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LITE Stock Analysis

Data source: Trade-Ideas Alerts | 22 alerts analyzed | Backtest period: 2022-02-03 → 2024-11-08

⚠️ Small sample size (22 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Lumentum Holdings Inc. Common Stock COMMUNICATIONS EQUIPMENT, NEC (SIC 3669)
📍 NASDAQ 📅 IPO: Jul 23, 2015 🔗 www.lumentum.com
💰 Market Cap: $24.05B 👥 Employees: 10,562
Lumentum Holdings Inc is a California-based technology firm. The company provides two types of optical and photonic products: optical components that are used in telecommunications networking equipment, and commercial lasers for manufacturing, inspection, and life-science lab uses. Its segments are Optical Communications and Commercial Lasers. The firm is also expanding into new optical applications, such as 3-D sensing laser diode for consumer electronics. It generates maximum revenue from the OpComms segment. The OpComms segment products include a wide range of components, modules, and subsystems to support customers including carrier networks for access (local), metro (intracity), long-haul, and submarine (undersea) applications.
📊
22
Total Alerts
🎯
40.9%
Win Rate (5MIN)
💰
-0.11%
Avg Gain (5MIN)
🚀
+2.37%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 40.9%
Avg Gain: -0.11%
Avg Winner: +1.83%
Avg Loser: -1.45%
Best: +5.70%
Worst: -5.20%
Trades: 9/13

15MIN

Win Rate: 36.4%
Avg Gain: -0.54%
Avg Winner: +2.21%
Avg Loser: -2.12%
Best: +5.74%
Worst: -9.13%
Trades: 8/14

30MIN

Win Rate: 40.9%
Avg Gain: -0.40%
Avg Winner: +2.52%
Avg Loser: -2.43%
Best: +8.11%
Worst: -5.78%
Trades: 9/13

60MIN

Win Rate: 36.4%
Avg Gain: -0.48%
Avg Winner: +2.87%
Avg Loser: -2.39%
Best: +5.85%
Worst: -5.41%
Trades: 8/14

EOD (End of Day)

Win Rate: 27.3%
Avg Gain: -1.89%
Avg Winner: +2.54%
Avg Loser: -3.55%
Best: +4.99%
Worst: -10.91%
Trades: 6/16

🚀 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: +2.37%
Best MFE: +8.58%
Avg Time to MFE: 92 min

On average, LITE alerts reach +2.37% profit potential within 92 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.71%
Worst MAE: -4.73%
Avg Time to MAE: 22 min

Before reaching MFE, expect an average drawdown of 1.71%.

⚖️ Risk/Reward Ratio

1.38:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 22 alerts, LITE typically reaches +2.37% profit before pulling back. Consider setting profit targets around 1.9% to capture most of the move.

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

Total Gaps Analyzed 22
Gap Up % 31.8%
Avg Gap -0.46%
Best Gap +1.05%

🏭 Sector Comparison: COMMUNICATIONS EQUIPMENT, NEC

How LITE compares to 8 other tickers in the same sector.

5-Min Gain
LITE: -0.11% Sector: -0.60% +0.49%
EOD Gain
LITE: -1.89% Sector: +1012.79% -1014.67%
Avg MFE
LITE: +2.37% Sector: +9.94% -7.57%

📋 Last 20 Alerts

Historical LITE 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
2024-11-08 09:29:34 $86.5 -1.70% -2.40% -0.76% -1.92% -3.06% +1.73% -2.10% - LOSS
2024-08-15 09:26:04 $52.37 -0.24% -0.90% -1.02% -0.52% -0.21% +1.95% -3.40% -2.14% LOSS
2024-03-06 09:28:54 $52.48 -2.19% -2.95% -3.69% -1.92% -4.10% -1.33% -2.36% -1.85% LOSS
2024-02-08 09:28:28 $51.17 -5.20% -9.13% -5.78% -5.24% -10.91% +0.49% +0.21% +0.18% LOSS
2023-08-17 09:29:00 $48.46 -0.93% -2.97% -5.14% -5.41% -4.66% +1.11% -1.79% +0.80% LOSS
2023-07-18 09:25:00 $50.5 +1.09% +1.03% +2.02% +1.81% +3.17% +3.37% -0.95% +1.05% WIN
2023-06-28 09:25:00 $57.91 -2.72% -3.16% -4.32% -3.78% -2.76% -1.64% -4.73% -2.09% LOSS
2023-06-20 09:29:00 $60.01 +5.70% +5.74% +8.11% +4.67% +2.27% +8.58% -0.12% -0.02% WIN
2023-06-15 09:29:00 $55.69 -0.27% -1.38% +0.02% +1.98% +1.27% +3.03% -1.67% +0.20% LOSS
2023-06-14 09:25:00 $53.75 +1.60% +2.05% +2.92% +5.85% +4.99% +7.80% -0.06% +0.37% WIN
2023-06-13 09:29:00 $54.23 -0.85% -1.22% -2.40% -1.50% -1.36% +1.33% -3.08% -0.39% LOSS
2023-05-09 09:28:00 $45.1 +2.86% +4.72% +4.05% +3.90% +1.97% +6.21% -0.22% -0.22% WIN
2023-04-06 09:26:00 $45.61 +1.78% +1.64% +1.78% +1.73% +1.58% +5.37% -1.29% +0.68% WIN
2022-11-10 09:25:00 $56.8 -0.05% -0.76% +2.26% -0.02% -0.44% +2.62% -2.46% -0.37% LOSS
2022-11-09 09:25:00 $58.26 -0.65% +1.58% -0.38% -1.97% -5.17% +2.59% -0.89% -0.43% LOSS
2022-11-08 09:25:00 $61.65 -1.52% -1.04% -0.92% -3.58% -4.30% +0.45% -4.14% -1.05% LOSS
2022-09-21 09:25:00 $72.78 +0.31% +0.38% +0.71% +1.77% -0.26% +2.61% -0.11% +0.26% WIN
2022-08-16 09:25:00 $91.61 +0.13% -1.48% -1.77% +1.24% -2.19% +1.52% -3.12% -0.67% WIN
2022-03-04 09:25:00 $98.89 -1.63% -1.29% -1.78% -2.60% -5.62% -0.46% -1.91% -1.28% LOSS
2022-03-03 09:25:00 $102.56 +1.14% +0.55% +0.86% -1.27% -3.58% +2.43% -0.81% -0.81% 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

⚠️ LITE Shows Negative Expectancy

With 40.9% win rate and -0.11% average gain, LITE alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider LITE for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze LITE with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for LITE. 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, LITE historically offers an average upside of +2.37% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 LITE Momentum Personality

With a baseline win rate of 40.9%, LITE shows negative momentum - the stock tends to fade after alerts. This pattern suggests LITE may be better suited for contrarian strategies or avoiding altogether.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: LITE shows negative expectancy across all tested intraday timeframes (Best: 5MIN at -0.11%). This suggests LITE is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.