 23 | 🟢 BUY | Apr 10, 2026 10:10am ET | $261.66 | 36 | $9,419.76 | — | — | — |
| 🔴 SELL | Apr 10, 2026 10:25am ET | $262.16 | 36 | $9,437.76 | $9,691.39 |
+$18.00 (+0.2%) |
MEAN_REVERSION
15m held |
|
| 24 | 🟢 BUY | Apr 14, 2026 2:25pm ET | $267.70 | 36 | $9,637.20 | — | — | — |
| 🔴 SELL | Apr 14, 2026 3:00pm ET | $268.32 | 36 | $9,659.34 | $9,713.53 |
+$22.14 (+0.2%) |
MEAN_REVERSION
35m held |
|
| 25 | 🟢 BUY | Apr 16, 2026 1:15pm ET | $268.60 | 36 | $9,669.60 | — | — | — |
| 🔴 SELL | Apr 16, 2026 2:05pm ET | $269.17 | 36 | $9,690.12 | $9,734.05 |
+$20.52 (+0.2%) |
MEAN_REVERSION
50m held |
|
| 26 | 🟢 BUY | Apr 20, 2026 9:35am ET | $274.71 | 35 | $9,614.88 | — | — | — |
| 🔴 SELL | Apr 20, 2026 9:45am ET | $275.42 | 35 | $9,639.70 | $9,758.87 |
+$24.82 (+0.3%) |
MEAN_REVERSION
10m held |
|
| 27 | 🟢 BUY | Apr 21, 2026 11:00am ET | $277.03 | 35 | $9,696.05 | — | — | — |
| 🔴 SELL | Apr 21, 2026 1:40pm ET | $275.82 | 35 | $9,653.70 | $9,716.52 |
$-42.35 (-0.4%) |
MEAN_REVERSION
2.7h held |
|
| 28 | 🟢 BUY | Apr 23, 2026 1:05pm ET | $275.69 | 35 | $9,649.15 | — | — | — |
| 🔴 SELL | Apr 23, 2026 2:10pm ET | $274.96 | 35 | $9,623.60 | $9,690.97 |
$-25.55 (-0.3%) |
MEAN_REVERSION
1.1h held |
|
| 29 | 🟢 BUY | Apr 24, 2026 3:35pm ET | $276.54 | 35 | $9,678.90 | — | — | — |
| 🔴 SELL | Apr 27, 2026 9:30am ET | $277.20 | 35 | $9,702.00 | $9,714.07 |
+$23.10 (+0.2%) |
MEAN_REVERSION
2.7d held |
|
| 30 | 🟢 BUY | Apr 28, 2026 9:30am ET | $276.10 | 35 | $9,663.50 | — | — | — |
| 🔴 SELL | Apr 28, 2026 12:10pm ET | $273.63 | 35 | $9,577.05 | $9,627.62 |
$-86.45 (-0.9%) |
MEAN_REVERSION
2.7h held |
|
| 31 | 🟢 BUY | Apr 29, 2026 2:10pm ET | $270.51 | 35 | $9,467.85 | — | — | — |
| 🔴 SELL | Apr 29, 2026 3:00pm ET | $271.57 | 35 | $9,504.95 | $9,664.72 |
+$37.10 (+0.4%) |
MEAN_REVERSION
50m held |
|
| 32 | 🟢 BUY | May 1, 2026 9:40am ET | $276.98 | 34 | $9,417.32 | — | — | — |
| 🔴 SELL | May 1, 2026 10:00am ET | $278.43 | 34 | $9,466.79 | $9,714.19 |
+$49.47 (+0.5%) |
MEAN_REVERSION
20m held |
|
| 33 | 🟢 BUY | May 4, 2026 11:25am ET | $278.43 | 34 | $9,466.62 | — | — | — |
| 🔴 SELL | May 4, 2026 1:20pm ET | $277.59 | 34 | $9,438.06 | $9,685.63 |
$-28.56 (-0.3%) |
MEAN_REVERSION
1.9h held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$9,685.63
Net Profit/Loss:
$-314.37
Total Return:
-3.14%