SPY Professor Mean's Analysis
Last 3 Months: 2026-02-06 to present • 33 trades in period
+2.02%
Last 3 Months Return
$10,802.55
Current Value
61%
Win Rate
$10,588.32
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)
37.4 neutral
20d Trend
-2.6%
5d Trend
-2.0%
EMA20 Dist
-1.7%
ATR%
1.1%
Range Pos
54%
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 6, 2026
29
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
3.7/35
Total Return
7.7/25
Win Rate
8.8/15
Profit Factor
1.9/15
Consistency
7.6/10
Raw Quality
29.6/100
× Confidence 0.99
= 29.2
30-Day Momentum
40
+1.1%
30d Return
73%
Win Rate
11
Trades
3.2×
Profit Factor
Quality: 45.0
Conf: 0.90×
Accelerating (+11 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
4,907
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
$10,588.32
Current Value
$10,802.55
Period P&L
$214.27
Max Drawdown
-7.1%
Sharpe Ratio
0.28
Trade Statistics (Last 3 Months)
Trades in Period
33
Winners / Losers
20 /
13
Best Trade
+0.62%
Worst Trade
-0.34%
Avg Trade Return
+0.06%
Avg Hold Time
2.1h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$682,924.30
Estimated Fees
$0.00
Gross P&L
$214.27
Net P&L (after fees)
$214.27
Gross Return
+2.02%
Net Return (after fees)
+2.02%
✅ 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
📈 SPY 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 - 33 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,588.32 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 1:25pm ET | $694.23 | 15 | $10,413.45 | — | — | — |
| 🔴 SELL | Feb 9, 2026 1:40pm ET | $695.00 | 15 | $10,425.00 | $10,599.83 |
+$11.55 (+0.1%) |
MEAN_REVERSION
18m held |
|
| 2 | 🟢 BUY | Feb 10, 2026 3:35pm ET | $692.95 | 15 | $10,394.25 | — | — | — |
| 🔴 SELL | Feb 10, 2026 3:50pm ET | $692.33 | 15 | $10,384.95 | $10,590.53 |
$-9.30 (-0.1%) |
🛑 -10% Stop
15m held |
|
| 3 | 🟢 BUY | Feb 17, 2026 9:55am ET | $677.43 | 15 | $10,161.45 | — | — | — |
| 🔴 SELL | Feb 17, 2026 11:00am ET | $678.60 | 15 | $10,179.00 | $10,608.08 |
+$17.55 (+0.2%) |
MEAN_REVERSION
1.1h held |
|
| 4 | 🟢 BUY | Feb 18, 2026 1:45pm ET | $687.05 | 15 | $10,305.75 | — | — | — |
| 🔴 SELL | Feb 18, 2026 3:40pm ET | $685.46 | 15 | $10,281.83 | $10,584.16 |
$-23.92 (-0.2%) |
MEAN_REVERSION
1.9h held |
|
| 5 | 🟢 BUY | Feb 20, 2026 12:15pm ET | $685.60 | 15 | $10,284.00 | — | — | — |
| 🔴 SELL | Feb 20, 2026 1:00pm ET | $687.59 | 15 | $10,313.85 | $10,614.01 |
+$29.85 (+0.3%) |
MEAN_REVERSION
45m held |
|
| 6 | 🟢 BUY | Feb 26, 2026 9:30am ET | $692.27 | 15 | $10,384.05 | — | — | — |
| 🔴 SELL | Feb 26, 2026 9:40am ET | $691.46 | 15 | $10,371.90 | $10,601.86 |
$-12.15 (-0.1%) |
🛑 -10% Stop
10m held |
|
| 7 | 🟢 BUY | Feb 27, 2026 9:40am ET | $683.41 | 15 | $10,251.15 | — | — | — |
| 🔴 SELL | Feb 27, 2026 10:45am ET | $685.83 | 15 | $10,287.45 | $10,638.16 |
+$36.30 (+0.4%) |
MEAN_REVERSION
1.1h held |
|
| 8 | 🟢 BUY | Mar 3, 2026 9:30am ET | $675.20 | 15 | $10,128.00 | — | — | — |
| 🔴 SELL | Mar 3, 2026 11:05am ET | $673.79 | 15 | $10,106.85 | $10,617.01 |
$-21.15 (-0.2%) |
MEAN_REVERSION
1.6h held |
|
| 9 | 🟢 BUY | Mar 4, 2026 3:10pm ET | $686.13 | 15 | $10,291.95 | — | — | — |
| 🔴 SELL | Mar 4, 2026 3:45pm ET | $686.59 | 15 | $10,298.92 | $10,623.98 |
+$6.97 (+0.1%) |
MEAN_REVERSION
35m held |
|
| 10 | 🟢 BUY | Mar 6, 2026 9:30am ET | $673.80 | 15 | $10,107.00 | — | — | — |
| 🔴 SELL | Mar 6, 2026 10:35am ET | $675.05 | 15 | $10,125.75 | $10,642.73 |
+$18.75 (+0.2%) |
MEAN_REVERSION
1.1h held |
|
| 11 | 🟢 BUY | Mar 10, 2026 2:15pm ET | $678.95 | 15 | $10,184.25 | — | — | — |
| 🔴 SELL | Mar 11, 2026 9:40am ET | $678.36 | 15 | $10,175.40 | $10,633.88 |
$-8.85 (-0.1%) |
MEAN_REVERSION
19.4h held |
|
| 12 | 🟢 BUY | Mar 12, 2026 9:40am ET | $671.55 | 15 | $10,073.25 | — | — | — |
| 🔴 SELL | Mar 12, 2026 11:40am ET | $669.30 | 15 | $10,039.50 | $10,600.13 |
$-33.75 (-0.3%) |
MEAN_REVERSION
2h held |
|
| 13 | 🟢 BUY | Mar 13, 2026 1:50pm ET | $662.28 | 16 | $10,596.48 | — | — | — |
| 🔴 SELL | Mar 13, 2026 2:35pm ET | $663.90 | 16 | $10,622.32 | $10,625.97 |
+$25.84 (+0.2%) |
MEAN_REVERSION
45m held |
|
| 14 | 🟢 BUY | Mar 17, 2026 11:40am ET | $670.82 | 15 | $10,062.30 | — | — | — |
| 🔴 SELL | Mar 17, 2026 12:35pm ET | $671.40 | 15 | $10,071.00 | $10,634.67 |
+$8.70 (+0.1%) |
MEAN_REVERSION
55m held |
|
| 15 | 🟢 BUY | Mar 18, 2026 12:35pm ET | $666.06 | 15 | $9,990.90 | — | — | — |
| 🔴 SELL | Mar 18, 2026 12:55pm ET | $667.04 | 15 | $10,005.63 | $10,649.40 |
+$14.73 (+0.1%) |
MEAN_REVERSION
20m held |
|
| 16 | 🟢 BUY | Mar 20, 2026 2:25pm ET | $649.23 | 16 | $10,387.68 | — | — | — |
| 🔴 SELL | Mar 20, 2026 3:55pm ET | $648.16 | 16 | $10,370.48 | $10,632.20 |
$-17.20 (-0.2%) |
MEAN_REVERSION
1.5h held |
|
| 17 | 🟢 BUY | Mar 24, 2026 9:30am ET | $650.93 | 16 | $10,414.84 | — | — | — |
| 🔴 SELL | Mar 24, 2026 10:45am ET | $653.48 | 16 | $10,455.68 | $10,673.04 |
+$40.84 (+0.4%) |
MEAN_REVERSION
1.3h held |
|
| 18 | 🟢 BUY | Mar 25, 2026 3:00pm ET | $656.13 | 16 | $10,498.08 | — | — | — |
| 🔴 SELL | Mar 25, 2026 3:55pm ET | $656.84 | 16 | $10,509.36 | $10,684.32 |
+$11.28 (+0.1%) |
MEAN_REVERSION
55m held |
|
| 19 | 🟢 BUY | Mar 27, 2026 9:30am ET | $642.38 | 16 | $10,278.08 | — | — | — |
| 🔴 SELL | Mar 27, 2026 11:00am ET | $640.24 | 16 | $10,243.84 | $10,650.08 |
$-34.24 (-0.3%) |
MEAN_REVERSION
1.5h held |
|
| 20 | 🟢 BUY | Mar 30, 2026 1:35pm ET | $632.83 | 16 | $10,125.20 | — | — | — |
| 🔴 SELL | Mar 30, 2026 3:55pm ET | $632.53 | 16 | $10,120.48 | $10,645.36 |
$-4.72 (-0.0%) |
MEAN_REVERSION
2.3h held |
|
| 21 | 🟢 BUY | Apr 1, 2026 2:00pm ET | $656.73 | 16 | $10,507.68 | — | — | — |
| 🔴 SELL | Apr 1, 2026 3:20pm ET | $655.63 | 16 | $10,490.08 | $10,627.76 |
$-17.60 (-0.2%) |
MEAN_REVERSION
1.3h held |
|
| 22 | 🟢 BUY | Apr 6, 2026 1:15pm ET | $655.90 | 16 | $10,494.40 | — | — | — |
| 🔴 SELL | Apr 6, 2026 2:15pm ET | $657.42 | 16 | $10,518.80 | $10,652.16 |
+$24.40 (+0.2%) |
MEAN_REVERSION
1h held |
|
| 23 | 🟢 BUY | Apr 7, 2026 2:45pm ET | $655.30 | 16 | $10,484.80 | — | — | — |
| 🔴 SELL | Apr 7, 2026 3:20pm ET | $657.98 | 16 | $10,527.73 | $10,695.09 |
+$42.93 (+0.4%) |
MEAN_REVERSION
35m held |
|
| 24 | 🟢 BUY | Apr 10, 2026 11:40am ET | $680.16 | 15 | $10,202.40 | — | — | — |
| 🔴 SELL | Apr 10, 2026 1:45pm ET | $679.25 | 15 | $10,188.75 | $10,681.44 |
$-13.65 (-0.1%) |
MEAN_REVERSION
2.1h held |
|
| 25 | 🟢 BUY | Apr 14, 2026 2:25pm ET | $692.29 | 15 | $10,384.34 | — | — | — |
| 🔴 SELL | Apr 14, 2026 3:10pm ET | $693.43 | 15 | $10,401.52 | $10,698.63 |
+$17.19 (+0.2%) |
MEAN_REVERSION
45m held |
|
| 26 | 🟢 BUY | Apr 16, 2026 9:55am ET | $698.61 | 15 | $10,479.15 | — | — | — |
| 🔴 SELL | Apr 16, 2026 10:50am ET | $699.90 | 15 | $10,498.43 | $10,717.91 |
+$19.28 (+0.2%) |
MEAN_REVERSION
55m held |
|
| 27 | 🟢 BUY | Apr 17, 2026 1:25pm ET | $709.91 | 15 | $10,648.65 | — | — | — |
| 🔴 SELL | Apr 17, 2026 2:45pm ET | $710.17 | 15 | $10,652.55 | $10,721.81 |
+$3.90 (+0.0%) |
MEAN_REVERSION
1.3h held |
|
| 28 | 🟢 BUY | Apr 21, 2026 11:00am ET | $707.30 | 15 | $10,609.50 | — | — | — |
| 🔴 SELL | Apr 21, 2026 12:35pm ET | $707.03 | 15 | $10,605.45 | $10,717.76 |
$-4.05 (-0.0%) |
MEAN_REVERSION
1.6h held |
|
| 29 | 🟢 BUY | Apr 23, 2026 1:05pm ET | $708.96 | 15 | $10,634.46 | — | — | — |
| 🔴 SELL | Apr 23, 2026 2:15pm ET | $707.83 | 15 | $10,617.45 | $10,700.75 |
$-17.01 (-0.2%) |
MEAN_REVERSION
1.2h held |
|
| 30 | 🟢 BUY | Apr 27, 2026 9:50am ET | $712.70 | 15 | $10,690.43 | — | — | — |
| 🔴 SELL | Apr 27, 2026 9:55am ET | $714.02 | 15 | $10,710.30 | $10,720.63 |
+$19.88 (+0.2%) |
MEAN_REVERSION
5m held |
|
| 31 | 🟢 BUY | Apr 29, 2026 9:30am ET | $710.53 | 15 | $10,658.02 | — | — | — |
| 🔴 SELL | Apr 29, 2026 10:20am ET | $711.11 | 15 | $10,666.65 | $10,729.26 |
+$8.63 (+0.1%) |
MEAN_REVERSION
50m held |
|
| 32 | 🟢 BUY | May 1, 2026 2:35pm ET | $721.40 | 14 | $10,099.60 | — | — | — |
| 🔴 SELL | May 1, 2026 3:15pm ET | $722.16 | 14 | $10,110.24 | $10,739.90 |
+$10.64 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 33 | 🟢 BUY | May 5, 2026 3:55pm ET | $723.53 | 14 | $10,129.49 | — | — | — |
| 🔴 SELL | May 6, 2026 9:30am ET | $728.01 | 14 | $10,192.14 | $10,802.55 |
+$62.65 (+0.6%) |
MEAN_REVERSION
17.6h held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,802.55
Net Profit/Loss:
+$802.55
Total Return:
+8.03%