Simulated with $10,000 starting capital
PHASE 3: CAPITULATION
Signals generated 2026-06-22 14:53:25

Extreme fear + bounces appearing. Mean reversion and reversal strategies have best edge NOW.

Fear & Greed
20
Extreme Fear
VIX
18.4
NORMAL
10Y Yield
4.49%
ELEVATED
Yield Curve
+0.27%
NORMAL
HY Spread
2.63
CALM
🌍 Kp Index
🟢 1.0
Quiet
RSI(14)
47.7 neutral
20d Trend
-0.8%
5d Trend
-0.8%
EMA20 Dist
-0.1%
ATR%
4.5%
Range Pos
9%
Bounce Ratio
2.0×
Green/Red 10d
5/5

Strategy Score Scored Jun 22, 2026

12
Lifetime
Confidence: 98%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
7.7/15
Profit Factor
0.0/15
Consistency
4.3/10
Raw Quality 12.0/100
× Confidence 0.98 = 11.8

30-Day Momentum

3
-5.5%
30d Return
50%
Win Rate
4
Trades
0.9×
Profit Factor
Quality: 5.2 Conf: 0.66×
Cooling (-8 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
1,547
Timeframe
5-Minute Bars
Period Range
2026-05-22 → 2026-06-22
Trading Days
20 days
Data Gaps
None (2 market holidays)

Market Closed (2 days)

2026-05-25 — Memorial Day, 2026-06-19 — Juneteenth
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
$8,289.59
Current Value
$7,787.97
Period P&L
$-501.62
Max Drawdown
-27.9%
Sharpe Ratio
-0.40

Trade Statistics (Last Month)

Trades in Period
5
Winners / Losers
2 / 3
Best Trade
+6.15%
Worst Trade
-9.41%
Avg Trade Return
-2.82%
Avg Hold Time
3.7d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$86,021.04
Estimated Fees
$0.00
Gross P&L
$-501.62
Net P&L (after fees)
$-501.62
Gross Return
-6.05%
Net Return (after fees)
-6.05%

✅ 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

📈 NIO 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: 20 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Month - 5 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $8,289.59 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 May 19, 2026 9:40am ET $5.74 1,585 $9,098.06
🔴 SELL May 22, 2026 9:30am ET $5.20 1,585 $8,242.00 $8,242.20 $-856.06
(-9.4%)
🛑 -10% Stop
3d held
2 🟢 BUY May 26, 2026 12:00pm ET $5.24 1,571 $8,239.89
🔴 SELL May 27, 2026 10:30am ET $5.52 1,571 $8,671.92 $8,674.23 +$432.03
(+5.2%)
🎯 +5% Target
22.5h held
3 🟢 BUY May 28, 2026 1:00pm ET $5.55 1,562 $8,669.10
🔴 SELL Jun 1, 2026 9:35am ET $5.89 1,562 $9,202.21 $9,207.34 +$533.11
(+6.1%)
🎯 +5% Target
3.9d held
4 🟢 BUY Jun 2, 2026 1:00pm ET $6.05 1,523 $9,206.54
🔴 SELL Jun 5, 2026 9:30am ET $5.55 1,523 $8,452.80 $8,453.61 $-753.73
(-8.2%)
🛑 -10% Stop
2.9d held
5 🟢 BUY Jun 8, 2026 12:35pm ET $5.46 1,548 $8,452.08
🔴 SELL Jun 16, 2026 9:30am ET $5.03 1,548 $7,786.44 $7,787.97 $-665.64
(-7.9%)
🛑 -10% Stop
7.9d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $7,787.97
Net Profit/Loss: $-2,212.03
Total Return: -22.12%
Back to Reversion