VTI Professor Mean's Analysis
Last 3 Months: 2026-03-20 to present • 37 trades in period
+5.87%
Last 3 Months Return
$10,688.50
Current Value
65%
Win Rate
$10,095.60
Period Start
PHASE 0: RANGING
No strong directional signal. Monitor for regime shift.
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)
36.2 neutral
20d Trend
-2.9%
5d Trend
-2.1%
EMA20 Dist
-1.9%
ATR%
1.1%
Range Pos
52%
Bounce Ratio
0.6×
Green/Red 10d
4/6
🌍 Geophysical Tilt: Active magnetosphere: slight tilt toward volume/macro strategies.
Strategy Score Scored Jun 20, 2026
25
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
2.7/35
Total Return
7.5/25
Win Rate
6.9/15
Profit Factor
1.5/15
Consistency
6.3/10
Raw Quality
24.9/100
× Confidence 1.00
= 24.8
30-Day Momentum
44
+2.1%
30d Return
62%
Win Rate
13
Trades
2.6×
Profit Factor
Quality: 46.0
Conf: 0.95×
Accelerating (+19 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 (100%) 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
2026-03-20 → 2026-06-18
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
$10,095.60
Current Value
$10,688.50
Period P&L
$592.99
Max Drawdown
-8.8%
Sharpe Ratio
0.38
Trade Statistics (Last 3 Months)
Trades in Period
37
Winners / Losers
24 /
13
Best Trade
+1.59%
Worst Trade
-0.65%
Avg Trade Return
+0.16%
Avg Hold Time
9.7h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$758,910.20
Estimated Fees
$0.00
Gross P&L
$592.99
Net P&L (after fees)
$592.99
Gross Return
+5.87%
Net Return (after fees)
+5.87%
✅ 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
📈 VTI 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 - 37 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,095.60 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 | $324.84 | 31 | $10,070.04 | — | — | — |
| 🔴 SELL | Mar 23, 2026 1:35pm ET | $325.38 | 31 | $10,086.78 | $10,112.25 |
+$16.74 (+0.2%) |
MEAN_REVERSION
1.7h held |
|
| 2 | 🟢 BUY | Mar 24, 2026 3:55pm ET | $323.06 | 31 | $10,014.85 | — | — | — |
| 🔴 SELL | Mar 25, 2026 9:30am ET | $326.60 | 31 | $10,124.60 | $10,222.00 |
+$109.75 (+1.1%) |
MEAN_REVERSION
17.6h held |
|
| 3 | 🟢 BUY | Mar 26, 2026 9:30am ET | $322.51 | 31 | $9,997.81 | — | — | — |
| 🔴 SELL | Mar 26, 2026 10:40am ET | $324.15 | 31 | $10,048.65 | $10,272.84 |
+$50.84 (+0.5%) |
MEAN_REVERSION
1.2h held |
|
| 4 | 🟢 BUY | Mar 27, 2026 3:45pm ET | $312.98 | 32 | $10,015.52 | — | — | — |
| 🔴 SELL | Mar 30, 2026 9:30am ET | $315.65 | 32 | $10,100.80 | $10,358.12 |
+$85.28 (+0.9%) |
MEAN_REVERSION
2.7d held |
|
| 5 | 🟢 BUY | Apr 1, 2026 2:00pm ET | $324.18 | 31 | $10,049.58 | — | — | — |
| 🔴 SELL | Apr 1, 2026 3:20pm ET | $323.56 | 31 | $10,030.36 | $10,338.90 |
$-19.22 (-0.2%) |
MEAN_REVERSION
1.3h held |
|
| 6 | 🟢 BUY | Apr 6, 2026 1:15pm ET | $323.77 | 31 | $10,036.72 | — | — | — |
| 🔴 SELL | Apr 6, 2026 2:15pm ET | $324.55 | 31 | $10,061.20 | $10,363.39 |
+$24.49 (+0.2%) |
MEAN_REVERSION
1h held |
|
| 7 | 🟢 BUY | Apr 7, 2026 2:45pm ET | $323.55 | 32 | $10,353.60 | — | — | — |
| 🔴 SELL | Apr 7, 2026 3:20pm ET | $324.93 | 32 | $10,397.92 | $10,407.71 |
+$44.32 (+0.4%) |
MEAN_REVERSION
35m held |
|
| 8 | 🟢 BUY | Apr 10, 2026 11:55am ET | $335.05 | 31 | $10,386.70 | — | — | — |
| 🔴 SELL | Apr 10, 2026 1:45pm ET | $334.95 | 31 | $10,383.38 | $10,404.39 |
$-3.32 (-0.0%) |
MEAN_REVERSION
1.8h held |
|
| 9 | 🟢 BUY | Apr 14, 2026 2:25pm ET | $341.64 | 30 | $10,249.20 | — | — | — |
| 🔴 SELL | Apr 14, 2026 3:05pm ET | $342.15 | 30 | $10,264.50 | $10,419.69 |
+$15.30 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 10 | 🟢 BUY | Apr 17, 2026 1:25pm ET | $350.45 | 29 | $10,163.05 | — | — | — |
| 🔴 SELL | Apr 17, 2026 2:45pm ET | $350.57 | 29 | $10,166.53 | $10,423.17 |
+$3.48 (+0.0%) |
MEAN_REVERSION
1.3h held |
|
| 11 | 🟢 BUY | Apr 21, 2026 11:00am ET | $349.54 | 29 | $10,136.66 | — | — | — |
| 🔴 SELL | Apr 21, 2026 12:35pm ET | $349.47 | 29 | $10,134.63 | $10,421.14 |
$-2.03 (-0.0%) |
MEAN_REVERSION
1.6h held |
|
| 12 | 🟢 BUY | Apr 23, 2026 1:05pm ET | $349.96 | 29 | $10,148.90 | — | — | — |
| 🔴 SELL | Apr 23, 2026 2:10pm ET | $349.54 | 29 | $10,136.66 | $10,408.90 |
$-12.24 (-0.1%) |
MEAN_REVERSION
1.1h held |
|
| 13 | 🟢 BUY | Apr 27, 2026 9:50am ET | $351.48 | 29 | $10,192.92 | — | — | — |
| 🔴 SELL | Apr 27, 2026 9:55am ET | $352.21 | 29 | $10,214.09 | $10,430.07 |
+$21.17 (+0.2%) |
MEAN_REVERSION
5m held |
|
| 14 | 🟢 BUY | Apr 28, 2026 9:55am ET | $350.64 | 29 | $10,168.56 | — | — | — |
| 🔴 SELL | Apr 28, 2026 12:05pm ET | $349.99 | 29 | $10,149.71 | $10,411.22 |
$-18.85 (-0.2%) |
MEAN_REVERSION
2.2h held |
|
| 15 | 🟢 BUY | Apr 29, 2026 12:35pm ET | $348.99 | 29 | $10,120.85 | — | — | — |
| 🔴 SELL | Apr 29, 2026 1:30pm ET | $349.46 | 29 | $10,134.48 | $10,424.85 |
+$13.63 (+0.1%) |
MEAN_REVERSION
55m held |
|
| 16 | 🟢 BUY | May 1, 2026 2:35pm ET | $355.58 | 29 | $10,311.96 | — | — | — |
| 🔴 SELL | May 1, 2026 3:15pm ET | $355.94 | 29 | $10,322.26 | $10,435.15 |
+$10.30 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 17 | 🟢 BUY | May 5, 2026 3:55pm ET | $356.83 | 29 | $10,348.21 | — | — | — |
| 🔴 SELL | May 6, 2026 9:30am ET | $359.23 | 29 | $10,417.67 | $10,504.61 |
+$69.46 (+0.7%) |
MEAN_REVERSION
17.6h held |
|
| 18 | 🟢 BUY | May 7, 2026 12:00pm ET | $361.36 | 29 | $10,479.30 | — | — | — |
| 🔴 SELL | May 7, 2026 2:15pm ET | $360.36 | 29 | $10,450.44 | $10,475.75 |
$-28.86 (-0.3%) |
MEAN_REVERSION
2.3h held |
|
| 19 | 🟢 BUY | May 8, 2026 2:50pm ET | $362.57 | 28 | $10,151.82 | — | — | — |
| 🔴 SELL | May 8, 2026 3:20pm ET | $362.76 | 28 | $10,157.28 | $10,481.21 |
+$5.46 (+0.1%) |
MEAN_REVERSION
30m held |
|
| 20 | 🟢 BUY | May 12, 2026 9:30am ET | $362.30 | 28 | $10,144.40 | — | — | — |
| 🔴 SELL | May 12, 2026 1:05pm ET | $360.26 | 28 | $10,087.14 | $10,423.95 |
$-57.26 (-0.6%) |
MEAN_REVERSION
3.6h held |
|
| 21 | 🟢 BUY | May 13, 2026 3:55pm ET | $364.70 | 28 | $10,211.46 | — | — | — |
| 🔴 SELL | May 14, 2026 9:30am ET | $365.76 | 28 | $10,241.28 | $10,453.77 |
+$29.82 (+0.3%) |
MEAN_REVERSION
17.6h held |
|
| 22 | 🟢 BUY | May 15, 2026 9:30am ET | $363.95 | 28 | $10,190.60 | — | — | — |
| 🔴 SELL | May 15, 2026 9:35am ET | $363.23 | 28 | $10,170.44 | $10,433.61 |
$-20.16 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 23 | 🟢 BUY | May 18, 2026 9:35am ET | $362.49 | 28 | $10,149.86 | — | — | — |
| 🔴 SELL | May 18, 2026 9:55am ET | $363.85 | 28 | $10,187.80 | $10,471.55 |
+$37.94 (+0.4%) |
MEAN_REVERSION
20m held |
|
| 24 | 🟢 BUY | May 19, 2026 2:30pm ET | $361.04 | 29 | $10,470.02 | — | — | — |
| 🔴 SELL | May 20, 2026 9:30am ET | $361.04 | 29 | $10,470.16 | $10,471.70 |
+$0.15 (+0.0%) |
MEAN_REVERSION
19h held |
|
| 25 | 🟢 BUY | May 21, 2026 9:30am ET | $362.51 | 28 | $10,150.28 | — | — | — |
| 🔴 SELL | May 21, 2026 9:55am ET | $363.56 | 28 | $10,179.68 | $10,501.10 |
+$29.40 (+0.3%) |
MEAN_REVERSION
25m held |
|
| 26 | 🟢 BUY | May 22, 2026 3:20pm ET | $366.99 | 28 | $10,275.72 | — | — | — |
| 🔴 SELL | May 26, 2026 9:30am ET | $369.29 | 28 | $10,340.12 | $10,565.50 |
+$64.40 (+0.6%) |
MEAN_REVERSION
3.8d held |
|
| 27 | 🟢 BUY | May 28, 2026 9:30am ET | $369.15 | 28 | $10,336.20 | — | — | — |
| 🔴 SELL | May 28, 2026 9:35am ET | $368.86 | 28 | $10,328.08 | $10,557.38 |
$-8.12 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 28 | 🟢 BUY | May 29, 2026 1:50pm ET | $372.20 | 28 | $10,421.60 | — | — | — |
| 🔴 SELL | May 29, 2026 2:30pm ET | $372.50 | 28 | $10,430.00 | $10,565.78 |
+$8.40 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 29 | 🟢 BUY | Jun 1, 2026 3:35pm ET | $373.91 | 28 | $10,469.48 | — | — | — |
| 🔴 SELL | Jun 2, 2026 10:15am ET | $373.59 | 28 | $10,460.52 | $10,556.82 |
$-8.96 (-0.1%) |
MEAN_REVERSION
18.7h held |
|
| 30 | 🟢 BUY | Jun 3, 2026 11:35am ET | $372.21 | 28 | $10,421.88 | — | — | — |
| 🔴 SELL | Jun 3, 2026 12:55pm ET | $372.05 | 28 | $10,417.54 | $10,552.48 |
$-4.34 (-0.0%) |
MEAN_REVERSION
1.3h held |
|
| 31 | 🟢 BUY | Jun 4, 2026 3:55pm ET | $373.39 | 28 | $10,454.92 | — | — | — |
| 🔴 SELL | Jun 5, 2026 9:30am ET | $370.98 | 28 | $10,387.44 | $10,485.00 |
$-67.48 (-0.6%) |
🛑 -10% Stop
17.6h held |
|
| 32 | 🟢 BUY | Jun 8, 2026 1:05pm ET | $365.30 | 28 | $10,228.54 | — | — | — |
| 🔴 SELL | Jun 8, 2026 2:05pm ET | $365.86 | 28 | $10,244.08 | $10,500.54 |
+$15.54 (+0.2%) |
MEAN_REVERSION
1h held |
|
| 33 | 🟢 BUY | Jun 10, 2026 11:00am ET | $361.34 | 29 | $10,478.86 | — | — | — |
| 🔴 SELL | Jun 10, 2026 12:35pm ET | $361.02 | 29 | $10,469.58 | $10,491.26 |
$-9.28 (-0.1%) |
MEAN_REVERSION
1.6h held |
|
| 34 | 🟢 BUY | Jun 12, 2026 3:35pm ET | $365.78 | 28 | $10,241.86 | — | — | — |
| 🔴 SELL | Jun 15, 2026 9:30am ET | $371.61 | 28 | $10,405.08 | $10,654.48 |
+$163.22 (+1.6%) |
MEAN_REVERSION
2.7d held |
|
| 35 | 🟢 BUY | Jun 16, 2026 10:30am ET | $371.63 | 28 | $10,405.64 | — | — | — |
| 🔴 SELL | Jun 16, 2026 12:05pm ET | $371.98 | 28 | $10,415.44 | $10,664.28 |
+$9.80 (+0.1%) |
MEAN_REVERSION
1.6h held |
|
| 36 | 🟢 BUY | Jun 17, 2026 1:05pm ET | $370.48 | 28 | $10,373.44 | — | — | — |
| 🔴 SELL | Jun 17, 2026 1:55pm ET | $370.89 | 28 | $10,384.78 | $10,675.62 |
+$11.34 (+0.1%) |
MEAN_REVERSION
50m held |
|
| 37 | 🟢 BUY | Jun 18, 2026 3:10pm ET | $369.20 | 28 | $10,337.60 | — | — | — |
| 🔴 SELL | Jun 18, 2026 3:35pm ET | $369.66 | 28 | $10,350.48 | $10,688.50 |
+$12.88 (+0.1%) |
MEAN_REVERSION
25m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,688.50
Net Profit/Loss:
+$688.50
Total Return:
+6.88%