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

Reversion's Analysis

2024-01-02 00:00:00+00 to 2026-05-06 14:00:00+00 • 21 trades executed

+7.56%
2 Years Return
$10,903.15
Current Value
58%
Win Rate
$10,137.09
Period Start
Login to Apply
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-05-06 10:04:42

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)
22.7 oversold
20d Trend
-16.1%
5d Trend
-8.1%
EMA20 Dist
-9.8%
ATR%
3.8%
Range Pos
2%
Bounce Ratio
0.3×
Green/Red 10d
2/8
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

23
Lifetime
Confidence: 75%

Quality Components

Return-to-Risk
6.3/35
Total Return
8.3/25
Win Rate
8.2/15
Profit Factor
2.3/15
Consistency
5.8/10
Raw Quality 31.0/100
× Confidence 0.75 = 23.1

30-Day Momentum

39
+9.4%
30d Return
67%
Win Rate
3
Trades
10.0×
Profit Factor
Quality: 64.0 Conf: 0.61×
Accelerating (+16 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 (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
78,245
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-06
Trading Days
536 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
$10,137.09
Current Value
$10,903.15
Total P&L
$766.06
Max Drawdown
-4.1%
Sharpe Ratio
0.16

Trade Statistics

Total Trades
19
Winners / Losers
11 / 8
Best Trade
+6.18%
Worst Trade
-7.03%
Avg Trade Return
+0.42%
Avg Hold Time
2.6d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$102,507.46
Estimated Fees
$0.00
Gross P&L
$766.06
Net P&L (after fees)
$766.06
Gross Return
+7.56%
Net Return (after fees)
+7.56%

✅ 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

📈 MSFT 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: 536 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 $10,137.09 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 Aug 5, 2024 9:30am ET $389.82 0 $0.00 — — —
🔴 SELL Aug 5, 2024 9:45am ET $395.35 0 $0.00 $10,281.00 +$143.91
(+1.4%) 		🎯 +5% Target
0m held
2 🟢 BUY Oct 31, 2024 9:30am ET $410.20 0 $0.00 — — —
🔴 SELL Nov 1, 2024 9:30am ET $409.57 0 $0.00 $10,265.37 $-15.63
(-0.1%) 		END_OF_DAY
0m held
3 🟢 BUY Jan 27, 2025 9:30am ET $424.66 0 $0.00 — — —
🔴 SELL Jan 27, 2025 9:45am ET $429.13 0 $0.00 $10,372.65 +$107.28
(+1.1%) 		🎯 +5% Target
0m held
4 🟢 BUY Jan 30, 2025 9:30am ET $416.60 0 $0.00 — — —
🔴 SELL Jan 30, 2025 9:45am ET $422.66 0 $0.00 $10,518.09 +$145.44
(+1.4%) 		🎯 +5% Target
0m held
5 🟢 BUY Mar 10, 2025 9:30am ET $384.50 0 $0.00 — — —
🔴 SELL Mar 11, 2025 9:30am ET $380.38 0 $0.00 $10,406.94 $-111.15
(-1.1%) 		END_OF_DAY
0m held
6 🟢 BUY Mar 31, 2025 9:30am ET $368.69 0 $0.00 — — —
🔴 SELL Mar 31, 2025 2:05pm ET $372.47 0 $0.00 $10,512.78 +$105.84
(+1.0%) 		🎯 +5% Target
0m held
7 🟢 BUY Apr 3, 2025 9:30am ET $372.41 0 $0.00 — — —
🔴 SELL Apr 3, 2025 12:15pm ET $376.52 0 $0.00 $10,627.72 +$114.94
(+1.1%) 		🎯 +5% Target
0m held
8 🟢 BUY Apr 4, 2025 9:30am ET $366.04 0 $0.00 — — —
🔴 SELL Apr 4, 2025 9:45am ET $369.74 0 $0.00 $10,735.02 +$107.30
(+1.0%) 		🎯 +5% Target
0m held
9 🟢 BUY Apr 7, 2025 9:30am ET $349.86 0 $0.00 — — —
🔴 SELL Apr 7, 2025 10:10am ET $362.46 0 $0.00 $11,113.02 +$378.00
(+3.6%) 		MEAN_REVERSION
0m held
10 🟢 BUY Dec 3, 2025 9:30am ET $476.20 0 $0.00 — — —
🔴 SELL Dec 3, 2025 10:30am ET $483.53 0 $0.00 $11,281.61 +$168.59
(+1.5%) 		🎯 +5% Target
0m held
11 🟢 BUY Dec 10, 2025 9:35am ET $478.97 0 $0.00 — — —
🔴 SELL Dec 11, 2025 9:35am ET $478.68 0 $0.00 $11,275.00 $-6.61
(-0.1%) 		END_OF_DAY
0m held
12 🟢 BUY Jan 20, 2026 9:30am ET $451.40 0 $0.00 — — —
🔴 SELL Jan 20, 2026 11:30am ET $456.02 0 $0.00 $11,385.92 +$110.92
(+1.0%) 		🎯 +5% Target
0m held
13 🟢 BUY Jan 29, 2026 9:30am ET $432.00 0 $0.00 — — —
🔴 SELL Jan 29, 2026 11:00am ET $422.79 0 $0.00 $11,146.33 $-239.59
(-2.1%) 		🛑 -10% Stop
0m held
14 🟢 BUY Feb 5, 2026 9:30am ET $405.70 0 $0.00 — — —
🔴 SELL Feb 5, 2026 2:35pm ET $397.48 0 $0.00 $10,924.30 $-222.03
(-2.0%) 		🛑 -10% Stop
0m held
15 🟢 BUY Mar 6, 2026 3:35pm ET $408.84 26 $10,629.84 — — —
🔴 SELL Mar 17, 2026 9:30am ET $399.74 26 $10,393.24 $10,687.70 $-236.60
(-2.2%) 		⏰ 30 Day Max
10.7d held
16 🟢 BUY Mar 18, 2026 9:30am ET $396.21 26 $10,301.46 — — —
🔴 SELL Mar 26, 2026 11:45am ET $368.34 26 $9,576.84 $9,963.08 $-724.62
(-7.0%) 		🛑 -10% Stop
8.1d held
17 🟢 BUY Mar 27, 2026 12:40pm ET $359.38 27 $9,703.13 — — —
🔴 SELL Apr 6, 2026 12:40pm ET $372.74 27 $10,063.98 $10,323.93 +$360.85
(+3.7%) 		⏰ 30 Day Max
10d held
18 🟢 BUY Apr 7, 2026 2:45pm ET $369.69 27 $9,981.63 — — —
🔴 SELL Apr 14, 2026 9:35am ET $392.55 27 $10,598.85 $10,941.15 +$617.22
(+6.2%) 		🎯 +5% Target
6.8d held
19 🟢 BUY Apr 17, 2026 1:10pm ET $425.93 25 $10,648.25 — — —
🔴 SELL Apr 27, 2026 1:10pm ET $424.41 25 $10,610.25 $10,903.15 $-38.00
(-0.4%) 		⏰ 30 Day Max
10d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,903.15
Net Profit/Loss: +$903.15
Total Return: +9.03%
Back to Reversion