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BXMT Stock Analysis

Data source: Trade-Ideas Alerts | 10 alerts analyzed | Backtest period: 2022-03-25 → 2024-07-24

⚠️ Small sample size (10 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Blackstone Mortgage Trust, Inc. (NEW) REAL ESTATE INVESTMENT TRUSTS (SIC 6798)
📍 NYSE 📅 IPO: Dec 31, 1980 🔗 www.blackstonemortgagetrust.com
💰 Market Cap: $3.19B 👥 Employees: 29
Blackstone Mortgage Trust Inc is a real estate finance company involved in the origination and purchase of senior loans collateralized by commercial properties in North America, Europe, and Australia. The vast majority of the company's asset portfolio is comprised of floating rate loans secured by priority mortgages. These mortgages are mainly derived from office, hotel, and manufactured housing properties. A percentage of the collateralized real estate properties are located in New York, California, and the United Kingdom. Blackstone Mortgage Trust is managed by a subsidiary of The Blackstone Group and benefits from the market data provided by its parent company. Nearly all of Blackstone Mortgage Trust's revenue is generated in the form of interest income.
📊
10
Total Alerts
🎯
70.0%
Win Rate (30MIN)
💰
+0.29%
Avg Gain (30MIN)
🚀
+2.18%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 60.0%
Avg Gain: +0.60%
Avg Winner: +1.50%
Avg Loser: -0.75%
Best: +2.85%
Worst: -1.69%
Trades: 6/4

15MIN

Win Rate: 60.0%
Avg Gain: +0.32%
Avg Winner: +1.24%
Avg Loser: -1.08%
Best: +2.86%
Worst: -1.88%
Trades: 6/4

30MIN

Win Rate: 70.0%
Avg Gain: +0.29%
Avg Winner: +1.17%
Avg Loser: -1.75%
Best: +2.29%
Worst: -2.77%
Trades: 7/3

60MIN

Win Rate: 70.0%
Avg Gain: +1.02%
Avg Winner: +1.94%
Avg Loser: -1.12%
Best: +3.41%
Worst: -1.74%
Trades: 7/3

EOD (End of Day)

Win Rate: 70.0%
Avg Gain: +0.78%
Avg Winner: +1.45%
Avg Loser: -0.80%
Best: +3.70%
Worst: -1.20%
Trades: 7/3

🚀 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: +2.18%
Best MFE: +4.05%
Avg Time to MFE: 180 min

On average, BXMT alerts reach +2.18% profit potential within 180 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.93%
Worst MAE: -2.27%
Avg Time to MAE: 8 min

Before reaching MFE, expect an average drawdown of 0.93%.

⚖️ Risk/Reward Ratio

2.33:1

Excellent risk/reward - potential gain is 2.33x the typical drawdown.

💡 Trading Insight: Based on 10 alerts, BXMT typically reaches +2.18% 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 10
Gap Up % 60.0%
Avg Gap -0.25%
Best Gap +0.49%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

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

5-Min Gain
BXMT: +0.60% Sector: -0.14% +0.74%
EOD Gain
BXMT: +0.78% Sector: +296893.71% -296892.94%
Avg MFE
BXMT: +2.18% Sector: +2.11% +0.06%

📋 Last 20 Alerts

Historical BXMT 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
2024-07-24 09:27:46 $17.56 +2.85% +0.14% +0.46% +2.36% -1.20% +3.64% -1.19% +0.46% WIN
2024-04-24 09:28:54 $18.4 +0.65% -1.20% -2.77% -1.74% -0.82% +1.30% -2.17% -2.17% WIN
2024-03-08 09:26:39 $20.2 +0.54% +1.24% +0.37% +0.15% +0.05% +1.29% -0.54% +0.49% WIN
2023-12-07 09:26:00 $20.4 -0.20% +0.81% +1.35% +3.09% +2.21% +3.68% -0.59% +0.10% LOSS
2023-09-07 09:28:00 $23.0 -1.04% -0.78% -1.04% -0.11% +0.87% +1.04% -1.37% -1.04% LOSS
2023-09-05 09:28:00 $22.91 +1.88% +1.90% +2.29% +2.47% -0.39% +2.83% - +0.31% WIN
2023-07-28 09:25:00 $22.78 -0.09% -0.44% +0.57% +1.05% +1.14% +1.51% -1.23% -0.22% LOSS
2023-07-26 09:26:00 $22.7 +2.69% +2.86% +2.20% +3.41% +3.70% +4.05% - +0.40% WIN
2023-06-28 09:28:00 $20.7 -1.69% -1.88% -1.42% -1.50% +0.39% +0.48% -2.27% -0.87% LOSS
2022-03-25 09:25:00 $31.54 +0.38% +0.51% +0.92% +1.01% +1.81% +1.93% +0.03% +0.03% 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 70.0% Baseline on BXMT

The 70.0% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push BXMT's performance to 75%+.

Optimize BXMT Strategy →

Why Analyze BXMT with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for BXMT. 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, BXMT historically offers an average upside of +2.18% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 BXMT Momentum Personality

With a baseline win rate of 70.0%, BXMT shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show BXMT performs best on the 30MIN timeframe (Avg Gain: +0.29%), signaling that gains often fade later in the session.