TLT Professor Mean's Analysis
Last 3 Months: 2026-03-21 to present • 36 trades in period
+1.32%
Last 3 Months Return
$10,062.48
Current Value
69%
Win Rate
$9,930.86
Period Start
PHASE 3: CAPITULATION
Extreme fear + bounces appearing. Mean reversion and reversal strategies have best edge NOW.
Fear & Greed
23
Extreme Fear
VIX
18.4
NORMAL
10Y Yield
4.49%
ELEVATED
Yield Curve
+0.27%
NORMAL
HY Spread
2.63
CALM
🌍 Kp Index
🟠 1.6
Active
RSI(14)
49.9 neutral
20d Trend
-0.2%
5d Trend
+0.1%
EMA20 Dist
+0.1%
ATR%
0.7%
Range Pos
20%
Bounce Ratio
2.0×
Green/Red 10d
3/7
🌍 Geophysical Tilt: Active magnetosphere: slight tilt toward volume/macro strategies.
Strategy Score Scored Jun 20, 2026
15
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
0.3/35
Total Return
1.8/25
Win Rate
7.3/15
Profit Factor
0.1/15
Consistency
5.3/10
Raw Quality
14.8/100
× Confidence 0.99
= 14.7
30-Day Momentum
12
+0.1%
30d Return
50%
Win Rate
8
Trades
1.4×
Profit Factor
Quality: 15.3
Conf: 0.81×
Cooling (-2 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
4,836
Timeframe
5-Minute Bars
Period Range
2026-03-23 → 2026-06-18
Trading Days
62 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
$9,930.86
Current Value
$10,062.48
Period P&L
$131.54
Max Drawdown
-6.8%
Sharpe Ratio
0.11
Trade Statistics (Last 3 Months)
Trades in Period
36
Winners / Losers
25 /
11
Best Trade
+0.96%
Worst Trade
-1.52%
Avg Trade Return
+0.04%
Avg Hold Time
4.8h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$723,232.73
Estimated Fees
$0.00
Gross P&L
$131.54
Net P&L (after fees)
$131.54
Gross Return
+1.32%
Net Return (after fees)
+1.32%
✅ 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
📈 TLT 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 - 36 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,930.86 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 23, 2026 11:55am ET | $86.16 | 115 | $9,908.40 | — | — | — |
| 🔴 SELL | Mar 23, 2026 1:10pm ET | $86.16 | 115 | $9,908.40 | $9,930.94 |
$0.00 (+0.0%) |
MEAN_REVERSION
1.3h held |
|
| 2 | 🟢 BUY | Mar 24, 2026 1:10pm ET | $85.67 | 115 | $9,852.06 | — | — | — |
| 🔴 SELL | Mar 24, 2026 2:00pm ET | $85.87 | 115 | $9,875.05 | $9,953.93 |
+$22.99 (+0.2%) |
MEAN_REVERSION
50m held |
|
| 3 | 🟢 BUY | Mar 26, 2026 9:30am ET | $86.33 | 115 | $9,927.95 | — | — | — |
| 🔴 SELL | Mar 26, 2026 11:00am ET | $86.51 | 115 | $9,948.65 | $9,974.63 |
+$20.70 (+0.2%) |
MEAN_REVERSION
1.5h held |
|
| 4 | 🟢 BUY | Mar 27, 2026 1:20pm ET | $85.80 | 116 | $9,952.80 | — | — | — |
| 🔴 SELL | Mar 30, 2026 9:30am ET | $86.62 | 116 | $10,047.92 | $10,069.75 |
+$95.12 (+1.0%) |
MEAN_REVERSION
2.8d held |
|
| 5 | 🟢 BUY | Mar 31, 2026 3:05pm ET | $86.83 | 115 | $9,985.45 | — | — | — |
| 🔴 SELL | Mar 31, 2026 3:15pm ET | $86.94 | 115 | $9,998.10 | $10,082.40 |
+$12.65 (+0.1%) |
MEAN_REVERSION
10m held |
|
| 6 | 🟢 BUY | Apr 2, 2026 12:05pm ET | $86.62 | 116 | $10,047.92 | — | — | — |
| 🔴 SELL | Apr 2, 2026 1:15pm ET | $86.67 | 116 | $10,053.14 | $10,087.62 |
+$5.22 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 7 | 🟢 BUY | Apr 6, 2026 1:15pm ET | $86.55 | 116 | $10,039.80 | — | — | — |
| 🔴 SELL | Apr 6, 2026 2:10pm ET | $86.68 | 116 | $10,054.88 | $10,102.70 |
+$15.08 (+0.2%) |
MEAN_REVERSION
55m held |
|
| 8 | 🟢 BUY | Apr 8, 2026 11:15am ET | $87.04 | 116 | $10,096.63 | — | — | — |
| 🔴 SELL | Apr 8, 2026 11:35am ET | $87.15 | 116 | $10,109.40 | $10,115.47 |
+$12.77 (+0.1%) |
MEAN_REVERSION
20m held |
|
| 9 | 🟢 BUY | Apr 9, 2026 2:05pm ET | $86.77 | 116 | $10,065.32 | — | — | — |
| 🔴 SELL | Apr 9, 2026 3:35pm ET | $86.71 | 116 | $10,058.36 | $10,108.51 |
$-6.96 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 10 | 🟢 BUY | Apr 13, 2026 9:30am ET | $86.43 | 116 | $10,025.88 | — | — | — |
| 🔴 SELL | Apr 13, 2026 9:50am ET | $86.64 | 116 | $10,049.66 | $10,132.29 |
+$23.78 (+0.2%) |
MEAN_REVERSION
20m held |
|
| 11 | 🟢 BUY | Apr 15, 2026 9:30am ET | $87.03 | 116 | $10,094.90 | — | — | — |
| 🔴 SELL | Apr 15, 2026 12:35pm ET | $86.84 | 116 | $10,073.44 | $10,110.83 |
$-21.46 (-0.2%) |
MEAN_REVERSION
3.1h held |
|
| 12 | 🟢 BUY | Apr 16, 2026 12:35pm ET | $86.43 | 116 | $10,026.04 | — | — | — |
| 🔴 SELL | Apr 16, 2026 2:20pm ET | $86.31 | 116 | $10,011.96 | $10,096.75 |
$-14.08 (-0.1%) |
MEAN_REVERSION
1.8h held |
|
| 13 | 🟢 BUY | Apr 20, 2026 10:10am ET | $86.88 | 116 | $10,077.50 | — | — | — |
| 🔴 SELL | Apr 20, 2026 11:25am ET | $86.88 | 116 | $10,078.08 | $10,097.33 |
+$0.58 (+0.0%) |
MEAN_REVERSION
1.3h held |
|
| 14 | 🟢 BUY | Apr 21, 2026 1:10pm ET | $86.68 | 116 | $10,054.88 | — | — | — |
| 🔴 SELL | Apr 21, 2026 1:40pm ET | $86.75 | 116 | $10,063.58 | $10,106.03 |
+$8.70 (+0.1%) |
MEAN_REVERSION
30m held |
|
| 15 | 🟢 BUY | Apr 22, 2026 3:50pm ET | $86.75 | 116 | $10,062.42 | — | — | — |
| 🔴 SELL | Apr 23, 2026 9:30am ET | $86.85 | 116 | $10,074.02 | $10,117.63 |
+$11.60 (+0.1%) |
MEAN_REVERSION
17.7h held |
|
| 16 | 🟢 BUY | Apr 24, 2026 9:35am ET | $86.39 | 117 | $10,107.05 | — | — | — |
| 🔴 SELL | Apr 24, 2026 10:05am ET | $86.66 | 117 | $10,139.22 | $10,149.81 |
+$32.18 (+0.3%) |
MEAN_REVERSION
30m held |
|
| 17 | 🟢 BUY | Apr 27, 2026 11:05am ET | $86.33 | 117 | $10,101.19 | — | — | — |
| 🔴 SELL | Apr 27, 2026 12:10pm ET | $86.39 | 117 | $10,108.21 | $10,156.83 |
+$7.02 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 18 | 🟢 BUY | Apr 29, 2026 9:30am ET | $85.98 | 118 | $10,145.64 | — | — | — |
| 🔴 SELL | Apr 29, 2026 11:40am ET | $85.83 | 118 | $10,128.53 | $10,139.72 |
$-17.11 (-0.2%) |
MEAN_REVERSION
2.2h held |
|
| 19 | 🟢 BUY | Apr 30, 2026 3:50pm ET | $85.57 | 118 | $10,096.67 | — | — | — |
| 🔴 SELL | May 1, 2026 10:05am ET | $85.75 | 118 | $10,118.50 | $10,161.55 |
+$21.83 (+0.2%) |
MEAN_REVERSION
18.3h held |
|
| 20 | 🟢 BUY | May 4, 2026 11:20am ET | $85.00 | 119 | $10,115.59 | — | — | — |
| 🔴 SELL | May 4, 2026 1:10pm ET | $84.89 | 119 | $10,101.32 | $10,147.27 |
$-14.28 (-0.1%) |
MEAN_REVERSION
1.8h held |
|
| 21 | 🟢 BUY | May 6, 2026 1:00pm ET | $85.99 | 117 | $10,061.33 | — | — | — |
| 🔴 SELL | May 6, 2026 1:10pm ET | $86.07 | 117 | $10,070.77 | $10,156.71 |
+$9.44 (+0.1%) |
MEAN_REVERSION
10m held |
|
| 22 | 🟢 BUY | May 7, 2026 1:30pm ET | $85.68 | 118 | $10,109.65 | — | — | — |
| 🔴 SELL | May 7, 2026 2:40pm ET | $85.74 | 118 | $10,117.32 | $10,164.38 |
+$7.67 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 23 | 🟢 BUY | May 8, 2026 3:00pm ET | $86.04 | 118 | $10,152.13 | — | — | — |
| 🔴 SELL | May 8, 2026 3:45pm ET | $86.07 | 118 | $10,155.67 | $10,167.92 |
+$3.54 (+0.0%) |
MEAN_REVERSION
45m held |
|
| 24 | 🟢 BUY | May 12, 2026 9:30am ET | $85.19 | 119 | $10,137.61 | — | — | — |
| 🔴 SELL | May 12, 2026 11:10am ET | $85.09 | 119 | $10,125.71 | $10,156.02 |
$-11.90 (-0.1%) |
MEAN_REVERSION
1.7h held |
|
| 25 | 🟢 BUY | May 13, 2026 11:30am ET | $84.61 | 120 | $10,153.20 | — | — | — |
| 🔴 SELL | May 13, 2026 11:40am ET | $84.79 | 120 | $10,174.20 | $10,177.02 |
+$21.00 (+0.2%) |
MEAN_REVERSION
10m held |
|
| 26 | 🟢 BUY | May 14, 2026 2:05pm ET | $85.15 | 119 | $10,133.44 | — | — | — |
| 🔴 SELL | May 15, 2026 9:30am ET | $83.86 | 119 | $9,979.34 | $10,022.92 |
$-154.10 (-1.5%) |
🛑 -10% Stop
19.4h held |
|
| 27 | 🟢 BUY | May 18, 2026 2:10pm ET | $83.53 | 119 | $9,940.31 | — | — | — |
| 🔴 SELL | May 18, 2026 3:05pm ET | $83.68 | 119 | $9,958.51 | $10,041.13 |
+$18.21 (+0.2%) |
MEAN_REVERSION
55m held |
|
| 28 | 🟢 BUY | May 20, 2026 2:00pm ET | $83.74 | 119 | $9,965.06 | — | — | — |
| 🔴 SELL | May 20, 2026 2:15pm ET | $83.83 | 119 | $9,976.36 | $10,052.44 |
+$11.31 (+0.1%) |
MEAN_REVERSION
15m held |
|
| 29 | 🟢 BUY | May 22, 2026 3:05pm ET | $84.47 | 118 | $9,968.05 | — | — | — |
| 🔴 SELL | May 22, 2026 3:45pm ET | $84.52 | 118 | $9,973.36 | $10,057.75 |
+$5.31 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 30 | 🟢 BUY | May 29, 2026 1:45pm ET | $85.72 | 117 | $10,029.24 | — | — | — |
| 🔴 SELL | May 29, 2026 2:20pm ET | $85.79 | 117 | $10,036.85 | $10,065.36 |
+$7.61 (+0.1%) |
MEAN_REVERSION
35m held |
|
| 31 | 🟢 BUY | Jun 2, 2026 12:10pm ET | $85.66 | 117 | $10,022.38 | — | — | — |
| 🔴 SELL | Jun 2, 2026 12:15pm ET | $85.60 | 117 | $10,015.20 | $10,058.18 |
$-7.18 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 32 | 🟢 BUY | Jun 4, 2026 1:50pm ET | $85.49 | 117 | $10,002.33 | — | — | — |
| 🔴 SELL | Jun 4, 2026 2:50pm ET | $85.51 | 117 | $10,004.67 | $10,060.52 |
+$2.34 (+0.0%) |
MEAN_REVERSION
1h held |
|
| 33 | 🟢 BUY | Jun 10, 2026 11:50am ET | $85.03 | 118 | $10,033.54 | — | — | — |
| 🔴 SELL | Jun 10, 2026 2:05pm ET | $84.96 | 118 | $10,025.56 | $10,052.54 |
$-7.98 (-0.1%) |
MEAN_REVERSION
2.3h held |
|
| 34 | 🟢 BUY | Jun 12, 2026 9:30am ET | $85.63 | 117 | $10,018.71 | — | — | — |
| 🔴 SELL | Jun 12, 2026 10:55am ET | $85.61 | 117 | $10,016.37 | $10,050.20 |
$-2.34 (-0.0%) |
MEAN_REVERSION
1.4h held |
|
| 35 | 🟢 BUY | Jun 15, 2026 12:50pm ET | $85.76 | 117 | $10,033.94 | — | — | — |
| 🔴 SELL | Jun 15, 2026 1:55pm ET | $85.76 | 117 | $10,033.92 | $10,050.18 |
$-0.02 (-0.0%) |
MEAN_REVERSION
1.1h held |
|
| 36 | 🟢 BUY | Jun 16, 2026 3:55pm ET | $86.25 | 116 | $10,005.58 | — | — | — |
| 🔴 SELL | Jun 17, 2026 9:55am ET | $86.36 | 116 | $10,017.88 | $10,062.48 |
+$12.30 (+0.1%) |
MEAN_REVERSION
18h held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,062.48
Net Profit/Loss:
+$62.48
Total Return:
+0.62%