FILTRIX Logo FILTRIX Find Your Edge →

Latest signal:

ABR Stock Analysis

Data source: Trade-Ideas Alerts | 46 alerts analyzed | Backtest period: 2022-03-18 → 2024-08-16

⚠️ Small sample size (46 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Arbor Realty Trust, Inc. REAL ESTATE INVESTMENT TRUSTS (SIC 6798)
📍 NYSE 📅 IPO: Apr 07, 2004 🔗 www.arbor.com
💰 Market Cap: $1.51B 👥 Employees: 659
Arbor Realty Trust Inc is a specialized real estate finance company. It invests in a diversified portfolio of structured finance assets in the multifamily and commercial real estate markets, consisting of bridge and mezzanine loans, including junior participating interests in first mortgages, preferred, and direct equity. In addition, it may also directly acquire real property and invest in real estate-related notes and certain mortgage-related securities. The company has two business segments, Structured Business and Agency Business. It generates a majority of its revenue from the Structured Business Segment. The company is externally managed and advised by Arbor Commercial Mortgage, LLC.
📊
46
Total Alerts
🎯
52.2%
Win Rate (EOD)
💰
+0.04%
Avg Gain (EOD)
🚀
+2.15%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 41.3%
Avg Gain: -0.16%
Avg Winner: +0.91%
Avg Loser: -0.99%
Best: +2.82%
Worst: -3.06%
Trades: 19/25

15MIN

Win Rate: 41.3%
Avg Gain: -0.15%
Avg Winner: +1.06%
Avg Loser: -1.00%
Best: +6.34%
Worst: -3.55%
Trades: 19/27

30MIN

Win Rate: 41.3%
Avg Gain: -0.16%
Avg Winner: +1.28%
Avg Loser: -1.21%
Best: +8.03%
Worst: -3.36%
Trades: 19/26

60MIN

Win Rate: 45.7%
Avg Gain: -0.25%
Avg Winner: +1.17%
Avg Loser: -1.45%
Best: +4.08%
Worst: -3.67%
Trades: 21/25

EOD (End of Day)

Win Rate: 52.2%
Avg Gain: +0.04%
Avg Winner: +2.15%
Avg Loser: -2.26%
Best: +7.31%
Worst: -8.94%
Trades: 24/22

🚀 Max Favorable / Adverse Excursion (MFE/MAE)

Institutional-grade metrics showing the maximum profit potential and risk for each alert.

📈 MFE (Max Profit Potential)

Average MFE: +2.15%
Best MFE: +9.01%
Avg Time to MFE: 157 min

On average, ABR alerts reach +2.15% profit potential within 157 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.12%
Worst MAE: -4.87%
Avg Time to MAE: 17 min

Before reaching MFE, expect an average drawdown of 1.12%.

⚖️ Risk/Reward Ratio

1.92:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 46 alerts, ABR typically reaches +2.15% profit before pulling back. Consider setting profit targets around 1.7% to capture most of the move.

🌅 Premarket Gap Analysis (9:25 → 9:30)

Total Gaps Analyzed 46
Gap Up % 45.7%
Avg Gap -0.05%
Best Gap +2.97%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

How ABR compares to 118 other tickers in the same sector.

5-Min Gain
ABR: -0.16% Sector: -0.14% -0.02%
EOD Gain
ABR: +0.04% Sector: +296893.71% -296893.67%
Avg MFE
ABR: +2.15% Sector: +2.11% +0.03%

📋 Last 20 Alerts

Historical ABR alerts with performance metrics calculated from 1-minute price data. Each row shows the actual price movement at different timeframes after the alert.

Date Time Price 5min 15min 30min 60min EOD MFE MAE Gap Result
2024-08-16 09:27:38 $13.4 -0.78% -0.67% -0.45% -0.67% -0.15% +0.52% -1.19% -0.52% LOSS
2024-08-05 09:25:02 $12.77 +0.94% +0.70% +1.76% +0.87% +3.99% +4.62% -0.94% +1.02% WIN
2024-07-15 09:25:31 $12.45 -1.33% -2.01% +0.80% +2.69% +7.31% +8.27% -3.53% -0.56% LOSS
2024-05-14 09:26:40 $14.2 +2.82% +6.34% +8.03% +4.08% +6.34% +9.01% -0.07% +0.49% WIN
2024-05-08 09:28:46 $13.65 -1.58% -1.03% -1.83% -2.04% -1.10% -0.07% -1.32% -0.07% LOSS
2024-04-17 09:27:35 $12.17 +0.58% +0.53% +0.74% +0.29% -0.16% +1.23% -0.08% +0.66% WIN
2024-04-10 09:25:48 $12.65 -1.42% -0.91% -0.28% +0.28% -2.45% +1.03% -0.71% - LOSS
2024-03-01 09:29:47 $12.99 -1.46% -1.85% -1.71% -0.87% -0.54% -0.15% -2.77% -0.38% LOSS
2024-02-29 09:26:59 $13.32 -0.01% +0.23% -0.23% +0.38% +0.60% +0.83% -0.83% +0.23% LOSS
2024-02-20 09:25:59 $13.87 -0.65% -0.07% -1.51% -2.78% -3.32% +0.61% -1.01% -0.36% LOSS
2024-02-16 09:27:11 $13.63 -0.29% -3.45% -1.80% -1.42% +2.64% +4.18% -4.44% -0.95% LOSS
2024-02-14 09:29:31 $12.38 -1.13% -0.32% -0.44% +0.61% +2.91% +3.47% -1.85% -0.89% LOSS
2024-02-13 09:27:23 $12.32 -0.74% -0.89% -1.95% -0.37% -0.89% +0.81% -1.95% +0.16% LOSS
2023-11-16 09:26:00 $13.38 -3.06% -0.75% -1.98% -3.29% -8.52% - - -1.79% LOSS
2023-11-14 09:28:00 $13.5 - -0.07% -1.19% -0.27% +1.48% +2.22% -1.52% -0.22% -
2023-10-27 09:28:00 $13.2 +2.65% +1.86% +0.38% -3.67% -4.55% +4.47% - +0.91% WIN
2023-10-06 09:28:00 $13.75 -0.22% -0.18% -0.65% -0.58% -0.51% +1.82% -1.56% -0.73% LOSS
2023-09-27 09:29:00 $14.92 -0.20% -0.23% +0.34% +0.40% -0.54% +0.84% -0.82% -0.67% LOSS
2023-08-31 09:27:00 $16.11 +0.37% -0.16% -0.31% +0.22% -0.93% +0.68% -0.68% +0.06% WIN
2023-08-21 09:26:00 $15.0 +0.93% +0.45% +0.33% +0.43% +1.53% +1.80% - +0.67% WIN

Table Metrics Explained:

  • 5min/15min/30min/60min/EOD: Price change at each timeframe (calculated from real minute-by-minute data)
  • MFE: Maximum Favorable Excursion - highest profit potential reached during the day
  • MAE: Maximum Adverse Excursion - worst drawdown experienced before reaching MFE
  • Gap: Premarket price gap from 9:25 AM to 9:30 AM market open
  • Result: WIN if 5min change > 0%, LOSS otherwise

🚀 Beat the 52.2% Baseline on ABR

The 52.2% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push ABR's performance to 75%+.

Optimize ABR Strategy →

Why Analyze ABR with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for ABR. This simulates a true "Gap & Go" entry at pre-market hours (9:25-9:30 AM), avoiding the trap of chasing a stock that has already extended.

💰 Max Potential (MFE) Analysis

How much is left in the move? On winning days, ABR historically offers an average upside of +2.15% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 ABR Momentum Personality

With a baseline win rate of 52.2%, ABR shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show ABR performs best on the EOD (End of Day) timeframe (Avg Gain: +0.04%), signaling that gains often fade later in the session.