FILTRIX Logo FILTRIX Find Your Edge →

Latest signal:

OLN Stock Analysis

Data source: Trade-Ideas Alerts | 6 alerts analyzed | Backtest period: 2022-06-28 → 2023-09-01

⚠️ Small sample size (6 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NYSE 📅 IPO: Jun 01, 1972 🔗 www.olin.com
💰 Market Cap: $2.74B 👥 Employees: 7,676
Olin Corp manufactures and sells a variety of chemicals and chemical-based products. The company organizes itself into three segments based on the product type. The Chlor alkali products and Vinyls segment, which generates the majority of revenue, sells chlorine and caustic soda, which are used in a variety of industries including cosmetics, textiles, crop protection, and fire protection products. The Epoxy segment sells epoxy resins used in paints and coatings. The Winchester segment sells sporting ammunition and ammunition accessories under the Winchester brand. The majority of revenue comes from the United States.
📊
6
Total Alerts
🎯
66.7%
Win Rate (15MIN)
💰
-0.02%
Avg Gain (15MIN)
🚀
+1.40%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 33.3%
Avg Gain: +0.11%
Avg Winner: +0.96%
Avg Loser: -0.32%
Best: +1.01%
Worst: -0.54%
Trades: 2/4

15MIN

Win Rate: 66.7%
Avg Gain: -0.02%
Avg Winner: +0.35%
Avg Loser: -0.74%
Best: +1.00%
Worst: -0.87%
Trades: 4/2

30MIN

Win Rate: 50.0%
Avg Gain: -0.45%
Avg Winner: +0.30%
Avg Loser: -1.19%
Best: +0.46%
Worst: -2.54%
Trades: 3/3

60MIN

Win Rate: 50.0%
Avg Gain: -0.85%
Avg Winner: +0.65%
Avg Loser: -2.34%
Best: +1.15%
Worst: -5.36%
Trades: 3/3

EOD (End of Day)

Win Rate: 33.3%
Avg Gain: -1.04%
Avg Winner: +0.85%
Avg Loser: -1.98%
Best: +1.59%
Worst: -3.43%
Trades: 2/4

🚀 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: +1.40%
Best MFE: +2.33%
Avg Time to MFE: 128 min

On average, OLN alerts reach +1.40% profit potential within 128 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.76%
Worst MAE: -1.54%
Avg Time to MAE: 20 min

Before reaching MFE, expect an average drawdown of 0.76%.

⚖️ Risk/Reward Ratio

1.83:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 6 alerts, OLN typically reaches +1.40% profit before pulling back. Consider setting profit targets around 1.1% to capture most of the move.

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

Total Gaps Analyzed 6
Gap Up % 33.3%
Avg Gap -0.32%
Best Gap +0.84%

🏭 Sector Comparison: CHEMICALS & ALLIED PRODUCTS

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

5-Min Gain
OLN: +0.11% Sector: +0.64% -0.53%
EOD Gain
OLN: -1.04% Sector: +0.31% -1.35%
Avg MFE
OLN: +1.40% Sector: +3.90% -2.50%

📋 Last 20 Alerts

Historical OLN 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
2023-09-01 09:28:00 $53.34 -0.37% -0.87% -2.54% -5.36% -2.55% +0.88% -1.54% -1.54% LOSS
2022-11-21 09:25:00 $55.45 -0.54% -0.61% -0.51% -1.05% +1.59% +2.33% -1.39% -0.99% LOSS
2022-11-15 09:25:00 $60.61 -0.28% +1.00% +0.15% +1.15% -3.43% +1.81% -0.73% -0.03% LOSS
2022-11-07 09:25:00 $57.45 +0.91% +0.28% -0.52% -0.62% +0.10% +1.06% -1.20% +0.19% WIN
2022-10-31 09:25:00 $53.52 +1.01% +0.07% +0.28% +0.30% -1.06% +1.38% +0.67% +0.84% WIN
2022-06-28 09:25:00 $47.89 -0.08% +0.04% +0.46% +0.49% -0.86% +0.92% -0.40% -0.40% 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

⚠️ OLN Shows Negative Expectancy

Despite a 66.7% win rate, OLN has -0.02% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making OLN profitable.

🔧 Fix OLN Risk/Reward →

Why Analyze OLN with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for OLN. 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, OLN historically offers an average upside of +1.40% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 OLN Momentum Personality

With a baseline win rate of 66.7%, OLN shows negative expectancy despite winning more often - average losses (-0.74%) outweigh average wins (+0.35%). This suggests the need for tighter stops or better entry timing.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: OLN shows negative expectancy across all tested intraday timeframes (Best: 15MIN at -0.02%). This suggests OLN is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.