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Latest signal:

SDS Stock Analysis

Data source: Trade-Ideas Alerts | 726 alerts analyzed | Backtest period: 2022-01-03 → 2025-02-13

🏢 Company Profile

ProShares UltraShort S&P500
📍 NYSE Arca 📅 IPO: Nov 12, 2008
📊
726
Total Alerts
🎯
48.1%
Win Rate (60MIN)
💰
+0.00%
Avg Gain (60MIN)
🚀
+1.32%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 42.8%
Avg Gain: -0.02%
Avg Winner: +0.17%
Avg Loser: -0.18%
Best: +0.88%
Worst: -0.66%
Trades: 310/381

15MIN

Win Rate: 47.8%
Avg Gain: -0.00%
Avg Winner: +0.36%
Avg Loser: -0.34%
Best: +1.66%
Worst: -1.92%
Trades: 346/366

30MIN

Win Rate: 47.5%
Avg Gain: -0.01%
Avg Winner: +0.48%
Avg Loser: -0.48%
Best: +2.58%
Worst: -2.75%
Trades: 344/362

60MIN

Win Rate: 48.1%
Avg Gain: +0.00%
Avg Winner: +0.67%
Avg Loser: -0.63%
Best: +4.49%
Worst: -3.27%
Trades: 348/364

EOD (End of Day)

Win Rate: 45.3%
Avg Gain: +1.05%
Avg Winner: +3.86%
Avg Loser: -1.31%
Best: +393.26%
Worst: -9.07%
Trades: 328/388

🚀 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: +1.32%
Best MFE: +7.40%
Avg Time to MFE: 168 min

On average, SDS alerts reach +1.32% profit potential within 168 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.46%
Worst MAE: -2.96%
Avg Time to MAE: 36 min

Before reaching MFE, expect an average drawdown of 0.46%.

⚖️ Risk/Reward Ratio

2.87:1

Excellent risk/reward - potential gain is 2.87x the typical drawdown.

💡 Trading Insight: Based on 726 alerts, SDS typically reaches +1.32% profit before pulling back. Consider setting profit targets around 1.1% to capture most of the move.

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

Total Gaps Analyzed 726
Gap Up % 40.9%
Avg Gap +0.00%
Best Gap +0.62%

📋 Last 20 Alerts

Historical SDS 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
2025-02-13 09:29:55 $18.65 -0.05% -0.03% -0.21% -0.54% -1.77% +0.40% -0.19% - LOSS
2025-02-12 09:28:00 $18.96 - -0.31% -0.64% -0.71% -1.32% +0.26% -0.07% +0.05% -
2025-02-11 09:26:30 $18.77 -0.21% -0.36% -0.37% -0.51% -0.91% -0.05% -0.05% -0.11% LOSS
2025-02-10 09:27:50 $18.66 +0.16% +0.35% +0.21% -0.24% -0.27% +0.43% -0.05% - WIN
2025-02-07 09:25:46 $18.48 -0.10% -0.16% -0.30% +0.62% +2.00% +2.27% -0.43% +0.05% LOSS
2025-02-06 09:25:14 $18.5 +0.27% +0.32% +0.32% +0.46% -0.05% +1.22% +0.05% +0.05% WIN
2025-02-05 09:25:04 $18.85 -0.03% -0.11% +0.16% +0.05% -1.22% +0.64% -0.19% -0.05% LOSS
2025-02-04 09:29:11 $19.03 -0.11% -0.19% -0.45% -1.00% -1.37% +0.13% -0.05% -0.05% LOSS
2025-02-03 09:28:59 $19.37 -0.44% -0.41% - -1.34% -1.81% +0.52% -0.72% -0.15% LOSS
2025-01-31 09:29:45 $18.42 - -0.10% -0.32% -0.61% +1.90% +2.09% -0.87% - -
2025-01-30 09:25:25 $18.66 -0.29% -0.46% -0.86% -0.23% -0.64% +0.83% -0.93% -0.27% LOSS
2025-01-29 09:25:36 $18.61 +0.11% +0.38% +0.21% +0.27% +0.70% +1.53% -0.05% +0.05% WIN
2025-01-28 09:26:27 $18.82 +0.29% +0.58% +0.58% -0.58% -1.33% +1.06% -0.08% - WIN
2025-01-27 09:25:19 $19.17 -0.57% -0.96% -1.10% -1.15% -1.46% - - -0.05% LOSS
2025-01-24 09:25:57 $18.27 -0.15% -0.22% -0.22% +0.01% +0.49% +0.88% -0.44% -0.16% LOSS
2025-01-23 09:28:16 $18.48 - -0.05% -0.11% +0.05% -1.30% +0.08% -0.03% +0.05% -
2025-01-22 09:28:04 $18.48 +0.03% -0.00% -0.27% -0.35% -0.22% +0.06% -0.16% -0.05% WIN
2025-01-21 09:27:10 $18.8 -0.11% +0.16% +0.11% +0.17% -0.90% +0.63% -0.34% -0.05% LOSS
2025-01-17 09:25:05 $19.03 +0.05% +0.16% - +0.11% -0.32% +0.37% -0.32% -0.11% WIN
2025-01-16 09:25:22 $19.18 +0.11% +0.03% +0.44% +0.53% +0.78% +1.08% -0.10% - 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

⚠️ SDS Shows Negative Expectancy

With 48.1% win rate and +0.00% average gain, SDS alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider SDS for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze SDS with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for SDS. 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, SDS historically offers an average upside of +1.32% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 SDS Momentum Personality

With a baseline win rate of 48.1%, SDS shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: SDS shows negative expectancy across all tested intraday timeframes (Best: 60MIN at +0.00%). This suggests SDS is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.