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

Reversion's Analysis

Year to Date: 2026-01-01 to present • 8 trades in period

+9.13%
Year to Date Return
$10,819.64
Current Value
63%
Win Rate
$9,914.72
Period Start
Login to Apply
PHASE 0: RANGING
Signals generated 2026-06-22 14:58:02

No strong directional signal. Monitor for regime shift.

Fear & Greed
20
Extreme Fear
VIX
18.4
NORMAL
10Y Yield
4.49%
ELEVATED
Yield Curve
+0.27%
NORMAL
HY Spread
2.63
CALM
🌍 Kp Index
🟢 1.0
Quiet
RSI(14)
47 neutral
20d Trend
-0.8%
5d Trend
-0.1%
EMA20 Dist
-0.5%
ATR%
1.0%
Range Pos
78%
Bounce Ratio
1.0×
Green/Red 10d
4/6

Strategy Score Scored Jun 22, 2026

20
Lifetime
Confidence: 70%

Quality Components

Return-to-Risk
5.2/35
Total Return
8.0/25
Win Rate
6.9/15
Profit Factor
2.4/15
Consistency
6.7/10
Raw Quality 29.1/100
× Confidence 0.70 = 20.3

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 (70%) 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 (Year to Date)

Hybrid data: Historical backfill + Yahoo/Alpaca (live) - verifiable market data
Data Source
Yahoo + Alpaca
Candles in Period
10,913
Timeframe
5-Minute Bars
Period Range
2026-01-01 → 2026-06-22
Trading Days
123 days
Data Gaps
None (6 market holidays)

Market Closed (6 days)

2026-01-01 — New Year's Day, 2026-01-19 — MLK Jr. Day, 2026-02-16 — Presidents' Day, 2026-04-03 — Good Friday, 2026-05-25 — Memorial Day, 2026-06-19 — Juneteenth
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 (Year to Date)

Period Start Capital
$9,914.72
Current Value
$10,819.64
Period P&L
$904.92
Max Drawdown
-5.5%
Sharpe Ratio
0.41

Trade Statistics (Year to Date)

Trades in Period
8
Winners / Losers
5 / 3
Best Trade
+5.97%
Worst Trade
-3.92%
Avg Trade Return
+1.13%
Avg Hold Time
9.8d

💰 Trading Cost Analysis (Alpaca Fees) (Year to Date)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$158,592.18
Estimated Fees
$0.00
Gross P&L
$904.92
Net P&L (after fees)
$904.92
Gross Return
+9.13%
Net Return (after fees)
+9.13%

✅ 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

📈 DIA 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: 123 trading days 🎯 Trade markers show BUY (▲) and SELL (▼) points

Trade History (Year to Date - 8 trades)

How to Read This Table

Each row is one complete trade cycle (BUY → HOLD → SELL). Reversion had $9,914.72 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 Mar 6, 2026 9:30am ET $473.43 20 $9,468.65 — — —
🔴 SELL Mar 16, 2026 10:30am ET $471.49 20 $9,429.80 $9,875.87 $-38.85
(-0.4%) 		⏰ 30 Day Max
10d held
2 🟢 BUY Mar 17, 2026 2:20pm ET $470.97 20 $9,419.40 — — —
🔴 SELL Mar 27, 2026 2:20pm ET $452.53 20 $9,050.60 $9,507.07 $-368.80
(-3.9%) 		⏰ 30 Day Max
10d held
3 🟢 BUY Mar 30, 2026 3:05pm ET $451.95 21 $9,490.95 — — —
🔴 SELL Apr 8, 2026 9:30am ET $478.92 21 $10,057.32 $10,073.44 +$566.37
(+6.0%) 		🎯 +5% Target
8.8d held
4 🟢 BUY Apr 10, 2026 9:35am ET $480.48 20 $9,609.60 — — —
🔴 SELL Apr 20, 2026 9:35am ET $493.81 20 $9,876.20 $10,340.04 +$266.60
(+2.8%) 		⏰ 30 Day Max
10d held
5 🟢 BUY Apr 21, 2026 1:05pm ET $492.82 20 $9,856.40 — — —
🔴 SELL May 1, 2026 1:05pm ET $496.21 20 $9,924.20 $10,407.84 +$67.80
(+0.7%) 		⏰ 30 Day Max
10d held
6 🟢 BUY May 8, 2026 11:10am ET $496.12 20 $9,922.40 — — —
🔴 SELL May 18, 2026 11:10am ET $495.08 20 $9,901.70 $10,387.14 $-20.70
(-0.2%) 		⏰ 30 Day Max
10d held
7 🟢 BUY May 19, 2026 11:25am ET $494.26 21 $10,379.46 — — —
🔴 SELL May 29, 2026 11:25am ET $511.01 21 $10,731.21 $10,738.89 +$351.75
(+3.4%) 		⏰ 30 Day Max
10d held
8 🟢 BUY Jun 2, 2026 9:30am ET $509.37 21 $10,696.77 — — —
🔴 SELL Jun 12, 2026 9:30am ET $513.22 21 $10,777.52 $10,819.64 +$80.75
(+0.8%) 		⏰ 30 Day Max
10d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,819.64
Net Profit/Loss: +$819.64
Total Return: +8.20%
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