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

Reversion's Analysis

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

-5.57%
Last Month Return
$8,826.92
Current Value
50%
Win Rate
$9,347.21
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-05-06 05:17:05

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)
45 neutral
20d Trend
-0.3%
5d Trend
-10.0%
EMA20 Dist
-6.7%
ATR%
7.8%
Range Pos
52%
Bounce Ratio
0.4×
Green/Red 10d
3/7
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 5, 2026

13
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
9.3/15
Profit Factor
0.0/15
Consistency
4.3/10
Raw Quality 13.5/100
× Confidence 0.98 = 13.3

30-Day Momentum

3
-8.1%
30d Return
50%
Win Rate
4
Trades
0.8×
Profit Factor
Quality: 5.2 Conf: 0.66×
Cooling (-10 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 (98%) 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
$9,347.21
Current Value
$8,826.92
Period P&L
$-520.29
Max Drawdown
-17.6%
Sharpe Ratio
-0.36

Trade Statistics (Last Month)

Trades in Period
4
Winners / Losers
2 / 2
Best Trade
+5.73%
Worst Trade
-7.18%
Avg Trade Return
-1.95%
Avg Hold Time
5.7d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$76,978.30
Estimated Fees
$0.00
Gross P&L
$-520.29
Net P&L (after fees)
$-520.29
Gross Return
-5.57%
Net Return (after fees)
-5.57%

✅ 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

📈 MRNA 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 - 4 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $9,347.21 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 1, 2026 2:25pm ET $50.65 189 $9,572.85 — — —
🔴 SELL Apr 13, 2026 9:30am ET $50.99 189 $9,637.11 $9,666.62 +$64.26
(+0.7%) 		⏰ 30 Day Max
11.8d held
2 🟢 BUY Apr 14, 2026 1:00pm ET $52.49 184 $9,658.16 — — —
🔴 SELL Apr 17, 2026 9:30am ET $55.50 184 $10,212.00 $10,220.46 +$553.84
(+5.7%) 		🎯 +5% Target
2.9d held
3 🟢 BUY Apr 20, 2026 11:10am ET $54.17 188 $10,183.96 — — —
🔴 SELL Apr 27, 2026 9:40am ET $50.37 188 $9,469.56 $9,506.06 $-714.40
(-7.0%) 		🛑 -10% Stop
6.9d held
4 🟢 BUY Apr 28, 2026 9:45am ET $48.28 196 $9,461.90 — — —
🔴 SELL Apr 29, 2026 11:05am ET $44.81 196 $8,782.76 $8,826.92 $-679.14
(-7.2%) 		🛑 -10% Stop
1.1d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $8,826.92
Net Profit/Loss: $-1,173.08
Total Return: -11.73%
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