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LEVI Stock Analysis

Data source: Trade-Ideas Alerts | 16 alerts analyzed | Backtest period: 2022-01-27 → 2024-10-03

⚠️ Small sample size (16 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NYSE 📅 IPO: Mar 21, 2019 🔗 www.levistrauss.com
💰 Market Cap: $8.30B 👥 Employees: 18,700
Levi Strauss & Co is involved in designing, marketing, and selling products that include jeans, casual and dresses pants, tops, shorts, skirts, jackets, footwear, and related accessories directly or through third parties and licensees for men, women, and children under Levi's, Dockers, Signature by Levi Strauss & Co. and Denizen brands. The company manages its business according to three regional segments: the Americas, which is the key revenue driver; Europe; and Asia.
📊
16
Total Alerts
🎯
68.8%
Win Rate (30MIN)
💰
-0.24%
Avg Gain (30MIN)
🚀
+3.91%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 62.5%
Avg Gain: +0.24%
Avg Winner: +1.19%
Avg Loser: -1.35%
Best: +4.29%
Worst: -4.64%
Trades: 10/6

15MIN

Win Rate: 50.0%
Avg Gain: -0.33%
Avg Winner: +2.03%
Avg Loser: -3.08%
Best: +3.21%
Worst: -7.70%
Trades: 8/7

30MIN

Win Rate: 68.8%
Avg Gain: -0.24%
Avg Winner: +1.79%
Avg Loser: -4.72%
Best: +3.58%
Worst: -9.42%
Trades: 11/5

60MIN

Win Rate: 50.0%
Avg Gain: -0.37%
Avg Winner: +2.05%
Avg Loser: -2.79%
Best: +4.28%
Worst: -8.95%
Trades: 8/8

EOD (End of Day)

Win Rate: 37.5%
Avg Gain: -0.85%
Avg Winner: +2.36%
Avg Loser: -3.47%
Best: +3.96%
Worst: -11.72%
Trades: 6/8

🚀 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: +3.91%
Best MFE: +22.33%
Avg Time to MFE: 70 min

On average, LEVI alerts reach +3.91% profit potential within 70 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.11%
Worst MAE: -4.87%
Avg Time to MAE: 4 min

Before reaching MFE, expect an average drawdown of 1.11%.

⚖️ Risk/Reward Ratio

3.54:1

Excellent risk/reward - potential gain is 3.54x the typical drawdown.

💡 Trading Insight: Based on 16 alerts, LEVI typically reaches +3.91% profit before pulling back. Consider setting profit targets around 3.1% to capture most of the move.

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

Total Gaps Analyzed 16
Gap Up % 56.2%
Avg Gap -0.29%
Best Gap +0.87%

🏭 Sector Comparison: APPAREL & OTHER FINISHD PRODS OF FABRICS & SIMILAR MATL

How LEVI compares to 9 other tickers in the same sector.

5-Min Gain
LEVI: +0.24% Sector: -0.22% +0.46%
EOD Gain
LEVI: -0.85% Sector: +79.60% -80.45%
Avg MFE
LEVI: +3.91% Sector: +3.31% +0.59%

📋 Last 20 Alerts

Historical LEVI 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
2024-10-03 09:28:54 $18.7 +3.80% +3.21% +3.58% +4.28% +3.96% +6.31% -0.59% -0.05% WIN
2024-09-30 09:29:05 $21.5 +0.53% +1.16% +1.63% +1.21% +1.40% +2.09% +0.33% +0.79% WIN
2024-06-27 09:27:27 $18.9 +4.29% +2.06% +2.30% +1.32% +3.49% +22.33% -1.11% +0.48% WIN
2024-04-05 09:26:58 $20.91 +0.38% -1.72% +0.24% -0.12% -1.72% +0.48% -1.77% +0.43% WIN
2024-04-04 09:28:13 $21.36 +0.05% +3.04% +3.07% +3.32% -1.83% +4.82% -0.66% +0.70% WIN
2023-10-06 09:25:00 $13.05 -0.92% -4.29% -2.15% -0.80% +0.38% +2.68% -4.87% -0.31% LOSS
2023-07-10 09:25:00 $13.25 +0.30% +1.40% +1.77% +2.53% - +2.75% -0.30% +0.23% WIN
2023-07-07 09:26:00 $13.18 -0.44% -0.38% +0.99% +1.75% -0.38% +3.00% -1.67% -1.37% LOSS
2023-04-10 09:27:00 $15.16 -0.07% - +1.02% +1.75% +3.89% +4.55% -0.66% +0.20% LOSS
2023-04-06 09:25:00 $17.15 -4.64% -7.70% -9.42% -8.95% -11.72% +0.29% -0.29% -5.42% LOSS
2023-01-26 09:27:00 $17.73 +0.06% -3.33% -4.34% -3.55% - +0.68% -0.17% +0.34% WIN
2022-10-07 09:25:00 $14.85 -0.57% +1.08% +0.98% -0.07% -5.25% +1.97% -1.68% -0.07% LOSS
2022-07-08 09:25:00 $17.15 +0.94% -2.04% -3.09% -3.03% -3.32% +2.04% -0.70% +0.87% WIN
2022-04-07 09:25:00 $19.65 -1.48% -2.09% -4.58% -4.86% -1.93% +0.61% -2.29% -1.27% LOSS
2022-02-07 09:25:00 $22.43 +0.67% +1.32% +0.76% +0.27% +1.03% +1.53% +0.13% +0.22% WIN
2022-01-27 09:25:00 $22.37 +0.89% +2.97% +3.35% -0.94% -1.56% +6.39% -1.39% -0.36% 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

⚠️ LEVI Shows Negative Expectancy

Despite a 68.8% win rate, LEVI has -0.24% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making LEVI profitable.

🔧 Fix LEVI Risk/Reward →

Why Analyze LEVI with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for LEVI. 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, LEVI historically offers an average upside of +3.91% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 LEVI Momentum Personality

With a baseline win rate of 68.8%, LEVI shows negative expectancy despite winning more often - average losses (-4.72%) outweigh average wins (+1.79%). This suggests the need for tighter stops or better entry timing.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: LEVI shows negative expectancy across all tested intraday timeframes (Best: 30MIN at -0.24%). This suggests LEVI is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.