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Ticker Report — Historical Last signal ·

$PMT

Trade-Ideas alerts 62.5% at 15-min n=8 2022-09-27 → 2026-06-12

⚠ SMALL SAMPLE · 8 alerts only. Statistics may have high variance — interpret with caution.

🏢 Company Profile

PennyMac Mortgage Investment Trust REAL ESTATE INVESTMENT TRUSTS (SIC 6798)
📍 NYSE 📅 IPO: Jul 30, 2009 🔗 www.pennymacmortgageinvestmenttrust.com
💰 Market Cap: $680.2M 👥 Employees: 7
PennyMac Mortgage Investment Trust is a specialty finance company that invests mainly in residential mortgage loans and mortgage-related assets. The company's operations include activities such as the production and servicing of financial securities based on residential loans and the pooling and reselling of high-credit-quality mortgages. The company operates through three segments: correspondent production, credit-sensitive strategies, interest-rate-sensitive strategies. The Credit sensitive strategies segment generates income via investments in CRT arrangements, subordinate MBS, distressed loans, and real estate.
Total alerts
8
Trade-Ideas signal history
Win rate · 15MIN
62.5%
Best timeframe baseline
Avg gain · 15MIN
+0.29%
Per-alert expectancy
Avg MFE
+1.18%
Max potential excursion

Practice trading PMT on historical setups — browse all patterns across all tickers →

📈 Performance by Timeframe

5MIN

Win Rate: 50.0%
Avg Gain: +0.18%
Avg Winner: +0.93%
Avg Loser: -0.57%
Best: +1.07%
Worst: -1.23%
Trades: 4/4

15MIN

Win Rate: 62.5%
Avg Gain: +0.29%
Avg Winner: +0.89%
Avg Loser: -0.72%
Best: +1.46%
Worst: -1.16%
Trades: 5/3

30MIN

Win Rate: 62.5%
Avg Gain: +0.26%
Avg Winner: +0.85%
Avg Loser: -0.72%
Best: +1.49%
Worst: -1.34%
Trades: 5/3

60MIN

Win Rate: 62.5%
Avg Gain: +0.15%
Avg Winner: +0.74%
Avg Loser: -0.84%
Best: +1.31%
Worst: -1.44%
Trades: 5/3

EOD (End of Day)

Win Rate: 50.0%
Avg Gain: -0.10%
Avg Winner: +1.06%
Avg Loser: -1.26%
Best: +2.22%
Worst: -2.14%
Trades: 4/4

🚀 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: +1.18%
Best MFE: +2.63%
Avg Time to MFE: 62 min

On average, PMT alerts reach +1.18% profit potential within 62 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.35%
Worst MAE: -0.95%
Avg Time to MAE: 3 min

Before reaching MFE, expect an average drawdown of 0.35%.

⚖️ Risk/Reward Ratio

3.34:1

Excellent risk/reward - potential gain is 3.34x the typical drawdown.

💡 Trading Insight: Based on 8 alerts, PMT typically reaches +1.18% profit before pulling back. Consider setting profit targets around 0.9% to capture most of the move.

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

Total Gaps Analyzed 8
Gap Up % 50.0%
Avg Gap -0.01%
Best Gap +1.08%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

How PMT compares to 142 other tickers in the same sector.

5-Min Gain
PMT: +0.18% Sector: -0.14% +0.33%
EOD Gain
PMT: -0.10% Sector: +193744.22% -193744.32%
Avg MFE
PMT: +1.18% Sector: +2.32% -1.14%

📋 Last 20 Alerts

Historical PMT 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
2026-06-12 09:25:00 $9.9 +1.01% +0.71% +0.51% +0.61% +2.22% +2.63% -0.10% +0.81% WIN
2024-09-19 09:29:48 $14.6 -1.23% -1.16% -1.34% -1.44% -1.51% -0.75% -0.95% -0.75% LOSS
2024-05-22 09:26:46 $13.74 +0.80% +0.87% +1.49% +0.47% +0.44% +1.67% +0.15% +0.29% WIN
2023-08-09 09:29:00 $13.01 +0.85% +1.46% +1.30% +1.31% +1.15% +1.81% +0.61% +1.08% WIN
2023-05-12 09:28:00 $11.82 -0.47% -0.34% -0.42% -0.47% -1.02% -0.13% -0.93% -0.93% LOSS
2023-03-20 09:25:00 $11.49 -0.35% +0.44% +0.70% +1.26% +0.44% +2.31% -0.70% -0.70% LOSS
2022-12-22 09:25:00 $13.4 -0.22% -0.67% -0.41% +0.04% -0.37% +0.30% -0.30% -0.30% LOSS
2022-09-27 09:25:00 $13.08 +1.07% +0.99% +0.27% -0.61% -2.14% +1.61% -0.61% +0.46% 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

Beat the 62.5% Baseline on PMT

The 62.5% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and push PMT's performance to 75%+.

Optimize PMT Strategy →

Why Analyze PMT with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for PMT. 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, PMT historically offers an average upside of +1.18% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 PMT Momentum Personality

With a baseline win rate of 62.5%, PMT shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show PMT performs best on the 15MIN timeframe (Avg Gain: +0.29%), signaling that gains often fade later in the session.