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

Reversion's Analysis

Last Month: 2026-04-06 to present • 4 trades in period

-9.31%
Last Month Return
$7,159.26
Current Value
50%
Win Rate
$7,893.92
Period Start
Login to Apply
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-05-06 10:04:39

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)
18.8 oversold
20d Trend
-22.1%
5d Trend
-11.2%
EMA20 Dist
-13.2%
ATR%
4.2%
Range Pos
1%
Bounce Ratio
0.2×
Green/Red 10d
2/8
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

7
Lifetime
Confidence: 85%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
3.4/15
Profit Factor
0.0/15
Consistency
4.8/10
Raw Quality 8.2/100
× Confidence 0.85 = 6.9

30-Day Momentum

3
-8.9%
30d Return
50%
Win Rate
4
Trades
0.7×
Profit Factor
Quality: 5.2 Conf: 0.66×
Cooling (-3 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 (85%) 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
$7,893.92
Current Value
$7,159.26
Period P&L
$-734.66
Max Drawdown
-15.2%
Sharpe Ratio
-0.38

Trade Statistics (Last Month)

Trades in Period
4
Winners / Losers
2 / 2
Best Trade
+5.30%
Worst Trade
-7.66%
Avg Trade Return
-2.13%
Avg Hold Time
4.7d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$60,634.14
Estimated Fees
$0.00
Gross P&L
$-734.66
Net P&L (after fees)
$-734.66
Gross Return
-9.31%
Net Return (after fees)
-9.31%

✅ 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

📈 CRM 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 - 4 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $7,893.92 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 26, 2026 11:55am ET $184.91 42 $7,766.22 — — —
🔴 SELL Apr 6, 2026 9:30am ET $187.54 42 $7,876.68 $7,971.62 +$110.46
(+1.4%) 		⏰ 30 Day Max
10.9d held
2 🟢 BUY Apr 7, 2026 9:30am ET $184.76 43 $7,944.89 — — —
🔴 SELL Apr 9, 2026 9:35am ET $170.78 43 $7,343.54 $7,370.26 $-601.36
(-7.6%) 		🛑 -10% Stop
2d held
3 🟢 BUY Apr 10, 2026 9:35am ET $167.74 43 $7,212.82 — — —
🔴 SELL Apr 14, 2026 9:40am ET $176.63 43 $7,595.09 $7,752.53 +$382.27
(+5.3%) 		🎯 +5% Target
4d held
4 🟢 BUY Apr 21, 2026 1:05pm ET $188.88 41 $7,744.08 — — —
🔴 SELL Apr 23, 2026 9:45am ET $174.41 41 $7,150.81 $7,159.26 $-593.27
(-7.7%) 		🛑 -10% Stop
1.9d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $7,159.26
Net Profit/Loss: $-2,840.74
Total Return: -28.41%
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