MS Reversion's Analysis
2024-01-02 00:00:00+00 to 2026-05-06 16:20:00+00 • 41 trades executed
+9.94%
2 Years Return
$11,187.56
Current Value
56%
Win Rate
$10,176.28
Period Start
PHASE 0: RANGING
🔄 Transitioning
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)
39 neutral
20d Trend
-6.5%
5d Trend
-4.3%
EMA20 Dist
-3.4%
ATR%
2.4%
Range Pos
56%
Bounce Ratio
0.6×
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
22
Lifetime
Confidence: 82%
Quality Components
Return-to-Risk
3.2/35
Total Return
9.2/25
Win Rate
6.0/15
Profit Factor
2.2/15
Consistency
5.5/10
Raw Quality
26.2/100
× Confidence 0.82
= 21.6
30-Day Momentum
52
+13.1%
30d Return
75%
Win Rate
4
Trades
7.4×
Profit Factor
Quality: 79.3
Conf: 0.66×
Accelerating (+31 vs lifetime)
Momentum meets 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 (82%) 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
46,302
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-06
Trading Days
522 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
$10,176.28
Current Value
$11,187.56
Total P&L
$1,011.28
Max Drawdown
-12.8%
Sharpe Ratio
0.13
Trade Statistics
Total Trades
36
Winners / Losers
20 /
16
Best Trade
+6.82%
Worst Trade
-3.36%
Avg Trade Return
+0.29%
Avg Hold Time
1.5d
💰 Trading Cost Analysis (Alpaca Fees)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$122,312.91
Estimated Fees
$0.00
Gross P&L
$1,011.28
Net P&L (after fees)
$1,011.28
Gross Return
+9.94%
Net Return (after fees)
+9.94%
✅ 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
📈 MS 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: 522 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 $10,176.28 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 | Jul 16, 2024 9:45am ET | $103.27 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jul 16, 2024 9:55am ET | $104.77 | 0 | $0.00 | $10,323.77 |
+$147.49 (+1.5%) |
🎯 +5% Target
0m held |
|
| 2 | 🟢 BUY | Aug 2, 2024 9:30am ET | $97.88 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 2, 2024 11:00am ET | $95.82 | 0 | $0.00 | $10,106.94 |
$-216.83 (-2.1%) |
🛑 -10% Stop
0m held |
|
| 3 | 🟢 BUY | Aug 5, 2024 9:30am ET | $92.00 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 5, 2024 11:40am ET | $93.04 | 0 | $0.00 | $10,220.30 |
+$113.36 (+1.1%) |
🎯 +5% Target
0m held |
|
| 4 | 🟢 BUY | Nov 26, 2024 9:30am ET | $129.22 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 26, 2024 9:50am ET | $130.66 | 0 | $0.00 | $10,334.10 |
+$113.80 (+1.1%) |
🎯 +5% Target
0m held |
|
| 5 | 🟢 BUY | Dec 18, 2024 3:35pm ET | $121.23 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Dec 19, 2024 9:30am ET | $123.71 | 0 | $0.00 | $10,544.48 |
+$210.38 (+2.0%) |
🎯 +5% Target
0m held |
|
| 6 | 🟢 BUY | Jan 10, 2025 10:00am ET | $123.74 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 13, 2025 10:00am ET | $123.48 | 0 | $0.00 | $10,522.72 |
$-21.76 (-0.2%) |
END_OF_DAY
0m held |
|
| 7 | 🟢 BUY | Jan 27, 2025 9:40am ET | $134.61 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 27, 2025 9:55am ET | $136.23 | 0 | $0.00 | $10,649.48 |
+$126.76 (+1.2%) |
🎯 +5% Target
0m held |
|
| 8 | 🟢 BUY | Feb 3, 2025 9:35am ET | $134.80 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 3, 2025 10:30am ET | $136.22 | 0 | $0.00 | $10,761.66 |
+$112.18 (+1.1%) |
🎯 +5% Target
0m held |
|
| 9 | 🟢 BUY | Feb 10, 2025 9:35am ET | $136.81 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 11, 2025 9:35am ET | $136.19 | 0 | $0.00 | $10,713.30 |
$-48.36 (-0.5%) |
END_OF_DAY
0m held |
|
| 10 | 🟢 BUY | Feb 20, 2025 10:00am ET | $137.23 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 20, 2025 10:45am ET | $133.77 | 0 | $0.00 | $10,443.42 |
$-269.88 (-2.5%) |
🛑 -10% Stop
0m held |
|
| 11 | 🟢 BUY | Mar 4, 2025 9:30am ET | $124.30 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 4, 2025 10:00am ET | $121.70 | 0 | $0.00 | $10,225.02 |
$-218.40 (-2.1%) |
🛑 -10% Stop
0m held |
|
| 12 | 🟢 BUY | Mar 6, 2025 9:30am ET | $120.35 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 6, 2025 10:00am ET | $122.06 | 0 | $0.00 | $10,369.08 |
+$144.06 (+1.4%) |
🎯 +5% Target
0m held |
|
| 13 | 🟢 BUY | Mar 10, 2025 9:30am ET | $115.39 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 10, 2025 10:50am ET | $112.85 | 0 | $0.00 | $10,143.26 |
$-225.82 (-2.2%) |
🛑 -10% Stop
0m held |
|
| 14 | 🟢 BUY | Mar 27, 2025 9:30am ET | $118.98 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 28, 2025 9:30am ET | $118.78 | 0 | $0.00 | $10,125.84 |
$-17.42 (-0.2%) |
END_OF_DAY
0m held |
|
| 15 | 🟢 BUY | Mar 31, 2025 9:40am ET | $112.32 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 31, 2025 9:55am ET | $113.48 | 0 | $0.00 | $10,230.24 |
+$104.40 (+1.0%) |
🎯 +5% Target
0m held |
|
| 16 | 🟢 BUY | Apr 3, 2025 9:30am ET | $109.86 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 3, 2025 10:05am ET | $107.48 | 0 | $0.00 | $10,008.90 |
$-221.34 (-2.2%) |
🛑 -10% Stop
0m held |
|
| 17 | 🟢 BUY | Apr 4, 2025 9:30am ET | $101.15 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 4, 2025 10:15am ET | $98.97 | 0 | $0.00 | $9,795.50 |
$-213.40 (-2.1%) |
🛑 -10% Stop
0m held |
|
| 18 | 🟢 BUY | Apr 7, 2025 9:30am ET | $95.83 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 7, 2025 9:55am ET | $97.11 | 0 | $0.00 | $9,926.06 |
+$130.56 (+1.3%) |
🎯 +5% Target
0m held |
|
| 19 | 🟢 BUY | Apr 10, 2025 9:30am ET | $108.26 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 10, 2025 11:55am ET | $105.59 | 0 | $0.00 | $9,683.09 |
$-242.97 (-2.5%) |
🛑 -10% Stop
0m held |
|
| 20 | 🟢 BUY | Apr 30, 2025 9:30am ET | $113.14 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 30, 2025 11:55am ET | $114.33 | 0 | $0.00 | $9,784.06 |
+$100.97 (+1.1%) |
🎯 +5% Target
0m held |
|
| 21 | 🟢 BUY | Jul 16, 2025 9:30am ET | $138.55 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jul 16, 2025 11:35am ET | $135.35 | 0 | $0.00 | $9,560.06 |
$-224.00 (-2.3%) |
🛑 -10% Stop
0m held |
|
| 22 | 🟢 BUY | Aug 1, 2025 9:30am ET | $137.42 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 1, 2025 10:20am ET | $139.14 | 0 | $0.00 | $9,678.74 |
+$118.68 (+1.2%) |
🎯 +5% Target
0m held |
|
| 23 | 🟢 BUY | Sep 2, 2025 9:30am ET | $146.07 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Sep 2, 2025 9:50am ET | $147.68 | 0 | $0.00 | $9,784.72 |
+$105.98 (+1.1%) |
🎯 +5% Target
0m held |
|
| 24 | 🟢 BUY | Nov 14, 2025 9:30am ET | $160.46 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 14, 2025 9:45am ET | $162.45 | 0 | $0.00 | $9,904.12 |
+$119.40 (+1.2%) |
🎯 +5% Target
0m held |
|
| 25 | 🟢 BUY | Nov 20, 2025 12:10pm ET | $161.16 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 21, 2025 9:40am ET | $155.75 | 0 | $0.00 | $9,574.11 |
$-330.01 (-3.4%) |
🛑 -10% Stop
0m held |
|
| 26 | 🟢 BUY | Jan 20, 2026 9:30am ET | $184.51 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 20, 2026 10:25am ET | $186.45 | 0 | $0.00 | $9,673.04 |
+$98.93 (+1.1%) |
🎯 +5% Target
0m held |
|
| 27 | 🟢 BUY | Feb 5, 2026 10:10am ET | $174.99 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 5, 2026 11:55am ET | $176.87 | 0 | $0.00 | $9,776.44 |
+$103.40 (+1.1%) |
🎯 +5% Target
0m held |
|
| 28 | 🟢 BUY | Feb 10, 2026 11:05am ET | $178.97 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 10, 2026 11:15am ET | $175.25 | 0 | $0.00 | $9,575.56 |
$-200.88 (-2.1%) |
🛑 -10% Stop
0m held |
|
| 29 | 🟢 BUY | Feb 12, 2026 11:00am ET | $171.79 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 12, 2026 11:15am ET | $168.22 | 0 | $0.00 | $9,379.48 |
$-196.08 (-2.1%) |
🛑 -10% Stop
0m held |
|
| 30 | 🟢 BUY | Feb 13, 2026 9:35am ET | $164.36 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 13, 2026 9:45am ET | $166.04 | 0 | $0.00 | $9,475.24 |
+$95.76 (+1.0%) |
🎯 +5% Target
0m held |
|
| 31 | 🟢 BUY | Mar 6, 2026 9:30am ET | $159.51 | 59 | $9,411.09 | — | — | — |
| 🔴 SELL | Mar 16, 2026 10:30am ET | $157.94 | 59 | $9,318.46 | $9,382.61 |
$-92.63 (-1.0%) |
⏰ 30 Day Max
10d held |
|
| 32 | 🟢 BUY | Mar 18, 2026 9:30am ET | $157.57 | 59 | $9,296.92 | — | — | — |
| 🔴 SELL | Mar 23, 2026 9:40am ET | $166.16 | 59 | $9,803.44 | $9,889.13 |
+$506.52 (+5.4%) |
🎯 +5% Target
5d held |
|
| 33 | 🟢 BUY | Mar 25, 2026 11:10am ET | $164.52 | 60 | $9,871.20 | — | — | — |
| 🔴 SELL | Apr 6, 2026 9:30am ET | $166.98 | 60 | $10,018.79 | $10,036.72 |
+$147.59 (+1.5%) |
⏰ 30 Day Max
11.9d held |
|
| 34 | 🟢 BUY | Apr 7, 2026 9:35am ET | $165.66 | 60 | $9,939.60 | — | — | — |
| 🔴 SELL | Apr 8, 2026 9:30am ET | $176.96 | 60 | $10,617.60 | $10,714.72 |
+$678.00 (+6.8%) |
🎯 +5% Target
23.9h held |
|
| 35 | 🟢 BUY | Apr 9, 2026 9:30am ET | $175.31 | 61 | $10,693.91 | — | — | — |
| 🔴 SELL | Apr 14, 2026 11:35am ET | $184.54 | 61 | $11,256.94 | $11,277.75 |
+$563.03 (+5.3%) |
🎯 +5% Target
5.1d held |
|
| 36 | 🟢 BUY | Apr 15, 2026 3:45pm ET | $191.16 | 58 | $11,087.57 | — | — | — |
| 🔴 SELL | Apr 27, 2026 9:30am ET | $189.61 | 58 | $10,997.38 | $11,187.56 |
$-90.19 (-0.8%) |
⏰ 30 Day Max
11.7d held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$11,187.56
Net Profit/Loss:
+$1,187.56
Total Return:
+11.88%