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NLY Stock Analysis

Data source: Trade-Ideas Alerts | 124 alerts analyzed | Backtest period: 2022-01-03 → 2025-02-12

🏢 Company Profile

Annaly Capital Management. Inc. REAL ESTATE INVESTMENT TRUSTS (SIC 6798)
📍 NYSE 📅 IPO: Oct 08, 1997 🔗 www.annaly.com
💰 Market Cap: $16.31B 👥 Employees: 191
Annaly Capital Management Inc is an American mortgage real estate investment trust. Its business objective is to generate net income for distribution to its stockholders and optimize its returns through prudent management of its diversified investment strategies. The company's reportable operating segments are; the Agency segment, which invests in Agency mortgage-backed securities collateralized by residential mortgages; the Residential Credit segment, which invests in non-Agency residential whole loans and securitized products within the residential and commercial markets; the Mortgage Servicing Rights segment; and Corporate & Other. Maximum revenue for the company is generated from its Agency segment.
📊
124
Total Alerts
🎯
62.1%
Win Rate (EOD)
💰
+120.67%
Avg Gain (EOD)
🚀
+1.23%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 36.3%
Avg Gain: -0.12%
Avg Winner: +0.40%
Avg Loser: -0.46%
Best: +1.21%
Worst: -1.68%
Trades: 45/73

15MIN

Win Rate: 41.1%
Avg Gain: -0.15%
Avg Winner: +0.55%
Avg Loser: -0.67%
Best: +1.99%
Worst: -3.09%
Trades: 51/70

30MIN

Win Rate: 41.1%
Avg Gain: -0.10%
Avg Winner: +0.86%
Avg Loser: -0.79%
Best: +4.70%
Worst: -2.63%
Trades: 51/71

60MIN

Win Rate: 45.2%
Avg Gain: -0.15%
Avg Winner: +0.84%
Avg Loser: -1.00%
Best: +5.28%
Worst: -3.50%
Trades: 56/66

EOD (End of Day)

Win Rate: 62.1%
Avg Gain: +120.67%
Avg Winner: +195.18%
Avg Loser: -1.49%
Best: +315.27%
Worst: -7.44%
Trades: 77/44

🚀 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: +1.23%
Best MFE: +11.02%
Avg Time to MFE: 111 min

On average, NLY alerts reach +1.23% profit potential within 111 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.68%
Worst MAE: -3.31%
Avg Time to MAE: 13 min

Before reaching MFE, expect an average drawdown of 0.68%.

⚖️ Risk/Reward Ratio

1.8:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 124 alerts, NLY typically reaches +1.23% profit before pulling back. Consider setting profit targets around 1.0% to capture most of the move.

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

Total Gaps Analyzed 124
Gap Up % 26.6%
Avg Gap -0.12%
Best Gap +1.03%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

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

5-Min Gain
NLY: -0.12% Sector: -0.14% +0.02%
EOD Gain
NLY: +120.67% Sector: +296893.71% -296773.04%
Avg MFE
NLY: +1.23% Sector: +2.11% -0.88%

📋 Last 20 Alerts

Historical NLY 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 09:25:43 $20.57 -0.41% -0.24% -0.15% +0.22% +0.63% +0.83% -0.58% -0.10% LOSS
2024-12-02 09:28:30 $19.96 -0.85% -0.83% -0.93% -0.63% -0.20% +0.10% -1.25% -0.40% LOSS
2024-11-27 09:29:28 $19.82 +0.48% +0.40% +0.33% +0.63% - +0.83% -0.25% -0.25% WIN
2024-05-15 09:25:46 $20.47 +0.17% -0.20% -0.37% -0.22% -0.39% +0.29% -0.29% -0.29% WIN
2024-04-10 09:28:06 $19.05 -0.05% -0.16% -0.66% -0.42% -2.41% +0.16% -0.73% -0.26% LOSS
2024-04-03 09:27:10 $19.27 +0.05% +0.23% -0.42% -0.05% +0.10% +0.44% -0.26% -0.10% WIN
2024-03-27 09:26:03 $19.18 -0.05% -0.03% -0.13% +0.10% +1.36% +1.36% -0.47% -0.26% LOSS
2024-03-08 09:29:29 $19.72 +0.31% +0.94% +0.91% +0.61% -0.41% +1.19% -0.20% +0.05% WIN
2023-12-28 09:26:00 $19.85 +0.05% - -0.25% -0.13% +0.15% +0.25% -0.40% -0.05% WIN
2023-11-14 09:26:00 $17.61 +0.45% +0.82% +1.53% +1.11% +0.51% +1.90% +0.06% +0.80% WIN
2023-10-24 09:27:00 $15.72 -0.95% -0.25% -0.64% +0.29% -0.32% +0.76% -1.34% -0.13% LOSS
2023-10-06 09:28:00 $17.65 -0.14% +0.28% -0.06% +0.51% +0.40% +1.53% -0.55% -0.45% LOSS
2023-09-29 09:29:00 $18.83 +0.27% +0.32% +0.69% +0.96% -0.11% +1.86% -0.11% +0.27% WIN
2023-09-18 09:29:00 $20.92 -0.43% -0.24% -0.29% -0.14% -1.24% +0.29% - +0.14% LOSS
2023-06-29 09:28:00 $20.05 -0.12% -0.22% -1.07% -0.57% -0.20% +0.10% -0.50% -0.30% LOSS
2023-04-24 09:28:00 $19.21 -0.36% -0.60% -0.52% +0.31% +1.30% +1.30% -1.51% +0.47% LOSS
2023-03-27 09:27:00 $19.05 +0.94% +0.26% -0.26% -0.79% +0.42% +1.42% - +0.47% WIN
2023-03-15 09:27:00 $18.72 -1.55% +0.05% -0.19% +0.41% -0.21% +1.20% -1.98% -0.59% LOSS
2023-03-13 09:26:00 $18.15 -1.21% -3.09% -1.43% -1.38% +1.87% +3.42% -3.31% +0.19% LOSS
2023-02-21 09:25:00 $21.3 -0.31% -1.01% -1.10% -1.64% -1.97% +0.23% +0.19% -0.28% 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 62.1% Baseline on NLY

The 62.1% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push NLY's performance to 75%+.

Optimize NLY Strategy →

Why Analyze NLY with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for NLY. 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, NLY historically offers an average upside of +1.23% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 NLY Momentum Personality

With a baseline win rate of 62.1%, NLY shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show NLY performs best on the EOD (End of Day) timeframe (Avg Gain: +120.67%), signaling that gains often fade later in the session.