Latest signal:
ES Stock Analysis
Data source: Trade-Ideas Alerts | 20 alerts analyzed | Backtest period: 2022-03-08 → 2024-06-04
⚠️ Small sample size (20 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, ES alerts reach +0.91% profit potential within 120 minutes.
📉 MAE (Max Drawdown Risk)
Before reaching MFE, expect an average drawdown of 0.36%.
⚖️ Risk/Reward Ratio
Excellent risk/reward - potential gain is 2.55x the typical drawdown.
💡 Trading Insight: Based on 20 alerts, ES typically reaches +0.91% profit before pulling back. Consider setting profit targets around 0.7% to capture most of the move.
🌅 Premarket Gap Analysis (9:25 → 9:30)
🏭 Sector Comparison: ELECTRIC SERVICES
How ES compares to 23 other tickers in the same sector.
📋 Last 20 Alerts
Historical ES 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-04 | 09:28:37 | $59.68 | +0.10% | -0.30% | +0.37% | +0.64% | +1.91% | +2.26% | -0.42% | -0.07% | WIN |
| 2023-12-08 | 09:25:00 | $59.57 | +0.77% | +1.04% | +0.92% | +0.82% | +0.13% | +1.86% | +0.77% | +1.48% | WIN |
| 2023-09-29 | 09:26:00 | $57.65 | +0.71% | +1.53% | +1.79% | +0.88% | +0.87% | +2.05% | +0.36% | +0.62% | WIN |
| 2023-08-10 | 09:29:00 | $67.99 | -0.22% | +0.07% | -0.09% | -0.38% | -2.43% | +0.18% | -0.60% | -0.60% | LOSS |
| 2023-05-26 | 09:25:00 | $70.79 | -0.76% | -1.86% | -2.01% | -1.99% | -2.97% | -0.64% | -0.88% | -1.00% | LOSS |
| 2023-05-04 | 09:26:00 | $76.64 | -0.43% | +0.04% | -0.47% | -0.34% | +0.10% | +0.64% | -1.33% | -0.12% | LOSS |
| 2023-03-27 | 09:26:00 | $75.73 | +0.49% | +0.90% | -0.21% | -0.04% | +0.17% | +1.29% | +0.25% | +0.55% | WIN |
| 2023-02-23 | 09:29:00 | $78.43 | +0.42% | +0.62% | +0.91% | +0.68% | -0.50% | +1.03% | - | +0.62% | WIN |
| 2023-02-02 | 09:25:00 | $83.75 | -1.37% | -1.52% | -1.30% | -0.51% | -0.42% | +0.30% | -1.81% | -0.82% | LOSS |
| 2022-09-27 | 09:25:00 | $84.63 | +0.64% | +0.26% | -0.01% | -0.71% | -2.53% | +0.64% | +0.27% | +0.27% | WIN |
| 2022-09-13 | 09:25:00 | $92.54 | -0.83% | -1.02% | -1.15% | -1.23% | -3.13% | -0.58% | -0.85% | -0.85% | LOSS |
| 2022-09-07 | 09:25:00 | $91.22 | -1.27% | -0.13% | -0.63% | -0.25% | +0.66% | +0.89% | -1.62% | -1.41% | LOSS |
| 2022-08-09 | 09:25:00 | $90.93 | +0.64% | +0.75% | +0.81% | +1.17% | +0.77% | +1.25% | +0.27% | +0.36% | WIN |
| 2022-07-19 | 09:25:00 | $82.5 | +0.64% | +0.76% | +0.56% | +0.58% | +0.91% | +1.43% | +0.35% | +0.64% | WIN |
| 2022-06-30 | 09:25:00 | $83.0 | - | -0.11% | +1.27% | +1.17% | +1.77% | +2.36% | -0.20% | +0.01% | - |
| 2022-06-01 | 09:25:00 | $92.32 | -0.13% | -0.15% | -0.30% | -0.40% | -0.22% | +0.25% | -0.13% | +0.25% | LOSS |
| 2022-03-28 | 09:25:00 | $85.86 | +0.83% | +0.62% | +0.68% | +1.09% | +1.36% | +1.37% | +0.37% | +1.28% | WIN |
| 2022-03-17 | 09:25:00 | $84.19 | -0.35% | -0.49% | -0.56% | +0.13% | +0.08% | +1.12% | -0.59% | -0.37% | LOSS |
| 2022-03-15 | 09:25:00 | $84.13 | -0.18% | -0.32% | -0.17% | -0.23% | +0.05% | +0.17% | -0.57% | -0.14% | LOSS |
| 2022-03-08 | 09:25:00 | $86.66 | -0.28% | -0.42% | -0.63% | -1.30% | -1.81% | +0.28% | -0.75% | -0.10% | 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
⚠️ ES Shows Negative Expectancy
Despite a 60.0% win rate, ES has -0.26% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making ES profitable.
🔧 Fix ES Risk/Reward →Why Analyze ES with FILTRIX?
🛡️ Realistic Entry Simulation
We don't inflate stats. Our analysis tracks only the first alert of the day for ES. 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, ES historically offers an average upside of +0.91% intraday. Our data helps you distinguish between a quick scalp and a runner.
📊 ES Momentum Personality
With a baseline win rate of 60.0%, ES shows negative expectancy despite winning more often - average losses (-1.75%) outweigh average wins (+0.73%). This suggests the need for tighter stops or better entry timing.
⏱️ Optimized Exit Timing
⚠️ Caution Advised: ES shows negative expectancy across all tested intraday timeframes (Best: EOD (End of Day) at -0.26%). This suggests ES is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.