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Latest signal:

ALL Stock Analysis

Data source: Trade-Ideas Alerts | 13 alerts analyzed | Backtest period: 2022-02-08 → 2024-12-23

⚠️ Small sample size (13 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NYSE 📅 IPO: Jun 03, 1993 🔗 www.allstate.com
💰 Market Cap: $50.67B 👥 Employees: 55,400
Allstate is one of the largest US property-casualty insurers in the US. Personal auto represents the largest percentage of revenue, but the company offers homeowners insurance and other insurance products. Allstate products are sold in North America primarily by about 6,000 exclusive agents.
📊
13
Total Alerts
🎯
69.2%
Win Rate (EOD)
💰
+0.42%
Avg Gain (EOD)
🚀
+1.48%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 46.2%
Avg Gain: +0.14%
Avg Winner: +0.81%
Avg Loser: -0.52%
Best: +1.41%
Worst: -0.73%
Trades: 6/6

15MIN

Win Rate: 53.8%
Avg Gain: +0.25%
Avg Winner: +0.94%
Avg Loser: -0.55%
Best: +3.13%
Worst: -1.12%
Trades: 7/6

30MIN

Win Rate: 46.2%
Avg Gain: +0.37%
Avg Winner: +1.41%
Avg Loser: -0.52%
Best: +4.90%
Worst: -1.08%
Trades: 6/7

60MIN

Win Rate: 53.8%
Avg Gain: +0.42%
Avg Winner: +1.19%
Avg Loser: -0.48%
Best: +3.79%
Worst: -1.16%
Trades: 7/6

EOD (End of Day)

Win Rate: 69.2%
Avg Gain: +0.42%
Avg Winner: +0.91%
Avg Loser: -0.66%
Best: +2.00%
Worst: -1.26%
Trades: 9/4

🚀 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: +1.48%
Best MFE: +5.37%
Avg Time to MFE: 190 min

On average, ALL alerts reach +1.48% profit potential within 190 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.56%
Worst MAE: -1.42%
Avg Time to MAE: 21 min

Before reaching MFE, expect an average drawdown of 0.56%.

⚖️ Risk/Reward Ratio

2.64:1

Excellent risk/reward - potential gain is 2.64x the typical drawdown.

💡 Trading Insight: Based on 13 alerts, ALL typically reaches +1.48% profit before pulling back. Consider setting profit targets around 1.2% to capture most of the move.

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

Total Gaps Analyzed 13
Gap Up % 53.8%
Avg Gap +0.04%
Best Gap +0.90%

🏭 Sector Comparison: FIRE, MARINE & CASUALTY INSURANCE

How ALL compares to 22 other tickers in the same sector.

5-Min Gain
ALL: +0.14% Sector: +0.01% +0.13%
EOD Gain
ALL: +0.42% Sector: +58.36% -57.93%
Avg MFE
ALL: +1.48% Sector: +2.97% -1.50%

📋 Last 20 Alerts

Historical ALL 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
2024-12-23 09:28:56 $193.56 -0.53% -0.41% -0.86% -0.27% +0.04% +0.14% -0.96% -0.52% LOSS
2024-11-21 09:27:03 $199.5 -0.39% -0.55% -0.42% +0.14% +2.00% +2.26% -0.81% +0.07% LOSS
2024-09-03 09:27:36 $191.0 - -0.19% -0.38% -0.58% -0.94% +0.17% -1.12% -0.52% -
2024-05-01 09:28:29 $169.05 +1.23% +0.93% +1.75% +1.93% +1.48% +2.80% +0.60% +0.60% WIN
2024-03-06 09:25:13 $156.8 -0.70% -1.01% -0.33% +0.03% +0.15% +0.26% -1.30% -0.25% LOSS
2022-10-20 09:25:00 $116.53 +1.41% +3.13% +4.90% +3.79% +1.01% +5.37% -0.88% +0.03% WIN
2022-06-07 09:25:00 $132.0 -0.52% -1.12% -1.08% -1.16% +0.41% +0.41% -1.42% -0.37% LOSS
2022-04-25 09:25:00 $130.46 +0.44% +0.30% +0.02% +0.48% +1.04% +1.54% -1.02% +0.90% WIN
2022-03-09 09:25:00 $122.7 +0.50% +0.25% -0.52% -0.51% -0.23% +1.17% +0.33% +0.76% WIN
2022-02-14 09:25:00 $125.08 +0.49% +0.66% +0.30% -0.29% -0.22% +0.99% +0.18% +0.18% WIN
2022-02-11 09:25:00 $123.29 -0.23% -0.04% +0.10% +0.57% +0.07% +0.97% -0.56% -0.43% LOSS
2022-02-10 09:25:00 $124.85 -0.73% +0.41% -0.06% -0.07% -1.26% +0.86% -0.82% -0.63% LOSS
2022-02-08 09:25:00 $124.76 +0.81% +0.91% +1.38% +1.41% +1.94% +2.23% +0.51% +0.66% 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 69.2% Baseline on ALL

The 69.2% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push ALL's performance to 75%+.

Optimize ALL Strategy →

Why Analyze ALL with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for ALL. 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, ALL historically offers an average upside of +1.48% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 ALL Momentum Personality

With a baseline win rate of 69.2%, ALL shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show ALL performs best on the EOD (End of Day) timeframe (Avg Gain: +0.42%), signaling that gains often fade later in the session.