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LQD Stock Analysis

Data source: Trade-Ideas Alerts | 66 alerts analyzed | Backtest period: 2022-01-06 → 2024-11-06

⚠️ Small sample size (66 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

iShares iBoxx $ Investment Grade Corporate Bond ETF
📍 NYSE Arca 📅 IPO: Aug 31, 2007
📊
66
Total Alerts
🎯
48.5%
Win Rate (30MIN)
💰
-0.03%
Avg Gain (30MIN)
🚀
+0.28%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 45.5%
Avg Gain: -0.01%
Avg Winner: +0.13%
Avg Loser: -0.13%
Best: +0.46%
Worst: -0.39%
Trades: 30/36

15MIN

Win Rate: 45.5%
Avg Gain: -0.03%
Avg Winner: +0.13%
Avg Loser: -0.17%
Best: +0.41%
Worst: -0.41%
Trades: 30/36

30MIN

Win Rate: 48.5%
Avg Gain: -0.03%
Avg Winner: +0.15%
Avg Loser: -0.21%
Best: +0.48%
Worst: -0.62%
Trades: 32/34

60MIN

Win Rate: 45.5%
Avg Gain: -0.03%
Avg Winner: +0.20%
Avg Loser: -0.23%
Best: +0.64%
Worst: -0.69%
Trades: 30/34

EOD (End of Day)

Win Rate: 47.0%
Avg Gain: -0.04%
Avg Winner: +0.34%
Avg Loser: -0.38%
Best: +0.85%
Worst: -1.34%
Trades: 31/34

🚀 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: +0.28%
Best MFE: +1.10%
Avg Time to MFE: 153 min

On average, LQD alerts reach +0.28% profit potential within 153 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.12%
Worst MAE: -0.63%
Avg Time to MAE: 25 min

Before reaching MFE, expect an average drawdown of 0.12%.

⚖️ Risk/Reward Ratio

2.44:1

Excellent risk/reward - potential gain is 2.44x the typical drawdown.

💡 Trading Insight: Based on 66 alerts, LQD typically reaches +0.28% profit before pulling back. Consider setting profit targets around 0.2% to capture most of the move.

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

Total Gaps Analyzed 66
Gap Up % 43.9%
Avg Gap -0.01%
Best Gap +0.47%

📋 Last 20 Alerts

Historical LQD 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
2024-11-06 09:27:26 $108.4 -0.39% -0.34% -0.32% -0.21% -0.19% +0.23% -0.46% -0.30% LOSS
2024-10-28 09:25:20 $109.25 +0.18% +0.16% +0.17% +0.16% -0.03% +0.22% +0.13% +0.16% WIN
2024-10-09 09:28:48 $111.06 -0.10% -0.10% -0.14% -0.07% -0.10% +0.01% -0.17% -0.12% LOSS
2024-10-03 09:27:10 $112.39 +0.17% +0.15% +0.15% +0.04% -0.23% +0.21% +0.13% +0.17% WIN
2024-09-20 09:25:50 $113.25 -0.08% -0.05% -0.09% -0.15% +0.18% +0.22% -0.23% -0.06% LOSS
2024-08-13 09:26:34 $109.94 +0.45% +0.40% +0.40% +0.37% +0.70% +0.70% +0.32% +0.47% WIN
2024-08-05 09:29:57 $110.52 +0.03% -0.14% -0.19% -0.28% -0.18% +0.13% -0.01% +0.04% WIN
2024-08-01 09:25:03 $109.4 +0.15% +0.19% +0.19% +0.31% +0.12% +0.40% +0.11% +0.15% WIN
2024-07-29 09:26:46 $108.8 +0.10% +0.06% -0.01% -0.06% +0.04% +0.16% +0.10% +0.12% WIN
2024-07-24 09:28:07 $108.78 -0.37% -0.33% -0.62% -0.49% -1.10% -0.28% -0.46% -0.38% LOSS
2024-07-23 09:28:06 $108.33 +0.05% +0.08% +0.11% +0.19% -0.08% +0.22% +0.02% +0.12% WIN
2024-06-18 09:26:16 $108.67 -0.37% -0.36% -0.34% -0.43% -0.20% -0.11% -0.49% -0.45% LOSS
2024-06-14 09:27:01 $108.47 -0.17% -0.09% +0.04% -0.03% -0.01% +0.10% -0.20% -0.04% LOSS
2024-06-05 09:26:09 $107.95 -0.14% -0.09% -0.10% -0.32% +0.05% +0.07% -0.48% -0.12% LOSS
2024-05-24 09:25:40 $106.21 +0.46% +0.41% +0.48% +0.64% +0.72% +0.73% +0.39% +0.47% WIN
2024-04-03 09:29:55 $106.96 -0.04% -0.17% +0.11% +0.10% +0.39% +0.56% -0.20% -0.04% LOSS
2024-04-01 09:29:10 $107.82 +0.17% +0.14% +0.01% -0.20% -0.32% +0.19% +0.13% +0.19% WIN
2024-03-28 09:29:17 $109.02 -0.18% -0.11% -0.03% -0.00% -0.09% +0.16% -0.20% -0.12% LOSS
2024-02-28 09:27:41 $107.52 -0.11% -0.07% -0.05% - +0.04% +0.10% -0.12% -0.07% LOSS
2024-02-27 09:29:56 $107.53 +0.14% +0.15% +0.19% +0.22% +0.04% +0.29% +0.08% +0.11% 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

⚠️ LQD Shows Negative Expectancy

With 48.5% win rate and -0.03% average gain, LQD alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider LQD for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze LQD with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for LQD. 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, LQD historically offers an average upside of +0.28% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 LQD Momentum Personality

With a baseline win rate of 48.5%, LQD shows negative momentum - the stock tends to fade after alerts. This pattern suggests LQD may be better suited for contrarian strategies or avoiding altogether.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: LQD shows negative expectancy across all tested intraday timeframes (Best: 30MIN at -0.03%). This suggests LQD is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.