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DX Stock Analysis

Data source: Trade-Ideas Alerts | 4 alerts analyzed | Backtest period: 2023-08-17 → 2024-10-21

⚠️ Small sample size (4 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NYSE 📅 IPO: Feb 29, 1988 🔗 www.dynexcapital.com
💰 Market Cap: $2.15B 👥 Employees: 22
Dynex Capital Inc is an internally managed mortgage real estate investment trust, which invests in mortgage-backed securities. The company invests in residential and commercial mortgage-backed securities. Its objective is to provide attractive risk-adjusted returns to shareholders over the long term that are reflective of a leveraged, high quality fixed income portfolio with a focus on capital preservation. Its investments consist principally of Agency mortgage-backed securities including, residential MBS and commercial MBS.
📊
4
Total Alerts
🎯
50.0%
Win Rate (15MIN)
💰
-0.17%
Avg Gain (15MIN)
🚀
+0.40%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 25.0%
Avg Gain: -0.20%
Avg Winner: +0.12%
Avg Loser: -0.31%
Best: +0.12%
Worst: -0.70%
Trades: 1/3

15MIN

Win Rate: 50.0%
Avg Gain: -0.17%
Avg Winner: +0.53%
Avg Loser: -0.87%
Best: +0.61%
Worst: -1.70%
Trades: 2/2

30MIN

Win Rate: 25.0%
Avg Gain: -0.49%
Avg Winner: +0.04%
Avg Loser: -0.67%
Best: +0.04%
Worst: -1.55%
Trades: 1/3

60MIN

Win Rate: 25.0%
Avg Gain: -0.89%
Avg Winner: +0.07%
Avg Loser: -1.22%
Best: +0.07%
Worst: -2.13%
Trades: 1/3

EOD (End of Day)

Win Rate: 0.0%
Avg Gain: -1.89%
Avg Winner: +0.00%
Avg Loser: -1.89%
Best: -0.73%
Worst: -2.86%
Trades: 0/4

🚀 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: +0.40%
Best MFE: +0.66%
Avg Time to MFE: 16 min

On average, DX alerts reach +0.40% profit potential within 16 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.38%
Worst MAE: -0.89%
Avg Time to MAE: 2 min

Before reaching MFE, expect an average drawdown of 0.38%.

⚖️ Risk/Reward Ratio

1.04:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 4 alerts, DX typically reaches +0.40% profit before pulling back. Consider setting profit targets around 0.3% to capture most of the move.

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

Total Gaps Analyzed 4
Gap Up % 0.0%
Avg Gap -0.18%
Best Gap +0.00%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

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

5-Min Gain
DX: -0.20% Sector: -0.14% -0.06%
EOD Gain
DX: -1.89% Sector: +296893.71% -296895.61%
Avg MFE
DX: +0.40% Sector: +2.11% -1.72%

📋 Last 20 Alerts

Historical DX 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
2024-10-21 09:27:00 $12.92 -0.70% -1.70% -1.55% -2.13% -2.86% +0.08% -0.15% -0.15% LOSS
2024-06-06 09:25:00 $12.08 +0.12% +0.46% -0.41% -1.03% -1.99% +0.66% -0.08% - WIN
2024-03-21 09:26:52 $12.36 -0.08% +0.61% +0.04% -0.49% -0.73% +0.61% -0.89% -0.32% LOSS
2023-08-17 09:29:00 $12.55 -0.16% -0.04% -0.04% +0.07% -1.99% +0.24% -0.40% -0.24% 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

⚠️ DX Shows Negative Expectancy

With 50.0% win rate and -0.17% average gain, DX alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider DX for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze DX with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for DX. 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, DX historically offers an average upside of +0.40% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 DX Momentum Personality

With a baseline win rate of 50.0%, DX shows negative momentum - the stock tends to fade after alerts. This pattern suggests DX may be better suited for contrarian strategies or avoiding altogether.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: DX shows negative expectancy across all tested intraday timeframes (Best: 15MIN at -0.17%). This suggests DX is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.