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RWT Stock Analysis

Data source: Trade-Ideas Alerts | 17 alerts analyzed | Backtest period: 2022-06-07 → 2023-12-13

⚠️ Small sample size (17 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NYSE 📅 IPO: Aug 04, 1995 🔗 www.redwoodtrust.com
💰 Market Cap: $737.3M 👥 Employees: 283
Redwood Trust Inc is a real estate investment trust focused on different areas of housing credit. The company operates in three segments: Sequoia Mortgage Banking includes mortgage loan conduit that acquires residential consumer loans from third-party originators for sale to whole loan buyers and securitization; CoreVest Mortgage Banking segment includes consists of a platform that originates residential investor loans for securitization, sale, or transfer into Redwood Investments portfolio; and Redwood Investments segment consists of organic investments sourced through mortgage banking operations, including securities retained from Sequoia and CoreVest securitization activities. It derives maximum revenue from Redwood Investments segment.
📊
17
Total Alerts
🎯
35.3%
Win Rate (EOD)
💰
-1.09%
Avg Gain (EOD)
🚀
+0.29%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 11.8%
Avg Gain: -1.06%
Avg Winner: +0.25%
Avg Loser: -1.24%
Best: +0.35%
Worst: -3.73%
Trades: 2/15

15MIN

Win Rate: 11.8%
Avg Gain: -1.22%
Avg Winner: +0.41%
Avg Loser: -1.44%
Best: +0.52%
Worst: -3.80%
Trades: 2/15

30MIN

Win Rate: 17.6%
Avg Gain: -1.26%
Avg Winner: +0.51%
Avg Loser: -1.91%
Best: +0.86%
Worst: -4.54%
Trades: 3/12

60MIN

Win Rate: 11.8%
Avg Gain: -1.42%
Avg Winner: +0.40%
Avg Loser: -1.78%
Best: +0.58%
Worst: -6.54%
Trades: 2/14

EOD (End of Day)

Win Rate: 35.3%
Avg Gain: -1.09%
Avg Winner: +1.14%
Avg Loser: -2.31%
Best: +1.94%
Worst: -6.26%
Trades: 6/11

🚀 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: +0.29%
Best MFE: +2.91%
Avg Time to MFE: 158 min

On average, RWT alerts reach +0.29% profit potential within 158 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.72%
Worst MAE: -4.90%
Avg Time to MAE: 36 min

Before reaching MFE, expect an average drawdown of 1.72%.

⚖️ Risk/Reward Ratio

0.17:1

Challenging risk/reward - consider tighter stops.

💡 Trading Insight: Based on 17 alerts, RWT typically reaches +0.29% profit before pulling back. Consider setting profit targets around 0.2% to capture most of the move.

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

Total Gaps Analyzed 17
Gap Up % 5.9%
Avg Gap -1.15%
Best Gap +0.17%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

How RWT compares to 118 other tickers in the same sector.

5-Min Gain
RWT: -1.06% Sector: -0.14% -0.92%
EOD Gain
RWT: -1.09% Sector: +296893.71% -296894.80%
Avg MFE
RWT: +0.29% Sector: +2.11% -1.83%

📋 Last 20 Alerts

Historical RWT 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
2023-12-13 09:26:00 $7.21 -0.35% -0.42% -0.28% -0.55% +1.94% +2.91% -1.66% -0.69% LOSS
2023-11-21 09:28:00 $6.8 -0.29% -0.07% - -0.07% -0.29% +0.44% -0.29% -0.29% LOSS
2023-11-13 09:26:00 $6.55 +0.15% -0.31% -0.15% - +0.31% +0.76% -0.92% -0.46% WIN
2023-10-27 09:26:00 $6.79 -0.74% -0.88% -0.88% -1.47% -0.59% - -1.03% -1.03% LOSS
2023-10-06 09:25:00 $6.88 -0.23% +0.29% +0.51% +0.58% +1.16% +2.47% -0.44% -0.29% LOSS
2023-09-27 09:27:00 $7.32 -0.41% -1.23% -1.09% -1.02% -3.14% -0.27% -0.82% -0.82% LOSS
2023-06-27 09:29:00 $6.29 -0.87% -0.79% -0.64% -0.32% +0.64% +0.79% -1.51% -1.11% LOSS
2023-05-26 09:28:00 $5.79 -2.25% -1.55% -2.33% -1.21% +1.73% +2.25% -2.85% -1.55% LOSS
2023-05-12 09:29:00 $5.72 +0.35% +0.52% - -1.31% -1.22% +0.61% -0.17% -0.17% WIN
2023-03-28 09:26:00 $6.57 -1.37% -1.22% -1.52% -0.30% -0.91% -0.15% -1.75% -1.37% LOSS
2023-03-17 09:27:00 $7.19 -3.06% -3.76% -4.54% -6.54% -6.26% -2.64% -3.06% -3.06% LOSS
2023-02-17 09:25:00 $8.19 -1.10% -2.20% -3.17% -2.75% -2.69% -0.73% -1.83% -1.47% LOSS
2022-12-22 09:25:00 $7.14 -2.52% -3.64% -3.50% -3.22% -2.24% -1.96% -4.90% -2.66% LOSS
2022-09-30 09:25:00 $5.82 -0.09% -0.52% +0.86% -1.03% -1.37% +1.37% -1.55% +0.17% LOSS
2022-09-16 09:25:00 $7.24 -3.73% -3.80% -3.18% -3.18% -1.80% -1.80% -4.42% -3.45% LOSS
2022-08-30 09:25:00 $8.27 -1.21% -0.97% -1.63% -2.00% -4.84% -0.60% -1.21% -0.60% LOSS
2022-06-07 09:25:00 $9.3 -0.38% -0.27% +0.16% +0.22% +1.08% +1.40% -0.86% -0.75% 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

⚠️ RWT Shows Negative Expectancy

With 35.3% win rate and -1.09% average gain, RWT alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider RWT for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze RWT with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for RWT. 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, RWT historically offers an average upside of +0.29% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 RWT Momentum Personality

With a baseline win rate of 35.3%, RWT shows negative momentum - the stock tends to fade after alerts. This pattern suggests RWT may be better suited for contrarian strategies or avoiding altogether.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: RWT shows negative expectancy across all tested intraday timeframes (Best: EOD (End of Day) at -1.09%). This suggests RWT is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.