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Latest signal:

SCHO Stock Analysis

Data source: Trade-Ideas Alerts | 83 alerts analyzed | Backtest period: 2022-01-07 → 2024-09-04

⚠️ Small sample size (83 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Schwab Short-Term U.S. Treasury ETF
📍 NYSE Arca 📅 IPO: Aug 05, 2010
📊
83
Total Alerts
🎯
48.2%
Win Rate (15MIN)
💰
+0.00%
Avg Gain (15MIN)
🚀
+0.08%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 43.4%
Avg Gain: +0.00%
Avg Winner: +0.02%
Avg Loser: -0.02%
Best: +0.08%
Worst: -0.08%
Trades: 36/31

15MIN

Win Rate: 48.2%
Avg Gain: +0.00%
Avg Winner: +0.03%
Avg Loser: -0.03%
Best: +0.09%
Worst: -0.07%
Trades: 40/36

30MIN

Win Rate: 43.9%
Avg Gain: -0.00%
Avg Winner: +0.03%
Avg Loser: -0.03%
Best: +0.10%
Worst: -0.18%
Trades: 36/40

60MIN

Win Rate: 45.8%
Avg Gain: +0.01%
Avg Winner: +0.06%
Avg Loser: -0.04%
Best: +0.21%
Worst: -0.16%
Trades: 38/41

EOD (End of Day)

Win Rate: 13.3%
Avg Gain: -30.12%
Avg Winner: +0.13%
Avg Loser: -37.90%
Best: +0.21%
Worst: -50.13%
Trades: 11/66

🚀 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: +0.08%
Best MFE: +0.36%
Avg Time to MFE: 120 min

On average, SCHO alerts reach +0.08% profit potential within 120 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.02%
Worst MAE: -0.12%
Avg Time to MAE: 19 min

Before reaching MFE, expect an average drawdown of 0.02%.

⚖️ Risk/Reward Ratio

3.12:1

Excellent risk/reward - potential gain is 3.12x the typical drawdown.

💡 Trading Insight: Based on 83 alerts, SCHO typically reaches +0.08% profit before pulling back. Consider setting profit targets around 0.1% to capture most of the move.

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

Total Gaps Analyzed 83
Gap Up % 32.5%
Avg Gap +0.00%
Best Gap +0.08%

📋 Last 20 Alerts

Historical SCHO 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
2024-09-04 09:26:31 $48.67 +0.03% +0.05% +0.06% +0.15% -49.91% +0.21% +0.02% +0.02% WIN
2024-02-16 09:27:57 $48.15 +0.00% +0.02% +0.04% +0.06% +0.06% +0.08% - +0.02% LOSS
2023-12-28 09:28:00 $48.44 -0.02% -0.02% -0.02% -0.02% -50.01% - -0.02% - LOSS
2023-12-21 09:29:00 $48.38 +0.03% +0.04% +0.02% -0.03% -50.01% +0.06% +0.02% +0.02% WIN
2023-10-20 09:25:00 $47.81 +0.01% +0.01% +0.03% +0.03% -49.97% +0.10% - +0.02% WIN
2023-10-03 09:28:00 $47.7 +0.01% +0.01% +0.04% -0.06% -50.04% +0.04% -0.02% - WIN
2023-09-08 09:29:00 $47.9 +0.01% +0.01% - +0.00% -50.04% +0.02% -0.00% - WIN
2023-08-16 09:27:00 $47.92 - +0.02% - +0.01% -50.03% +0.04% -0.02% - -
2023-08-11 09:25:00 $47.94 -0.02% -0.03% -0.03% +0.04% - +0.06% -0.04% -0.02% LOSS
2023-07-19 09:28:00 $48.15 -0.01% -0.02% -0.05% -0.08% -50.05% - -0.02% -0.02% LOSS
2023-07-13 09:25:00 $48.13 +0.08% +0.09% +0.07% +0.06% -49.93% +0.17% +0.04% +0.08% WIN
2023-07-07 09:27:00 $47.84 +0.03% +0.02% +0.06% +0.08% -49.98% +0.15% - - WIN
2023-07-06 09:25:00 $47.75 +0.04% +0.04% +0.02% - +0.15% +0.15% -0.08% +0.04% WIN
2023-07-03 09:29:00 $47.87 +0.01% +0.01% +0.02% +0.03% -0.04% +0.11% - +0.01% WIN
2023-06-21 09:26:00 $48.15 -0.04% -0.04% -0.04% -0.03% -49.98% +0.08% -0.06% -0.02% LOSS
2023-05-02 09:25:00 $48.53 +0.00% +0.02% +0.03% +0.21% -49.85% +0.36% -0.02% +0.02% LOSS
2023-04-20 09:29:00 $48.63 -0.02% - -0.01% +0.03% -49.99% +0.04% -0.04% -0.04% LOSS
2023-04-18 09:26:00 $48.58 +0.00% - +0.03% +0.05% -50.00% +0.06% -0.02% - LOSS
2023-04-14 09:27:00 $48.67 -0.01% -0.01% -0.02% -0.02% -0.02% +0.01% -0.01% - LOSS
2023-04-13 09:26:00 $48.8 - +0.03% +0.04% -0.02% -50.05% +0.05% -0.02% -0.02% -

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

⚠️ SCHO Shows Negative Expectancy

With 48.2% win rate and +0.00% average gain, SCHO alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider SCHO for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze SCHO with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for SCHO. 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, SCHO historically offers an average upside of +0.08% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 SCHO Momentum Personality

With a baseline win rate of 48.2%, SCHO shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: SCHO shows negative expectancy across all tested intraday timeframes (Best: 15MIN at +0.00%). This suggests SCHO is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.