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DRIP Stock Analysis

Data source: Trade-Ideas Alerts | 166 alerts analyzed | Backtest period: 2022-01-04 → 2024-02-20

🏢 Company Profile

Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares
📍 NYSE Arca 📅 IPO: May 28, 2015
📊
166
Total Alerts
🎯
56.6%
Win Rate (EOD)
💰
+133.59%
Avg Gain (EOD)
🚀
+4.08%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 46.4%
Avg Gain: +0.06%
Avg Winner: +0.98%
Avg Loser: -0.77%
Best: +3.41%
Worst: -2.47%
Trades: 77/86

15MIN

Win Rate: 50.6%
Avg Gain: -0.08%
Avg Winner: +1.65%
Avg Loser: -1.86%
Best: +6.13%
Worst: -5.51%
Trades: 84/81

30MIN

Win Rate: 46.4%
Avg Gain: +0.01%
Avg Winner: +2.09%
Avg Loser: -1.84%
Best: +7.74%
Worst: -8.83%
Trades: 77/86

60MIN

Win Rate: 48.8%
Avg Gain: +0.09%
Avg Winner: +2.41%
Avg Loser: -2.11%
Best: +7.83%
Worst: -9.71%
Trades: 81/85

EOD (End of Day)

Win Rate: 56.6%
Avg Gain: +133.59%
Avg Winner: +238.37%
Avg Loser: -3.21%
Best: +951.11%
Worst: -10.47%
Trades: 94/72

🚀 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: +4.08%
Best MFE: +15.53%
Avg Time to MFE: 127 min

On average, DRIP alerts reach +4.08% profit potential within 127 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.49%
Worst MAE: -6.23%
Avg Time to MAE: 18 min

Before reaching MFE, expect an average drawdown of 1.49%.

⚖️ Risk/Reward Ratio

2.73:1

Excellent risk/reward - potential gain is 2.73x the typical drawdown.

💡 Trading Insight: Based on 166 alerts, DRIP typically reaches +4.08% profit before pulling back. Consider setting profit targets around 3.3% to capture most of the move.

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

Total Gaps Analyzed 166
Gap Up % 45.8%
Avg Gap +0.05%
Best Gap +2.59%

📋 Last 20 Alerts

Historical DRIP 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
2024-02-20 09:28:53 $11.11 +0.90% +2.30% +1.71% +1.08% +2.88% +3.62% +0.45% +0.45% WIN
2023-11-22 09:25:00 $11.72 +1.11% -1.28% -1.80% -2.56% -3.84% +1.96% - - WIN
2023-09-29 09:28:00 $9.67 +0.78% +1.03% +1.30% +3.11% +3.93% +4.55% - - WIN
2023-09-05 09:26:00 $9.5 +0.21% +1.05% +0.74% +1.37% +2.74% +2.84% -0.64% +0.74% WIN
2023-08-23 09:28:00 $10.52 +3.04% +2.66% +2.95% +2.47% +0.95% +3.53% +1.14% +1.33% WIN
2023-08-09 09:26:00 $10.21 +0.64% -0.10% -1.67% -1.62% -0.59% +1.52% -0.39% - WIN
2023-08-08 09:28:00 $10.99 +0.61% +0.27% - -0.64% -5.10% +1.36% - +0.09% WIN
2023-08-01 09:26:00 $11.12 +0.36% +0.18% -0.18% +1.39% -1.08% +1.69% -1.08% -0.09% WIN
2023-07-31 09:26:00 $11.1 -0.63% -0.86% -0.54% -1.44% -1.71% -0.09% -0.54% -0.32% LOSS
2023-07-24 09:27:00 $12.06 -0.75% -2.57% -1.86% -1.99% -3.32% -0.54% -0.96% -0.66% LOSS
2023-04-03 09:27:00 $13.21 +0.30% -0.45% +0.23% -0.45% -0.15% +4.31% -2.12% +0.61% WIN
2023-03-15 09:25:00 $17.37 +2.25% +0.06% +2.88% +1.84% +4.49% +8.58% -0.55% -0.12% WIN
2023-03-13 09:27:00 $16.14 +3.41% +1.98% -0.87% -1.24% +0.93% +4.71% +0.99% +1.05% WIN
2023-03-03 09:29:00 $13.65 +0.18% -0.95% -2.52% -2.71% -6.96% +1.10% +0.17% +0.44% WIN
2023-02-14 09:26:00 $13.35 +0.45% -0.22% -2.02% -3.53% -3.37% +0.60% -0.37% -0.30% WIN
2023-01-30 09:26:00 $12.91 +0.46% +1.05% +1.32% +0.70% +4.18% +4.18% -0.43% +0.23% WIN
2023-01-19 09:26:00 $13.96 -1.07% -0.97% -0.54% -0.86% -4.51% +0.93% -1.47% - LOSS
2023-01-12 09:25:00 $14.27 -1.05% -1.19% -0.83% -3.29% -4.70% - - -0.77% LOSS
2023-01-11 09:26:00 $14.29 -0.14% +0.35% +0.98% +1.85% +0.98% +3.99% -0.35% - LOSS
2023-01-04 09:28:00 $16.39 -0.67% -2.81% -2.93% -3.54% -4.21% +0.85% -0.18% +0.06% 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

🚀 Beat the 56.6% Baseline on DRIP

The 56.6% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push DRIP's performance to 75%+.

Optimize DRIP Strategy →

Why Analyze DRIP with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for DRIP. 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, DRIP historically offers an average upside of +4.08% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 DRIP Momentum Personality

With a baseline win rate of 56.6%, DRIP shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show DRIP performs best on the EOD (End of Day) timeframe (Avg Gain: +133.59%), signaling that gains often fade later in the session.