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

Reversion's Analysis

2024-01-02 00:00:00+00 to 2026-05-05 19:55:00+00 • 22 trades executed

-11.65%
2 Years Return
$8,767.22
Current Value
48%
Win Rate
$9,923.18
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-05-06 07:47:43

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)
48.3 neutral
20d Trend
+3.5%
5d Trend
-2.6%
EMA20 Dist
-2.0%
ATR%
5.7%
Range Pos
51%
Bounce Ratio
0.6×
Green/Red 10d
7/3
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

6
Lifetime
Confidence: 75%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
2.0/15
Profit Factor
0.0/15
Consistency
5.4/10
Raw Quality 7.4/100
× Confidence 0.75 = 5.6

30-Day Momentum

Insufficient Recent Data
Fewer than 3 trades in the last 30 days. Momentum scores require recent trading activity.
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

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles Used
75,606
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-05
Trading Days
534 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
$9,923.18
Current Value
$8,767.22
Total P&L
$-1,155.96
Max Drawdown
-7.5%
Sharpe Ratio
-0.25

Trade Statistics

Total Trades
21
Winners / Losers
10 / 11
Best Trade
+5.07%
Worst Trade
-7.15%
Avg Trade Return
-0.58%
Avg Hold Time
2.6d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$87,981.22
Estimated Fees
$0.00
Gross P&L
$-1,155.96
Net P&L (after fees)
$-1,155.96
Gross Return
-11.65%
Net Return (after fees)
-11.65%

✅ 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

📈 GLD 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: 534 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 $9,923.18 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 Jun 7, 2024 9:30am ET $214.67 0 $0.00 — — —
🔴 SELL Jun 10, 2024 9:30am ET $212.94 0 $0.00 $9,843.60 $-79.58
(-0.8%) 		END_OF_DAY
0m held
2 🟢 BUY Nov 6, 2024 9:30am ET $245.04 0 $0.00 — — —
🔴 SELL Nov 7, 2024 9:30am ET $248.33 0 $0.00 $9,975.40 +$131.80
(+1.3%) 		🎯 +5% Target
0m held
3 🟢 BUY Nov 11, 2024 9:30am ET $242.16 0 $0.00 — — —
🔴 SELL Nov 12, 2024 9:30am ET $241.01 0 $0.00 $9,928.29 $-47.11
(-0.5%) 		END_OF_DAY
0m held
4 🟢 BUY Nov 25, 2024 9:30am ET $244.03 0 $0.00 — — —
🔴 SELL Nov 26, 2024 9:30am ET $242.27 0 $0.00 $9,858.08 $-70.21
(-0.7%) 		END_OF_DAY
0m held
5 🟢 BUY Apr 23, 2025 9:30am ET $304.39 0 $0.00 — — —
🔴 SELL Apr 24, 2025 9:30am ET $306.63 0 $0.00 $9,929.92 +$71.84
(+0.7%) 		END_OF_DAY
0m held
6 🟢 BUY May 1, 2025 9:30am ET $297.17 0 $0.00 — — —
🔴 SELL May 2, 2025 9:30am ET $299.64 0 $0.00 $10,011.26 +$81.34
(+0.8%) 		END_OF_DAY
0m held
7 🟢 BUY May 12, 2025 9:30am ET $298.10 0 $0.00 — — —
🔴 SELL May 13, 2025 9:30am ET $298.68 0 $0.00 $10,030.40 +$19.14
(+0.2%) 		END_OF_DAY
0m held
8 🟢 BUY Jun 24, 2025 9:35am ET $304.05 0 $0.00 — — —
🔴 SELL Jun 25, 2025 9:35am ET $305.18 0 $0.00 $10,066.56 +$36.16
(+0.4%) 		END_OF_DAY
0m held
9 🟢 BUY Oct 21, 2025 9:30am ET $386.47 0 $0.00 — — —
🔴 SELL Oct 21, 2025 10:40am ET $377.37 0 $0.00 $9,830.09 $-236.47
(-2.4%) 		🛑 -10% Stop
0m held
10 🟢 BUY Nov 14, 2025 9:30am ET $371.75 0 $0.00 — — —
🔴 SELL Nov 14, 2025 9:55am ET $375.58 0 $0.00 $9,929.64 +$99.55
(+1.0%) 		🎯 +5% Target
0m held
11 🟢 BUY Dec 29, 2025 9:30am ET $402.83 0 $0.00 — — —
🔴 SELL Dec 30, 2025 9:30am ET $402.85 0 $0.00 $9,930.12 +$0.48
(+0.0%) 		END_OF_DAY
0m held
12 🟢 BUY Jan 29, 2026 10:20am ET $486.66 0 $0.00 — — —
🔴 SELL Jan 29, 2026 10:25am ET $476.92 0 $0.00 $9,735.32 $-194.80
(-2.0%) 		🛑 -10% Stop
0m held
13 🟢 BUY Jan 30, 2026 9:30am ET $469.51 0 $0.00 — — —
🔴 SELL Jan 30, 2026 10:00am ET $458.16 0 $0.00 $9,508.37 $-226.95
(-2.4%) 		🛑 -10% Stop
0m held
14 🟢 BUY Feb 2, 2026 9:30am ET $437.58 0 $0.00 — — —
🔴 SELL Feb 2, 2026 10:45am ET $428.34 0 $0.00 $9,314.43 $-193.94
(-2.1%) 		🛑 -10% Stop
0m held
15 🟢 BUY Feb 5, 2026 9:30am ET $443.18 0 $0.00 — — —
🔴 SELL Feb 5, 2026 11:40am ET $448.25 0 $0.00 $9,420.90 +$106.47
(+1.1%) 		🎯 +5% Target
0m held
16 🟢 BUY Feb 12, 2026 11:10am ET $454.95 0 $0.00 — — —
🔴 SELL Feb 13, 2026 9:30am ET $460.02 0 $0.00 $9,522.30 +$101.40
(+1.1%) 		🎯 +5% Target
0m held
17 🟢 BUY Mar 6, 2026 11:40am ET $470.95 20 $9,419.00 — — —
🔴 SELL Mar 16, 2026 12:40pm ET $457.88 20 $9,157.60 $9,260.90 $-261.40
(-2.8%) 		⏰ 30 Day Max
10d held
18 🟢 BUY Mar 18, 2026 9:30am ET $446.07 20 $8,921.40 — — —
🔴 SELL Mar 20, 2026 2:50pm ET $414.17 20 $8,283.40 $8,622.90 $-638.00
(-7.2%) 		🛑 -10% Stop
2.2d held
19 🟢 BUY Mar 24, 2026 9:30am ET $400.75 21 $8,415.75 — — —
🔴 SELL Mar 31, 2026 9:40am ET $421.07 21 $8,842.47 $9,049.62 +$426.72
(+5.1%) 		🎯 +5% Target
7d held
20 🟢 BUY Apr 1, 2026 2:05pm ET $437.87 20 $8,757.40 — — —
🔴 SELL Apr 13, 2026 9:30am ET $434.85 20 $8,697.00 $8,989.22 $-60.40
(-0.7%) 		⏰ 30 Day Max
11.8d held
21 🟢 BUY Apr 15, 2026 9:30am ET $442.73 20 $8,854.60 — — —
🔴 SELL Apr 27, 2026 9:30am ET $431.63 20 $8,632.60 $8,767.22 $-222.00
(-2.5%) 		⏰ 30 Day Max
12d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $8,767.22
Net Profit/Loss: $-1,232.78
Total Return: -12.33%
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