LLY Reversion's Analysis
2024-01-02 00:00:00+00 to 2026-05-05 19:55:00+00 • 58 trades executed
-2.32%
2 Years Return
$9,895.54
Current Value
54%
Win Rate
$10,071.48
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)
47.7 neutral
20d Trend
-3.6%
5d Trend
+0.1%
EMA20 Dist
-1.1%
ATR%
3.7%
Range Pos
72%
Bounce Ratio
1.5×
Green/Red 10d
5/5
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.
Strategy Score Scored May 5, 2026
10
Lifetime
Confidence: 89%
Quality Components
Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
5.7/15
Profit Factor
0.0/15
Consistency
5.4/10
Raw Quality
11.1/100
× Confidence 0.89
= 9.8
30-Day Momentum
9
+1.8%
30d Return
33%
Win Rate
3
Trades
1.3×
Profit Factor
Quality: 14.3
Conf: 0.61×
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 (89%) 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
52,827
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-05
Trading Days
529 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
$10,071.48
Current Value
$9,895.54
Total P&L
$-233.82
Max Drawdown
-19.7%
Sharpe Ratio
0.00
Trade Statistics
Total Trades
52
Winners / Losers
28 /
24
Best Trade
+8.65%
Worst Trade
-3.61%
Avg Trade Return
-0.01%
Avg Hold Time
1.3d
💰 Trading Cost Analysis (Alpaca Fees)
Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$92,621.71
Estimated Fees
$0.00
Gross P&L
$-233.82
Net P&L (after fees)
$-233.82
Gross Return
-2.32%
Net Return (after fees)
-2.32%
✅ 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
📈 LLY 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: 529 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 $10,071.48 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 3, 2024 9:35am ET | $740.85 | 0 | $0.00 | — | — | — |
| 🔴 SELL | May 6, 2024 9:35am ET | $745.30 | 0 | $0.00 | $10,129.36 |
+$57.88 (+0.6%) |
END_OF_DAY
0m held |
|
| 2 | 🟢 BUY | Jun 20, 2024 1:35pm ET | $870.49 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jun 20, 2024 2:00pm ET | $880.88 | 0 | $0.00 | $10,243.71 |
+$114.35 (+1.2%) |
🎯 +5% Target
0m held |
|
| 3 | 🟢 BUY | Jul 2, 2024 9:30am ET | $891.19 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jul 2, 2024 10:50am ET | $900.55 | 0 | $0.00 | $10,346.67 |
+$102.96 (+1.1%) |
🎯 +5% Target
0m held |
|
| 4 | 🟢 BUY | Jul 17, 2024 9:30am ET | $909.95 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jul 17, 2024 9:35am ET | $920.56 | 0 | $0.00 | $10,463.35 |
+$116.68 (+1.2%) |
🎯 +5% Target
0m held |
|
| 5 | 🟢 BUY | Jul 18, 2024 9:50am ET | $886.00 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jul 18, 2024 10:40am ET | $867.64 | 0 | $0.00 | $10,261.39 |
$-201.96 (-2.1%) |
🛑 -10% Stop
0m held |
|
| 6 | 🟢 BUY | Jul 25, 2024 9:35am ET | $829.46 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jul 25, 2024 9:40am ET | $839.53 | 0 | $0.00 | $10,382.23 |
+$120.84 (+1.2%) |
🎯 +5% Target
0m held |
|
| 7 | 🟢 BUY | Jul 30, 2024 10:40am ET | $791.34 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jul 31, 2024 9:55am ET | $801.68 | 0 | $0.00 | $10,516.65 |
+$134.42 (+1.3%) |
🎯 +5% Target
0m held |
|
| 8 | 🟢 BUY | Aug 2, 2024 9:30am ET | $809.95 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 2, 2024 10:35am ET | $789.25 | 0 | $0.00 | $10,268.25 |
$-248.40 (-2.6%) |
🛑 -10% Stop
0m held |
|
| 9 | 🟢 BUY | Aug 5, 2024 9:30am ET | $757.23 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 5, 2024 9:35am ET | $772.00 | 0 | $0.00 | $10,460.26 |
+$192.01 (+1.9%) |
🎯 +5% Target
0m held |
|
| 10 | 🟢 BUY | Aug 7, 2024 9:30am ET | $768.82 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 7, 2024 9:40am ET | $780.29 | 0 | $0.00 | $10,609.37 |
+$149.11 (+1.5%) |
🎯 +5% Target
0m held |
|
| 11 | 🟢 BUY | Sep 5, 2024 9:40am ET | $922.11 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Sep 6, 2024 9:40am ET | $917.52 | 0 | $0.00 | $10,558.88 |
$-50.49 (-0.5%) |
END_OF_DAY
0m held |
|
| 12 | 🟢 BUY | Sep 27, 2024 9:30am ET | $885.00 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Sep 30, 2024 9:30am ET | $878.18 | 0 | $0.00 | $10,483.80 |
$-75.08 (-0.8%) |
END_OF_DAY
0m held |
|
| 13 | 🟢 BUY | Oct 30, 2024 9:30am ET | $791.55 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Oct 30, 2024 9:35am ET | $773.09 | 0 | $0.00 | $10,243.85 |
$-239.95 (-2.3%) |
🛑 -10% Stop
0m held |
|
| 14 | 🟢 BUY | Nov 6, 2024 9:45am ET | $781.06 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 7, 2024 9:30am ET | $789.31 | 0 | $0.00 | $10,351.17 |
+$107.32 (+1.1%) |
🎯 +5% Target
0m held |
|
| 15 | 🟢 BUY | Nov 15, 2024 9:30am ET | $763.07 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 15, 2024 3:40pm ET | $747.06 | 0 | $0.00 | $10,143.10 |
$-208.07 (-2.1%) |
🛑 -10% Stop
0m held |
|
| 16 | 🟢 BUY | Nov 18, 2024 9:30am ET | $727.24 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 19, 2024 9:30am ET | $725.15 | 0 | $0.00 | $10,115.99 |
$-27.11 (-0.3%) |
END_OF_DAY
0m held |
|
| 17 | 🟢 BUY | Dec 9, 2024 10:00am ET | $806.94 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Dec 10, 2024 10:00am ET | $808.51 | 0 | $0.00 | $10,134.83 |
+$18.84 (+0.2%) |
END_OF_DAY
0m held |
|
| 18 | 🟢 BUY | Jan 14, 2025 9:30am ET | $769.00 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 14, 2025 9:40am ET | $745.81 | 0 | $0.00 | $9,833.29 |
$-301.54 (-3.0%) |
🛑 -10% Stop
0m held |
|
| 19 | 🟢 BUY | Mar 7, 2025 10:40am ET | $882.04 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 7, 2025 11:40am ET | $863.94 | 0 | $0.00 | $9,634.13 |
$-199.16 (-2.0%) |
🛑 -10% Stop
0m held |
|
| 20 | 🟢 BUY | Mar 10, 2025 9:55am ET | $847.95 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 10, 2025 3:05pm ET | $830.80 | 0 | $0.00 | $9,445.46 |
$-188.67 (-2.0%) |
🛑 -10% Stop
0m held |
|
| 21 | 🟢 BUY | Mar 13, 2025 9:55am ET | $801.00 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 14, 2025 9:35am ET | $810.29 | 0 | $0.00 | $9,547.64 |
+$102.18 (+1.2%) |
🎯 +5% Target
0m held |
|
| 22 | 🟢 BUY | Mar 31, 2025 9:30am ET | $797.65 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Mar 31, 2025 10:05am ET | $808.12 | 0 | $0.00 | $9,662.87 |
+$115.23 (+1.3%) |
🎯 +5% Target
0m held |
|
| 23 | 🟢 BUY | Apr 4, 2025 9:30am ET | $762.74 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 4, 2025 10:40am ET | $745.90 | 0 | $0.00 | $9,460.85 |
$-202.02 (-2.2%) |
🛑 -10% Stop
0m held |
|
| 24 | 🟢 BUY | Apr 7, 2025 9:30am ET | $698.36 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 7, 2025 9:40am ET | $683.20 | 0 | $0.00 | $9,263.70 |
$-197.15 (-2.2%) |
🛑 -10% Stop
0m held |
|
| 25 | 🟢 BUY | Apr 9, 2025 9:30am ET | $706.09 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 9, 2025 10:55am ET | $691.10 | 0 | $0.00 | $9,068.83 |
$-194.87 (-2.1%) |
🛑 -10% Stop
0m held |
|
| 26 | 🟢 BUY | Apr 16, 2025 9:45am ET | $739.45 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 16, 2025 11:25am ET | $747.06 | 0 | $0.00 | $9,160.15 |
+$91.32 (+1.0%) |
🎯 +5% Target
0m held |
|
| 27 | 🟢 BUY | Apr 21, 2025 9:30am ET | $830.81 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Apr 21, 2025 1:35pm ET | $814.12 | 0 | $0.00 | $8,976.51 |
$-183.64 (-2.0%) |
🛑 -10% Stop
0m held |
|
| 28 | 🟢 BUY | May 1, 2025 9:30am ET | $833.68 | 0 | $0.00 | — | — | — |
| 🔴 SELL | May 1, 2025 10:25am ET | $842.12 | 0 | $0.00 | $9,060.91 |
+$84.40 (+1.0%) |
🎯 +5% Target
0m held |
|
| 29 | 🟢 BUY | May 6, 2025 9:45am ET | $802.65 | 0 | $0.00 | — | — | — |
| 🔴 SELL | May 6, 2025 12:40pm ET | $785.29 | 0 | $0.00 | $8,869.95 |
$-190.96 (-2.2%) |
🛑 -10% Stop
0m held |
|
| 30 | 🟢 BUY | May 8, 2025 9:30am ET | $759.13 | 0 | $0.00 | — | — | — |
| 🔴 SELL | May 8, 2025 9:50am ET | $742.05 | 0 | $0.00 | $8,682.02 |
$-187.93 (-2.2%) |
🛑 -10% Stop
0m held |
|
| 31 | 🟢 BUY | May 14, 2025 10:40am ET | $730.80 | 0 | $0.00 | — | — | — |
| 🔴 SELL | May 14, 2025 1:40pm ET | $716.12 | 0 | $0.00 | $8,520.49 |
$-161.53 (-2.0%) |
🛑 -10% Stop
0m held |
|
| 32 | 🟢 BUY | Jun 20, 2025 9:35am ET | $763.31 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jun 23, 2025 9:30am ET | $790.00 | 0 | $0.00 | $8,814.03 |
+$293.54 (+3.5%) |
MEAN_REVERSION
0m held |
|
| 33 | 🟢 BUY | Jul 8, 2025 1:00pm ET | $773.02 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jul 8, 2025 1:35pm ET | $781.14 | 0 | $0.00 | $8,903.30 |
+$89.27 (+1.1%) |
🎯 +5% Target
0m held |
|
| 34 | 🟢 BUY | Jul 15, 2025 10:50am ET | $775.77 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jul 16, 2025 9:55am ET | $783.77 | 0 | $0.00 | $8,991.33 |
+$88.03 (+1.0%) |
🎯 +5% Target
0m held |
|
| 35 | 🟢 BUY | Jul 29, 2025 9:30am ET | $760.63 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jul 29, 2025 9:55am ET | $768.81 | 0 | $0.00 | $9,081.31 |
+$89.98 (+1.1%) |
🎯 +5% Target
0m held |
|
| 36 | 🟢 BUY | Aug 7, 2025 9:30am ET | $661.20 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 7, 2025 9:45am ET | $645.60 | 0 | $0.00 | $8,878.51 |
$-202.80 (-2.4%) |
🛑 -10% Stop
0m held |
|
| 37 | 🟢 BUY | Aug 8, 2025 10:30am ET | $630.19 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Aug 8, 2025 1:05pm ET | $636.57 | 0 | $0.00 | $8,967.83 |
+$89.32 (+1.0%) |
🎯 +5% Target
0m held |
|
| 38 | 🟢 BUY | Sep 5, 2025 9:55am ET | $725.22 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Sep 8, 2025 9:55am ET | $724.40 | 0 | $0.00 | $8,958.05 |
$-9.78 (-0.1%) |
END_OF_DAY
0m held |
|
| 39 | 🟢 BUY | Oct 17, 2025 9:30am ET | $794.00 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Oct 17, 2025 3:10pm ET | $802.74 | 0 | $0.00 | $9,054.14 |
+$96.09 (+1.1%) |
🎯 +5% Target
0m held |
|
| 40 | 🟢 BUY | Nov 7, 2025 9:35am ET | $914.77 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 7, 2025 3:55pm ET | $924.47 | 0 | $0.00 | $9,141.44 |
+$87.30 (+1.1%) |
🎯 +5% Target
0m held |
|
| 41 | 🟢 BUY | Nov 28, 2025 9:45am ET | $1,068.74 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Nov 28, 2025 10:25am ET | $1,079.82 | 0 | $0.00 | $9,230.08 |
+$88.64 (+1.0%) |
🎯 +5% Target
0m held |
|
| 42 | 🟢 BUY | Jan 2, 2026 9:30am ET | $1,054.48 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 2, 2026 9:45am ET | $1,066.76 | 0 | $0.00 | $9,328.32 |
+$98.24 (+1.2%) |
🎯 +5% Target
0m held |
|
| 43 | 🟢 BUY | Jan 5, 2026 10:00am ET | $1,048.07 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 6, 2026 9:50am ET | $1,062.80 | 0 | $0.00 | $9,446.12 |
+$117.80 (+1.4%) |
🎯 +5% Target
0m held |
|
| 44 | 🟢 BUY | Jan 15, 2026 9:35am ET | $1,046.63 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 15, 2026 10:10am ET | $1,023.11 | 0 | $0.00 | $9,234.39 |
$-211.73 (-2.2%) |
🛑 -10% Stop
0m held |
|
| 45 | 🟢 BUY | Jan 23, 2026 9:30am ET | $1,066.58 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Jan 23, 2026 9:40am ET | $1,077.37 | 0 | $0.00 | $9,320.71 |
+$86.32 (+1.0%) |
🎯 +5% Target
0m held |
|
| 46 | 🟢 BUY | Feb 3, 2026 12:30pm ET | $1,003.31 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 4, 2026 9:30am ET | $1,090.07 | 0 | $0.00 | $10,101.55 |
+$780.84 (+8.7%) |
MEAN_REVERSION
0m held |
|
| 47 | 🟢 BUY | Feb 5, 2026 9:30am ET | $1,048.31 | 0 | $0.00 | — | — | — |
| 🔴 SELL | Feb 5, 2026 10:40am ET | $1,024.88 | 0 | $0.00 | $9,890.63 |
$-210.92 (-2.2%) |
🛑 -10% Stop
0m held |
|
| 48 | 🟢 BUY | Mar 6, 2026 9:40am ET | $967.49 | 10 | $9,674.90 | — | — | — |
| 🔴 SELL | Mar 16, 2026 10:40am ET | $983.49 | 10 | $9,834.90 | $10,050.63 |
+$160.00 (+1.7%) |
⏰ 30 Day Max
10d held |
|
| 49 | 🟢 BUY | Mar 18, 2026 9:35am ET | $922.11 | 10 | $9,221.10 | — | — | — |
| 🔴 SELL | Mar 30, 2026 9:30am ET | $888.80 | 10 | $8,888.00 | $9,717.53 |
$-333.10 (-3.6%) |
⏰ 30 Day Max
12d held |
|
| 50 | 🟢 BUY | Apr 2, 2026 9:30am ET | $940.00 | 10 | $9,400.00 | — | — | — |
| 🔴 SELL | Apr 13, 2026 9:30am ET | $934.65 | 10 | $9,346.51 | $9,664.04 |
$-53.49 (-0.6%) |
⏰ 30 Day Max
11d held |
|
| 51 | 🟢 BUY | Apr 14, 2026 9:30am ET | $921.77 | 10 | $9,217.70 | — | — | — |
| 🔴 SELL | Apr 24, 2026 9:30am ET | $900.42 | 10 | $9,004.20 | $9,450.54 |
$-213.50 (-2.3%) |
⏰ 30 Day Max
10d held |
|
| 52 | 🟢 BUY | Apr 27, 2026 1:35pm ET | $879.47 | 10 | $8,794.70 | — | — | — |
| 🔴 SELL | Apr 30, 2026 10:15am ET | $923.97 | 10 | $9,239.70 | $9,895.54 |
+$445.00 (+5.1%) |
🎯 +5% Target
2.9d held |
Started with: $10,000.00
Total Invested:
$10,000.00
Ended with:
$9,895.54
Net Profit/Loss:
$-104.46
Total Return:
-1.04%