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

Reversion's Analysis

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

+3.32%
Last Month Return
$9,895.54
Current Value
33%
Win Rate
$9,577.23
Period Start
Login to Apply
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-05-06 07:30:45

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)
47.7 neutral
20d Trend
-3.6%
5d Trend
+0.1%
EMA20 Dist
-1.1%
ATR%
3.7%
Range Pos
72%
Bounce Ratio
1.5×
Green/Red 10d
5/5
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

10
Lifetime
Confidence: 88%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
5.7/15
Profit Factor
0.0/15
Consistency
5.4/10
Raw Quality 11.1/100
× Confidence 0.88 = 9.8

30-Day Momentum

9
+1.8%
30d Return
33%
Win Rate
3
Trades
1.3×
Profit Factor
Quality: 14.3 Conf: 0.61×
Cooling (-1 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 (88%) 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
$9,577.23
Current Value
$9,895.54
Period P&L
$318.31
Max Drawdown
-19.7%
Sharpe Ratio
0.23

Trade Statistics (Last Month)

Trades in Period
3
Winners / Losers
1 / 2
Best Trade
+5.06%
Worst Trade
-2.32%
Avg Trade Return
+0.72%
Avg Hold Time
8d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$55,002.81
Estimated Fees
$0.00
Gross P&L
$318.31
Net P&L (after fees)
$318.31
Gross Return
+3.32%
Net Return (after fees)
+3.32%

✅ 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

📈 LLY 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 $9,577.23 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 2, 2026 9:30am ET $940.00 10 $9,400.00 — — —
🔴 SELL Apr 13, 2026 9:30am ET $934.65 10 $9,346.51 $9,664.04 $-53.49
(-0.6%) 		⏰ 30 Day Max
11d held
2 🟢 BUY Apr 14, 2026 9:30am ET $921.77 10 $9,217.70 — — —
🔴 SELL Apr 24, 2026 9:30am ET $900.42 10 $9,004.20 $9,450.54 $-213.50
(-2.3%) 		⏰ 30 Day Max
10d held
3 🟢 BUY Apr 27, 2026 1:35pm ET $879.47 10 $8,794.70 — — —
🔴 SELL Apr 30, 2026 10:15am ET $923.97 10 $9,239.70 $9,895.54 +$445.00
(+5.1%) 		🎯 +5% Target
2.9d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,895.54
Net Profit/Loss: $-104.46
Total Return: -1.04%
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