TLT Professor Mean's Analysis
Year to Date: 2026-01-01 to present • 53 trades in period
-0.50%
Year to Date Return
$10,147.27
Current Value
60%
Win Rate
$10,198.01
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)
49.9 neutral
20d Trend
-0.2%
5d Trend
+0.1%
EMA20 Dist
+0.1%
ATR%
0.7%
Range Pos
20%
Bounce Ratio
2.0×
Green/Red 10d
3/7
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 6, 2026
17
Lifetime
Confidence: 100%
Quality Components
Return-to-Risk
0.8/35
Total Return
3.3/25
Win Rate
7.3/15
Profit Factor
0.3/15
Consistency
5.9/10
Raw Quality
17.4/100
× Confidence 1.00
= 17.4
30-Day Momentum
29
+0.6%
30d Return
64%
Win Rate
14
Trades
1.6×
Profit Factor
Quality: 29.7
Conf: 0.98×
Accelerating (+12 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 (Year to Date)
Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
9,226
Timeframe
5-Minute Bars
Period Range
2026-01-01 → 2026-05-06
Trading Days
92 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
$10,198.01
Current Value
$10,147.27
Period P&L
$-50.82
Max Drawdown
-6.8%
Sharpe Ratio
-0.03
Trade Statistics (Year to Date)
Trades in Period
53
Winners / Losers
32 /
21
Best Trade
+0.96%
Worst Trade
-1.05%
Avg Trade Return
-0.01%
Avg Hold Time
6.2h
💰 Trading Cost Analysis (Alpaca Fees) (Year to Date)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$1,068,570.94
Estimated Fees
$0.00
Gross P&L
$-50.82
Net P&L (after fees)
$-50.82
Gross Return
-0.50%
Net Return (after fees)
-0.50%
✅ 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
📈 TLT 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: 92 trading days
🎯 Trade markers show BUY (▲) and SELL (▼) points
Trade History (Year to Date - 53 trades)
How to Read This Table
Each row is one complete trade cycle (BUY → HOLD → SELL). Professor Mean had $10,198.01 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 2, 2026 11:05am ET | $87.14 | 117 | $10,195.91 | — | — | — |
| 🔴 SELL | Jan 2, 2026 12:15pm ET | $87.19 | 117 | $10,200.65 | $10,202.82 |
+$4.74 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 2 | 🟢 BUY | Jan 5, 2026 2:20pm ET | $87.40 | 116 | $10,138.88 | — | — | — |
| 🔴 SELL | Jan 5, 2026 3:35pm ET | $87.40 | 116 | $10,137.82 | $10,201.76 |
$-1.06 (-0.0%) |
MEAN_REVERSION
1.3h held |
|
| 3 | 🟢 BUY | Jan 7, 2026 2:05pm ET | $87.88 | 116 | $10,194.07 | — | — | — |
| 🔴 SELL | Jan 7, 2026 2:50pm ET | $87.94 | 116 | $10,200.46 | $10,208.16 |
+$6.39 (+0.1%) |
MEAN_REVERSION
48m held |
|
| 4 | 🟢 BUY | Jan 9, 2026 9:35am ET | $87.25 | 117 | $10,207.67 | — | — | — |
| 🔴 SELL | Jan 9, 2026 9:40am ET | $87.18 | 117 | $10,199.79 | $10,200.28 |
$-7.87 (-0.1%) |
🛑 -10% Stop
6m held |
|
| 5 | 🟢 BUY | Jan 12, 2026 9:40am ET | $87.52 | 116 | $10,152.32 | — | — | — |
| 🔴 SELL | Jan 12, 2026 10:45am ET | $87.67 | 116 | $10,169.72 | $10,217.68 |
+$17.40 (+0.2%) |
MEAN_REVERSION
1.1h held |
|
| 6 | 🟢 BUY | Jan 13, 2026 3:30pm ET | $87.77 | 116 | $10,181.33 | — | — | — |
| 🔴 SELL | Jan 14, 2026 9:30am ET | $87.95 | 116 | $10,202.20 | $10,238.55 |
+$20.87 (+0.2%) |
MEAN_REVERSION
18h held |
|
| 7 | 🟢 BUY | Jan 15, 2026 3:00pm ET | $88.44 | 115 | $10,170.59 | — | — | — |
| 🔴 SELL | Jan 16, 2026 9:30am ET | $88.11 | 115 | $10,132.08 | $10,200.04 |
$-38.51 (-0.4%) |
🛑 -10% Stop
18.5h held |
|
| 8 | 🟢 BUY | Jan 20, 2026 9:30am ET | $86.65 | 117 | $10,138.05 | — | — | — |
| 🔴 SELL | Jan 20, 2026 9:35am ET | $86.57 | 117 | $10,129.22 | $10,191.20 |
$-8.83 (-0.1%) |
🛑 -10% Stop
6m held |
|
| 9 | 🟢 BUY | Jan 22, 2026 10:35am ET | $87.17 | 116 | $10,111.14 | — | — | — |
| 🔴 SELL | Jan 22, 2026 11:00am ET | $87.29 | 116 | $10,125.57 | $10,205.63 |
+$14.43 (+0.1%) |
MEAN_REVERSION
24m held |
|
| 10 | 🟢 BUY | Jan 23, 2026 11:45am ET | $87.67 | 116 | $10,169.73 | — | — | — |
| 🔴 SELL | Jan 23, 2026 1:20pm ET | $87.64 | 116 | $10,165.66 | $10,201.56 |
$-4.07 (-0.0%) |
MEAN_REVERSION
1.6h held |
|
| 11 | 🟢 BUY | Jan 27, 2026 9:30am ET | $88.15 | 115 | $10,137.33 | — | — | — |
| 🔴 SELL | Jan 27, 2026 12:45pm ET | $87.99 | 115 | $10,119.10 | $10,183.33 |
$-18.23 (-0.2%) |
MEAN_REVERSION
3.3h held |
|
| 12 | 🟢 BUY | Jan 28, 2026 1:50pm ET | $87.36 | 116 | $10,133.76 | — | — | — |
| 🔴 SELL | Jan 28, 2026 2:30pm ET | $87.42 | 116 | $10,140.72 | $10,190.29 |
+$6.96 (+0.1%) |
MEAN_REVERSION
42m held |
|
| 13 | 🟢 BUY | Jan 29, 2026 3:45pm ET | $87.61 | 116 | $10,162.76 | — | — | — |
| 🔴 SELL | Jan 30, 2026 9:30am ET | $87.39 | 116 | $10,137.17 | $10,164.71 |
$-25.59 (-0.2%) |
🛑 -10% Stop
17.8h held |
|
| 14 | 🟢 BUY | Feb 2, 2026 9:30am ET | $87.04 | 116 | $10,096.64 | — | — | — |
| 🔴 SELL | Feb 2, 2026 11:35am ET | $86.72 | 116 | $10,059.52 | $10,127.59 |
$-37.12 (-0.4%) |
MEAN_REVERSION
2.1h held |
|
| 15 | 🟢 BUY | Feb 4, 2026 9:30am ET | $86.64 | 116 | $10,049.66 | — | — | — |
| 🔴 SELL | Feb 4, 2026 10:00am ET | $86.71 | 116 | $10,058.94 | $10,136.86 |
+$9.28 (+0.1%) |
MEAN_REVERSION
30m held |
|
| 16 | 🟢 BUY | Feb 5, 2026 2:55pm ET | $87.28 | 116 | $10,124.49 | — | — | — |
| 🔴 SELL | Feb 5, 2026 3:20pm ET | $87.37 | 116 | $10,134.92 | $10,147.29 |
+$10.43 (+0.1%) |
MEAN_REVERSION
24m held |
|
| 17 | 🟢 BUY | Feb 9, 2026 9:30am ET | $87.14 | 116 | $10,108.24 | — | — | — |
| 🔴 SELL | Feb 9, 2026 9:35am ET | $87.04 | 116 | $10,096.65 | $10,135.71 |
$-11.59 (-0.1%) |
🛑 -10% Stop
6m held |
|
| 18 | 🟢 BUY | Feb 10, 2026 1:25pm ET | $88.33 | 114 | $10,069.62 | — | — | — |
| 🔴 SELL | Feb 10, 2026 2:25pm ET | $88.36 | 114 | $10,073.61 | $10,139.70 |
+$3.99 (+0.0%) |
MEAN_REVERSION
1h held |
|
| 19 | 🟢 BUY | Feb 17, 2026 12:50pm ET | $89.82 | 112 | $10,059.83 | — | — | — |
| 🔴 SELL | Feb 17, 2026 1:50pm ET | $89.86 | 112 | $10,064.88 | $10,144.75 |
+$5.05 (+0.1%) |
MEAN_REVERSION
1h held |
|
| 20 | 🟢 BUY | Feb 19, 2026 9:30am ET | $89.40 | 113 | $10,102.20 | — | — | — |
| 🔴 SELL | Feb 19, 2026 10:10am ET | $89.50 | 113 | $10,113.50 | $10,156.05 |
+$11.30 (+0.1%) |
MEAN_REVERSION
40m held |
|
| 21 | 🟢 BUY | Feb 20, 2026 10:10am ET | $89.18 | 113 | $10,077.35 | — | — | — |
| 🔴 SELL | Feb 20, 2026 11:20am ET | $89.35 | 113 | $10,095.99 | $10,174.68 |
+$18.63 (+0.2%) |
MEAN_REVERSION
1.2h held |
|
| 22 | 🟢 BUY | Feb 23, 2026 2:20pm ET | $89.84 | 113 | $10,151.92 | — | — | — |
| 🔴 SELL | Feb 24, 2026 9:30am ET | $89.93 | 113 | $10,162.09 | $10,184.85 |
+$10.17 (+0.1%) |
MEAN_REVERSION
19.2h held |
|
| 23 | 🟢 BUY | Feb 25, 2026 9:30am ET | $89.72 | 113 | $10,138.36 | — | — | — |
| 🔴 SELL | Feb 25, 2026 10:15am ET | $89.81 | 113 | $10,147.97 | $10,194.45 |
+$9.60 (+0.1%) |
MEAN_REVERSION
45m held |
|
| 24 | 🟢 BUY | Mar 2, 2026 9:30am ET | $89.98 | 113 | $10,167.74 | — | — | — |
| 🔴 SELL | Mar 2, 2026 12:50pm ET | $89.50 | 113 | $10,114.06 | $10,140.77 |
$-53.68 (-0.5%) |
MEAN_REVERSION
3.3h held |
|
| 25 | 🟢 BUY | Mar 4, 2026 9:30am ET | $89.29 | 113 | $10,089.77 | — | — | — |
| 🔴 SELL | Mar 4, 2026 9:35am ET | $89.17 | 113 | $10,075.65 | $10,126.65 |
$-14.13 (-0.1%) |
🛑 -10% Stop
5m held |
|
| 26 | 🟢 BUY | Mar 5, 2026 9:35am ET | $88.63 | 114 | $10,103.25 | — | — | — |
| 🔴 SELL | Mar 5, 2026 10:55am ET | $88.78 | 114 | $10,120.92 | $10,144.32 |
+$17.67 (+0.2%) |
MEAN_REVERSION
1.3h held |
|
| 27 | 🟢 BUY | Mar 6, 2026 3:00pm ET | $88.69 | 114 | $10,110.65 | — | — | — |
| 🔴 SELL | Mar 9, 2026 10:00am ET | $88.52 | 114 | $10,091.28 | $10,124.95 |
$-19.37 (-0.2%) |
MEAN_REVERSION
2.8d held |
|
| 28 | 🟢 BUY | Mar 10, 2026 1:35pm ET | $88.69 | 114 | $10,111.23 | — | — | — |
| 🔴 SELL | Mar 11, 2026 9:30am ET | $87.76 | 114 | $10,005.21 | $10,018.93 |
$-106.02 (-1.0%) |
🛑 -10% Stop
19.9h held |
|
| 29 | 🟢 BUY | Mar 12, 2026 9:30am ET | $86.91 | 115 | $9,994.65 | — | — | — |
| 🔴 SELL | Mar 12, 2026 10:25am ET | $87.12 | 115 | $10,018.45 | $10,042.73 |
+$23.80 (+0.2%) |
MEAN_REVERSION
55m held |
|
| 30 | 🟢 BUY | Mar 13, 2026 10:45am ET | $86.92 | 115 | $9,995.23 | — | — | — |
| 🔴 SELL | Mar 13, 2026 1:00pm ET | $86.56 | 115 | $9,954.55 | $10,002.05 |
$-40.68 (-0.4%) |
MEAN_REVERSION
2.3h held |
|
| 31 | 🟢 BUY | Mar 16, 2026 3:50pm ET | $87.19 | 114 | $9,939.66 | — | — | — |
| 🔴 SELL | Mar 17, 2026 9:30am ET | $87.39 | 114 | $9,961.89 | $10,024.28 |
+$22.23 (+0.2%) |
MEAN_REVERSION
17.7h held |
|
| 32 | 🟢 BUY | Mar 18, 2026 9:30am ET | $87.36 | 114 | $9,959.61 | — | — | — |
| 🔴 SELL | Mar 18, 2026 11:00am ET | $87.30 | 114 | $9,952.19 | $10,016.86 |
$-7.42 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 33 | 🟢 BUY | Mar 20, 2026 9:30am ET | $86.81 | 115 | $9,983.15 | — | — | — |
| 🔴 SELL | Mar 20, 2026 11:55am ET | $86.06 | 115 | $9,897.23 | $9,930.94 |
$-85.92 (-0.9%) |
MEAN_REVERSION
2.4h held |
|
| 34 | 🟢 BUY | Mar 23, 2026 11:55am ET | $86.16 | 115 | $9,908.40 | — | — | — |
| 🔴 SELL | Mar 23, 2026 1:10pm ET | $86.16 | 115 | $9,908.40 | $9,930.94 |
$0.00 (+0.0%) |
MEAN_REVERSION
1.3h held |
|
| 35 | 🟢 BUY | Mar 24, 2026 1:10pm ET | $85.67 | 115 | $9,852.06 | — | — | — |
| 🔴 SELL | Mar 24, 2026 2:00pm ET | $85.87 | 115 | $9,875.05 | $9,953.93 |
+$22.99 (+0.2%) |
MEAN_REVERSION
50m held |
|
| 36 | 🟢 BUY | Mar 26, 2026 9:30am ET | $86.33 | 115 | $9,927.95 | — | — | — |
| 🔴 SELL | Mar 26, 2026 11:00am ET | $86.51 | 115 | $9,948.65 | $9,974.63 |
+$20.70 (+0.2%) |
MEAN_REVERSION
1.5h held |
|
| 37 | 🟢 BUY | Mar 27, 2026 1:20pm ET | $85.80 | 116 | $9,952.80 | — | — | — |
| 🔴 SELL | Mar 30, 2026 9:30am ET | $86.62 | 116 | $10,047.92 | $10,069.75 |
+$95.12 (+1.0%) |
MEAN_REVERSION
2.8d held |
|
| 38 | 🟢 BUY | Mar 31, 2026 3:05pm ET | $86.83 | 115 | $9,985.45 | — | — | — |
| 🔴 SELL | Mar 31, 2026 3:15pm ET | $86.94 | 115 | $9,998.10 | $10,082.40 |
+$12.65 (+0.1%) |
MEAN_REVERSION
10m held |
|
| 39 | 🟢 BUY | Apr 2, 2026 12:05pm ET | $86.62 | 116 | $10,047.92 | — | — | — |
| 🔴 SELL | Apr 2, 2026 1:15pm ET | $86.67 | 116 | $10,053.14 | $10,087.62 |
+$5.22 (+0.1%) |
MEAN_REVERSION
1.2h held |
|
| 40 | 🟢 BUY | Apr 6, 2026 1:15pm ET | $86.55 | 116 | $10,039.80 | — | — | — |
| 🔴 SELL | Apr 6, 2026 2:10pm ET | $86.68 | 116 | $10,054.88 | $10,102.70 |
+$15.08 (+0.2%) |
MEAN_REVERSION
55m held |
|
| 41 | 🟢 BUY | Apr 8, 2026 11:15am ET | $87.04 | 116 | $10,096.63 | — | — | — |
| 🔴 SELL | Apr 8, 2026 11:35am ET | $87.15 | 116 | $10,109.40 | $10,115.47 |
+$12.77 (+0.1%) |
MEAN_REVERSION
20m held |
|
| 42 | 🟢 BUY | Apr 9, 2026 2:05pm ET | $86.77 | 116 | $10,065.32 | — | — | — |
| 🔴 SELL | Apr 9, 2026 3:35pm ET | $86.71 | 116 | $10,058.36 | $10,108.51 |
$-6.96 (-0.1%) |
MEAN_REVERSION
1.5h held |
|
| 43 | 🟢 BUY | Apr 13, 2026 9:30am ET | $86.43 | 116 | $10,025.88 | — | — | — |
| 🔴 SELL | Apr 13, 2026 9:50am ET | $86.64 | 116 | $10,049.66 | $10,132.29 |
+$23.78 (+0.2%) |
MEAN_REVERSION
20m held |
|
| 44 | 🟢 BUY | Apr 15, 2026 9:30am ET | $87.03 | 116 | $10,094.90 | — | — | — |
| 🔴 SELL | Apr 15, 2026 12:35pm ET | $86.84 | 116 | $10,073.44 | $10,110.83 |
$-21.46 (-0.2%) |
MEAN_REVERSION
3.1h held |
|
| 45 | 🟢 BUY | Apr 16, 2026 12:35pm ET | $86.43 | 116 | $10,026.04 | — | — | — |
| 🔴 SELL | Apr 16, 2026 2:20pm ET | $86.31 | 116 | $10,011.96 | $10,096.75 |
$-14.08 (-0.1%) |
MEAN_REVERSION
1.8h held |
|
| 46 | 🟢 BUY | Apr 20, 2026 10:10am ET | $86.88 | 116 | $10,077.50 | — | — | — |
| 🔴 SELL | Apr 20, 2026 11:25am ET | $86.88 | 116 | $10,078.08 | $10,097.33 |
+$0.58 (+0.0%) |
MEAN_REVERSION
1.3h held |
|
| 47 | 🟢 BUY | Apr 21, 2026 1:10pm ET | $86.68 | 116 | $10,054.88 | — | — | — |
| 🔴 SELL | Apr 21, 2026 1:40pm ET | $86.75 | 116 | $10,063.58 | $10,106.03 |
+$8.70 (+0.1%) |
MEAN_REVERSION
30m held |
|
| 48 | 🟢 BUY | Apr 22, 2026 3:50pm ET | $86.75 | 116 | $10,062.42 | — | — | — |
| 🔴 SELL | Apr 23, 2026 9:30am ET | $86.85 | 116 | $10,074.02 | $10,117.63 |
+$11.60 (+0.1%) |
MEAN_REVERSION
17.7h held |
|
| 49 | 🟢 BUY | Apr 24, 2026 9:35am ET | $86.39 | 117 | $10,107.05 | — | — | — |
| 🔴 SELL | Apr 24, 2026 10:05am ET | $86.66 | 117 | $10,139.22 | $10,149.81 |
+$32.18 (+0.3%) |
MEAN_REVERSION
30m held |
|
| 50 | 🟢 BUY | Apr 27, 2026 11:05am ET | $86.33 | 117 | $10,101.19 | — | — | — |
| 🔴 SELL | Apr 27, 2026 12:10pm ET | $86.39 | 117 | $10,108.21 | $10,156.83 |
+$7.02 (+0.1%) |
MEAN_REVERSION
1.1h held |
|
| 51 | 🟢 BUY | Apr 29, 2026 9:30am ET | $85.98 | 118 | $10,145.64 | — | — | — |
| 🔴 SELL | Apr 29, 2026 11:40am ET | $85.83 | 118 | $10,128.53 | $10,139.72 |
$-17.11 (-0.2%) |
MEAN_REVERSION
2.2h held |
|
| 52 | 🟢 BUY | Apr 30, 2026 3:50pm ET | $85.57 | 118 | $10,096.67 | — | — | — |
| 🔴 SELL | May 1, 2026 10:05am ET | $85.75 | 118 | $10,118.50 | $10,161.55 |
+$21.83 (+0.2%) |
MEAN_REVERSION
18.3h held |
|
| 53 | 🟢 BUY | May 4, 2026 11:20am ET | $85.00 | 119 | $10,115.59 | — | — | — |
| 🔴 SELL | May 4, 2026 1:10pm ET | $84.89 | 119 | $10,101.32 | $10,147.27 |
$-14.28 (-0.1%) |
MEAN_REVERSION
1.8h held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$10,147.27
Net Profit/Loss:
+$147.27
Total Return:
+1.47%