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

Reversion's Analysis

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

+4.24%
2 Years Return
$10,178.03
Current Value
65%
Win Rate
$9,764.38
Period Start
Login to Apply
PHASE 5: BULL TREND
Signals generated 2026-05-06 04:26:39

Trend-following and momentum strategies active. Ride winners.

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)
68.5 neutral
20d Trend
+6.3%
5d Trend
+4.4%
EMA20 Dist
+5.2%
ATR%
2.9%
Range Pos
98%
Bounce Ratio
1.2×
Green/Red 10d
6/4
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 5, 2026

16
Lifetime
Confidence: 77%

Quality Components

Return-to-Risk
1.3/35
Total Return
3.7/25
Win Rate
8.3/15
Profit Factor
0.3/15
Consistency
6.7/10
Raw Quality 20.2/100
× Confidence 0.77 = 15.6

30-Day Momentum

14
+3.0%
30d Return
50%
Win Rate
4
Trades
1.2×
Profit Factor
Quality: 21.4 Conf: 0.66×
Cooling (-1 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 (77%) 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
52,856
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-05
Trading Days
528 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
$9,764.38
Current Value
$10,178.03
Total P&L
$413.65
Max Drawdown
-3.3%
Sharpe Ratio
0.07

Trade Statistics

Total Trades
26
Winners / Losers
17 / 9
Best Trade
+5.02%
Worst Trade
-6.61%
Avg Trade Return
+0.20%
Avg Hold Time
2.1d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$122,933.59
Estimated Fees
$0.00
Gross P&L
$413.65
Net P&L (after fees)
$413.65
Gross Return
+4.24%
Net Return (after fees)
+4.24%

✅ 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

📈 CMCSA 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: 528 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 $9,764.38 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 22, 2024 9:40am ET $38.98 0 $0.00 — — —
🔴 SELL Jul 22, 2024 1:10pm ET $39.42 0 $0.00 $9,875.63 +$111.25
(+1.1%) 		🎯 +5% Target
0m held
2 🟢 BUY Jul 23, 2024 9:30am ET $37.96 0 $0.00 — — —
🔴 SELL Jul 23, 2024 10:30am ET $37.18 0 $0.00 $9,672.83 $-202.80
(-2.0%) 		🛑 -10% Stop
0m held
3 🟢 BUY Jul 24, 2024 10:00am ET $37.62 0 $0.00 — — —
🔴 SELL Jul 24, 2024 11:45am ET $38.06 0 $0.00 $9,785.91 +$113.08
(+1.2%) 		🎯 +5% Target
0m held
4 🟢 BUY Aug 5, 2024 9:35am ET $38.95 0 $0.00 — — —
🔴 SELL Aug 5, 2024 10:00am ET $39.55 0 $0.00 $9,936.51 +$150.60
(+1.5%) 		🎯 +5% Target
0m held
5 🟢 BUY Sep 4, 2024 1:50pm ET $38.60 0 $0.00 — — —
🔴 SELL Sep 5, 2024 9:30am ET $39.38 0 $0.00 $10,136.97 +$200.46
(+2.0%) 		🎯 +5% Target
0m held
6 🟢 BUY Dec 9, 2024 9:35am ET $42.09 0 $0.00 — — —
🔴 SELL Dec 9, 2024 9:50am ET $41.18 0 $0.00 $9,918.57 $-218.40
(-2.2%) 		🛑 -10% Stop
0m held
7 🟢 BUY Jan 30, 2025 9:30am ET $34.12 0 $0.00 — — —
🔴 SELL Jan 30, 2025 9:35am ET $34.63 0 $0.00 $10,065.05 +$146.48
(+1.5%) 		🎯 +5% Target
0m held
8 🟢 BUY Mar 12, 2025 9:50am ET $35.16 0 $0.00 — — —
🔴 SELL Mar 13, 2025 9:35am ET $35.68 0 $0.00 $10,215.20 +$150.15
(+1.5%) 		🎯 +5% Target
0m held
9 🟢 BUY Apr 4, 2025 9:30am ET $35.13 0 $0.00 — — —
🔴 SELL Apr 4, 2025 11:35am ET $34.43 0 $0.00 $10,010.75 $-204.45
(-2.0%) 		🛑 -10% Stop
0m held
10 🟢 BUY Apr 7, 2025 9:30am ET $32.83 0 $0.00 — — —
🔴 SELL Apr 7, 2025 10:10am ET $33.93 0 $0.00 $10,345.15 +$334.40
(+3.4%) 		MEAN_REVERSION
0m held
11 🟢 BUY Apr 10, 2025 10:25am ET $33.75 0 $0.00 — — —
🔴 SELL Apr 11, 2025 10:25am ET $33.44 0 $0.00 $10,250.29 $-94.86
(-0.9%) 		END_OF_DAY
0m held
12 🟢 BUY Apr 24, 2025 9:30am ET $32.18 0 $0.00 — — —
🔴 SELL Apr 24, 2025 9:35am ET $32.71 0 $0.00 $10,420.42 +$170.13
(+1.7%) 		🎯 +5% Target
0m held
13 🟢 BUY Jul 25, 2025 9:30am ET $34.35 0 $0.00 — — —
🔴 SELL Jul 25, 2025 10:05am ET $33.63 0 $0.00 $10,200.74 $-219.68
(-2.1%) 		🛑 -10% Stop
0m held
14 🟢 BUY Sep 18, 2025 10:05am ET $31.53 0 $0.00 — — —
🔴 SELL Sep 19, 2025 10:05am ET $31.67 0 $0.00 $10,245.96 +$45.22
(+0.4%) 		END_OF_DAY
0m held
15 🟢 BUY Oct 30, 2025 9:30am ET $26.70 0 $0.00 — — —
🔴 SELL Oct 30, 2025 9:45am ET $26.96 0 $0.00 $10,348.76 +$102.80
(+1.0%) 		🎯 +5% Target
0m held
16 🟢 BUY Oct 31, 2025 9:30am ET $26.61 0 $0.00 — — —
🔴 SELL Oct 31, 2025 9:35am ET $26.92 0 $0.00 $10,469.04 +$120.28
(+1.2%) 		🎯 +5% Target
0m held
17 🟢 BUY Nov 3, 2025 10:05am ET $26.89 0 $0.00 — — —
🔴 SELL Nov 3, 2025 12:20pm ET $27.17 0 $0.00 $10,579.91 +$110.87
(+1.1%) 		🎯 +5% Target
0m held
18 🟢 BUY Nov 14, 2025 10:00am ET $27.32 0 $0.00 — — —
🔴 SELL Nov 14, 2025 2:40pm ET $27.60 0 $0.00 $10,688.27 +$108.36
(+1.0%) 		🎯 +5% Target
0m held
19 🟢 BUY Jan 5, 2026 9:30am ET $27.75 0 $0.00 — — —
🔴 SELL Jan 5, 2026 9:50am ET $28.09 0 $0.00 $10,817.25 +$128.98
(+1.2%) 		🎯 +5% Target
0m held
20 🟢 BUY Feb 13, 2026 9:45am ET $31.16 0 $0.00 — — —
🔴 SELL Feb 13, 2026 11:30am ET $31.50 0 $0.00 $10,935.23 +$117.98
(+1.1%) 		🎯 +5% Target
0m held
21 🟢 BUY Mar 6, 2026 9:30am ET $31.26 349 $10,911.48 — — —
🔴 SELL Mar 16, 2026 10:30am ET $30.25 349 $10,558.99 $10,582.74 $-352.49
(-3.2%) 		⏰ 30 Day Max
10d held
22 🟢 BUY Mar 17, 2026 1:50pm ET $30.42 347 $10,554.01 — — —
🔴 SELL Mar 27, 2026 1:50pm ET $28.41 347 $9,856.54 $9,885.27 $-697.47
(-6.6%) 		⏰ 30 Day Max
10d held
23 🟢 BUY Mar 30, 2026 3:25pm ET $28.81 343 $9,880.12 — — —
🔴 SELL Apr 9, 2026 3:25pm ET $28.25 343 $9,688.04 $9,693.19 $-192.08
(-1.9%) 		⏰ 30 Day Max
10d held
24 🟢 BUY Apr 10, 2026 3:25pm ET $27.89 347 $9,677.83 — — —
🔴 SELL Apr 16, 2026 3:20pm ET $29.28 347 $10,161.89 $10,177.26 +$484.07
(+5.0%) 		🎯 +5% Target
6d held
25 🟢 BUY Apr 20, 2026 1:35pm ET $29.95 339 $10,154.74 — — —
🔴 SELL Apr 23, 2026 10:00am ET $31.46 339 $10,664.47 $10,686.98 +$509.72
(+5.0%) 		🎯 +5% Target
2.9d held
26 🟢 BUY Apr 24, 2026 1:00pm ET $28.30 377 $10,667.22 — — —
🔴 SELL May 4, 2026 1:00pm ET $26.94 377 $10,158.26 $10,178.03 $-508.95
(-4.8%) 		⏰ 30 Day Max
10d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $10,178.03
Net Profit/Loss: +$178.03
Total Return: +1.78%
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