Compendium › Rex Freefall › XLF
Simulated with $10,000 starting capital
Period: 1M 3M 6M YTD 1Y 2Y
XLF
Alpaca Tradeable

Rex Freefall's Analysis

to 2026-05-05 19:55:00+00 • 6 trades executed

+5.89%
2 Years Return
$10,804.00
Current Value
80%
Win Rate
$10,202.86
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-05-06 05:26:32

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 Mar 6, 2026

72
Lifetime
Confidence: 0%

Quality Components

Return-to-Risk
84.0/35
Total Return
62.5/25
Win Rate
95.2/15
Profit Factor
0.0/15
Consistency
97.1/10
Raw Quality 0.0/100
× Confidence 0.00 = 71.9

30-Day Momentum

Insufficient Recent Data
Fewer than 3 trades in the last 30 days. Momentum scores require recent trading activity.
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 (0%) 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

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles Used
68,149
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-05
Trading Days
534 days
Data Gaps
None (21 market holidays)

Market Closed (21 days)

2024-05-27 — Memorial Day, 2024-06-19 — Juneteenth, 2024-07-04 — Independence Day, 2024-09-02 — Labor Day, 2024-11-28 — Thanksgiving, 2024-12-25 — Christmas Day, 2025-01-01 — New Year's Day, 2025-01-09 — National Day of Mourning (Carter), 2025-01-20 — MLK Jr. Day, 2025-02-17 — Presidents' Day, 2025-04-18 — Good Friday, 2025-05-26 — Memorial Day, 2025-06-19 — Juneteenth, 2025-07-04 — Independence Day, 2025-09-01 — Labor Day, 2025-11-27 — Thanksgiving, 2025-12-25 — Christmas Day, 2026-01-01 — New Year's Day, 2026-01-19 — MLK Jr. Day, 2026-02-16 — Presidents' Day ... and 1 more
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

Starting Capital
$10,202.86
Current Value
$10,804.00
Total P&L
$601.14
Max Drawdown
-0.0%
Sharpe Ratio
0.44

Trade Statistics

Total Trades
5
Winners / Losers
4 / 1
Best Trade
+4.93%
Worst Trade
-3.25%
Avg Trade Return
+1.19%
Avg Hold Time
1.8d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$106,735.07
Estimated Fees
$0.00
Gross P&L
$601.14
Net P&L (after fees)
$601.14
Gross Return
+5.89%
Net Return (after fees)
+5.89%

✅ 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: 534 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Complete Trade History

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Rex Freefall had $10,202.86 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 Aug 5, 2024 9:30am ET $40.77 250 $10,192.50 — — —
🔴 SELL Aug 6, 2024 10:20am ET $41.67 250 $10,417.50 $10,427.86 +$225.00
(+2.2%) 		🎯 +5% Target
1d held
2 🟢 BUY Mar 10, 2025 2:50pm ET $47.63 218 $10,383.34 — — —
🔴 SELL Mar 17, 2025 9:30am ET $48.50 218 $10,573.00 $10,617.52 +$189.66
(+1.8%) 		⏰ 30 Day Max
6.8d held
3 🟢 BUY Apr 7, 2025 9:30am ET $42.63 249 $10,614.87 — — —
🔴 SELL Apr 7, 2025 10:10am ET $44.73 249 $11,137.77 $11,140.42 +$522.90
(+4.9%) 		🎯 +5% Target
42m held
4 🟢 BUY Apr 8, 2025 10:10am ET $46.09 241 $11,106.49 — — —
🔴 SELL Apr 8, 2025 1:05pm ET $44.59 241 $10,744.99 $10,778.92 $-361.50
(-3.3%) 		🛑 -10% Stop
2.9h held
5 🟢 BUY Feb 12, 2026 12:00pm ET $51.53 209 $10,769.77 — — —
🔴 SELL Feb 13, 2026 3:55pm ET $51.65 209 $10,794.85 $10,804.00 +$25.08
(+0.2%) 		📅 Sim Ended
1.2d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,804.00
Net Profit/Loss: +$804.00
Total Return: +8.04%
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