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

Reversion's Analysis

2024-01-02 00:00:00+00 to 2026-05-29 19:55:00+00 • 34 trades executed

+11.44%
2 Years Return
$11,251.43
Current Value
62%
Win Rate
$10,095.97
Period Start
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PHASE 4: RECOVERY
Signals generated 2026-05-30 13:15:53

Bounce in progress. Hold existing positions, let trailing stops manage exits.

Fear & Greed
23
Extreme Fear
VIX
15.7
NORMAL
10Y Yield
4.45%
ELEVATED
Yield Curve
+0.46%
NORMAL
HY Spread
2.72
CALM
🌍 Kp Index
🔴 2.9
Storm
⛈️ 1 storm day in 7d
RSI(14)
59.7 neutral
20d Trend
+0.8%
5d Trend
+3.3%
EMA20 Dist
+2.2%
ATR%
1.5%
Range Pos
64%
Bounce Ratio
2.8×
Green/Red 10d
7/3
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 30, 2026

25
Lifetime
Confidence: 78%

Quality Components

Return-to-Risk
4.2/35
Total Return
9.4/25
Win Rate
9.3/15
Profit Factor
2.9/15
Consistency
6.7/10
Raw Quality 32.4/100
× Confidence 0.78 = 25.2

30-Day Momentum

0
-2.6%
30d Return
33%
Win Rate
3
Trades
0.7×
Profit Factor
Quality: 0.0 Conf: 0.61×
Declining (-25 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 (78%) 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
63,858
Timeframe
5-Minute Bars
Date Range
2024-05-30 → 2026-05-29
Trading Days
534 days
Data Gaps
None (21 market holidays)

Market Closed (21 days)

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, 2026-04-03 — Good Friday ... 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
$10,095.97
Current Value
$11,251.43
Total P&L
$1,155.46
Max Drawdown
-10.4%
Sharpe Ratio
0.18

Trade Statistics

Total Trades
29
Winners / Losers
18 / 11
Best Trade
+6.85%
Worst Trade
-3.42%
Avg Trade Return
+0.40%
Avg Hold Time
2.7d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$173,675.70
Estimated Fees
$0.00
Gross P&L
$1,155.46
Net P&L (after fees)
$1,155.46
Gross Return
+11.44%
Net Return (after fees)
+11.44%

✅ 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

📈 BAC 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 $10,095.97 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 May 30, 2024 11:45am ET $37.68 0 $0.00 — — —
🔴 SELL May 30, 2024 12:05pm ET $38.14 0 $0.00 $10,217.46 +$121.49
(+1.2%) 		🎯 +5% Target
0m held
2 🟢 BUY Jun 11, 2024 9:30am ET $38.79 0 $0.00 — — —
🔴 SELL Jun 12, 2024 9:30am ET $39.74 0 $0.00 $10,467.31 +$249.85
(+2.5%) 		MEAN_REVERSION
0m held
3 🟢 BUY Aug 2, 2024 9:30am ET $37.84 0 $0.00 — — —
🔴 SELL Aug 2, 2024 9:35am ET $38.24 0 $0.00 $10,576.05 +$108.74
(+1.0%) 		🎯 +5% Target
0m held
4 🟢 BUY Aug 5, 2024 9:30am ET $35.20 0 $0.00 — — —
🔴 SELL Aug 5, 2024 9:35am ET $35.60 0 $0.00 $10,697.55 +$121.50
(+1.1%) 		🎯 +5% Target
0m held
5 🟢 BUY Aug 20, 2024 9:30am ET $38.62 0 $0.00 — — —
🔴 SELL Aug 21, 2024 9:30am ET $38.95 0 $0.00 $10,787.25 +$89.70
(+0.8%) 		END_OF_DAY
0m held
6 🟢 BUY Sep 11, 2024 9:30am ET $38.51 0 $0.00 — — —
🔴 SELL Sep 11, 2024 3:30pm ET $38.92 0 $0.00 $10,903.28 +$116.03
(+1.1%) 		🎯 +5% Target
0m held
7 🟢 BUY Feb 3, 2025 9:30am ET $45.26 0 $0.00 — — —
🔴 SELL Feb 3, 2025 10:20am ET $45.72 0 $0.00 $11,013.68 +$110.40
(+1.0%) 		🎯 +5% Target
0m held
8 🟢 BUY Mar 4, 2025 9:30am ET $43.85 0 $0.00 — — —
🔴 SELL Mar 4, 2025 10:00am ET $42.89 0 $0.00 $10,772.72 $-240.96
(-2.2%) 		🛑 -10% Stop
0m held
9 🟢 BUY Mar 6, 2025 9:30am ET $41.32 0 $0.00 — — —
🔴 SELL Mar 6, 2025 10:40am ET $41.75 0 $0.00 $10,885.85 +$113.13
(+1.1%) 		🎯 +5% Target
0m held
10 🟢 BUY Mar 10, 2025 9:30am ET $40.34 0 $0.00 — — —
🔴 SELL Mar 10, 2025 2:30pm ET $39.48 0 $0.00 $10,654.51 $-231.34
(-2.1%) 		🛑 -10% Stop
0m held
11 🟢 BUY Mar 28, 2025 10:10am ET $41.56 0 $0.00 — — —
🔴 SELL Mar 31, 2025 9:40am ET $40.72 0 $0.00 $10,439.47 $-215.04
(-2.0%) 		🛑 -10% Stop
0m held
12 🟢 BUY Apr 3, 2025 9:30am ET $38.52 0 $0.00 — — —
🔴 SELL Apr 3, 2025 10:35am ET $37.71 0 $0.00 $10,218.42 $-221.05
(-2.1%) 		🛑 -10% Stop
0m held
13 🟢 BUY Apr 4, 2025 9:30am ET $35.10 0 $0.00 — — —
🔴 SELL Apr 4, 2025 10:30am ET $34.28 0 $0.00 $9,981.26 $-237.16
(-2.3%) 		🛑 -10% Stop
0m held
14 🟢 BUY Apr 8, 2025 3:15pm ET $34.66 0 $0.00 — — —
🔴 SELL Apr 8, 2025 3:55pm ET $35.02 0 $0.00 $10,084.87 +$103.61
(+1.0%) 		🎯 +5% Target
0m held
15 🟢 BUY Apr 10, 2025 9:30am ET $36.15 0 $0.00 — — —
🔴 SELL Apr 10, 2025 10:00am ET $35.38 0 $0.00 $9,870.04 $-214.83
(-2.1%) 		🛑 -10% Stop
0m held
16 🟢 BUY Apr 30, 2025 9:30am ET $39.10 0 $0.00 — — —
🔴 SELL Apr 30, 2025 12:05pm ET $39.50 0 $0.00 $9,970.84 +$100.80
(+1.0%) 		🎯 +5% Target
0m held
17 🟢 BUY Aug 1, 2025 9:30am ET $45.90 0 $0.00 — — —
🔴 SELL Aug 4, 2025 9:30am ET $45.87 0 $0.00 $9,964.33 $-6.51
(-0.1%) 		END_OF_DAY
0m held
18 🟢 BUY Sep 2, 2025 9:30am ET $49.72 0 $0.00 — — —
🔴 SELL Sep 2, 2025 10:05am ET $50.23 0 $0.00 $10,067.33 +$103.00
(+1.0%) 		🎯 +5% Target
0m held
19 🟢 BUY Nov 5, 2025 9:35am ET $52.25 0 $0.00 — — —
🔴 SELL Nov 5, 2025 12:25pm ET $52.86 0 $0.00 $10,184.45 +$117.12
(+1.2%) 		🎯 +5% Target
0m held
20 🟢 BUY Jan 14, 2026 9:30am ET $52.53 0 $0.00 — — —
🔴 SELL Jan 15, 2026 9:30am ET $52.57 0 $0.00 $10,193.14 +$8.69
(+0.1%) 		END_OF_DAY
0m held
21 🟢 BUY Feb 13, 2026 9:35am ET $51.57 0 $0.00 — — —
🔴 SELL Feb 13, 2026 10:05am ET $52.35 0 $0.00 $10,347.78 +$154.64
(+1.5%) 		🎯 +5% Target
0m held
22 🟢 BUY Mar 6, 2026 9:30am ET $48.48 213 $10,326.24 — — —
🔴 SELL Mar 16, 2026 10:30am ET $47.35 213 $10,085.55 $10,107.09 $-240.69
(-2.3%) 		⏰ 30 Day Max
10d held
23 🟢 BUY Mar 17, 2026 2:25pm ET $47.31 213 $10,078.09 — — —
🔴 SELL Mar 27, 2026 2:25pm ET $47.12 213 $10,035.50 $10,064.49 $-42.60
(-0.4%) 		⏰ 30 Day Max
10d held
24 🟢 BUY Mar 30, 2026 2:30pm ET $47.19 213 $10,051.47 — — —
🔴 SELL Apr 1, 2026 9:30am ET $49.65 213 $10,574.39 $10,587.41 +$522.92
(+5.2%) 		🎯 +5% Target
1.8d held
25 🟢 BUY Apr 2, 2026 9:30am ET $48.61 217 $10,548.37 — — —
🔴 SELL Apr 8, 2026 9:30am ET $51.94 217 $11,270.98 $11,310.02 +$722.61
(+6.9%) 		🎯 +5% Target
6d held
26 🟢 BUY Apr 10, 2026 9:35am ET $52.47 215 $11,281.05 — — —
🔴 SELL Apr 20, 2026 9:35am ET $53.60 215 $11,525.07 $11,554.04 +$244.02
(+2.2%) 		⏰ 30 Day Max
10d held
27 🟢 BUY Apr 21, 2026 11:05am ET $53.95 214 $11,545.30 — — —
🔴 SELL May 1, 2026 11:05am ET $53.78 214 $11,509.99 $11,518.73 $-35.31
(-0.3%) 		⏰ 30 Day Max
10d held
28 🟢 BUY May 4, 2026 11:25am ET $52.13 220 $11,469.70 — — —
🔴 SELL May 14, 2026 11:25am ET $50.35 220 $11,077.00 $11,126.03 $-392.70
(-3.4%) 		⏰ 30 Day Max
10d held
29 🟢 BUY May 19, 2026 9:45am ET $50.39 220 $11,085.80 — — —
🔴 SELL May 29, 2026 9:45am ET $50.96 220 $11,211.20 $11,251.43 +$125.40
(+1.1%) 		⏰ 30 Day Max
10d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $11,251.43
Net Profit/Loss: +$1,251.43
Total Return: +12.51%
Back to Reversion