XLF Professor Mean's Analysis
Last 3 Months: 2026-02-06 to present • 34 trades in period
+1.43%
Last 3 Months Return
$10,935.61
Current Value
65%
Win Rate
$10,781.87
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)
44.4 neutral
20d Trend
-1.7%
5d Trend
+0.1%
EMA20 Dist
-0.7%
ATR%
1.2%
Range Pos
44%
Bounce Ratio
1.3×
Green/Red 10d
5/5
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 6, 2026
29
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
6.1/35
Total Return
8.4/25
Win Rate
7.3/15
Profit Factor
1.6/15
Consistency
5.9/10
Raw Quality
29.3/100
× Confidence 0.99
= 28.9
30-Day Momentum
49
+2.5%
30d Return
75%
Win Rate
12
Trades
10.0×
Profit Factor
Quality: 52.9
Conf: 0.93×
Accelerating (+20 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 (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
4,877
Timeframe
5-Minute Bars
Period Range
2026-02-06 → 2026-05-06
Trading Days
62 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
$10,781.87
Current Value
$10,935.61
Period P&L
$153.79
Max Drawdown
-5.4%
Sharpe Ratio
0.09
Trade Statistics (Last 3 Months)
Trades in Period
34
Winners / Losers
22 /
12
Best Trade
+0.99%
Worst Trade
-1.44%
Avg Trade Return
+0.04%
Avg Hold Time
4.5h
💰 Trading Cost Analysis (Alpaca Fees) (Last 3 Months)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$727,114.80
Estimated Fees
$0.00
Gross P&L
$153.79
Net P&L (after fees)
$153.79
Gross Return
+1.43%
Net Return (after fees)
+1.43%
✅ 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
📈 XLF 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 - 34 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,781.87 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 11:30am ET | $54.06 | 199 | $10,756.95 | — | — | — |
| 🔴 SELL | Feb 6, 2026 12:45pm ET | $54.10 | 199 | $10,764.91 | $10,789.78 |
+$7.96 (+0.1%) |
MEAN_REVERSION
1.3h held |
|
| 2 | 🟢 BUY | Feb 9, 2026 2:45pm ET | $54.06 | 199 | $10,758.93 | — | — | — |
| 🔴 SELL | Feb 9, 2026 3:55pm ET | $53.94 | 199 | $10,734.06 | $10,764.90 |
$-24.88 (-0.2%) |
📅 Sim Ended
1.2h held |
|
| 3 | 🟢 BUY | Feb 11, 2026 9:50am ET | $53.26 | 202 | $10,758.52 | — | — | — |
| 🔴 SELL | Feb 11, 2026 11:30am ET | $53.03 | 202 | $10,711.05 | $10,717.43 |
$-47.47 (-0.4%) |
MEAN_REVERSION
1.7h held |
|
| 4 | 🟢 BUY | Feb 17, 2026 12:45pm ET | $52.08 | 205 | $10,677.42 | — | — | — |
| 🔴 SELL | Feb 17, 2026 1:30pm ET | $52.20 | 205 | $10,701.00 | $10,741.01 |
+$23.58 (+0.2%) |
MEAN_REVERSION
45m held |
|
| 5 | 🟢 BUY | Feb 19, 2026 9:30am ET | $52.27 | 205 | $10,715.35 | — | — | — |
| 🔴 SELL | Feb 19, 2026 9:35am ET | $52.22 | 205 | $10,704.08 | $10,729.73 |
$-11.28 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 6 | 🟢 BUY | Feb 20, 2026 9:45am ET | $51.78 | 207 | $10,719.49 | — | — | — |
| 🔴 SELL | Feb 20, 2026 10:00am ET | $52.01 | 207 | $10,765.04 | $10,775.27 |
+$45.54 (+0.4%) |
MEAN_REVERSION
15m held |
|
| 7 | 🟢 BUY | Feb 23, 2026 10:00am ET | $51.56 | 208 | $10,724.48 | — | — | — |
| 🔴 SELL | Feb 23, 2026 1:00pm ET | $50.81 | 208 | $10,569.52 | $10,620.31 |
$-154.96 (-1.4%) |
MEAN_REVERSION
3h held |
|
| 8 | 🟢 BUY | Feb 26, 2026 11:45am ET | $52.19 | 203 | $10,595.58 | — | — | — |
| 🔴 SELL | Feb 26, 2026 1:05pm ET | $52.15 | 203 | $10,586.45 | $10,611.18 |
$-9.13 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 9 | 🟢 BUY | Mar 2, 2026 9:30am ET | $50.69 | 209 | $10,593.17 | — | — | — |
| 🔴 SELL | Mar 2, 2026 10:20am ET | $51.19 | 209 | $10,697.67 | $10,715.68 |
+$104.50 (+1.0%) |
MEAN_REVERSION
50m held |
|
| 10 | 🟢 BUY | Mar 4, 2026 12:30pm ET | $51.46 | 208 | $10,702.64 | — | — | — |
| 🔴 SELL | Mar 4, 2026 1:35pm ET | $51.49 | 208 | $10,708.88 | $10,721.92 |
+$6.24 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 11 | 🟢 BUY | Mar 5, 2026 2:30pm ET | $50.97 | 210 | $10,702.65 | — | — | — |
| 🔴 SELL | Mar 5, 2026 3:05pm ET | $51.10 | 210 | $10,731.00 | $10,750.27 |
+$28.35 (+0.3%) |
MEAN_REVERSION
35m held |
|
| 12 | 🟢 BUY | Mar 9, 2026 9:30am ET | $50.03 | 214 | $10,706.42 | — | — | — |
| 🔴 SELL | Mar 9, 2026 9:35am ET | $49.78 | 214 | $10,651.85 | $10,695.70 |
$-54.57 (-0.5%) |
🛑 -10% Stop
5m held |
|
| 13 | 🟢 BUY | Mar 10, 2026 2:15pm ET | $50.29 | 212 | $10,661.48 | — | — | — |
| 🔴 SELL | Mar 11, 2026 11:00am ET | $49.78 | 212 | $10,553.36 | $10,587.58 |
$-108.12 (-1.0%) |
MEAN_REVERSION
20.8h held |
|
| 14 | 🟢 BUY | Mar 13, 2026 1:35pm ET | $49.00 | 216 | $10,583.44 | — | — | — |
| 🔴 SELL | Mar 13, 2026 2:35pm ET | $49.02 | 216 | $10,588.26 | $10,592.40 |
+$4.82 (+0.0%) |
MEAN_REVERSION
1h held |
|
| 15 | 🟢 BUY | Mar 17, 2026 2:25pm ET | $49.56 | 213 | $10,557.34 | — | — | — |
| 🔴 SELL | Mar 17, 2026 3:10pm ET | $49.69 | 213 | $10,582.91 | $10,617.96 |
+$25.56 (+0.2%) |
MEAN_REVERSION
45m held |
|
| 16 | 🟢 BUY | Mar 19, 2026 9:30am ET | $48.76 | 217 | $10,580.92 | — | — | — |
| 🔴 SELL | Mar 19, 2026 9:50am ET | $49.07 | 217 | $10,647.54 | $10,684.58 |
+$66.62 (+0.6%) |
MEAN_REVERSION
20m held |
|
| 17 | 🟢 BUY | Mar 20, 2026 2:25pm ET | $49.08 | 217 | $10,650.36 | — | — | — |
| 🔴 SELL | Mar 20, 2026 3:55pm ET | $49.15 | 217 | $10,664.47 | $10,698.68 |
+$14.10 (+0.1%) |
MEAN_REVERSION
1.5h held |
|
| 18 | 🟢 BUY | Mar 23, 2026 3:55pm ET | $49.38 | 216 | $10,665.00 | — | — | — |
| 🔴 SELL | Mar 24, 2026 9:30am ET | $48.87 | 216 | $10,555.92 | $10,589.60 |
$-109.08 (-1.0%) |
🛑 -10% Stop
17.6h held |
|
| 19 | 🟢 BUY | Mar 25, 2026 11:15am ET | $49.10 | 215 | $10,557.57 | — | — | — |
| 🔴 SELL | Mar 25, 2026 12:20pm ET | $49.29 | 215 | $10,598.42 | $10,630.45 |
+$40.85 (+0.4%) |
MEAN_REVERSION
1.1h held |
|
| 20 | 🟢 BUY | Mar 26, 2026 12:25pm ET | $48.99 | 216 | $10,582.92 | — | — | — |
| 🔴 SELL | Mar 26, 2026 1:55pm ET | $49.00 | 216 | $10,583.68 | $10,631.21 |
+$0.76 (+0.0%) |
MEAN_REVERSION
1.5h held |
|
| 21 | 🟢 BUY | Mar 27, 2026 2:05pm ET | $48.00 | 221 | $10,608.00 | — | — | — |
| 🔴 SELL | Mar 30, 2026 9:30am ET | $48.28 | 221 | $10,668.78 | $10,691.99 |
+$60.78 (+0.6%) |
MEAN_REVERSION
2.8d held |
|
| 22 | 🟢 BUY | Apr 1, 2026 2:00pm ET | $49.57 | 215 | $10,657.55 | — | — | — |
| 🔴 SELL | Apr 1, 2026 3:30pm ET | $49.47 | 215 | $10,637.12 | $10,671.56 |
$-20.43 (-0.2%) |
MEAN_REVERSION
1.5h held |
|
| 23 | 🟢 BUY | Apr 6, 2026 1:15pm ET | $49.78 | 214 | $10,653.99 | — | — | — |
| 🔴 SELL | Apr 6, 2026 2:15pm ET | $49.87 | 214 | $10,671.11 | $10,688.68 |
+$17.12 (+0.2%) |
MEAN_REVERSION
1h held |
|
| 24 | 🟢 BUY | Apr 7, 2026 2:55pm ET | $49.67 | 215 | $10,680.12 | — | — | — |
| 🔴 SELL | Apr 7, 2026 3:20pm ET | $49.94 | 215 | $10,737.10 | $10,745.65 |
+$56.97 (+0.5%) |
MEAN_REVERSION
25m held |
|
| 25 | 🟢 BUY | Apr 9, 2026 9:35am ET | $50.87 | 211 | $10,733.57 | — | — | — |
| 🔴 SELL | Apr 9, 2026 11:10am ET | $50.94 | 211 | $10,748.34 | $10,760.42 |
+$14.77 (+0.1%) |
MEAN_REVERSION
1.6h held |
|
| 26 | 🟢 BUY | Apr 13, 2026 9:30am ET | $50.53 | 212 | $10,712.36 | — | — | — |
| 🔴 SELL | Apr 13, 2026 9:35am ET | $50.48 | 212 | $10,701.76 | $10,749.82 |
$-10.60 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 27 | 🟢 BUY | Apr 15, 2026 3:40pm ET | $52.21 | 205 | $10,702.03 | — | — | — |
| 🔴 SELL | Apr 16, 2026 9:35am ET | $52.33 | 205 | $10,727.65 | $10,775.45 |
+$25.63 (+0.2%) |
MEAN_REVERSION
17.9h held |
|
| 28 | 🟢 BUY | Apr 21, 2026 11:05am ET | $52.57 | 204 | $10,724.26 | — | — | — |
| 🔴 SELL | Apr 21, 2026 12:35pm ET | $52.53 | 204 | $10,717.14 | $10,768.33 |
$-7.12 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 29 | 🟢 BUY | Apr 22, 2026 2:20pm ET | $52.08 | 206 | $10,729.51 | — | — | — |
| 🔴 SELL | Apr 22, 2026 3:25pm ET | $52.15 | 206 | $10,743.93 | $10,782.75 |
+$14.42 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 30 | 🟢 BUY | Apr 24, 2026 9:30am ET | $51.59 | 209 | $10,782.31 | — | — | — |
| 🔴 SELL | Apr 24, 2026 10:55am ET | $51.58 | 209 | $10,781.26 | $10,781.70 |
$-1.05 (-0.0%) |
MEAN_REVERSION
1.4h held |
|
| 31 | 🟢 BUY | Apr 28, 2026 12:40pm ET | $52.03 | 207 | $10,771.24 | — | — | — |
| 🔴 SELL | Apr 28, 2026 1:35pm ET | $52.08 | 207 | $10,781.59 | $10,792.05 |
+$10.35 (+0.1%) |
MEAN_REVERSION
55m held |
|
| 32 | 🟢 BUY | Apr 30, 2026 9:30am ET | $51.47 | 209 | $10,757.23 | — | — | — |
| 🔴 SELL | Apr 30, 2026 10:15am ET | $51.89 | 209 | $10,845.01 | $10,879.83 |
+$87.78 (+0.8%) |
MEAN_REVERSION
45m held |
|
| 33 | 🟢 BUY | May 1, 2026 12:25pm ET | $52.23 | 208 | $10,863.84 | — | — | — |
| 🔴 SELL | May 1, 2026 1:35pm ET | $52.28 | 208 | $10,873.20 | $10,889.19 |
+$9.36 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 34 | 🟢 BUY | May 5, 2026 9:30am ET | $51.44 | 211 | $10,853.84 | — | — | — |
| 🔴 SELL | May 5, 2026 9:35am ET | $51.66 | 211 | $10,900.26 | $10,935.61 |
+$46.42 (+0.4%) |
MEAN_REVERSION
5m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,935.61
Net Profit/Loss:
+$935.61
Total Return:
+9.36%