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

Reversion's Analysis

Last Year: 2025-05-06 to present • 24 trades in period

+9.21%
Last Year Return
$9,895.54
Current Value
58%
Win Rate
$9,060.91
Period Start
Login to Apply
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-05-06 07:31:50

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 Year)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
26,627
Timeframe
5-Minute Bars
Period Range
2025-05-06 → 2026-05-05
Trading Days
265 days
Data Gaps
None (10 market holidays)

Market Closed (10 days)

2025-05-26 — Memorial Day, 2025-06-19 — Juneteenth, 2025-07-04 — Independence Day, 2025-09-01 — Labor Day, 2025-11-27 — Thanksgiving, 2025-12-25 — Christmas Day, 2026-01-01 — New Year's Day, 2026-01-19 — MLK Jr. Day, 2026-02-16 — Presidents' Day, 2026-04-03 — Good Friday
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 Year)

Period Start Capital
$9,060.91
Current Value
$9,895.54
Period P&L
$834.63
Max Drawdown
-19.7%
Sharpe Ratio
0.15

Trade Statistics (Last Year)

Trades in Period
24
Winners / Losers
14 / 10
Best Trade
+8.65%
Worst Trade
-3.61%
Avg Trade Return
+0.41%
Avg Hold Time
2.3d

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

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$92,621.71
Estimated Fees
$0.00
Gross P&L
$834.63
Net P&L (after fees)
$834.63
Gross Return
+9.21%
Net Return (after fees)
+9.21%

✅ 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: 265 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Last Year - 24 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $9,060.91 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 6, 2025 9:45am ET $802.65 0 $0.00 — — —
🔴 SELL May 6, 2025 12:40pm ET $785.29 0 $0.00 $8,869.95 $-190.96
(-2.2%) 		🛑 -10% Stop
0m held
2 🟢 BUY May 8, 2025 9:30am ET $759.13 0 $0.00 — — —
🔴 SELL May 8, 2025 9:50am ET $742.05 0 $0.00 $8,682.02 $-187.93
(-2.2%) 		🛑 -10% Stop
0m held
3 🟢 BUY May 14, 2025 10:40am ET $730.80 0 $0.00 — — —
🔴 SELL May 14, 2025 1:40pm ET $716.12 0 $0.00 $8,520.49 $-161.53
(-2.0%) 		🛑 -10% Stop
0m held
4 🟢 BUY Jun 20, 2025 9:35am ET $763.31 0 $0.00 — — —
🔴 SELL Jun 23, 2025 9:30am ET $790.00 0 $0.00 $8,814.03 +$293.54
(+3.5%) 		MEAN_REVERSION
0m held
5 🟢 BUY Jul 8, 2025 1:00pm ET $773.02 0 $0.00 — — —
🔴 SELL Jul 8, 2025 1:35pm ET $781.14 0 $0.00 $8,903.30 +$89.27
(+1.1%) 		🎯 +5% Target
0m held
6 🟢 BUY Jul 15, 2025 10:50am ET $775.77 0 $0.00 — — —
🔴 SELL Jul 16, 2025 9:55am ET $783.77 0 $0.00 $8,991.33 +$88.03
(+1.0%) 		🎯 +5% Target
0m held
7 🟢 BUY Jul 29, 2025 9:30am ET $760.63 0 $0.00 — — —
🔴 SELL Jul 29, 2025 9:55am ET $768.81 0 $0.00 $9,081.31 +$89.98
(+1.1%) 		🎯 +5% Target
0m held
8 🟢 BUY Aug 7, 2025 9:30am ET $661.20 0 $0.00 — — —
🔴 SELL Aug 7, 2025 9:45am ET $645.60 0 $0.00 $8,878.51 $-202.80
(-2.4%) 		🛑 -10% Stop
0m held
9 🟢 BUY Aug 8, 2025 10:30am ET $630.19 0 $0.00 — — —
🔴 SELL Aug 8, 2025 1:05pm ET $636.57 0 $0.00 $8,967.83 +$89.32
(+1.0%) 		🎯 +5% Target
0m held
10 🟢 BUY Sep 5, 2025 9:55am ET $725.22 0 $0.00 — — —
🔴 SELL Sep 8, 2025 9:55am ET $724.40 0 $0.00 $8,958.05 $-9.78
(-0.1%) 		END_OF_DAY
0m held
11 🟢 BUY Oct 17, 2025 9:30am ET $794.00 0 $0.00 — — —
🔴 SELL Oct 17, 2025 3:10pm ET $802.74 0 $0.00 $9,054.14 +$96.09
(+1.1%) 		🎯 +5% Target
0m held
12 🟢 BUY Nov 7, 2025 9:35am ET $914.77 0 $0.00 — — —
🔴 SELL Nov 7, 2025 3:55pm ET $924.47 0 $0.00 $9,141.44 +$87.30
(+1.1%) 		🎯 +5% Target
0m held
13 🟢 BUY Nov 28, 2025 9:45am ET $1,068.74 0 $0.00 — — —
🔴 SELL Nov 28, 2025 10:25am ET $1,079.82 0 $0.00 $9,230.08 +$88.64
(+1.0%) 		🎯 +5% Target
0m held
14 🟢 BUY Jan 2, 2026 9:30am ET $1,054.48 0 $0.00 — — —
🔴 SELL Jan 2, 2026 9:45am ET $1,066.76 0 $0.00 $9,328.32 +$98.24
(+1.2%) 		🎯 +5% Target
0m held
15 🟢 BUY Jan 5, 2026 10:00am ET $1,048.07 0 $0.00 — — —
🔴 SELL Jan 6, 2026 9:50am ET $1,062.80 0 $0.00 $9,446.12 +$117.80
(+1.4%) 		🎯 +5% Target
0m held
16 🟢 BUY Jan 15, 2026 9:35am ET $1,046.63 0 $0.00 — — —
🔴 SELL Jan 15, 2026 10:10am ET $1,023.11 0 $0.00 $9,234.39 $-211.73
(-2.2%) 		🛑 -10% Stop
0m held
17 🟢 BUY Jan 23, 2026 9:30am ET $1,066.58 0 $0.00 — — —
🔴 SELL Jan 23, 2026 9:40am ET $1,077.37 0 $0.00 $9,320.71 +$86.32
(+1.0%) 		🎯 +5% Target
0m held
18 🟢 BUY Feb 3, 2026 12:30pm ET $1,003.31 0 $0.00 — — —
🔴 SELL Feb 4, 2026 9:30am ET $1,090.07 0 $0.00 $10,101.55 +$780.84
(+8.7%) 		MEAN_REVERSION
0m held
19 🟢 BUY Feb 5, 2026 9:30am ET $1,048.31 0 $0.00 — — —
🔴 SELL Feb 5, 2026 10:40am ET $1,024.88 0 $0.00 $9,890.63 $-210.92
(-2.2%) 		🛑 -10% Stop
0m held
20 🟢 BUY Mar 6, 2026 9:40am ET $967.49 10 $9,674.90 — — —
🔴 SELL Mar 16, 2026 10:40am ET $983.49 10 $9,834.90 $10,050.63 +$160.00
(+1.7%) 		⏰ 30 Day Max
10d held
21 🟢 BUY Mar 18, 2026 9:35am ET $922.11 10 $9,221.10 — — —
🔴 SELL Mar 30, 2026 9:30am ET $888.80 10 $8,888.00 $9,717.53 $-333.10
(-3.6%) 		⏰ 30 Day Max
12d held
22 🟢 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
23 🟢 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
24 🟢 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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