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

Reversion's Analysis

2024-01-02 00:00:00+00 to 2026-05-05 19:55:00+00 • 30 trades executed

+2.19%
2 Years Return
$10,113.59
Current Value
50%
Win Rate
$9,896.65
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-05-06 07:50:15

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)
49.6 neutral
20d Trend
-0.6%
5d Trend
+1.6%
EMA20 Dist
+0.2%
ATR%
1.7%
Range Pos
42%
Bounce Ratio
0.9×
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

10
Lifetime
Confidence: 81%

Quality Components

Return-to-Risk
0.4/35
Total Return
2.7/25
Win Rate
3.8/15
Profit Factor
0.3/15
Consistency
4.7/10
Raw Quality 11.9/100
× Confidence 0.81 = 9.6

30-Day Momentum

34
+6.7%
30d Return
67%
Win Rate
3
Trades
10.0×
Profit Factor
Quality: 55.3 Conf: 0.61×
Accelerating (+24 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 (81%) 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
55,349
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-05
Trading Days
530 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
$9,896.65
Current Value
$10,113.59
Total P&L
$216.94
Max Drawdown
-10.9%
Sharpe Ratio
0.05

Trade Statistics

Total Trades
28
Winners / Losers
14 / 14
Best Trade
+5.01%
Worst Trade
-2.26%
Avg Trade Return
+0.10%
Avg Hold Time
2d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$96,913.31
Estimated Fees
$0.00
Gross P&L
$216.94
Net P&L (after fees)
$216.94
Gross Return
+2.19%
Net Return (after fees)
+2.19%

✅ 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

📈 JPM 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: 530 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 $9,896.65 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 11, 2024 9:30am ET $194.58 0 $0.00 — — —
🔴 SELL Jun 12, 2024 9:30am ET $194.47 0 $0.00 $9,891.40 $-5.25
(-0.1%) 		END_OF_DAY
0m held
2 🟢 BUY Jul 12, 2024 9:30am ET $202.72 0 $0.00 — — —
🔴 SELL Jul 12, 2024 9:40am ET $205.20 0 $0.00 $10,010.41 +$119.01
(+1.2%) 		🎯 +5% Target
0m held
3 🟢 BUY Aug 2, 2024 9:30am ET $202.06 0 $0.00 — — —
🔴 SELL Aug 2, 2024 11:30am ET $197.94 0 $0.00 $9,808.53 $-201.88
(-2.0%) 		🛑 -10% Stop
0m held
4 🟢 BUY Aug 5, 2024 9:30am ET $191.46 0 $0.00 — — —
🔴 SELL Aug 5, 2024 10:00am ET $194.25 0 $0.00 $9,951.07 +$142.54
(+1.5%) 		🎯 +5% Target
0m held
5 🟢 BUY Sep 10, 2024 10:10am ET $208.88 0 $0.00 — — —
🔴 SELL Sep 10, 2024 10:45am ET $204.67 0 $0.00 $9,753.20 $-197.87
(-2.0%) 		🛑 -10% Stop
0m held
6 🟢 BUY Sep 30, 2024 9:30am ET $206.05 0 $0.00 — — —
🔴 SELL Sep 30, 2024 10:00am ET $208.45 0 $0.00 $9,865.76 +$112.56
(+1.2%) 		🎯 +5% Target
0m held
7 🟢 BUY Nov 7, 2024 9:40am ET $240.56 0 $0.00 — — —
🔴 SELL Nov 8, 2024 9:40am ET $236.90 0 $0.00 $9,715.70 $-150.06
(-1.5%) 		END_OF_DAY
0m held
8 🟢 BUY Mar 4, 2025 9:30am ET $254.24 0 $0.00 — — —
🔴 SELL Mar 4, 2025 10:10am ET $249.00 0 $0.00 $9,516.39 $-199.31
(-2.1%) 		🛑 -10% Stop
0m held
9 🟢 BUY Mar 6, 2025 9:35am ET $244.83 0 $0.00 — — —
🔴 SELL Mar 6, 2025 10:20am ET $247.31 0 $0.00 $9,610.69 +$94.30
(+1.0%) 		🎯 +5% Target
0m held
10 🟢 BUY Mar 10, 2025 9:30am ET $235.17 0 $0.00 — — —
🔴 SELL Mar 10, 2025 1:35pm ET $230.35 0 $0.00 $9,417.89 $-192.80
(-2.0%) 		🛑 -10% Stop
0m held
11 🟢 BUY Apr 3, 2025 9:30am ET $234.01 0 $0.00 — — —
🔴 SELL Apr 3, 2025 10:30am ET $229.31 0 $0.00 $9,230.09 $-187.80
(-2.0%) 		🛑 -10% Stop
0m held
12 🟢 BUY Apr 4, 2025 9:30am ET $217.55 0 $0.00 — — —
🔴 SELL Apr 4, 2025 9:50am ET $213.17 0 $0.00 $9,046.13 $-183.96
(-2.0%) 		🛑 -10% Stop
0m held
13 🟢 BUY Apr 7, 2025 9:30am ET $204.44 0 $0.00 — — —
🔴 SELL Apr 7, 2025 9:50am ET $207.71 0 $0.00 $9,190.01 +$143.88
(+1.6%) 		🎯 +5% Target
0m held
14 🟢 BUY Apr 10, 2025 9:30am ET $228.77 0 $0.00 — — —
🔴 SELL Apr 10, 2025 11:55am ET $223.99 0 $0.00 $8,998.81 $-191.20
(-2.1%) 		🛑 -10% Stop
0m held
15 🟢 BUY Aug 1, 2025 9:30am ET $287.87 0 $0.00 — — —
🔴 SELL Aug 1, 2025 11:55am ET $290.95 0 $0.00 $9,094.29 +$95.48
(+1.1%) 		🎯 +5% Target
0m held
16 🟢 BUY Sep 2, 2025 9:30am ET $294.79 0 $0.00 — — —
🔴 SELL Sep 2, 2025 9:55am ET $297.99 0 $0.00 $9,190.41 +$96.12
(+1.1%) 		🎯 +5% Target
0m held
17 🟢 BUY Oct 14, 2025 9:30am ET $299.06 0 $0.00 — — —
🔴 SELL Oct 14, 2025 10:30am ET $302.26 0 $0.00 $9,286.41 +$96.00
(+1.1%) 		🎯 +5% Target
0m held
18 🟢 BUY Nov 14, 2025 9:30am ET $301.87 0 $0.00 — — —
🔴 SELL Nov 14, 2025 9:40am ET $305.11 0 $0.00 $9,383.61 +$97.20
(+1.1%) 		🎯 +5% Target
0m held
19 🟢 BUY Dec 9, 2025 12:35pm ET $306.24 0 $0.00 — — —
🔴 SELL Dec 10, 2025 9:45am ET $299.32 0 $0.00 $9,176.01 $-207.60
(-2.3%) 		🛑 -10% Stop
0m held
20 🟢 BUY Jan 12, 2026 9:30am ET $322.47 0 $0.00 — — —
🔴 SELL Jan 13, 2026 9:30am ET $322.34 0 $0.00 $9,172.51 $-3.50
(-0.0%) 		END_OF_DAY
0m held
21 🟢 BUY Jan 20, 2026 9:35am ET $306.57 0 $0.00 — — —
🔴 SELL Jan 20, 2026 10:20am ET $310.11 0 $0.00 $9,275.17 +$102.66
(+1.1%) 		🎯 +5% Target
0m held
22 🟢 BUY Feb 5, 2026 9:30am ET $310.46 0 $0.00 — — —
🔴 SELL Feb 6, 2026 9:30am ET $319.23 0 $0.00 $9,529.36 +$254.19
(+2.8%) 		MEAN_REVERSION
0m held
23 🟢 BUY Feb 12, 2026 11:05am ET $302.98 0 $0.00 — — —
🔴 SELL Feb 13, 2026 11:05am ET $302.10 0 $0.00 $9,501.92 $-27.44
(-0.3%) 		END_OF_DAY
0m held
24 🟢 BUY Mar 6, 2026 9:30am ET $285.89 33 $9,434.37 — — —
🔴 SELL Mar 16, 2026 10:30am ET $286.97 33 $9,470.01 $9,537.56 +$35.64
(+0.4%) 		⏰ 30 Day Max
10d held
25 🟢 BUY Mar 18, 2026 9:30am ET $286.37 33 $9,450.21 — — —
🔴 SELL Mar 30, 2026 9:30am ET $284.64 33 $9,392.96 $9,480.31 $-57.25
(-0.6%) 		⏰ 30 Day Max
12d held
26 🟢 BUY Apr 1, 2026 12:30pm ET $296.16 32 $9,477.12 — — —
🔴 SELL Apr 9, 2026 1:50pm ET $310.99 32 $9,951.84 $9,955.03 +$474.72
(+5.0%) 		🎯 +5% Target
8.1d held
27 🟢 BUY Apr 13, 2026 9:30am ET $307.47 32 $9,839.04 — — —
🔴 SELL Apr 23, 2026 9:30am ET $313.25 32 $10,024.00 $10,139.99 +$184.96
(+1.9%) 		⏰ 30 Day Max
10d held
28 🟢 BUY Apr 24, 2026 9:30am ET $310.94 32 $9,950.08 — — —
🔴 SELL May 4, 2026 9:30am ET $310.11 32 $9,923.68 $10,113.59 $-26.40
(-0.3%) 		⏰ 30 Day Max
10d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,113.59
Net Profit/Loss: +$113.59
Total Return: +1.14%
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