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

Reversion's Analysis

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

+2.00%
Last Month Return
$10,501.47
Current Value
33%
Win Rate
$10,295.07
Period Start
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PHASE 5: BULL TREND
Signals generated 2026-05-06 10:04:31

Trend-following and momentum strategies active. Ride winners.

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)
68.2 neutral
20d Trend
+5.1%
5d Trend
+5.5%
EMA20 Dist
+3.1%
ATR%
1.8%
Range Pos
93%
Bounce Ratio
2.5×
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

17
Lifetime
Confidence: 76%

Quality Components

Return-to-Risk
3.5/35
Total Return
6.5/25
Win Rate
4.7/15
Profit Factor
1.7/15
Consistency
5.7/10
Raw Quality 22.1/100
× Confidence 0.76 = 16.8

30-Day Momentum

21
+3.4%
30d Return
33%
Win Rate
3
Trades
6.3×
Profit Factor
Quality: 33.7 Conf: 0.61×
Steady (+4 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 (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
1,723
Timeframe
5-Minute Bars
Period Range
2026-04-06 → 2026-05-06
Trading Days
23 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
$10,295.07
Current Value
$10,501.47
Period P&L
$206.40
Max Drawdown
-3.3%
Sharpe Ratio
0.64

Trade Statistics (Last Month)

Trades in Period
3
Winners / Losers
1 / 2
Best Trade
+3.73%
Worst Trade
-0.23%
Avg Trade Return
+1.16%
Avg Hold Time
10.6d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$60,359.00
Estimated Fees
$0.00
Gross P&L
$206.40
Net P&L (after fees)
$206.40
Gross Return
+2.00%
Net Return (after fees)
+2.00%

✅ 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

📈 COST 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: 23 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 $10,295.07 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 Mar 30, 2026 1:55pm ET $998.12 10 $9,981.20 — — —
🔴 SELL Apr 9, 2026 1:55pm ET $1,035.37 10 $10,353.70 $10,526.17 +$372.50
(+3.7%) 		⏰ 30 Day Max
10d held
2 🟢 BUY Apr 10, 2026 3:20pm ET $996.66 10 $9,966.60 — — —
🔴 SELL Apr 20, 2026 3:20pm ET $996.47 10 $9,964.70 $10,524.27 $-1.90
(-0.0%) 		⏰ 30 Day Max
10d held
3 🟢 BUY Apr 22, 2026 12:15pm ET $1,005.78 10 $10,057.80 — — —
🔴 SELL May 4, 2026 9:30am ET $1,003.50 10 $10,035.00 $10,501.47 $-22.80
(-0.2%) 		⏰ 30 Day Max
11.9d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,501.47
Net Profit/Loss: +$501.47
Total Return: +5.01%
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