GS Reversion's Analysis
2024-01-02 00:00:00+00 to 2026-05-05 19:55:00+00 • 44 trades executed
+28.78%
2 Years Return
$12,874.70
Current Value
64%
Win Rate
$9,997.63
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)
36.7 neutral
20d Trend
-7.0%
5d Trend
-5.4%
EMA20 Dist
-4.4%
ATR%
3.0%
Range Pos
59%
Bounce Ratio
0.5×
Green/Red 10d
4/6
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 5, 2026
39
Lifetime
Confidence: 85%
Quality Components
Return-to-Risk
11.1/35
Total Return
12.2/25
Win Rate
8.9/15
Profit Factor
6.8/15
Consistency
6.5/10
Raw Quality
45.5/100
× Confidence 0.85
= 38.6
30-Day Momentum
49
+11.1%
30d Return
75%
Win Rate
4
Trades
10.0×
Profit Factor
Quality: 73.4
Conf: 0.66×
Steady (+10 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 (85%) 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
46,474
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-05
Trading Days
520 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
$9,997.63
Current Value
$12,874.70
Total P&L
$2,877.07
Max Drawdown
-9.1%
Sharpe Ratio
0.32
Trade Statistics
Total Trades
42
Winners / Losers
27 /
15
Best Trade
+5.73%
Worst Trade
-2.36%
Avg Trade Return
+0.66%
Avg Hold Time
1.6d
💰 Trading Cost Analysis (Alpaca Fees)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$135,279.33
Estimated Fees
$0.00
Gross P&L
$2,877.07
Net P&L (after fees)
$2,877.07
Gross Return
+28.78%
Net Return (after fees)
+28.78%
✅ 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
📈 GS 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: 520 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 $9,997.63 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 | Jun 11, 2024 9:30am ET | $444.35 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jun 12, 2024 9:30am ET | $453.66 | 0 | $0.00 | $10,202.45 |
+$204.82 (+2.1%) |
MEAN_REVERSION
0m held |
|
| 2 | 🟢 BUY | Jun 27, 2024 9:45am ET | $443.97 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jun 27, 2024 10:15am ET | $448.47 | 0 | $0.00 | $10,301.45 |
+$99.00 (+1.0%) |
🎯 +5% Target
0m held |
|
| 3 | 🟢 BUY | Aug 2, 2024 10:10am ET | $483.83 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 2, 2024 12:30pm ET | $473.41 | 0 | $0.00 | $10,082.63 |
$-218.82 (-2.1%) |
🛑 -10% Stop
0m held |
|
| 4 | 🟢 BUY | Aug 5, 2024 9:30am ET | $440.28 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 5, 2024 9:40am ET | $445.56 | 0 | $0.00 | $10,198.79 |
+$116.16 (+1.2%) |
🎯 +5% Target
0m held |
|
| 5 | 🟢 BUY | Sep 3, 2024 10:00am ET | $492.17 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Sep 4, 2024 10:00am ET | $489.57 | 0 | $0.00 | $10,146.79 |
$-52.00 (-0.5%) |
END_OF_DAY
0m held |
|
| 6 | 🟢 BUY | Sep 10, 2024 9:30am ET | $477.34 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Sep 10, 2024 10:15am ET | $467.44 | 0 | $0.00 | $9,938.89 |
$-207.90 (-2.1%) |
🛑 -10% Stop
0m held |
|
| 7 | 🟢 BUY | Dec 18, 2024 3:35pm ET | $547.59 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Dec 19, 2024 9:30am ET | $564.49 | 0 | $0.00 | $10,243.00 |
+$304.11 (+3.1%) |
MEAN_REVERSION
0m held |
|
| 8 | 🟢 BUY | Jan 7, 2025 10:00am ET | $571.48 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 7, 2025 11:00am ET | $577.88 | 0 | $0.00 | $10,351.80 |
+$108.80 (+1.1%) |
🎯 +5% Target
0m held |
|
| 9 | 🟢 BUY | Jan 10, 2025 10:00am ET | $562.88 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 13, 2025 10:00am ET | $561.81 | 0 | $0.00 | $10,332.54 |
$-19.26 (-0.2%) |
END_OF_DAY
0m held |
|
| 10 | 🟢 BUY | Jan 21, 2025 9:35am ET | $611.05 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 21, 2025 9:45am ET | $619.58 | 0 | $0.00 | $10,469.07 |
+$136.53 (+1.4%) |
🎯 +5% Target
0m held |
|
| 11 | 🟢 BUY | Feb 3, 2025 9:35am ET | $624.75 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 3, 2025 10:20am ET | $631.36 | 0 | $0.00 | $10,574.83 |
+$105.76 (+1.1%) |
🎯 +5% Target
0m held |
|
| 12 | 🟢 BUY | Feb 20, 2025 10:05am ET | $650.46 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 20, 2025 10:45am ET | $637.44 | 0 | $0.00 | $10,366.43 |
$-208.40 (-2.0%) |
🛑 -10% Stop
0m held |
|
| 13 | 🟢 BUY | Feb 25, 2025 9:50am ET | $614.86 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 26, 2025 9:45am ET | $621.20 | 0 | $0.00 | $10,467.95 |
+$101.52 (+1.0%) |
🎯 +5% Target
0m held |
|
| 14 | 🟢 BUY | Mar 4, 2025 9:30am ET | $583.16 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 4, 2025 10:15am ET | $570.47 | 0 | $0.00 | $10,252.22 |
$-215.73 (-2.2%) |
🛑 -10% Stop
0m held |
|
| 15 | 🟢 BUY | Mar 6, 2025 9:30am ET | $576.71 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 6, 2025 10:00am ET | $582.47 | 0 | $0.00 | $10,350.28 |
+$98.06 (+1.0%) |
🎯 +5% Target
0m held |
|
| 16 | 🟢 BUY | Mar 10, 2025 9:30am ET | $541.55 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 10, 2025 1:00pm ET | $529.71 | 0 | $0.00 | $10,125.28 |
$-225.00 (-2.2%) |
🛑 -10% Stop
0m held |
|
| 17 | 🟢 BUY | Mar 27, 2025 9:30am ET | $559.97 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 28, 2025 9:30am ET | $556.90 | 0 | $0.00 | $10,070.11 |
$-55.17 (-0.6%) |
END_OF_DAY
0m held |
|
| 18 | 🟢 BUY | Apr 3, 2025 9:30am ET | $526.38 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 3, 2025 10:05am ET | $514.44 | 0 | $0.00 | $9,843.35 |
$-226.76 (-2.3%) |
🛑 -10% Stop
0m held |
|
| 19 | 🟢 BUY | Apr 4, 2025 9:30am ET | $487.30 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 4, 2025 10:00am ET | $475.82 | 0 | $0.00 | $9,613.75 |
$-229.60 (-2.4%) |
🛑 -10% Stop
0m held |
|
| 20 | 🟢 BUY | Apr 7, 2025 9:30am ET | $449.72 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 7, 2025 10:10am ET | $475.48 | 0 | $0.00 | $10,154.61 |
+$540.86 (+5.7%) |
MEAN_REVERSION
0m held |
|
| 21 | 🟢 BUY | Apr 10, 2025 9:30am ET | $497.51 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 10, 2025 11:45am ET | $487.31 | 0 | $0.00 | $9,950.61 |
$-204.00 (-2.0%) |
🛑 -10% Stop
0m held |
|
| 22 | 🟢 BUY | Apr 30, 2025 9:30am ET | $534.65 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 30, 2025 11:00am ET | $541.00 | 0 | $0.00 | $10,064.82 |
+$114.21 (+1.2%) |
🎯 +5% Target
0m held |
|
| 23 | 🟢 BUY | May 6, 2025 9:30am ET | $550.88 | 0 | $0.00 | — | — | — |
| 🔴 SELL | May 6, 2025 12:10pm ET | $557.19 | 0 | $0.00 | $10,178.40 |
+$113.58 (+1.1%) |
🎯 +5% Target
0m held |
|
| 24 | 🟢 BUY | May 19, 2025 11:10am ET | $600.32 | 0 | $0.00 | — | — | — |
| 🔴 SELL | May 19, 2025 11:35am ET | $606.35 | 0 | $0.00 | $10,274.96 |
+$96.56 (+1.0%) |
🎯 +5% Target
0m held |
|
| 25 | 🟢 BUY | Aug 1, 2025 9:30am ET | $702.86 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 1, 2025 10:30am ET | $710.36 | 0 | $0.00 | $10,379.96 |
+$105.00 (+1.1%) |
🎯 +5% Target
0m held |
|
| 26 | 🟢 BUY | Sep 2, 2025 9:30am ET | $723.00 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Sep 2, 2025 9:50am ET | $730.91 | 0 | $0.00 | $10,490.70 |
+$110.74 (+1.1%) |
🎯 +5% Target
0m held |
|
| 27 | 🟢 BUY | Oct 10, 2025 11:30am ET | $765.07 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Oct 13, 2025 9:30am ET | $782.35 | 0 | $0.00 | $10,715.34 |
+$224.64 (+2.3%) |
MEAN_REVERSION
0m held |
|
| 28 | 🟢 BUY | Oct 14, 2025 9:30am ET | $757.47 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Oct 14, 2025 10:35am ET | $767.90 | 0 | $0.00 | $10,861.23 |
+$145.89 (+1.4%) |
🎯 +5% Target
0m held |
|
| 29 | 🟢 BUY | Nov 14, 2025 9:30am ET | $781.30 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 14, 2025 9:55am ET | $791.22 | 0 | $0.00 | $10,990.19 |
+$128.96 (+1.3%) |
🎯 +5% Target
0m held |
|
| 30 | 🟢 BUY | Nov 20, 2025 11:55am ET | $786.94 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 21, 2025 9:35am ET | $770.98 | 0 | $0.00 | $10,782.71 |
$-207.48 (-2.0%) |
🛑 -10% Stop
0m held |
|
| 31 | 🟢 BUY | Nov 21, 2025 9:40am ET | $761.30 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 21, 2025 11:55am ET | $771.05 | 0 | $0.00 | $10,919.21 |
+$136.50 (+1.3%) |
🎯 +5% Target
0m held |
|
| 32 | 🟢 BUY | Jan 23, 2026 9:30am ET | $926.06 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 26, 2026 9:30am ET | $928.81 | 0 | $0.00 | $10,949.46 |
+$30.25 (+0.3%) |
END_OF_DAY
0m held |
|
| 33 | 🟢 BUY | Feb 4, 2026 10:00am ET | $910.54 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 4, 2026 10:10am ET | $922.00 | 0 | $0.00 | $11,086.98 |
+$137.52 (+1.3%) |
🎯 +5% Target
0m held |
|
| 34 | 🟢 BUY | Feb 5, 2026 10:10am ET | $882.84 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 5, 2026 11:20am ET | $893.27 | 0 | $0.00 | $11,212.08 |
+$125.10 (+1.2%) |
🎯 +5% Target
0m held |
|
| 35 | 🟢 BUY | Feb 12, 2026 11:00am ET | $934.36 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 12, 2026 11:35am ET | $915.63 | 0 | $0.00 | $11,006.05 |
$-206.03 (-2.0%) |
🛑 -10% Stop
0m held |
|
| 36 | 🟢 BUY | Feb 13, 2026 9:30am ET | $883.36 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 13, 2026 10:05am ET | $896.10 | 0 | $0.00 | $11,158.93 |
+$152.88 (+1.4%) |
🎯 +5% Target
0m held |
|
| 37 | 🟢 BUY | Mar 6, 2026 9:30am ET | $811.00 | 13 | $10,543.00 | — | — | — |
| 🔴 SELL | Mar 16, 2026 10:30am ET | $802.14 | 13 | $10,427.79 | $11,043.72 |
$-115.21 (-1.1%) |
⏰ 30 Day Max
10d held |
|
| 38 | 🟢 BUY | Mar 17, 2026 2:30pm ET | $805.29 | 13 | $10,468.77 | — | — | — |
| 🔴 SELL | Mar 23, 2026 11:05am ET | $847.45 | 13 | $11,016.79 | $11,591.73 |
+$548.01 (+5.2%) |
🎯 +5% Target
5.9d held |
|
| 39 | 🟢 BUY | Mar 24, 2026 1:00pm ET | $834.11 | 13 | $10,843.43 | — | — | — |
| 🔴 SELL | Apr 6, 2026 9:30am ET | $864.76 | 13 | $11,241.88 | $11,990.18 |
+$398.45 (+3.7%) |
⏰ 30 Day Max
12.9d held |
|
| 40 | 🟢 BUY | Apr 7, 2026 9:30am ET | $857.36 | 13 | $11,145.68 | — | — | — |
| 🔴 SELL | Apr 8, 2026 9:30am ET | $905.24 | 13 | $11,768.12 | $12,612.62 |
+$622.44 (+5.6%) |
🎯 +5% Target
1d held |
|
| 41 | 🟢 BUY | Apr 10, 2026 9:30am ET | $903.37 | 13 | $11,743.81 | — | — | — |
| 🔴 SELL | Apr 20, 2026 9:30am ET | $923.93 | 13 | $12,011.09 | $12,879.90 |
+$267.28 (+2.3%) |
⏰ 30 Day Max
10d held |
|
| 42 | 🟢 BUY | Apr 21, 2026 1:05pm ET | $925.93 | 13 | $12,037.09 | — | — | — |
| 🔴 SELL | May 1, 2026 1:05pm ET | $925.53 | 13 | $12,031.89 | $12,874.70 |
$-5.20 (-0.0%) |
⏰ 30 Day Max
10d held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$12,874.70
Net Profit/Loss:
+$2,874.70
Total Return:
+28.75%