VXX Professor Mean's Analysis
Last 3 Months: 2026-02-06 to present • 33 trades in period
+9.60%
Last 3 Months Return
$12,737.27
Current Value
52%
Win Rate
$11,621.95
Period Start
PHASE 5: BULL TREND
Trend-following and momentum strategies active. Ride winners.
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)
62.8 neutral
20d Trend
+12.6%
5d Trend
+8.3%
EMA20 Dist
+8.3%
ATR%
4.8%
Range Pos
29%
Bounce Ratio
1.8×
Green/Red 10d
7/3
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 6, 2026
29
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
5.0/35
Total Return
12.1/25
Win Rate
6.8/15
Profit Factor
1.3/15
Consistency
4.5/10
Raw Quality
29.6/100
× Confidence 1.00
= 29.5
30-Day Momentum
13
-4.8%
30d Return
47%
Win Rate
15
Trades
0.6×
Profit Factor
Quality: 12.5
Conf: 1.00×
Declining (-17 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 (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
4,862
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
$11,621.95
Current Value
$12,737.27
Period P&L
$1,115.37
Max Drawdown
-19.3%
Sharpe Ratio
0.15
Trade Statistics (Last 3 Months)
Trades in Period
33
Winners / Losers
17 /
16
Best Trade
+6.47%
Worst Trade
-2.74%
Avg Trade Return
+0.30%
Avg Hold Time
11.1h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$819,023.73
Estimated Fees
$0.00
Gross P&L
$1,115.37
Net P&L (after fees)
$1,115.37
Gross Return
+9.60%
Net Return (after fees)
+9.60%
✅ 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
📈 VXX 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 $11,621.95 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 6, 2026 3:30pm ET | $27.50 | 422 | $11,605.00 | — | — | — |
| 🔴 SELL | Feb 9, 2026 11:40am ET | $26.77 | 422 | $11,296.94 | $11,313.84 |
$-308.06 (-2.6%) |
MEAN_REVERSION
2.8d held |
|
| 2 | 🟢 BUY | Feb 10, 2026 12:15pm ET | $26.67 | 424 | $11,305.96 | — | — | — |
| 🔴 SELL | Feb 10, 2026 1:05pm ET | $26.78 | 424 | $11,354.72 | $11,362.60 |
+$48.76 (+0.4%) |
MEAN_REVERSION
50m held |
|
| 3 | 🟢 BUY | Feb 17, 2026 11:15am ET | $28.98 | 392 | $11,358.20 | — | — | — |
| 🔴 SELL | Feb 17, 2026 12:45pm ET | $29.17 | 392 | $11,432.68 | $11,437.08 |
+$74.48 (+0.7%) |
MEAN_REVERSION
1.5h held |
|
| 4 | 🟢 BUY | Feb 20, 2026 10:00am ET | $28.86 | 396 | $11,430.54 | — | — | — |
| 🔴 SELL | Feb 20, 2026 11:30am ET | $28.51 | 396 | $11,289.96 | $11,296.50 |
$-140.58 (-1.2%) |
MEAN_REVERSION
1.5h held |
|
| 5 | 🟢 BUY | Feb 24, 2026 9:45am ET | $29.00 | 389 | $11,281.00 | — | — | — |
| 🔴 SELL | Feb 24, 2026 11:50am ET | $28.55 | 389 | $11,104.01 | $11,119.51 |
$-176.99 (-1.6%) |
MEAN_REVERSION
2.1h held |
|
| 6 | 🟢 BUY | Feb 25, 2026 2:10pm ET | $27.83 | 399 | $11,106.16 | — | — | — |
| 🔴 SELL | Feb 26, 2026 9:55am ET | $27.62 | 399 | $11,020.38 | $11,033.73 |
$-85.78 (-0.8%) |
MEAN_REVERSION
19.8h held |
|
| 7 | 🟢 BUY | Feb 27, 2026 3:15pm ET | $28.85 | 382 | $11,022.61 | — | — | — |
| 🔴 SELL | Mar 2, 2026 9:30am ET | $30.60 | 382 | $11,689.20 | $11,700.32 |
+$666.59 (+6.0%) |
MEAN_REVERSION
2.8d held |
|
| 8 | 🟢 BUY | Mar 3, 2026 1:20pm ET | $30.82 | 379 | $11,681.58 | — | — | — |
| 🔴 SELL | Mar 3, 2026 2:35pm ET | $30.56 | 379 | $11,580.35 | $11,599.09 |
$-101.23 (-0.9%) |
MEAN_REVERSION
1.3h held |
|
| 9 | 🟢 BUY | Mar 5, 2026 3:10pm ET | $31.82 | 364 | $11,582.48 | — | — | — |
| 🔴 SELL | Mar 6, 2026 9:30am ET | $33.88 | 364 | $12,332.32 | $12,348.93 |
+$749.84 (+6.5%) |
MEAN_REVERSION
18.3h held |
|
| 10 | 🟢 BUY | Mar 9, 2026 3:25pm ET | $33.23 | 371 | $12,328.33 | — | — | — |
| 🔴 SELL | Mar 10, 2026 10:10am ET | $32.94 | 371 | $12,220.74 | $12,241.34 |
$-107.59 (-0.9%) |
MEAN_REVERSION
18.8h held |
|
| 11 | 🟢 BUY | Mar 13, 2026 9:30am ET | $33.55 | 364 | $12,212.20 | — | — | — |
| 🔴 SELL | Mar 13, 2026 10:45am ET | $33.97 | 364 | $12,366.90 | $12,396.04 |
+$154.70 (+1.3%) |
MEAN_REVERSION
1.3h held |
|
| 12 | 🟢 BUY | Mar 17, 2026 9:30am ET | $31.90 | 388 | $12,377.20 | — | — | — |
| 🔴 SELL | Mar 17, 2026 11:05am ET | $31.80 | 388 | $12,338.67 | $12,357.51 |
$-38.53 (-0.3%) |
MEAN_REVERSION
1.6h held |
|
| 13 | 🟢 BUY | Mar 18, 2026 2:00pm ET | $33.67 | 366 | $12,325.05 | — | — | — |
| 🔴 SELL | Mar 18, 2026 2:35pm ET | $34.21 | 366 | $12,519.03 | $12,551.49 |
+$193.98 (+1.6%) |
MEAN_REVERSION
35m held |
|
| 14 | 🟢 BUY | Mar 19, 2026 3:05pm ET | $33.37 | 376 | $12,547.12 | — | — | — |
| 🔴 SELL | Mar 19, 2026 3:50pm ET | $33.93 | 376 | $12,757.68 | $12,762.05 |
+$210.56 (+1.7%) |
MEAN_REVERSION
45m held |
|
| 15 | 🟢 BUY | Mar 23, 2026 9:30am ET | $33.70 | 378 | $12,738.60 | — | — | — |
| 🔴 SELL | Mar 23, 2026 10:50am ET | $33.90 | 378 | $12,812.31 | $12,835.76 |
+$73.71 (+0.6%) |
MEAN_REVERSION
1.3h held |
|
| 16 | 🟢 BUY | Mar 25, 2026 9:30am ET | $33.99 | 377 | $12,814.23 | — | — | — |
| 🔴 SELL | Mar 25, 2026 10:00am ET | $34.64 | 377 | $13,059.28 | $13,080.81 |
+$245.05 (+1.9%) |
MEAN_REVERSION
30m held |
|
| 17 | 🟢 BUY | Mar 30, 2026 9:30am ET | $38.03 | 343 | $13,044.29 | — | — | — |
| 🔴 SELL | Mar 30, 2026 10:45am ET | $38.91 | 343 | $13,346.13 | $13,382.65 |
+$301.84 (+2.3%) |
MEAN_REVERSION
1.3h held |
|
| 18 | 🟢 BUY | Mar 31, 2026 12:40pm ET | $36.27 | 368 | $13,347.36 | — | — | — |
| 🔴 SELL | Mar 31, 2026 2:00pm ET | $36.24 | 368 | $13,338.16 | $13,373.45 |
$-9.20 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 19 | 🟢 BUY | Apr 2, 2026 3:50pm ET | $34.78 | 384 | $13,355.52 | — | — | — |
| 🔴 SELL | Apr 6, 2026 11:35am ET | $33.98 | 384 | $13,048.32 | $13,066.25 |
$-307.20 (-2.3%) |
MEAN_REVERSION
3.8d held |
|
| 20 | 🟢 BUY | Apr 7, 2026 12:05pm ET | $35.05 | 372 | $13,038.41 | — | — | — |
| 🔴 SELL | Apr 7, 2026 1:10pm ET | $35.38 | 372 | $13,161.36 | $13,189.20 |
+$122.95 (+0.9%) |
MEAN_REVERSION
1.1h held |
|
| 21 | 🟢 BUY | Apr 9, 2026 10:55am ET | $31.45 | 419 | $13,177.55 | — | — | — |
| 🔴 SELL | Apr 9, 2026 2:05pm ET | $30.68 | 419 | $12,857.01 | $12,868.66 |
$-320.54 (-2.4%) |
MEAN_REVERSION
3.2h held |
|
| 22 | 🟢 BUY | Apr 10, 2026 3:05pm ET | $30.70 | 419 | $12,865.39 | — | — | — |
| 🔴 SELL | Apr 10, 2026 3:40pm ET | $30.83 | 419 | $12,915.68 | $12,918.94 |
+$50.28 (+0.4%) |
MEAN_REVERSION
35m held |
|
| 23 | 🟢 BUY | Apr 13, 2026 3:40pm ET | $29.75 | 434 | $12,913.67 | — | — | — |
| 🔴 SELL | Apr 14, 2026 9:30am ET | $28.94 | 434 | $12,559.96 | $12,565.23 |
$-353.71 (-2.7%) |
🛑 -10% Stop
17.8h held |
|
| 24 | 🟢 BUY | Apr 15, 2026 9:30am ET | $29.03 | 432 | $12,540.96 | — | — | — |
| 🔴 SELL | Apr 15, 2026 10:35am ET | $29.27 | 432 | $12,644.64 | $12,668.91 |
+$103.68 (+0.8%) |
MEAN_REVERSION
1.1h held |
|
| 25 | 🟢 BUY | Apr 17, 2026 9:30am ET | $28.61 | 442 | $12,645.62 | — | — | — |
| 🔴 SELL | Apr 17, 2026 10:35am ET | $28.85 | 442 | $12,751.70 | $12,774.99 |
+$106.08 (+0.8%) |
MEAN_REVERSION
1.1h held |
|
| 26 | 🟢 BUY | Apr 21, 2026 9:30am ET | $29.30 | 436 | $12,774.80 | — | — | — |
| 🔴 SELL | Apr 21, 2026 10:20am ET | $29.47 | 436 | $12,846.74 | $12,846.93 |
+$71.94 (+0.6%) |
MEAN_REVERSION
50m held |
|
| 27 | 🟢 BUY | Apr 22, 2026 1:10pm ET | $29.53 | 435 | $12,845.55 | — | — | — |
| 🔴 SELL | Apr 22, 2026 2:20pm ET | $29.66 | 435 | $12,902.10 | $12,903.48 |
+$56.55 (+0.4%) |
MEAN_REVERSION
1.2h held |
|
| 28 | 🟢 BUY | Apr 23, 2026 3:55pm ET | $29.54 | 436 | $12,879.44 | — | — | — |
| 🔴 SELL | Apr 24, 2026 11:25am ET | $29.42 | 436 | $12,829.30 | $12,853.34 |
$-50.14 (-0.4%) |
MEAN_REVERSION
19.5h held |
|
| 29 | 🟢 BUY | Apr 27, 2026 3:05pm ET | $29.07 | 442 | $12,846.73 | — | — | — |
| 🔴 SELL | Apr 27, 2026 3:10pm ET | $29.01 | 442 | $12,824.63 | $12,831.24 |
$-22.10 (-0.2%) |
🛑 -10% Stop
5m held |
|
| 30 | 🟢 BUY | Apr 28, 2026 3:40pm ET | $28.67 | 447 | $12,813.26 | — | — | — |
| 🔴 SELL | Apr 29, 2026 10:45am ET | $28.49 | 447 | $12,732.80 | $12,750.78 |
$-80.46 (-0.6%) |
MEAN_REVERSION
19.1h held |
|
| 31 | 🟢 BUY | Apr 30, 2026 12:50pm ET | $28.33 | 450 | $12,748.50 | — | — | — |
| 🔴 SELL | Apr 30, 2026 2:25pm ET | $28.25 | 450 | $12,714.75 | $12,717.03 |
$-33.75 (-0.3%) |
MEAN_REVERSION
1.6h held |
|
| 32 | 🟢 BUY | May 4, 2026 9:50am ET | $28.00 | 454 | $12,709.73 | — | — | — |
| 🔴 SELL | May 4, 2026 10:50am ET | $27.98 | 454 | $12,700.65 | $12,707.95 |
$-9.08 (-0.1%) |
MEAN_REVERSION
1h held |
|
| 33 | 🟢 BUY | May 5, 2026 2:10pm ET | $28.14 | 451 | $12,691.14 | — | — | — |
| 🔴 SELL | May 5, 2026 2:20pm ET | $28.20 | 451 | $12,720.45 | $12,737.27 |
+$29.32 (+0.2%) |
MEAN_REVERSION
10m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$12,737.27
Net Profit/Loss:
+$2,737.27
Total Return:
+27.37%