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

Reversion's Analysis

2024-01-02 00:00:00+00 to 2026-05-06 14:00:00+00 • 19 trades executed

+7.13%
2 Years Return
$10,501.47
Current Value
56%
Win Rate
$9,802.85
Period Start
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PHASE 5: BULL TREND
Signals generated 2026-05-06 10:04:29

Trend-following and momentum strategies active. Ride winners.

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)
68.2 neutral
20d Trend
+5.1%
5d Trend
+5.5%
EMA20 Dist
+3.1%
ATR%
1.8%
Range Pos
93%
Bounce Ratio
2.5×
Green/Red 10d
4/6
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

17
Lifetime
Confidence: 76%

Quality Components

Return-to-Risk
3.5/35
Total Return
6.5/25
Win Rate
4.7/15
Profit Factor
1.7/15
Consistency
5.7/10
Raw Quality 22.1/100
× Confidence 0.76 = 16.8

30-Day Momentum

21
+3.4%
30d Return
33%
Win Rate
3
Trades
6.3×
Profit Factor
Quality: 33.7 Conf: 0.61×
Steady (+4 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 (76%) 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

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles Used
47,767
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-06
Trading Days
528 days
Data Gaps
None (21 market holidays)

Market Closed (21 days)

2024-05-27 — Memorial Day, 2024-06-19 — Juneteenth, 2024-07-04 — Independence Day, 2024-09-02 — Labor Day, 2024-11-28 — Thanksgiving, 2024-12-25 — Christmas Day, 2025-01-01 — New Year's Day, 2025-01-09 — National Day of Mourning (Carter), 2025-01-20 — MLK Jr. Day, 2025-02-17 — Presidents' Day, 2025-04-18 — Good Friday, 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 ... and 1 more
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

Starting Capital
$9,802.85
Current Value
$10,501.47
Total P&L
$698.62
Max Drawdown
-3.3%
Sharpe Ratio
0.23

Trade Statistics

Total Trades
18
Winners / Losers
10 / 8
Best Trade
+3.75%
Worst Trade
-2.13%
Avg Trade Return
+0.41%
Avg Hold Time
3.2d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$99,932.25
Estimated Fees
$0.00
Gross P&L
$698.62
Net P&L (after fees)
$698.62
Gross Return
+7.13%
Net Return (after fees)
+7.13%

✅ 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

📈 COST 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: 528 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Complete Trade History

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $9,802.85 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 31, 2024 9:35am ET $798.05 0 $0.00 — — —
🔴 SELL May 31, 2024 3:40pm ET $806.09 0 $0.00 $9,899.33 +$96.48
(+1.0%) 		🎯 +5% Target
0m held
2 🟢 BUY Jul 11, 2024 10:15am ET $856.40 0 $0.00 — — —
🔴 SELL Jul 12, 2024 10:15am ET $840.43 0 $0.00 $9,723.66 $-175.67
(-1.9%) 		END_OF_DAY
0m held
3 🟢 BUY Aug 5, 2024 9:30am ET $794.52 0 $0.00 — — —
🔴 SELL Aug 5, 2024 10:00am ET $804.68 0 $0.00 $9,845.58 +$121.92
(+1.3%) 		🎯 +5% Target
0m held
4 🟢 BUY Sep 27, 2024 9:30am ET $879.46 0 $0.00 — — —
🔴 SELL Sep 27, 2024 10:35am ET $890.25 0 $0.00 $9,964.27 +$118.69
(+1.2%) 		🎯 +5% Target
0m held
5 🟢 BUY Mar 7, 2025 9:30am ET $981.44 0 $0.00 — — —
🔴 SELL Mar 7, 2025 10:10am ET $960.55 0 $0.00 $9,755.42 $-208.85
(-2.1%) 		🛑 -10% Stop
0m held
6 🟢 BUY Mar 10, 2025 10:00am ET $932.40 0 $0.00 — — —
🔴 SELL Mar 10, 2025 10:20am ET $941.91 0 $0.00 $9,850.52 +$95.10
(+1.0%) 		🎯 +5% Target
0m held
7 🟢 BUY Mar 13, 2025 9:45am ET $905.85 0 $0.00 — — —
🔴 SELL Mar 14, 2025 9:30am ET $887.43 0 $0.00 $9,666.37 $-184.15
(-2.0%) 		🛑 -10% Stop
0m held
8 🟢 BUY Apr 7, 2025 9:30am ET $885.49 0 $0.00 — — —
🔴 SELL Apr 7, 2025 9:55am ET $897.50 0 $0.00 $9,786.46 +$120.09
(+1.4%) 		🎯 +5% Target
0m held
9 🟢 BUY Jun 5, 2025 9:45am ET $1,026.06 0 $0.00 — — —
🔴 SELL Jun 6, 2025 9:45am ET $1,013.80 0 $0.00 $9,676.12 $-110.34
(-1.2%) 		END_OF_DAY
0m held
10 🟢 BUY Sep 26, 2025 9:30am ET $912.31 0 $0.00 — — —
🔴 SELL Sep 26, 2025 10:40am ET $922.41 0 $0.00 $9,777.12 +$101.00
(+1.1%) 		🎯 +5% Target
0m held
11 🟢 BUY Nov 6, 2025 9:30am ET $914.90 0 $0.00 — — —
🔴 SELL Nov 7, 2025 9:30am ET $929.18 0 $0.00 $9,919.91 +$142.79
(+1.6%) 		🎯 +5% Target
0m held
12 🟢 BUY Nov 19, 2025 9:55am ET $874.13 0 $0.00 — — —
🔴 SELL Nov 19, 2025 10:25am ET $882.95 0 $0.00 $10,016.93 +$97.02
(+1.0%) 		🎯 +5% Target
0m held
13 🟢 BUY Dec 4, 2025 9:30am ET $899.42 0 $0.00 — — —
🔴 SELL Dec 5, 2025 9:30am ET $897.90 0 $0.00 $10,000.22 $-16.71
(-0.2%) 		END_OF_DAY
0m held
14 🟢 BUY Mar 6, 2026 9:30am ET $966.29 10 $9,662.95 — — —
🔴 SELL Mar 16, 2026 10:30am ET $1,002.56 10 $10,025.60 $10,362.87 +$362.65
(+3.8%) 		⏰ 30 Day Max
10d held
15 🟢 BUY Mar 17, 2026 12:05pm ET $1,004.70 10 $10,046.95 — — —
🔴 SELL Mar 27, 2026 12:05pm ET $983.78 10 $9,837.75 $10,153.67 $-209.20
(-2.1%) 		⏰ 30 Day Max
10d held
16 🟢 BUY Mar 30, 2026 1:55pm ET $998.12 10 $9,981.20 — — —
🔴 SELL Apr 9, 2026 1:55pm ET $1,035.37 10 $10,353.70 $10,526.17 +$372.50
(+3.7%) 		⏰ 30 Day Max
10d held
17 🟢 BUY Apr 10, 2026 3:20pm ET $996.66 10 $9,966.60 — — —
🔴 SELL Apr 20, 2026 3:20pm ET $996.47 10 $9,964.70 $10,524.27 $-1.90
(-0.0%) 		⏰ 30 Day Max
10d held
18 🟢 BUY Apr 22, 2026 12:15pm ET $1,005.78 10 $10,057.80 — — —
🔴 SELL May 4, 2026 9:30am ET $1,003.50 10 $10,035.00 $10,501.47 $-22.80
(-0.2%) 		⏰ 30 Day Max
11.9d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,501.47
Net Profit/Loss: +$501.47
Total Return: +5.01%
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