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AGNC Stock Analysis

Data source: Trade-Ideas Alerts | 375 alerts analyzed | Backtest period: 2022-01-24 → 2025-02-14

🏢 Company Profile

AGNC Investment Corp. Common Stock REAL ESTATE INVESTMENT TRUSTS (SIC 6798)
📍 NASDAQ 📅 IPO: May 15, 2008 🔗 www.agnc.com
💰 Market Cap: $12.71B 👥 Employees: 53
AGNC Investment Corp is a real estate investment trust that invests in agency residential mortgage-backed securities. The firm's asset portfolio is comprised of residential mortgage pass-through securities and collateralized mortgage obligations for which the principal and interest payments are guaranteed by a U.S. Government-sponsored enterprise, such as the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation, or by a U.S. Government agency, such as the Government National Mortgage Association. It also invests in other types of mortgage and mortgage-related residential and commercial mortgage-backed securities or other investments in or related to, the housing, mortgage, or real estate markets.
📊
375
Total Alerts
🎯
48.0%
Win Rate (EOD)
💰
-0.12%
Avg Gain (EOD)
🚀
+1.08%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 34.5%
Avg Gain: -0.14%
Avg Winner: +0.42%
Avg Loser: -0.47%
Best: +3.28%
Worst: -2.71%
Trades: 129/228

15MIN

Win Rate: 41.4%
Avg Gain: -0.14%
Avg Winner: +0.67%
Avg Loser: -0.72%
Best: +3.32%
Worst: -5.04%
Trades: 155/214

30MIN

Win Rate: 39.3%
Avg Gain: -0.12%
Avg Winner: +0.80%
Avg Loser: -0.75%
Best: +5.41%
Worst: -5.21%
Trades: 147/218

60MIN

Win Rate: 43.0%
Avg Gain: -0.15%
Avg Winner: +0.85%
Avg Loser: -0.94%
Best: +5.81%
Worst: -6.92%
Trades: 161/205

EOD (End of Day)

Win Rate: 48.0%
Avg Gain: -0.12%
Avg Winner: +1.20%
Avg Loser: -1.44%
Best: +10.41%
Worst: -7.63%
Trades: 180/182

🚀 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: +1.08%
Best MFE: +11.76%
Avg Time to MFE: 123 min

On average, AGNC alerts reach +1.08% profit potential within 123 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.57%
Worst MAE: -4.71%
Avg Time to MAE: 12 min

Before reaching MFE, expect an average drawdown of 0.57%.

⚖️ Risk/Reward Ratio

1.9:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 375 alerts, AGNC typically reaches +1.08% profit before pulling back. Consider setting profit targets around 0.9% to capture most of the move.

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

Total Gaps Analyzed 375
Gap Up % 21.1%
Avg Gap -0.10%
Best Gap +0.98%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

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

5-Min Gain
AGNC: -0.14% Sector: -0.14% +0.00%
EOD Gain
AGNC: -0.12% Sector: +296893.71% -296893.84%
Avg MFE
AGNC: +1.08% Sector: +2.11% -1.04%

📋 Last 20 Alerts

Historical AGNC 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
2025-02-14 09:26:49 $10.34 +0.48% +0.58% +0.59% +0.97% +0.87% +1.06% -0.10% +0.08% WIN
2025-02-12 09:28:47 $10.08 +0.01% -0.05% - +0.40% +0.99% +1.09% -0.30% - WIN
2025-02-11 09:29:18 $10.16 -0.29% -0.20% -0.04% +0.10% +0.20% +0.30% -0.25% - LOSS
2025-02-06 09:26:50 $10.12 +0.25% +0.15% +0.19% -0.05% +0.20% +0.49% -0.20% -0.10% WIN
2025-02-03 09:26:01 $9.7 +0.57% +1.19% +1.60% +2.27% +2.58% +3.09% -0.21% +0.21% WIN
2025-01-31 09:26:05 $9.97 -0.50% +0.00% +0.05% +0.25% - +0.90% -0.60% - LOSS
2025-01-30 09:26:58 $9.91 +0.50% +0.35% +0.25% +1.01% +1.72% +1.82% -0.00% +0.10% WIN
2025-01-29 09:28:07 $9.87 +0.45% +0.56% +0.56% +0.61% -0.41% +0.91% - - WIN
2025-01-28 09:25:18 $9.7 +0.98% +1.08% +0.98% +0.77% +1.75% +1.91% -0.00% - WIN
2025-01-27 09:28:33 $9.67 +0.24% +1.40% +1.09% +1.24% +1.24% +1.76% -0.16% +0.21% WIN
2025-01-24 09:29:49 $9.65 -0.05% +0.16% +0.05% +0.00% +0.31% +0.83% -0.21% -0.05% LOSS
2025-01-23 09:26:51 $9.71 +0.15% +0.05% +0.15% +0.20% -0.72% +0.31% -0.10% - WIN
2025-01-22 09:26:30 $9.73 -0.31% -0.36% -0.36% -0.05% -0.21% +0.41% -0.62% -0.15% LOSS
2025-01-21 09:26:27 $9.67 -0.16% -0.13% +0.36% +0.19% +0.62% +0.62% -0.41% -0.26% LOSS
2025-01-17 09:29:27 $9.58 -0.05% +0.39% +0.52% +0.62% +0.31% +0.73% -0.21% - LOSS
2025-01-16 09:28:15 $9.38 +0.79% +0.75% +0.53% +0.85% +1.81% +1.92% - +0.11% WIN
2025-01-15 09:29:20 $9.4 +0.16% -0.14% -0.37% -0.21% -0.11% +0.55% -0.11% - WIN
2025-01-13 09:29:24 $9.11 -0.49% -0.66% -0.44% -1.43% +0.11% +0.49% -1.65% +0.38% LOSS
2025-01-10 09:25:15 $9.25 -0.65% -0.88% -0.70% -0.59% -1.19% +0.22% -1.24% -0.43% LOSS
2025-01-08 09:25:19 $9.28 -0.65% -0.34% -0.86% -0.59% +0.11% +0.32% -1.19% -0.27% LOSS

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

⚠️ AGNC Shows Negative Expectancy

With 48.0% win rate and -0.12% average gain, AGNC alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider AGNC for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze AGNC with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for AGNC. 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, AGNC historically offers an average upside of +1.08% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 AGNC Momentum Personality

With a baseline win rate of 48.0%, AGNC shows negative momentum - the stock tends to fade after alerts. This pattern suggests AGNC may be better suited for contrarian strategies or avoiding altogether.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: AGNC shows negative expectancy across all tested intraday timeframes (Best: EOD (End of Day) at -0.12%). This suggests AGNC is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.