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KRE Stock Analysis

Data source: Trade-Ideas Alerts | 165 alerts analyzed | Backtest period: 2022-01-07 → 2025-02-12

🏢 Company Profile

State Street SPDR S&P Regional Banking ETF
📍 NYSE Arca 📅 IPO: Nov 07, 2008
📊
165
Total Alerts
🎯
50.0%
Win Rate (60MIN)
💰
-0.10%
Avg Gain (60MIN)
🚀
+1.52%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 40.9%
Avg Gain: -0.08%
Avg Winner: +0.54%
Avg Loser: -0.52%
Best: +1.83%
Worst: -4.59%
Trades: 67/96

15MIN

Win Rate: 45.7%
Avg Gain: -0.17%
Avg Winner: +0.74%
Avg Loser: -0.93%
Best: +2.41%
Worst: -7.31%
Trades: 75/89

30MIN

Win Rate: 48.8%
Avg Gain: -0.09%
Avg Winner: +0.92%
Avg Loser: -1.06%
Best: +3.23%
Worst: -3.36%
Trades: 80/83

60MIN

Win Rate: 50.0%
Avg Gain: -0.10%
Avg Winner: +1.09%
Avg Loser: -1.31%
Best: +3.21%
Worst: -6.80%
Trades: 82/80

EOD (End of Day)

Win Rate: 49.7%
Avg Gain: -0.09%
Avg Winner: +1.58%
Avg Loser: -1.79%
Best: +5.62%
Worst: -7.48%
Trades: 82/81

🚀 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: +1.52%
Best MFE: +8.59%
Avg Time to MFE: 116 min

On average, KRE alerts reach +1.52% profit potential within 116 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.65%
Worst MAE: -8.01%
Avg Time to MAE: 15 min

Before reaching MFE, expect an average drawdown of 0.65%.

⚖️ Risk/Reward Ratio

2.33:1

Excellent risk/reward - potential gain is 2.33x the typical drawdown.

💡 Trading Insight: Based on 165 alerts, KRE typically reaches +1.52% profit before pulling back. Consider setting profit targets around 1.2% to capture most of the move.

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

Total Gaps Analyzed 165
Gap Up % 36.4%
Avg Gap -0.09%
Best Gap +1.14%

📋 Last 20 Alerts

Historical KRE 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
2025-02-12 09:29:15 $63.79 +0.17% -0.19% - +0.14% -0.60% +0.60% -0.25% +0.02% WIN
2025-01-15 09:28:54 $63.11 +0.52% -0.08% +0.48% -0.45% -0.60% +0.71% -0.02% +0.57% WIN
2025-01-10 09:25:24 $59.23 -0.51% -0.65% -0.79% -1.54% -1.55% +0.03% +0.02% -0.24% LOSS
2024-12-23 09:29:50 $60.15 -0.05% +0.37% +0.02% +0.34% +0.75% +0.98% -0.49% -0.20% LOSS
2024-12-19 09:25:32 $61.12 +1.01% +0.66% -0.23% -1.59% -2.27% +1.31% -0.03% +0.59% WIN
2024-11-25 09:25:33 $68.9 +0.23% +0.90% +1.44% +1.72% - +1.96% -0.49% -0.49% WIN
2024-11-15 09:26:03 $65.57 +1.11% +1.30% +0.99% -0.17% +0.41% +1.40% +0.35% +0.35% WIN
2024-11-13 09:27:36 $67.26 -0.15% +0.11% +0.49% +0.18% -1.59% +1.04% -0.73% -0.49% LOSS
2024-11-07 09:29:05 $66.59 -1.05% -1.73% -1.74% -0.87% -2.94% -0.36% -0.81% -0.47% LOSS
2024-11-06 09:28:11 $63.77 +1.83% +1.98% +1.47% +3.21% +5.16% +5.25% -0.83% -0.27% WIN
2024-11-05 09:28:04 $58.46 -0.03% -0.14% +0.58% +0.79% +1.15% +1.30% -0.68% -0.24% LOSS
2024-11-01 09:28:30 $59.42 -0.34% -0.35% -0.05% -0.02% -1.31% +0.57% -1.03% -0.20% LOSS
2024-10-11 09:25:16 $56.61 +0.08% +1.70% +1.85% +2.73% +2.51% +2.95% -0.27% -0.27% WIN
2024-10-04 09:28:45 $55.73 +0.63% +0.79% +0.55% -0.18% +0.20% +0.95% - +0.13% WIN
2024-09-26 09:25:47 $55.86 -0.23% -0.32% -0.04% -0.45% -0.02% +0.51% -0.72% +0.23% LOSS
2024-09-19 09:25:37 $58.71 -0.41% -1.29% -0.20% +0.12% +0.29% +0.73% -1.70% -0.10% LOSS
2024-09-06 09:28:07 $56.2 -0.05% +0.29% +0.24% -1.14% -2.42% +0.48% -0.50% -0.16% LOSS
2024-08-15 09:28:03 $53.84 +1.04% +0.98% +0.91% +0.50% +0.28% +1.65% -0.28% +0.09% WIN
2024-08-14 09:26:00 $53.36 -0.41% -0.97% -1.37% -1.52% -1.09% -0.19% -0.41% -0.24% LOSS
2024-08-12 09:29:25 $53.2 +1.36% +0.09% -0.08% -0.22% -1.77% +1.73% +0.11% +0.24% WIN

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

⚠️ KRE Shows Negative Expectancy

With 50.0% win rate and -0.10% average gain, KRE alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider KRE for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze KRE with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for KRE. 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, KRE historically offers an average upside of +1.52% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 KRE Momentum Personality

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

⏱️ Optimized Exit Timing

⚠️ Caution Advised: KRE shows negative expectancy across all tested intraday timeframes (Best: 60MIN at -0.10%). This suggests KRE is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.