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

Reversion's Analysis

Last Month: 2026-04-06 to present • 3 trades in period

+10.39%
Last Month Return
$10,096.00
Current Value
100%
Win Rate
$9,145.91
Period Start
Login to Apply
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-05-06 08:50:21

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)
36.8 neutral
20d Trend
-3.6%
5d Trend
-5.4%
EMA20 Dist
-4.3%
ATR%
2.6%
Range Pos
26%
Bounce Ratio
0.3×
Green/Red 10d
4/6
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

14
Lifetime
Confidence: 76%

Quality Components

Return-to-Risk
0.5/35
Total Return
2.4/25
Win Rate
9.0/15
Profit Factor
0.2/15
Consistency
6.7/10
Raw Quality 18.8/100
× Confidence 0.76 = 14.3

30-Day Momentum

44
+10.4%
30d Return
100%
Win Rate
3
Trades
10.0×
Profit Factor
Quality: 71.8 Conf: 0.61×
Accelerating (+30 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 (76%) 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 Month)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
1,716
Timeframe
5-Minute Bars
Period Range
2026-04-06 → 2026-05-05
Trading Days
22 days
Data Gaps
None detected
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 Month)

Period Start Capital
$9,145.91
Current Value
$10,096.00
Period P&L
$950.09
Max Drawdown
-7.3%
Sharpe Ratio
1.50

Trade Statistics (Last Month)

Trades in Period
3
Winners / Losers
3 / 0
Best Trade
+5.54%
Worst Trade
+0.21%
Avg Trade Return
+3.60%
Avg Hold Time
6d

💰 Trading Cost Analysis (Alpaca Fees) (Last Month)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$54,987.70
Estimated Fees
$0.00
Gross P&L
$950.09
Net P&L (after fees)
$950.09
Gross Return
+10.39%
Net Return (after fees)
+10.39%

✅ 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

📈 BLK 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: 22 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 3 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $9,145.91 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 Apr 7, 2026 9:30am ET $957.35 9 $8,616.19 — — —
🔴 SELL Apr 8, 2026 9:35am ET $1,010.40 9 $9,093.60 $9,623.32 +$477.41
(+5.5%) 		🎯 +5% Target
1d held
2 🟢 BUY Apr 9, 2026 9:35am ET $994.67 9 $8,952.03 — — —
🔴 SELL Apr 14, 2026 9:30am ET $1,045.00 9 $9,405.00 $10,076.29 +$452.97
(+5.1%) 		🎯 +5% Target
5d held
3 🟢 BUY Apr 15, 2026 9:45am ET $1,050.06 9 $9,450.58 — — —
🔴 SELL Apr 27, 2026 9:30am ET $1,052.26 9 $9,470.30 $10,096.00 +$19.71
(+0.2%) 		⏰ 30 Day Max
12d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,096.00
Net Profit/Loss: +$96.00
Total Return: +0.96%
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