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IVR Stock Analysis

Data source: Trade-Ideas Alerts | 33 alerts analyzed | Backtest period: 2022-01-03 → 2024-12-30

⚠️ Small sample size (33 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Invesco Mortgage Capital Inc. REAL ESTATE INVESTMENT TRUSTS (SIC 6798)
📍 NYSE 📅 IPO: Jun 25, 2009 🔗 www.invescomortgagecapital.com
💰 Market Cap: $637.8M
Invesco Mortgage Capital Inc is a REIT that invests, finances, and manages residential and commercial mortgage-backed securities and mortgage loans. The company's portfolio consists of residential mortgage-backed securities (RMBS) that are guaranteed by a U.S. government agency such as the Government National Mortgage Association, or a federally chartered corporation such as the Federal National Mortgage Association or the Federal Home Loan Mortgage Corporation; Commercial mortgage-backed securities (CMBS) that are not guaranteed by a U.S. government agency or a federally chartered corporation; RMBS that are not guaranteed by a U.S. government agency or a federally chartered corporation; and other real estate-related financing arrangements.
📊
33
Total Alerts
🎯
72.7%
Win Rate (EOD)
💰
+461.09%
Avg Gain (EOD)
🚀
+1.87%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 18.2%
Avg Gain: -0.24%
Avg Winner: +1.36%
Avg Loser: -0.77%
Best: +2.99%
Worst: -1.75%
Trades: 6/21

15MIN

Win Rate: 30.3%
Avg Gain: -0.48%
Avg Winner: +1.25%
Avg Loser: -1.28%
Best: +2.51%
Worst: -2.47%
Trades: 10/22

30MIN

Win Rate: 39.4%
Avg Gain: -0.34%
Avg Winner: +1.50%
Avg Loser: -1.53%
Best: +3.70%
Worst: -3.57%
Trades: 13/20

60MIN

Win Rate: 36.4%
Avg Gain: -0.21%
Avg Winner: +2.01%
Avg Loser: -1.48%
Best: +5.58%
Worst: -4.39%
Trades: 12/21

EOD (End of Day)

Win Rate: 72.7%
Avg Gain: +461.09%
Avg Winner: +634.61%
Avg Loser: -1.63%
Best: +939.15%
Worst: -4.29%
Trades: 24/9

🚀 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: +1.87%
Best MFE: +8.25%
Avg Time to MFE: 122 min

On average, IVR alerts reach +1.87% profit potential within 122 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.03%
Worst MAE: -4.68%
Avg Time to MAE: 13 min

Before reaching MFE, expect an average drawdown of 1.03%.

⚖️ Risk/Reward Ratio

1.82:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 33 alerts, IVR typically reaches +1.87% profit before pulling back. Consider setting profit targets around 1.5% to capture most of the move.

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

Total Gaps Analyzed 33
Gap Up % 21.2%
Avg Gap -0.26%
Best Gap +1.85%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

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

5-Min Gain
IVR: -0.24% Sector: -0.14% -0.10%
EOD Gain
IVR: +461.09% Sector: +296893.71% -296432.62%
Avg MFE
IVR: +1.87% Sector: +2.11% -0.25%

📋 Last 20 Alerts

Historical IVR 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
2024-12-30 09:25:22 $7.85 -0.57% -2.10% -1.65% -1.34% -1.66% - -0.25% -0.25% LOSS
2023-10-05 09:26:00 $8.6 -0.58% -1.28% -0.35% -0.80% +0.93% +1.98% -2.21% -0.58% LOSS
2023-03-28 09:25:00 $10.72 -0.47% -1.03% -0.56% -0.09% -2.43% +0.47% -1.49% -1.12% LOSS
2022-06-06 09:25:00 $17.07 +2.99% -0.94% +1.46% +2.28% -1.87% +3.63% +0.47% +1.23% WIN
2022-05-27 09:25:00 $1.71 -1.75% +1.08% +2.92% +2.05% +1.75% +4.09% -4.68% -4.09% LOSS
2022-05-24 09:25:00 $1.69 - +0.89% +0.30% +0.53% +2.37% +2.96% -0.59% - -
2022-05-16 09:25:00 $1.76 +0.37% +1.70% +0.57% +1.42% +900.00% +2.27% -0.57% - WIN
2022-05-12 09:25:00 $1.61 - -2.17% -0.75% +2.48% +3.11% +3.11% -2.48% - -
2022-05-11 09:25:00 $1.62 +2.72% +1.85% +3.40% +2.83% +1.23% +4.32% +0.62% +1.85% WIN
2022-05-09 09:25:00 $1.7 -0.32% -1.18% -1.18% -1.47% -1.76% +0.59% -2.94% -0.59% LOSS
2022-05-06 09:25:00 $1.71 -0.29% -1.75% -1.39% -0.60% +905.85% +1.75% -1.75% - LOSS
2022-05-05 09:25:00 $1.71 -1.64% -2.34% +0.57% -0.88% -0.58% +1.17% -1.75% +0.58% LOSS
2022-05-02 09:25:00 $1.77 -0.56% -1.13% -1.28% -1.69% +911.30% +1.13% -2.26% - LOSS
2022-04-27 09:25:00 $1.76 -1.14% -1.14% -0.66% -0.57% +888.64% +1.14% -0.57% -0.57% LOSS
2022-04-25 09:25:00 $1.82 -1.65% -2.47% -3.57% -2.53% +894.51% - -1.65% -1.10% LOSS
2022-04-19 09:25:00 $1.88 - -2.43% -3.19% -1.33% +868.09% +1.60% +1.58% +0.53% -
2022-04-13 09:25:00 $1.96 +0.19% +0.51% +0.26% +0.51% +905.10% +2.04% -0.51% -0.51% WIN
2022-04-12 09:25:00 $2.02 -1.15% -0.01% -0.35% -1.19% +870.30% +0.49% -1.98% -0.99% LOSS
2022-04-08 09:25:00 $2.03 +0.49% -0.74% -1.97% -0.99% +890.15% +0.49% -0.49% -0.49% WIN
2022-04-07 09:25:00 $2.1 -0.32% -1.19% -2.62% -3.55% -4.29% +0.48% - -0.48% 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 72.7% Baseline on IVR

The 72.7% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push IVR's performance to 75%+.

Optimize IVR Strategy →

Why Analyze IVR with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for IVR. 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, IVR historically offers an average upside of +1.87% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 IVR Momentum Personality

With a baseline win rate of 72.7%, IVR shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show IVR performs best on the EOD (End of Day) timeframe (Avg Gain: +461.09%), signaling that gains often fade later in the session.