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PENN Stock Analysis

Data source: Trade-Ideas Alerts | 56 alerts analyzed | Backtest period: 2022-01-24 → 2025-01-13

⚠️ Small sample size (56 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

PENN Entertainment, Inc. Common Stock HOTELS & MOTELS (SIC 7011)
📍 NASDAQ 📅 IPO: May 26, 1994 🔗 www.pennentertainment.com
💰 Market Cap: $1.90B 👥 Employees: 23,118
Penn Entertainment's origins date back to its 1972 racetrack opening in Pennsylvania. Today, Penn operates 43 properties across 20 states and 12 brands, including Hollywood Casino and Ameristar. Land-based casinos represented 85% of total sales in 2024; 15% was from the interactive segment, which includes sports, iGaming, and media revenue. The retail portfolio generates mid-30s EBITDAR margins and helps position the company to obtain licenses for the digital wagering markets. Additionally, Penn's media asset, theScore, provides access to sports betting/iGaming technology and clientele, helping it form a leading digital position.
📊
56
Total Alerts
🎯
51.8%
Win Rate (60MIN)
💰
-0.10%
Avg Gain (60MIN)
🚀
+2.85%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 46.4%
Avg Gain: -0.41%
Avg Winner: +0.51%
Avg Loser: -1.25%
Best: +1.47%
Worst: -8.46%
Trades: 26/29

15MIN

Win Rate: 44.6%
Avg Gain: -0.26%
Avg Winner: +1.75%
Avg Loser: -1.88%
Best: +12.73%
Worst: -13.18%
Trades: 25/31

30MIN

Win Rate: 42.9%
Avg Gain: -0.30%
Avg Winner: +1.74%
Avg Loser: -1.89%
Best: +7.12%
Worst: -16.33%
Trades: 24/31

60MIN

Win Rate: 51.8%
Avg Gain: -0.10%
Avg Winner: +1.71%
Avg Loser: -2.05%
Best: +5.69%
Worst: -10.43%
Trades: 29/27

EOD (End of Day)

Win Rate: 42.9%
Avg Gain: -0.43%
Avg Winner: +3.18%
Avg Loser: -3.14%
Best: +11.82%
Worst: -7.59%
Trades: 24/32

🚀 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: +2.85%
Best MFE: +14.95%
Avg Time to MFE: 145 min

On average, PENN alerts reach +2.85% profit potential within 145 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.25%
Worst MAE: -3.82%
Avg Time to MAE: 15 min

Before reaching MFE, expect an average drawdown of 1.25%.

⚖️ Risk/Reward Ratio

2.28:1

Excellent risk/reward - potential gain is 2.28x the typical drawdown.

💡 Trading Insight: Based on 56 alerts, PENN typically reaches +2.85% profit before pulling back. Consider setting profit targets around 2.3% to capture most of the move.

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

Total Gaps Analyzed 56
Gap Up % 33.9%
Avg Gap -0.12%
Best Gap +1.19%

🏭 Sector Comparison: HOTELS & MOTELS

How PENN compares to 15 other tickers in the same sector.

5-Min Gain
PENN: -0.41% Sector: +0.06% -0.47%
EOD Gain
PENN: -0.43% Sector: -0.05% -0.38%
Avg MFE
PENN: +2.85% Sector: +2.24% +0.61%

📋 Last 20 Alerts

Historical PENN 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
2025-01-13 09:27:55 $19.2 +1.46% +3.02% +3.44% -0.26% +2.97% +5.47% -0.73% +0.36% WIN
2024-11-20 09:26:23 $20.42 -0.59% -1.71% -2.00% -1.71% -1.96% -0.15% -1.03% -0.78% LOSS
2024-09-18 09:29:30 $19.87 -0.43% -0.50% -0.72% -1.41% -1.26% +2.52% -1.77% - LOSS
2024-09-06 09:26:28 $18.91 -0.21% -0.26% - +0.50% -4.44% +1.61% -0.63% +0.21% LOSS
2024-07-12 09:26:45 $20.98 +0.10% -1.05% -1.24% -0.02% -1.91% +1.86% -1.90% +0.05% WIN
2024-06-27 09:27:17 $18.3 -0.33% +0.05% +0.11% +0.52% +3.22% +3.28% -1.26% +0.38% LOSS
2024-06-21 09:29:44 $19.78 -0.40% -1.57% -1.31% -1.42% +0.25% +1.34% -3.82% +0.10% LOSS
2024-06-14 09:28:51 $18.83 -1.06% -4.67% -5.89% -7.33% -7.59% +0.27% -0.37% -0.05% LOSS
2024-05-31 09:27:54 $15.65 -1.82% +1.05% -0.26% +4.41% +11.82% +12.46% -3.51% - LOSS
2024-05-28 09:29:41 $16.09 -1.24% -1.09% -0.50% -0.75% -6.15% +0.37% -0.56% -0.37% LOSS
2024-05-02 09:25:44 $16.2 -8.46% -13.18% -16.33% -10.43% -7.41% +1.60% +0.68% -1.05% LOSS
2024-05-01 09:29:41 $16.43 -0.18% +0.33% +0.43% +0.82% +0.06% +4.20% -0.97% -0.06% LOSS
2024-04-26 09:28:50 $16.98 -1.88% +0.97% +0.94% +0.41% -0.71% +1.71% -2.59% +0.18% LOSS
2024-04-23 09:27:10 $17.67 -0.74% -0.40% -2.15% -1.16% -1.36% +1.81% -1.23% - LOSS
2024-04-12 09:26:24 $16.91 -1.36% -1.48% -0.77% +0.21% -1.24% +0.90% -1.72% -1.36% LOSS
2024-04-10 09:28:15 $17.61 -0.85% -2.21% -1.87% -1.31% -3.86% +0.57% +0.01% +0.40% LOSS
2024-03-26 09:28:25 $17.97 -1.59% -0.37% +1.17% +1.03% -1.00% +2.78% -2.78% -1.61% LOSS
2024-03-25 09:25:45 $17.25 +0.46% +0.46% +0.06% -0.90% -1.28% +0.87% -0.70% -0.17% WIN
2024-03-07 09:25:22 $17.81 +0.22% +1.74% +2.27% +3.42% +3.87% +4.27% +0.06% +0.56% WIN
2024-03-01 09:25:58 $18.24 -1.48% -3.15% -1.04% +1.40% +1.43% +3.62% -3.45% -0.16% 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

⚠️ PENN Shows Negative Expectancy

Despite a 51.8% win rate, PENN has -0.10% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making PENN profitable.

🔧 Fix PENN Risk/Reward →

Why Analyze PENN with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for PENN. 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, PENN historically offers an average upside of +2.85% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 PENN Momentum Personality

With a baseline win rate of 51.8%, PENN shows negative expectancy despite winning more often - average losses (-2.05%) outweigh average wins (+1.71%). This suggests the need for tighter stops or better entry timing.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: PENN shows negative expectancy across all tested intraday timeframes (Best: 60MIN at -0.10%). This suggests PENN is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.