Latest signal:
CME Stock Analysis
Data source: Trade-Ideas Alerts | 13 alerts analyzed | Backtest period: 2022-02-08 → 2024-12-04
⚠️ Small sample size (13 alerts). Statistics may have high variance. Interpret with caution.
🏢 Company Profile
📈 Performance by Timeframe
5MIN
15MIN
30MIN
60MIN
EOD (End of Day)
🚀 Max Favorable / Adverse Excursion (MFE/MAE)
Institutional-grade metrics showing the maximum profit potential and risk for each alert.
📈 MFE (Max Profit Potential)
On average, CME alerts reach +0.75% profit potential within 143 minutes.
📉 MAE (Max Drawdown Risk)
Before reaching MFE, expect an average drawdown of 0.35%.
⚖️ Risk/Reward Ratio
Excellent risk/reward - potential gain is 2.16x the typical drawdown.
💡 Trading Insight: Based on 13 alerts, CME typically reaches +0.75% profit before pulling back. Consider setting profit targets around 0.6% to capture most of the move.
🌅 Premarket Gap Analysis (9:25 → 9:30)
🏭 Sector Comparison: SECURITY & COMMODITY BROKERS, DEALERS, EXCHANGES & SERVICES
How CME compares to 5 other tickers in the same sector.
📋 Last 20 Alerts
Historical CME 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-04 | 09:28:08 | $240.0 | +0.20% | -0.01% | +0.70% | +0.91% | +1.25% | +1.48% | -0.43% | +0.19% | WIN |
| 2024-12-03 | 09:27:06 | $235.61 | +0.47% | +0.34% | +0.87% | +0.76% | +2.17% | +2.50% | +0.27% | +0.55% | WIN |
| 2024-10-17 | 09:27:43 | $229.1 | -0.60% | -0.90% | -0.50% | -0.06% | -0.82% | +0.45% | -0.97% | -0.39% | LOSS |
| 2024-09-11 | 09:27:35 | $217.5 | +0.03% | -0.23% | -0.56% | -0.90% | +0.50% | +0.60% | -1.25% | +0.53% | WIN |
| 2024-09-03 | 09:28:21 | $208.81 | +0.48% | +0.34% | +0.31% | +0.92% | +1.83% | +1.89% | -0.57% | -0.17% | WIN |
| 2024-07-24 | 09:27:35 | $199.39 | -1.14% | -0.70% | -2.07% | -0.74% | -1.07% | +0.58% | -0.43% | +0.42% | LOSS |
| 2022-10-07 | 09:25:00 | $174.9 | +0.05% | -0.89% | -1.15% | -1.14% | -2.85% | +0.05% | -0.37% | -0.05% | WIN |
| 2022-05-31 | 09:25:00 | $198.77 | +0.45% | -0.24% | -0.16% | -0.23% | +0.03% | +0.80% | -0.66% | +0.54% | WIN |
| 2022-04-25 | 09:25:00 | $221.9 | -0.57% | -0.92% | -0.98% | -1.33% | -0.15% | +0.29% | +0.29% | -0.23% | LOSS |
| 2022-02-14 | 09:25:00 | $242.55 | -0.67% | -0.68% | -1.02% | -1.56% | -1.39% | - | -0.08% | -0.38% | LOSS |
| 2022-02-11 | 09:25:00 | $244.05 | -0.22% | -0.62% | -0.87% | -0.19% | -1.24% | - | -0.38% | - | LOSS |
| 2022-02-10 | 09:25:00 | $246.0 | +0.06% | -0.17% | -1.09% | -0.40% | -0.79% | +0.50% | +0.50% | +0.21% | WIN |
| 2022-02-08 | 09:25:00 | $241.19 | -0.42% | -1.26% | -1.44% | -1.09% | +0.09% | +0.60% | -0.42% | -0.14% | 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
⚠️ CME Shows Negative Expectancy
Despite a 53.8% win rate, CME has -0.15% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making CME profitable.
🔧 Fix CME Risk/Reward →Why Analyze CME with FILTRIX?
🛡️ Realistic Entry Simulation
We don't inflate stats. Our analysis tracks only the first alert of the day for CME. 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, CME historically offers an average upside of +0.75% intraday. Our data helps you distinguish between a quick scalp and a runner.
📊 CME Momentum Personality
With a baseline win rate of 53.8%, CME shows negative expectancy despite winning more often - average losses (-0.60%) outweigh average wins (+0.25%). This suggests the need for tighter stops or better entry timing.
⏱️ Optimized Exit Timing
⚠️ Caution Advised: CME shows negative expectancy across all tested intraday timeframes (Best: 5MIN at -0.15%). This suggests CME is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.