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AVB Stock Analysis

Data source: Trade-Ideas Alerts | 6 alerts analyzed | Backtest period: 2022-04-07 → 2024-09-11

⚠️ Small sample size (6 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

AvalonBay Communities, Inc. REAL ESTATE INVESTMENT TRUSTS (SIC 6798)
📍 NYSE 📅 IPO: Mar 10, 1994 🔗 www.avalonbay.com
💰 Market Cap: $25.31B 👥 Employees: 3,039
AvalonBay Communities owns a portfolio of 295 apartment communities with almost 90,000 units and is developing 20 additional properties with approximately 7,300 units. The company focuses on owning large, high-quality properties in major metropolitan areas of New England, New York/New Jersey, Washington, D.C., California, and the Pacific Northwest.
📊
6
Total Alerts
🎯
83.3%
Win Rate (EOD)
💰
+0.46%
Avg Gain (EOD)
🚀
+0.85%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 50.0%
Avg Gain: +0.05%
Avg Winner: +0.71%
Avg Loser: -0.61%
Best: +1.54%
Worst: -0.90%
Trades: 3/3

15MIN

Win Rate: 50.0%
Avg Gain: -0.16%
Avg Winner: +0.34%
Avg Loser: -0.67%
Best: +0.86%
Worst: -1.08%
Trades: 3/3

30MIN

Win Rate: 33.3%
Avg Gain: -0.31%
Avg Winner: +0.43%
Avg Loser: -0.68%
Best: +0.64%
Worst: -1.26%
Trades: 2/4

60MIN

Win Rate: 33.3%
Avg Gain: -0.34%
Avg Winner: +0.64%
Avg Loser: -0.82%
Best: +1.05%
Worst: -1.50%
Trades: 2/4

EOD (End of Day)

Win Rate: 83.3%
Avg Gain: +0.46%
Avg Winner: +0.80%
Avg Loser: -1.21%
Best: +1.09%
Worst: -1.21%
Trades: 5/1

🚀 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: +0.85%
Best MFE: +2.14%
Avg Time to MFE: 225 min

On average, AVB alerts reach +0.85% profit potential within 225 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.61%
Worst MAE: -1.55%
Avg Time to MAE: 21 min

Before reaching MFE, expect an average drawdown of 0.61%.

⚖️ Risk/Reward Ratio

1.4:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 6 alerts, AVB typically reaches +0.85% profit before pulling back. Consider setting profit targets around 0.7% to capture most of the move.

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

Total Gaps Analyzed 6
Gap Up % 66.7%
Avg Gap +0.14%
Best Gap +1.51%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

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

5-Min Gain
AVB: +0.05% Sector: -0.14% +0.19%
EOD Gain
AVB: +0.46% Sector: +296893.71% -296893.25%
Avg MFE
AVB: +0.85% Sector: +2.11% -1.26%

📋 Last 20 Alerts

Historical AVB 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
2024-09-11 09:28:34 $228.38 -0.80% -0.56% -0.81% -1.50% +0.69% +0.85% -1.55% -0.40% LOSS
2024-09-09 09:28:01 $223.6 +0.28% +0.01% +0.23% -0.04% +0.85% +1.10% -0.25% +0.45% WIN
2024-09-06 09:26:51 $222.2 -0.12% -0.39% -0.56% -0.41% +0.63% +0.73% -0.77% +0.12% LOSS
2024-08-12 09:26:22 $211.93 -0.90% -1.08% -1.26% -1.34% -1.21% -0.89% -1.33% -0.90% LOSS
2023-03-14 09:29:00 $168.38 +1.54% +0.86% +0.64% +1.05% +1.09% +2.14% +0.84% +1.51% WIN
2022-04-07 09:25:00 $247.51 +0.32% +0.17% -0.09% +0.23% +0.74% +1.18% -0.60% +0.04% 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 83.3% Baseline on AVB

The 83.3% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push AVB's performance to 75%+.

Optimize AVB Strategy →

Why Analyze AVB with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for AVB. 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, AVB historically offers an average upside of +0.85% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 AVB Momentum Personality

With a baseline win rate of 83.3%, AVB shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show AVB performs best on the EOD (End of Day) timeframe (Avg Gain: +0.46%), signaling that gains often fade later in the session.