FILTRIX Logo FILTRIX Find Your Edge →

Latest signal:

OMC Stock Analysis

Data source: Trade-Ideas Alerts | 8 alerts analyzed | Backtest period: 2022-01-18 → 2024-12-09

⚠️ Small sample size (8 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NYSE 📅 IPO: Jun 01, 1972 🔗 www.omnicomgroup.com
💰 Market Cap: $25.10B 👥 Employees: 74,900
Omnicom is a holding company that owns several advertising agencies and related firms. It provides traditional and digital advertising services that include creative design, market research, data analytics, ad placement, and public relations. The firm operates globally, providing services in more than 70 countries; it generates more than one half of its revenue in North America and nearly 30% in Europe.
📊
8
Total Alerts
🎯
62.5%
Win Rate (5MIN)
💰
-0.15%
Avg Gain (5MIN)
🚀
+1.33%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 62.5%
Avg Gain: -0.15%
Avg Winner: +0.42%
Avg Loser: -1.09%
Best: +0.94%
Worst: -3.14%
Trades: 5/3

15MIN

Win Rate: 37.5%
Avg Gain: -0.68%
Avg Winner: +0.82%
Avg Loser: -1.58%
Best: +1.22%
Worst: -2.62%
Trades: 3/5

30MIN

Win Rate: 37.5%
Avg Gain: -0.44%
Avg Winner: +1.63%
Avg Loser: -1.68%
Best: +2.03%
Worst: -3.51%
Trades: 3/5

60MIN

Win Rate: 37.5%
Avg Gain: -0.38%
Avg Winner: +1.61%
Avg Loser: -1.58%
Best: +2.84%
Worst: -2.82%
Trades: 3/5

EOD (End of Day)

Win Rate: 37.5%
Avg Gain: -1.05%
Avg Winner: +1.51%
Avg Loser: -2.59%
Best: +2.87%
Worst: -6.71%
Trades: 3/5

🚀 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: +1.33%
Best MFE: +4.39%
Avg Time to MFE: 48 min

On average, OMC alerts reach +1.33% profit potential within 48 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.81%
Worst MAE: -3.65%
Avg Time to MAE: 3 min

Before reaching MFE, expect an average drawdown of 0.81%.

⚖️ Risk/Reward Ratio

1.65:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 8 alerts, OMC typically reaches +1.33% 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 8
Gap Up % 37.5%
Avg Gap -0.23%
Best Gap +0.61%

🏭 Sector Comparison: SERVICES-ADVERTISING AGENCIES

How OMC compares to 4 other tickers in the same sector.

5-Min Gain
OMC: -0.15% Sector: -0.82% +0.67%
EOD Gain
OMC: -1.05% Sector: -0.80% -0.25%
Avg MFE
OMC: +1.33% Sector: +5.44% -4.11%

📋 Last 20 Alerts

Historical OMC 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
2024-12-09 09:27:58 $99.5 -3.14% -2.34% -2.32% -2.74% -6.71% +0.50% -0.91% -0.63% LOSS
2024-07-25 09:27:07 $90.75 -0.03% +0.52% +2.03% +2.84% +2.87% +4.39% -0.03% +0.25% LOSS
2024-05-16 09:25:18 $97.66 +0.31% -0.49% -0.10% -0.15% -1.03% +0.33% -0.29% -0.29% WIN
2024-04-17 09:26:42 $93.4 +0.02% -1.01% -1.03% -1.16% -1.02% +0.75% -0.69% -0.05% WIN
2023-07-19 09:25:00 $90.5 -0.11% -2.62% -3.51% -2.82% -3.01% +0.83% -3.65% -1.97% LOSS
2022-09-12 09:25:00 $70.41 +0.94% +1.22% +1.87% +1.72% +1.59% +2.17% +0.52% +0.58% WIN
2022-06-21 09:25:00 $64.28 +0.13% -1.45% -1.46% -1.03% -1.18% +0.39% -1.00% -0.34% WIN
2022-01-18 09:25:00 $78.82 +0.69% +0.71% +0.99% +0.27% +0.09% +1.27% -0.41% +0.61% 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

⚠️ OMC Shows Negative Expectancy

Despite a 62.5% win rate, OMC has -0.15% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making OMC profitable.

🔧 Fix OMC Risk/Reward →

Why Analyze OMC with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for OMC. 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, OMC historically offers an average upside of +1.33% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 OMC Momentum Personality

With a baseline win rate of 62.5%, OMC shows negative expectancy despite winning more often - average losses (-1.09%) outweigh average wins (+0.42%). This suggests the need for tighter stops or better entry timing.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: OMC shows negative expectancy across all tested intraday timeframes (Best: 5MIN at -0.15%). This suggests OMC is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.