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

Reversion's Analysis

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

+5.64%
Last Month Return
$10,903.15
Current Value
67%
Win Rate
$10,320.69
Period Start
Login to Apply
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-05-06 10:04:42

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)
22.7 oversold
20d Trend
-16.1%
5d Trend
-8.1%
EMA20 Dist
-9.8%
ATR%
3.8%
Range Pos
2%
Bounce Ratio
0.3×
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

23
Lifetime
Confidence: 75%

Quality Components

Return-to-Risk
6.3/35
Total Return
8.3/25
Win Rate
8.2/15
Profit Factor
2.3/15
Consistency
5.8/10
Raw Quality 31.0/100
× Confidence 0.75 = 23.1

30-Day Momentum

39
+9.4%
30d Return
67%
Win Rate
3
Trades
10.0×
Profit Factor
Quality: 64.0 Conf: 0.61×
Accelerating (+16 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 (75%) 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
$10,320.69
Current Value
$10,903.15
Period P&L
$582.46
Max Drawdown
-4.1%
Sharpe Ratio
1.18

Trade Statistics (Last Month)

Trades in Period
3
Winners / Losers
2 / 1
Best Trade
+6.18%
Worst Trade
-0.36%
Avg Trade Return
+3.18%
Avg Hold Time
8.9d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$61,606.08
Estimated Fees
$0.00
Gross P&L
$582.46
Net P&L (after fees)
$582.46
Gross Return
+5.64%
Net Return (after fees)
+5.64%

✅ 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

📈 MSFT 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 $10,320.69 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 27, 2026 12:40pm ET $359.38 27 $9,703.13 — — —
🔴 SELL Apr 6, 2026 12:40pm ET $372.74 27 $10,063.98 $10,323.93 +$360.85
(+3.7%) 		⏰ 30 Day Max
10d held
2 🟢 BUY Apr 7, 2026 2:45pm ET $369.69 27 $9,981.63 — — —
🔴 SELL Apr 14, 2026 9:35am ET $392.55 27 $10,598.85 $10,941.15 +$617.22
(+6.2%) 		🎯 +5% Target
6.8d held
3 🟢 BUY Apr 17, 2026 1:10pm ET $425.93 25 $10,648.25 — — —
🔴 SELL Apr 27, 2026 1:10pm ET $424.41 25 $10,610.25 $10,903.15 $-38.00
(-0.4%) 		⏰ 30 Day Max
10d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,903.15
Net Profit/Loss: +$903.15
Total Return: +9.03%
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