LLY Professor Mean's Analysis
Year to Date: 2026-01-01 to present • 52 trades in period
+3.42%
Year to Date Return
$8,880.95
Current Value
71%
Win Rate
$8,586.98
Period Start
PHASE 0: RANGING
🔄 Transitioning
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)
47.7 neutral
20d Trend
-3.6%
5d Trend
+0.1%
EMA20 Dist
-1.1%
ATR%
3.7%
Range Pos
72%
Bounce Ratio
1.5×
Green/Red 10d
5/5
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 5, 2026
14
Lifetime
Confidence: 99%
Quality Components
Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
8.8/15
Profit Factor
0.0/15
Consistency
5.2/10
Raw Quality
13.9/100
× Confidence 0.99
= 13.8
30-Day Momentum
61
+4.5%
30d Return
86%
Win Rate
14
Trades
2.9×
Profit Factor
Quality: 62.8
Conf: 0.98×
Accelerating (+47 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 (Year to Date)
Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
7,766
Timeframe
5-Minute Bars
Period Range
2026-01-01 → 2026-05-05
Trading Days
91 days
Data Gaps
None (4 market holidays)
Market Closed (4 days)
2026-01-01 — New Year's Day, 2026-01-19 — MLK Jr. Day, 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 (Year to Date)
Period Start Capital
$8,586.98
Current Value
$8,880.95
Period P&L
$293.99
Max Drawdown
-24.9%
Sharpe Ratio
0.08
Trade Statistics (Year to Date)
Trades in Period
52
Winners / Losers
37 /
15
Best Trade
+1.34%
Worst Trade
-4.19%
Avg Trade Return
+0.08%
Avg Hold Time
5.2h
💰 Trading Cost Analysis (Alpaca Fees) (Year to Date)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$854,354.58
Estimated Fees
$0.00
Gross P&L
$293.99
Net P&L (after fees)
$293.99
Gross Return
+3.42%
Net Return (after fees)
+3.42%
✅ 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
📈 LLY 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: 91 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Trade History (Year to Date - 52 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $8,586.98 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 | Jan 5, 2026 9:45am ET | $1,068.09 | 8 | $8,544.68 | — | — | — |
| 🔴 SELL | Jan 5, 2026 9:50am ET | $1,058.83 | 8 | $8,470.66 | $8,512.94 |
$-74.02 (-0.9%) |
🛑 -10% Stop
6m held |
|
| 2 | 🟢 BUY | Jan 7, 2026 2:30pm ET | $1,097.61 | 7 | $7,683.27 | — | — | — |
| 🔴 SELL | Jan 7, 2026 2:50pm ET | $1,101.65 | 7 | $7,711.55 | $8,541.22 |
+$28.28 (+0.4%) |
MEAN_REVERSION
18m held |
|
| 3 | 🟢 BUY | Jan 9, 2026 10:55am ET | $1,078.84 | 7 | $7,551.88 | — | — | — |
| 🔴 SELL | Jan 9, 2026 12:50pm ET | $1,081.16 | 7 | $7,568.12 | $8,557.46 |
+$16.24 (+0.2%) |
MEAN_REVERSION
1.9h held |
|
| 4 | 🟢 BUY | Jan 13, 2026 10:00am ET | $1,071.58 | 7 | $7,501.06 | — | — | — |
| 🔴 SELL | Jan 13, 2026 10:25am ET | $1,079.06 | 7 | $7,553.42 | $8,609.82 |
+$52.36 (+0.7%) |
MEAN_REVERSION
24m held |
|
| 5 | 🟢 BUY | Jan 14, 2026 12:30pm ET | $1,067.03 | 8 | $8,536.24 | — | — | — |
| 🔴 SELL | Jan 14, 2026 2:10pm ET | $1,066.67 | 8 | $8,533.34 | $8,606.92 |
$-2.90 (-0.0%) |
MEAN_REVERSION
1.7h held |
|
| 6 | 🟢 BUY | Jan 15, 2026 3:10pm ET | $1,029.82 | 8 | $8,238.56 | — | — | — |
| 🔴 SELL | Jan 15, 2026 3:55pm ET | $1,032.51 | 8 | $8,260.08 | $8,628.44 |
+$21.52 (+0.3%) |
MEAN_REVERSION
48m held |
|
| 7 | 🟢 BUY | Jan 20, 2026 9:30am ET | $1,027.33 | 8 | $8,218.64 | — | — | — |
| 🔴 SELL | Jan 20, 2026 10:15am ET | $1,039.23 | 8 | $8,313.82 | $8,723.62 |
+$95.18 (+1.2%) |
MEAN_REVERSION
48m held |
|
| 8 | 🟢 BUY | Jan 21, 2026 2:05pm ET | $1,069.10 | 8 | $8,552.80 | — | — | — |
| 🔴 SELL | Jan 21, 2026 2:45pm ET | $1,075.30 | 8 | $8,602.40 | $8,773.22 |
+$49.60 (+0.6%) |
MEAN_REVERSION
42m held |
|
| 9 | 🟢 BUY | Jan 22, 2026 3:55pm ET | $1,087.33 | 8 | $8,698.64 | — | — | — |
| 🔴 SELL | Jan 23, 2026 9:30am ET | $1,066.58 | 8 | $8,532.64 | $8,607.22 |
$-166.00 (-1.9%) |
🛑 -10% Stop
17.6h held |
|
| 10 | 🟢 BUY | Jan 26, 2026 9:30am ET | $1,056.05 | 8 | $8,448.40 | — | — | — |
| 🔴 SELL | Jan 26, 2026 10:55am ET | $1,062.84 | 8 | $8,502.72 | $8,661.54 |
+$54.32 (+0.6%) |
MEAN_REVERSION
1.4h held |
|
| 11 | 🟢 BUY | Jan 27, 2026 2:15pm ET | $1,048.08 | 8 | $8,384.64 | — | — | — |
| 🔴 SELL | Jan 28, 2026 9:30am ET | $1,019.00 | 8 | $8,152.00 | $8,428.90 |
$-232.64 (-2.8%) |
🛑 -10% Stop
19.3h held |
|
| 12 | 🟢 BUY | Jan 29, 2026 12:25pm ET | $1,024.40 | 8 | $8,195.20 | — | — | — |
| 🔴 SELL | Jan 29, 2026 1:30pm ET | $1,027.73 | 8 | $8,221.88 | $8,455.58 |
+$26.68 (+0.3%) |
MEAN_REVERSION
1.1h held |
|
| 13 | 🟢 BUY | Jan 30, 2026 3:30pm ET | $1,035.26 | 8 | $8,282.05 | — | — | — |
| 🔴 SELL | Feb 2, 2026 9:30am ET | $1,043.67 | 8 | $8,349.36 | $8,522.89 |
+$67.31 (+0.8%) |
MEAN_REVERSION
2.8d held |
|
| 14 | 🟢 BUY | Feb 3, 2026 9:30am ET | $1,038.74 | 8 | $8,309.92 | — | — | — |
| 🔴 SELL | Feb 3, 2026 9:35am ET | $1,043.84 | 8 | $8,350.72 | $8,563.69 |
+$40.80 (+0.5%) |
MEAN_REVERSION
6m held |
|
| 15 | 🟢 BUY | Feb 4, 2026 12:20pm ET | $1,090.93 | 7 | $7,636.51 | — | — | — |
| 🔴 SELL | Feb 4, 2026 1:40pm ET | $1,098.43 | 7 | $7,689.01 | $8,616.19 |
+$52.50 (+0.7%) |
MEAN_REVERSION
1.3h held |
|
| 16 | 🟢 BUY | Feb 5, 2026 2:10pm ET | $1,026.38 | 8 | $8,211.00 | — | — | — |
| 🔴 SELL | Feb 5, 2026 3:40pm ET | $1,019.78 | 8 | $8,158.24 | $8,563.43 |
$-52.76 (-0.6%) |
MEAN_REVERSION
1.5h held |
|
| 17 | 🟢 BUY | Feb 9, 2026 12:05pm ET | $1,052.00 | 8 | $8,416.00 | — | — | — |
| 🔴 SELL | Feb 9, 2026 1:30pm ET | $1,052.60 | 8 | $8,420.80 | $8,568.23 |
+$4.80 (+0.1%) |
MEAN_REVERSION
1.4h held |
|
| 18 | 🟢 BUY | Feb 10, 2026 3:05pm ET | $1,031.76 | 8 | $8,254.11 | — | — | — |
| 🔴 SELL | Feb 11, 2026 10:25am ET | $1,026.76 | 8 | $8,214.08 | $8,528.20 |
$-40.03 (-0.5%) |
MEAN_REVERSION
19.3h held |
|
| 19 | 🟢 BUY | Feb 17, 2026 11:50am ET | $1,040.81 | 8 | $8,326.48 | — | — | — |
| 🔴 SELL | Feb 17, 2026 1:05pm ET | $1,044.36 | 8 | $8,354.92 | $8,556.64 |
+$28.44 (+0.3%) |
MEAN_REVERSION
1.3h held |
|
| 20 | 🟢 BUY | Feb 18, 2026 2:50pm ET | $1,015.51 | 8 | $8,124.08 | — | — | — |
| 🔴 SELL | Feb 18, 2026 3:45pm ET | $1,016.01 | 8 | $8,128.10 | $8,560.66 |
+$4.02 (+0.0%) |
MEAN_REVERSION
55m held |
|
| 21 | 🟢 BUY | Feb 20, 2026 10:05am ET | $1,013.09 | 8 | $8,104.68 | — | — | — |
| 🔴 SELL | Feb 20, 2026 11:20am ET | $1,010.33 | 8 | $8,082.64 | $8,538.62 |
$-22.04 (-0.3%) |
MEAN_REVERSION
1.3h held |
|
| 22 | 🟢 BUY | Feb 23, 2026 1:30pm ET | $1,051.45 | 8 | $8,411.60 | — | — | — |
| 🔴 SELL | Feb 23, 2026 3:05pm ET | $1,050.06 | 8 | $8,400.52 | $8,527.54 |
$-11.08 (-0.1%) |
MEAN_REVERSION
1.6h held |
|
| 23 | 🟢 BUY | Feb 25, 2026 9:30am ET | $1,034.00 | 8 | $8,272.00 | — | — | — |
| 🔴 SELL | Feb 25, 2026 9:35am ET | $1,045.01 | 8 | $8,360.04 | $8,615.58 |
+$88.04 (+1.1%) |
MEAN_REVERSION
5m held |
|
| 24 | 🟢 BUY | Feb 26, 2026 9:35am ET | $1,015.76 | 8 | $8,126.08 | — | — | — |
| 🔴 SELL | Feb 26, 2026 9:40am ET | $1,012.22 | 8 | $8,097.76 | $8,587.26 |
$-28.32 (-0.3%) |
🛑 -10% Stop
5m held |
|
| 25 | 🟢 BUY | Mar 2, 2026 12:35pm ET | $1,023.89 | 8 | $8,191.12 | — | — | — |
| 🔴 SELL | Mar 2, 2026 12:50pm ET | $1,030.70 | 8 | $8,245.60 | $8,641.74 |
+$54.48 (+0.7%) |
MEAN_REVERSION
15m held |
|
| 26 | 🟢 BUY | Mar 4, 2026 9:55am ET | $998.54 | 8 | $7,988.35 | — | — | — |
| 🔴 SELL | Mar 4, 2026 10:50am ET | $1,007.32 | 8 | $8,058.56 | $8,711.95 |
+$70.21 (+0.9%) |
MEAN_REVERSION
55m held |
|
| 27 | 🟢 BUY | Mar 5, 2026 11:10am ET | $969.17 | 8 | $7,753.36 | — | — | — |
| 🔴 SELL | Mar 5, 2026 12:00pm ET | $975.09 | 8 | $7,800.68 | $8,759.27 |
+$47.32 (+0.6%) |
MEAN_REVERSION
50m held |
|
| 28 | 🟢 BUY | Mar 10, 2026 2:10pm ET | $1,002.04 | 8 | $8,016.32 | — | — | — |
| 🔴 SELL | Mar 10, 2026 3:00pm ET | $1,004.88 | 8 | $8,039.04 | $8,781.99 |
+$22.72 (+0.3%) |
MEAN_REVERSION
50m held |
|
| 29 | 🟢 BUY | Mar 11, 2026 3:00pm ET | $995.40 | 8 | $7,963.20 | — | — | — |
| 🔴 SELL | Mar 11, 2026 3:40pm ET | $997.07 | 8 | $7,976.56 | $8,795.35 |
+$13.36 (+0.2%) |
MEAN_REVERSION
40m held |
|
| 30 | 🟢 BUY | Mar 13, 2026 3:25pm ET | $987.54 | 8 | $7,900.32 | — | — | — |
| 🔴 SELL | Mar 16, 2026 9:30am ET | $992.85 | 8 | $7,942.84 | $8,837.87 |
+$42.52 (+0.5%) |
MEAN_REVERSION
2.8d held |
|
| 31 | 🟢 BUY | Mar 17, 2026 9:30am ET | $974.24 | 9 | $8,768.16 | — | — | — |
| 🔴 SELL | Mar 17, 2026 2:15pm ET | $933.43 | 9 | $8,400.87 | $8,470.58 |
$-367.29 (-4.2%) |
MEAN_REVERSION
4.8h held |
|
| 32 | 🟢 BUY | Mar 19, 2026 2:30pm ET | $915.39 | 9 | $8,238.54 | — | — | — |
| 🔴 SELL | Mar 19, 2026 3:05pm ET | $920.81 | 9 | $8,287.29 | $8,519.33 |
+$48.75 (+0.6%) |
MEAN_REVERSION
35m held |
|
| 33 | 🟢 BUY | Mar 24, 2026 9:30am ET | $902.70 | 9 | $8,124.30 | — | — | — |
| 🔴 SELL | Mar 24, 2026 11:40am ET | $901.22 | 9 | $8,110.98 | $8,506.01 |
$-13.32 (-0.2%) |
MEAN_REVERSION
2.2h held |
|
| 34 | 🟢 BUY | Mar 25, 2026 3:05pm ET | $913.68 | 9 | $8,223.12 | — | — | — |
| 🔴 SELL | Mar 25, 2026 3:55pm ET | $915.47 | 9 | $8,239.23 | $8,522.12 |
+$16.11 (+0.2%) |
MEAN_REVERSION
50m held |
|
| 35 | 🟢 BUY | Mar 27, 2026 9:30am ET | $894.39 | 9 | $8,049.51 | — | — | — |
| 🔴 SELL | Mar 27, 2026 11:20am ET | $891.68 | 9 | $8,025.12 | $8,497.73 |
$-24.39 (-0.3%) |
MEAN_REVERSION
1.8h held |
|
| 36 | 🟢 BUY | Mar 30, 2026 3:35pm ET | $884.76 | 9 | $7,962.85 | — | — | — |
| 🔴 SELL | Mar 30, 2026 3:45pm ET | $887.72 | 9 | $7,989.48 | $8,524.36 |
+$26.63 (+0.3%) |
MEAN_REVERSION
10m held |
|
| 37 | 🟢 BUY | Apr 2, 2026 9:30am ET | $940.00 | 9 | $8,460.00 | — | — | — |
| 🔴 SELL | Apr 2, 2026 1:25pm ET | $934.12 | 9 | $8,407.08 | $8,471.44 |
$-52.92 (-0.6%) |
MEAN_REVERSION
3.9h held |
|
| 38 | 🟢 BUY | Apr 6, 2026 1:40pm ET | $922.35 | 9 | $8,301.15 | — | — | — |
| 🔴 SELL | Apr 6, 2026 2:40pm ET | $922.48 | 9 | $8,302.32 | $8,472.61 |
+$1.17 (+0.0%) |
MEAN_REVERSION
1h held |
|
| 39 | 🟢 BUY | Apr 7, 2026 3:05pm ET | $925.51 | 9 | $8,329.59 | — | — | — |
| 🔴 SELL | Apr 7, 2026 3:50pm ET | $930.47 | 9 | $8,374.19 | $8,517.21 |
+$44.60 (+0.5%) |
MEAN_REVERSION
45m held |
|
| 40 | 🟢 BUY | Apr 9, 2026 9:45am ET | $942.70 | 9 | $8,484.26 | — | — | — |
| 🔴 SELL | Apr 9, 2026 10:25am ET | $947.93 | 9 | $8,531.41 | $8,564.37 |
+$47.16 (+0.6%) |
MEAN_REVERSION
40m held |
|
| 41 | 🟢 BUY | Apr 10, 2026 3:25pm ET | $936.31 | 9 | $8,426.78 | — | — | — |
| 🔴 SELL | Apr 10, 2026 3:55pm ET | $937.92 | 9 | $8,441.28 | $8,578.87 |
+$14.50 (+0.2%) |
MEAN_REVERSION
30m held |
|
| 42 | 🟢 BUY | Apr 14, 2026 9:30am ET | $921.77 | 9 | $8,295.93 | — | — | — |
| 🔴 SELL | Apr 14, 2026 9:35am ET | $931.00 | 9 | $8,379.00 | $8,661.94 |
+$83.07 (+1.0%) |
MEAN_REVERSION
5m held |
|
| 43 | 🟢 BUY | Apr 15, 2026 10:00am ET | $921.77 | 9 | $8,295.93 | — | — | — |
| 🔴 SELL | Apr 15, 2026 10:20am ET | $925.82 | 9 | $8,332.34 | $8,698.34 |
+$36.40 (+0.4%) |
MEAN_REVERSION
20m held |
|
| 44 | 🟢 BUY | Apr 16, 2026 11:45am ET | $903.84 | 9 | $8,134.60 | — | — | — |
| 🔴 SELL | Apr 16, 2026 1:05pm ET | $903.08 | 9 | $8,127.72 | $8,691.46 |
$-6.88 (-0.1%) |
MEAN_REVERSION
1.3h held |
|
| 45 | 🟢 BUY | Apr 20, 2026 9:45am ET | $917.47 | 9 | $8,257.19 | — | — | — |
| 🔴 SELL | Apr 20, 2026 10:00am ET | $923.05 | 9 | $8,307.45 | $8,741.72 |
+$50.26 (+0.6%) |
MEAN_REVERSION
15m held |
|
| 46 | 🟢 BUY | Apr 22, 2026 1:45pm ET | $917.35 | 9 | $8,256.15 | — | — | — |
| 🔴 SELL | Apr 22, 2026 2:35pm ET | $919.00 | 9 | $8,271.00 | $8,756.57 |
+$14.85 (+0.2%) |
MEAN_REVERSION
50m held |
|
| 47 | 🟢 BUY | Apr 23, 2026 3:55pm ET | $916.35 | 9 | $8,247.15 | — | — | — |
| 🔴 SELL | Apr 24, 2026 9:30am ET | $900.42 | 9 | $8,103.78 | $8,613.20 |
$-143.37 (-1.7%) |
🛑 -10% Stop
17.6h held |
|
| 48 | 🟢 BUY | Apr 27, 2026 10:25am ET | $879.79 | 9 | $7,918.15 | — | — | — |
| 🔴 SELL | Apr 27, 2026 11:50am ET | $881.65 | 9 | $7,934.85 | $8,629.90 |
+$16.70 (+0.2%) |
MEAN_REVERSION
1.4h held |
|
| 49 | 🟢 BUY | Apr 29, 2026 2:45pm ET | $850.64 | 10 | $8,506.38 | — | — | — |
| 🔴 SELL | Apr 29, 2026 3:05pm ET | $853.09 | 10 | $8,530.95 | $8,654.47 |
+$24.57 (+0.3%) |
MEAN_REVERSION
20m held |
|
| 50 | 🟢 BUY | Apr 30, 2026 3:40pm ET | $934.98 | 9 | $8,414.86 | — | — | — |
| 🔴 SELL | May 1, 2026 9:30am ET | $947.49 | 9 | $8,527.41 | $8,767.02 |
+$112.55 (+1.3%) |
MEAN_REVERSION
17.8h held |
|
| 51 | 🟢 BUY | May 4, 2026 9:30am ET | $956.83 | 9 | $8,611.43 | — | — | — |
| 🔴 SELL | May 4, 2026 9:35am ET | $966.23 | 9 | $8,696.11 | $8,851.71 |
+$84.69 (+1.0%) |
MEAN_REVERSION
5m held |
|
| 52 | 🟢 BUY | May 5, 2026 3:15pm ET | $985.39 | 8 | $7,883.08 | — | — | — |
| 🔴 SELL | May 5, 2026 3:45pm ET | $989.04 | 8 | $7,912.32 | $8,880.95 |
+$29.24 (+0.4%) |
MEAN_REVERSION
30m held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$8,880.95
Net Profit/Loss:
$-1,119.05
Total Return:
-11.19%