XLE Professor Mean's Analysis
Last 3 Months: 2026-02-06 to present • 36 trades in period
-1.77%
Last 3 Months Return
$9,620.51
Current Value
58%
Win Rate
$9,793.98
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)
70 neutral
20d Trend
+11.0%
5d Trend
+2.0%
EMA20 Dist
+4.4%
ATR%
2.1%
Range Pos
76%
Bounce Ratio
3.3×
Green/Red 10d
8/2
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 6, 2026
11
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.2/15
Profit Factor
0.0/15
Consistency
5.2/10
Raw Quality
11.4/100
× Confidence 1.00
= 11.4
30-Day Momentum
10
-3.2%
30d Return
42%
Win Rate
12
Trades
0.4×
Profit Factor
Quality: 10.6
Conf: 0.93×
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 (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
4,857
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
$9,793.98
Current Value
$9,620.51
Period P&L
$-173.47
Max Drawdown
-13.3%
Sharpe Ratio
-0.07
Trade Statistics (Last 3 Months)
Trades in Period
36
Winners / Losers
21 /
15
Best Trade
+2.30%
Worst Trade
-2.06%
Avg Trade Return
-0.05%
Avg Hold Time
5.3h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$702,197.83
Estimated Fees
$0.00
Gross P&L
$-173.47
Net P&L (after fees)
$-173.47
Gross Return
-1.77%
Net Return (after fees)
-1.77%
✅ 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
📈 XLE 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 - 36 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $9,793.98 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 3:05pm ET | $53.21 | 184 | $9,789.72 | — | — | — |
| 🔴 SELL | Feb 6, 2026 3:50pm ET | $53.27 | 184 | $9,801.68 | $9,805.94 |
+$11.96 (+0.1%) |
MEAN_REVERSION
48m held |
|
| 2 | 🟢 BUY | Feb 10, 2026 9:30am ET | $53.55 | 183 | $9,799.65 | — | — | — |
| 🔴 SELL | Feb 10, 2026 10:45am ET | $53.47 | 183 | $9,785.92 | $9,792.21 |
$-13.73 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 3 | 🟢 BUY | Feb 11, 2026 1:05pm ET | $54.83 | 178 | $9,760.63 | — | — | — |
| 🔴 SELL | Feb 11, 2026 1:25pm ET | $54.97 | 178 | $9,784.27 | $9,815.85 |
+$23.64 (+0.2%) |
MEAN_REVERSION
20m held |
|
| 4 | 🟢 BUY | Feb 17, 2026 9:35am ET | $54.19 | 181 | $9,808.39 | — | — | — |
| 🔴 SELL | Feb 17, 2026 9:40am ET | $54.13 | 181 | $9,797.53 | $9,804.99 |
$-10.86 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 5 | 🟢 BUY | Feb 18, 2026 2:35pm ET | $54.54 | 179 | $9,762.66 | — | — | — |
| 🔴 SELL | Feb 18, 2026 3:00pm ET | $54.69 | 179 | $9,790.40 | $9,832.73 |
+$27.74 (+0.3%) |
MEAN_REVERSION
25m held |
|
| 6 | 🟢 BUY | Feb 20, 2026 9:30am ET | $55.11 | 178 | $9,809.58 | — | — | — |
| 🔴 SELL | Feb 20, 2026 12:25pm ET | $54.59 | 178 | $9,717.02 | $9,740.17 |
$-92.56 (-0.9%) |
MEAN_REVERSION
2.9h held |
|
| 7 | 🟢 BUY | Feb 23, 2026 2:30pm ET | $54.99 | 177 | $9,732.35 | — | — | — |
| 🔴 SELL | Feb 23, 2026 2:50pm ET | $55.07 | 177 | $9,747.39 | $9,755.21 |
+$15.04 (+0.2%) |
MEAN_REVERSION
20m held |
|
| 8 | 🟢 BUY | Feb 25, 2026 9:50am ET | $54.69 | 178 | $9,733.93 | — | — | — |
| 🔴 SELL | Feb 25, 2026 11:15am ET | $54.47 | 178 | $9,695.66 | $9,716.94 |
$-38.27 (-0.4%) |
MEAN_REVERSION
1.4h held |
|
| 9 | 🟢 BUY | Feb 26, 2026 1:35pm ET | $55.20 | 176 | $9,715.18 | — | — | — |
| 🔴 SELL | Feb 26, 2026 2:50pm ET | $55.22 | 176 | $9,717.84 | $9,719.60 |
+$2.66 (+0.0%) |
MEAN_REVERSION
1.3h held |
|
| 10 | 🟢 BUY | Mar 2, 2026 12:20pm ET | $56.52 | 171 | $9,664.92 | — | — | — |
| 🔴 SELL | Mar 2, 2026 1:10pm ET | $56.76 | 171 | $9,705.96 | $9,760.64 |
+$41.04 (+0.4%) |
MEAN_REVERSION
50m held |
|
| 11 | 🟢 BUY | Mar 3, 2026 1:35pm ET | $56.67 | 172 | $9,748.10 | — | — | — |
| 🔴 SELL | Mar 3, 2026 3:45pm ET | $56.38 | 172 | $9,696.50 | $9,709.04 |
$-51.60 (-0.5%) |
MEAN_REVERSION
2.2h held |
|
| 12 | 🟢 BUY | Mar 5, 2026 12:45pm ET | $56.26 | 172 | $9,676.72 | — | — | — |
| 🔴 SELL | Mar 5, 2026 1:45pm ET | $56.47 | 172 | $9,711.98 | $9,744.30 |
+$35.26 (+0.4%) |
MEAN_REVERSION
1h held |
|
| 13 | 🟢 BUY | Mar 6, 2026 3:40pm ET | $56.48 | 172 | $9,714.56 | — | — | — |
| 🔴 SELL | Mar 9, 2026 9:40am ET | $56.72 | 172 | $9,755.84 | $9,785.58 |
+$41.28 (+0.4%) |
MEAN_REVERSION
2.7d held |
|
| 14 | 🟢 BUY | Mar 10, 2026 12:35pm ET | $56.03 | 174 | $9,749.22 | — | — | — |
| 🔴 SELL | Mar 10, 2026 2:20pm ET | $55.84 | 174 | $9,716.16 | $9,752.52 |
$-33.06 (-0.3%) |
MEAN_REVERSION
1.8h held |
|
| 15 | 🟢 BUY | Mar 12, 2026 3:45pm ET | $57.69 | 169 | $9,750.45 | — | — | — |
| 🔴 SELL | Mar 13, 2026 9:55am ET | $57.80 | 169 | $9,768.20 | $9,770.26 |
+$17.74 (+0.2%) |
MEAN_REVERSION
18.2h held |
|
| 16 | 🟢 BUY | Mar 16, 2026 11:50am ET | $57.81 | 169 | $9,769.89 | — | — | — |
| 🔴 SELL | Mar 16, 2026 1:40pm ET | $57.84 | 169 | $9,774.98 | $9,775.35 |
+$5.09 (+0.1%) |
MEAN_REVERSION
1.8h held |
|
| 17 | 🟢 BUY | Mar 17, 2026 3:30pm ET | $58.56 | 166 | $9,720.96 | — | — | — |
| 🔴 SELL | Mar 18, 2026 9:30am ET | $58.80 | 166 | $9,760.80 | $9,815.19 |
+$39.84 (+0.4%) |
MEAN_REVERSION
18h held |
|
| 18 | 🟢 BUY | Mar 19, 2026 3:20pm ET | $59.17 | 165 | $9,763.87 | — | — | — |
| 🔴 SELL | Mar 19, 2026 3:55pm ET | $59.38 | 165 | $9,798.52 | $9,849.84 |
+$34.65 (+0.4%) |
MEAN_REVERSION
35m held |
|
| 19 | 🟢 BUY | Mar 23, 2026 9:30am ET | $58.02 | 169 | $9,805.38 | — | — | — |
| 🔴 SELL | Mar 23, 2026 10:10am ET | $59.35 | 169 | $10,030.99 | $10,075.45 |
+$225.61 (+2.3%) |
MEAN_REVERSION
40m held |
|
| 20 | 🟢 BUY | Mar 24, 2026 2:15pm ET | $60.81 | 165 | $10,034.47 | — | — | — |
| 🔴 SELL | Mar 25, 2026 9:55am ET | $60.77 | 165 | $10,027.05 | $10,068.03 |
$-7.42 (-0.1%) |
MEAN_REVERSION
19.7h held |
|
| 21 | 🟢 BUY | Mar 26, 2026 3:35pm ET | $61.53 | 163 | $10,029.39 | — | — | — |
| 🔴 SELL | Mar 27, 2026 9:35am ET | $61.75 | 163 | $10,065.25 | $10,103.89 |
+$35.86 (+0.4%) |
MEAN_REVERSION
18h held |
|
| 22 | 🟢 BUY | Mar 30, 2026 3:10pm ET | $61.86 | 163 | $10,083.18 | — | — | — |
| 🔴 SELL | Mar 30, 2026 3:55pm ET | $62.03 | 163 | $10,110.91 | $10,131.62 |
+$27.73 (+0.3%) |
MEAN_REVERSION
45m held |
|
| 23 | 🟢 BUY | Apr 1, 2026 9:30am ET | $60.31 | 167 | $10,071.77 | — | — | — |
| 🔴 SELL | Apr 1, 2026 11:45am ET | $59.06 | 167 | $9,863.85 | $9,923.70 |
$-207.92 (-2.1%) |
MEAN_REVERSION
2.3h held |
|
| 24 | 🟢 BUY | Apr 2, 2026 3:40pm ET | $59.10 | 167 | $9,870.53 | — | — | — |
| 🔴 SELL | Apr 2, 2026 3:55pm ET | $59.22 | 167 | $9,888.91 | $9,942.07 |
+$18.37 (+0.2%) |
MEAN_REVERSION
15m held |
|
| 25 | 🟢 BUY | Apr 7, 2026 11:45am ET | $60.31 | 164 | $9,890.84 | — | — | — |
| 🔴 SELL | Apr 7, 2026 1:10pm ET | $60.15 | 164 | $9,864.60 | $9,915.83 |
$-26.24 (-0.3%) |
MEAN_REVERSION
1.4h held |
|
| 26 | 🟢 BUY | Apr 9, 2026 11:20am ET | $58.35 | 169 | $9,861.99 | — | — | — |
| 🔴 SELL | Apr 9, 2026 2:05pm ET | $57.33 | 169 | $9,687.93 | $9,741.76 |
$-174.07 (-1.8%) |
MEAN_REVERSION
2.8h held |
|
| 27 | 🟢 BUY | Apr 10, 2026 2:25pm ET | $56.79 | 171 | $9,711.94 | — | — | — |
| 🔴 SELL | Apr 10, 2026 3:05pm ET | $56.92 | 171 | $9,733.32 | $9,763.14 |
+$21.38 (+0.2%) |
MEAN_REVERSION
40m held |
|
| 28 | 🟢 BUY | Apr 14, 2026 9:30am ET | $56.35 | 173 | $9,749.41 | — | — | — |
| 🔴 SELL | Apr 14, 2026 9:35am ET | $55.61 | 173 | $9,620.58 | $9,634.31 |
$-128.83 (-1.3%) |
🛑 -10% Stop
5m held |
|
| 29 | 🟢 BUY | Apr 15, 2026 9:40am ET | $55.56 | 173 | $9,612.74 | — | — | — |
| 🔴 SELL | Apr 15, 2026 9:45am ET | $55.39 | 173 | $9,582.47 | $9,604.04 |
$-30.27 (-0.3%) |
🛑 -10% Stop
5m held |
|
| 30 | 🟢 BUY | Apr 16, 2026 2:05pm ET | $56.55 | 169 | $9,556.95 | — | — | — |
| 🔴 SELL | Apr 16, 2026 3:15pm ET | $56.60 | 169 | $9,564.56 | $9,611.65 |
+$7.61 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 31 | 🟢 BUY | Apr 20, 2026 2:50pm ET | $55.31 | 173 | $9,567.77 | — | — | — |
| 🔴 SELL | Apr 21, 2026 9:30am ET | $55.27 | 173 | $9,561.71 | $9,605.60 |
$-6.05 (-0.1%) |
MEAN_REVERSION
18.7h held |
|
| 32 | 🟢 BUY | Apr 24, 2026 9:30am ET | $56.87 | 168 | $9,554.16 | — | — | — |
| 🔴 SELL | Apr 24, 2026 10:30am ET | $56.76 | 168 | $9,536.52 | $9,587.96 |
$-17.64 (-0.2%) |
MEAN_REVERSION
1h held |
|
| 33 | 🟢 BUY | Apr 28, 2026 1:35pm ET | $57.75 | 166 | $9,586.50 | — | — | — |
| 🔴 SELL | Apr 28, 2026 2:30pm ET | $57.76 | 166 | $9,587.33 | $9,588.79 |
+$0.83 (+0.0%) |
MEAN_REVERSION
55m held |
|
| 34 | 🟢 BUY | Apr 29, 2026 2:35pm ET | $58.68 | 163 | $9,564.84 | — | — | — |
| 🔴 SELL | Apr 29, 2026 3:15pm ET | $58.83 | 163 | $9,589.27 | $9,613.22 |
+$24.43 (+0.3%) |
MEAN_REVERSION
40m held |
|
| 35 | 🟢 BUY | May 1, 2026 9:30am ET | $59.13 | 162 | $9,579.06 | — | — | — |
| 🔴 SELL | May 1, 2026 11:00am ET | $59.00 | 162 | $9,558.00 | $9,592.16 |
$-21.06 (-0.2%) |
MEAN_REVERSION
1.5h held |
|
| 36 | 🟢 BUY | May 4, 2026 3:10pm ET | $59.16 | 162 | $9,583.92 | — | — | — |
| 🔴 SELL | May 4, 2026 3:55pm ET | $59.33 | 162 | $9,612.27 | $9,620.51 |
+$28.35 (+0.3%) |
MEAN_REVERSION
45m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$9,620.51
Net Profit/Loss:
$-379.49
Total Return:
-3.79%