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ROK Stock Analysis

Data source: Trade-Ideas Alerts | 4 alerts analyzed | Backtest period: 2022-05-03 → 2024-05-09

⚠️ Small sample size (4 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NYSE 📅 IPO: Aug 29, 1956 🔗 www.rockwellautomation.com
💰 Market Cap: $46.98B 👥 Employees: 26,000
With roots tracing back to the early 1900s, Rockwell Automation is the successor to Rockwell International, which spun off its avionics segment in 2001. It is a pure-play industrial automation company that operates through three segments. Its largest segment by revenue, intelligent devices, sells factory floor-level devices such as motors, drives, sensors, relays, and actuators. Its software and control segment sells visualization, simulation, and human-machine interface software and control products such as programmable controllers, computers, and operator terminals. Its smallest segment, lifecycle services, offers digital consulting, engineered-to-order services, and other outsourced services such as remote monitoring, cybersecurity, and asset and plant maintenance and optimization.
📊
4
Total Alerts
🎯
25.0%
Win Rate (5MIN)
💰
-0.27%
Avg Gain (5MIN)
🚀
+1.16%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 25.0%
Avg Gain: -0.27%
Avg Winner: +0.12%
Avg Loser: -0.39%
Best: +0.12%
Worst: -0.67%
Trades: 1/3

15MIN

Win Rate: 0.0%
Avg Gain: -2.12%
Avg Winner: +0.00%
Avg Loser: -2.12%
Best: -0.02%
Worst: -6.89%
Trades: 0/4

30MIN

Win Rate: 25.0%
Avg Gain: -2.00%
Avg Winner: +0.25%
Avg Loser: -2.75%
Best: +0.25%
Worst: -6.70%
Trades: 1/3

60MIN

Win Rate: 0.0%
Avg Gain: -2.28%
Avg Winner: +0.00%
Avg Loser: -2.28%
Best: -0.40%
Worst: -6.22%
Trades: 0/4

EOD (End of Day)

Win Rate: 0.0%
Avg Gain: -2.91%
Avg Winner: +0.00%
Avg Loser: -2.91%
Best: -1.13%
Worst: -7.11%
Trades: 0/4

🚀 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: +1.16%
Best MFE: +3.21%
Avg Time to MFE: 74 min

On average, ROK alerts reach +1.16% profit potential within 74 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.30%
Worst MAE: -2.60%
Avg Time to MAE: 4 min

Before reaching MFE, expect an average drawdown of 1.30%.

⚖️ Risk/Reward Ratio

0.89:1

Challenging risk/reward - consider tighter stops.

💡 Trading Insight: Based on 4 alerts, ROK typically reaches +1.16% 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 4
Gap Up % 0.0%
Avg Gap -0.41%
Best Gap -0.06%

🏭 Sector Comparison: MEASURING & CONTROLLING DEVICES, NEC

How ROK compares to 7 other tickers in the same sector.

5-Min Gain
ROK: -0.27% Sector: -0.52% +0.25%
EOD Gain
ROK: -2.91% Sector: +52.44% -55.35%
Avg MFE
ROK: +1.16% Sector: +6.30% -5.14%

📋 Last 20 Alerts

Historical ROK 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
2024-05-09 09:29:52 $273.58 -0.18% -1.32% -1.35% -1.11% -1.13% -0.18% -0.97% -0.53% LOSS
2024-02-12 09:26:49 $284.58 +0.12% -0.02% -0.19% -0.40% -1.37% +0.71% -0.92% -0.38% WIN
2022-11-02 09:25:00 $240.3 -0.34% -0.25% +0.25% -1.38% -2.05% +3.21% -2.60% -0.06% LOSS
2022-05-03 09:25:00 $230.1 -0.67% -6.89% -6.70% -6.22% -7.11% +0.88% -0.70% -0.67% 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

⚠️ ROK Shows Negative Expectancy

With 25.0% win rate and -0.27% average gain, ROK alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider ROK for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze ROK with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for ROK. 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, ROK historically offers an average upside of +1.16% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 ROK Momentum Personality

With a baseline win rate of 25.0%, ROK shows negative momentum - the stock tends to fade after alerts. This pattern suggests ROK may be better suited for contrarian strategies or avoiding altogether.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: ROK shows negative expectancy across all tested intraday timeframes (Best: 5MIN at -0.27%). This suggests ROK is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.