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

Reversion's Analysis

2024-01-02 00:00:00+00 to 2026-05-06 13:50:00+00 • 16 trades executed

-3.66%
2 Years Return
$9,727.85
Current Value
57%
Win Rate
$10,097.79
Period Start
Login to Apply
PHASE 0: RANGING
🔄 Transitioning
Signals generated 2026-05-06 09:52:02

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)
49.4 neutral
20d Trend
-5.1%
5d Trend
+1.5%
EMA20 Dist
+0.1%
ATR%
2.3%
Range Pos
39%
Bounce Ratio
2.4×
Green/Red 10d
4/6
🌍 Geophysical Tilt: Storm regime: volume-spike & macro strategies historically +3% differential. Sentiment strategies struggle.

Strategy Score Scored May 6, 2026

9
Lifetime
Confidence: 71%

Quality Components

Return-to-Risk
0.0/35
Total Return
0.0/25
Win Rate
6.1/15
Profit Factor
0.0/15
Consistency
6.0/10
Raw Quality 12.1/100
× Confidence 0.71 = 8.6

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 (71%) 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
42,587
Timeframe
5-Minute Bars
Date Range
2024-05-06 → 2026-05-06
Trading Days
512 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
$10,097.79
Current Value
$9,727.85
Total P&L
$-369.94
Max Drawdown
-2.1%
Sharpe Ratio
-0.12

Trade Statistics

Total Trades
14
Winners / Losers
8 / 6
Best Trade
+3.46%
Worst Trade
-5.06%
Avg Trade Return
-0.25%
Avg Hold Time
3.4d

💰 Trading Cost Analysis (Alpaca Fees)

Asset Type
📈 Stock
Fee Rate
FREE
Total Volume
$78,471.80
Estimated Fees
$0.00
Gross P&L
$-369.94
Net P&L (after fees)
$-369.94
Gross Return
-3.66%
Net Return (after fees)
-3.66%

✅ 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

📈 MA 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: 512 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 $10,097.79 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 27, 2024 9:30am ET $442.43 0 $0.00 — — —
🔴 SELL Jun 27, 2024 11:15am ET $446.89 0 $0.00 $10,195.91 +$98.12
(+1.0%) 		🎯 +5% Target
0m held
2 🟢 BUY Jul 10, 2024 9:35am ET $435.62 0 $0.00 — — —
🔴 SELL Jul 11, 2024 9:35am ET $431.86 0 $0.00 $10,109.43 $-86.48
(-0.9%) 		END_OF_DAY
0m held
3 🟢 BUY Jul 24, 2024 9:30am ET $430.72 0 $0.00 — — —
🔴 SELL Jul 24, 2024 2:25pm ET $435.56 0 $0.00 $10,220.75 +$111.32
(+1.1%) 		🎯 +5% Target
0m held
4 🟢 BUY Oct 31, 2024 10:25am ET $502.63 0 $0.00 — — —
🔴 SELL Nov 1, 2024 10:25am ET $506.97 0 $0.00 $10,307.55 +$86.80
(+0.9%) 		END_OF_DAY
0m held
5 🟢 BUY Apr 4, 2025 9:30am ET $518.79 0 $0.00 — — —
🔴 SELL Apr 4, 2025 10:45am ET $507.90 0 $0.00 $10,100.64 $-206.91
(-2.1%) 		🛑 -10% Stop
0m held
6 🟢 BUY Apr 7, 2025 9:30am ET $475.66 0 $0.00 — — —
🔴 SELL Apr 7, 2025 10:10am ET $492.10 0 $0.00 $10,445.78 +$345.14
(+3.5%) 		🎯 +5% Target
0m held
7 🟢 BUY Apr 8, 2025 3:45pm ET $471.89 0 $0.00 — — —
🔴 SELL Apr 8, 2025 3:50pm ET $478.19 0 $0.00 $10,584.27 +$138.49
(+1.3%) 		🎯 +5% Target
0m held
8 🟢 BUY Jun 13, 2025 9:30am ET $560.70 0 $0.00 — — —
🔴 SELL Jun 16, 2025 9:30am ET $569.17 0 $0.00 $10,736.73 +$152.46
(+1.5%) 		🎯 +5% Target
0m held
9 🟢 BUY Jan 12, 2026 9:30am ET $556.93 0 $0.00 — — —
🔴 SELL Jan 12, 2026 10:30am ET $563.02 0 $0.00 $10,852.35 +$115.62
(+1.1%) 		🎯 +5% Target
0m held
10 🟢 BUY Jan 13, 2026 9:30am ET $551.94 0 $0.00 — — —
🔴 SELL Jan 13, 2026 10:10am ET $540.20 0 $0.00 $10,629.29 $-223.06
(-2.1%) 		🛑 -10% Stop
0m held
11 🟢 BUY Mar 6, 2026 9:40am ET $516.60 20 $10,332.00 — — —
🔴 SELL Mar 16, 2026 10:40am ET $504.03 20 $10,080.60 $10,377.89 $-251.40
(-2.4%) 		⏰ 30 Day Max
10d held
12 🟢 BUY Mar 17, 2026 12:00pm ET $509.95 20 $10,199.01 — — —
🔴 SELL Mar 27, 2026 12:00pm ET $484.17 20 $9,683.30 $9,862.18 $-515.71
(-5.1%) 		⏰ 30 Day Max
10d held
13 🟢 BUY Apr 1, 2026 9:35am ET $496.21 19 $9,427.99 — — —
🔴 SELL Apr 13, 2026 9:30am ET $497.70 19 $9,456.30 $9,890.49 +$28.31
(+0.3%) 		⏰ 30 Day Max
12d held
14 🟢 BUY Apr 14, 2026 12:50pm ET $511.98 19 $9,727.62 — — —
🔴 SELL Apr 24, 2026 12:50pm ET $503.42 19 $9,564.98 $9,727.85 $-162.64
(-1.7%) 		⏰ 30 Day Max
10d held
Started with: $10,000.00
Total Invested: $10,000.00
Ended with: $9,727.85
Net Profit/Loss: $-272.15
Total Return: -2.72%
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