VTI Professor Mean's Analysis
Last 3 Months: 2026-02-06 to present • 30 trades in period
+5.42%
Last 3 Months Return
$10,435.15
Current Value
73%
Win Rate
$9,898.57
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)
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: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 5, 2026
22
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
1.7/35
Total Return
6.1/25
Win Rate
6.8/15
Profit Factor
1.0/15
Consistency
6.2/10
Raw Quality
21.8/100
× Confidence 0.99
= 21.6
30-Day Momentum
37
+0.9%
30d Return
64%
Win Rate
11
Trades
2.8×
Profit Factor
Quality: 40.8
Conf: 0.90×
Accelerating (+15 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
4,816
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
$9,898.57
Current Value
$10,435.15
Period P&L
$536.67
Max Drawdown
-8.8%
Sharpe Ratio
0.63
Trade Statistics (Last 3 Months)
Trades in Period
30
Winners / Losers
22 /
8
Best Trade
+1.10%
Worst Trade
-0.19%
Avg Trade Return
+0.18%
Avg Hold Time
4.8h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$600,330.87
Estimated Fees
$0.00
Gross P&L
$536.67
Net P&L (after fees)
$536.67
Gross Return
+5.42%
Net Return (after fees)
+5.42%
✅ 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: 61 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Trade History (Last 3 Months - 30 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,898.57 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 | $342.69 | 28 | $9,595.35 | — | — | — |
| 🔴 SELL | Feb 9, 2026 1:40pm ET | $343.08 | 28 | $9,606.38 | $9,909.51 |
+$11.03 (+0.1%) |
MEAN_REVERSION
18m held |
|
| 2 | 🟢 BUY | Feb 10, 2026 3:35pm ET | $342.16 | 28 | $9,580.48 | — | — | — |
| 🔴 SELL | Feb 11, 2026 9:30am ET | $343.78 | 28 | $9,625.84 | $9,954.87 |
+$45.36 (+0.5%) |
MEAN_REVERSION
17.9h held |
|
| 3 | 🟢 BUY | Feb 17, 2026 9:55am ET | $334.45 | 29 | $9,698.91 | — | — | — |
| 🔴 SELL | Feb 17, 2026 11:00am ET | $335.06 | 29 | $9,716.74 | $9,972.70 |
+$17.83 (+0.2%) |
MEAN_REVERSION
1.1h held |
|
| 4 | 🟢 BUY | Feb 18, 2026 12:00pm ET | $339.61 | 29 | $9,848.69 | — | — | — |
| 🔴 SELL | Feb 18, 2026 12:05pm ET | $340.05 | 29 | $9,861.45 | $9,985.46 |
+$12.76 (+0.1%) |
MEAN_REVERSION
5m held |
|
| 5 | 🟢 BUY | Feb 20, 2026 12:15pm ET | $338.52 | 29 | $9,817.08 | — | — | — |
| 🔴 SELL | Feb 20, 2026 1:00pm ET | $339.52 | 29 | $9,846.08 | $10,014.46 |
+$29.00 (+0.3%) |
MEAN_REVERSION
45m held |
|
| 6 | 🟢 BUY | Feb 26, 2026 9:30am ET | $341.61 | 29 | $9,906.83 | — | — | — |
| 🔴 SELL | Feb 26, 2026 9:40am ET | $341.23 | 29 | $9,895.67 | $10,003.30 |
$-11.16 (-0.1%) |
🛑 -10% Stop
10m held |
|
| 7 | 🟢 BUY | Feb 27, 2026 9:40am ET | $337.37 | 29 | $9,783.73 | — | — | — |
| 🔴 SELL | Feb 27, 2026 10:45am ET | $338.48 | 29 | $9,815.78 | $10,035.35 |
+$32.05 (+0.3%) |
MEAN_REVERSION
1.1h held |
|
| 8 | 🟢 BUY | Mar 2, 2026 2:00pm ET | $338.47 | 29 | $9,815.63 | — | — | — |
| 🔴 SELL | Mar 2, 2026 2:10pm ET | $339.06 | 29 | $9,832.62 | $10,052.34 |
+$16.99 (+0.2%) |
MEAN_REVERSION
10m held |
|
| 9 | 🟢 BUY | Mar 4, 2026 3:10pm ET | $338.61 | 29 | $9,819.69 | — | — | — |
| 🔴 SELL | Mar 4, 2026 3:45pm ET | $338.85 | 29 | $9,826.65 | $10,059.30 |
+$6.96 (+0.1%) |
MEAN_REVERSION
35m held |
|
| 10 | 🟢 BUY | Mar 6, 2026 9:30am ET | $332.04 | 30 | $9,961.05 | — | — | — |
| 🔴 SELL | Mar 6, 2026 10:35am ET | $332.74 | 30 | $9,982.20 | $10,080.45 |
+$21.15 (+0.2%) |
MEAN_REVERSION
1.1h held |
|
| 11 | 🟢 BUY | Mar 10, 2026 2:15pm ET | $334.77 | 30 | $10,043.10 | — | — | — |
| 🔴 SELL | Mar 11, 2026 10:05am ET | $334.21 | 30 | $10,026.30 | $10,063.65 |
$-16.80 (-0.2%) |
MEAN_REVERSION
19.8h held |
|
| 12 | 🟢 BUY | Mar 12, 2026 1:55pm ET | $328.68 | 30 | $9,860.34 | — | — | — |
| 🔴 SELL | Mar 12, 2026 2:15pm ET | $329.53 | 30 | $9,885.90 | $10,089.21 |
+$25.56 (+0.3%) |
MEAN_REVERSION
20m held |
|
| 13 | 🟢 BUY | Mar 16, 2026 12:25pm ET | $328.72 | 30 | $9,861.60 | — | — | — |
| 🔴 SELL | Mar 16, 2026 1:10pm ET | $329.44 | 30 | $9,883.20 | $10,110.81 |
+$21.60 (+0.2%) |
MEAN_REVERSION
45m held |
|
| 14 | 🟢 BUY | Mar 18, 2026 9:30am ET | $329.59 | 30 | $9,887.70 | — | — | — |
| 🔴 SELL | Mar 18, 2026 11:10am ET | $329.08 | 30 | $9,872.40 | $10,095.51 |
$-15.30 (-0.2%) |
MEAN_REVERSION
1.7h held |
|
| 15 | 🟢 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 |
|
| 16 | 🟢 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 |
|
| 17 | 🟢 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 |
|
| 18 | 🟢 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 |
|
| 19 | 🟢 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 |
|
| 20 | 🟢 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 |
|
| 21 | 🟢 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 |
|
| 22 | 🟢 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 |
|
| 23 | 🟢 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 |
|
| 24 | 🟢 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 |
|
| 25 | 🟢 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 |
|
| 26 | 🟢 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 |
|
| 27 | 🟢 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 |
|
| 28 | 🟢 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 |
|
| 29 | 🟢 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 |
|
| 30 | 🟢 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 |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,435.15
Net Profit/Loss:
+$435.15
Total Return:
+4.35%