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SFM Stock Analysis

Data source: Trade-Ideas Alerts | 5 alerts analyzed | Backtest period: 2022-05-05 → 2024-07-30

⚠️ Small sample size (5 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Sprouts Farmers Market, Inc. RETAIL-GROCERY STORES (SIC 5411)
📍 NASDAQ 📅 IPO: Aug 01, 2013 🔗 www.sprouts.com
💰 Market Cap: $6.96B 👥 Employees: 35,000
Sprouts Farmers Market Inc offers a specialty grocery experience featuring an open layout with fresh produce at the heart of the store. Sprouts inspire wellness naturally with a carefully curated assortment products paired with purpose-driven people. The company continues to bring products made with lifestyle-friendly ingredients such as organic, plant-based, and gluten-free. It approximately has 407 stores in nearly 23 states. The Company has one operating segment that is healthy grocery stores.
📊
5
Total Alerts
🎯
80.0%
Win Rate (5MIN)
💰
+1.54%
Avg Gain (5MIN)
🚀
+3.01%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 80.0%
Avg Gain: +1.54%
Avg Winner: +2.52%
Avg Loser: -2.38%
Best: +7.72%
Worst: -2.38%
Trades: 4/1

15MIN

Win Rate: 80.0%
Avg Gain: -0.94%
Avg Winner: +1.27%
Avg Loser: -9.78%
Best: +2.22%
Worst: -9.78%
Trades: 4/1

30MIN

Win Rate: 60.0%
Avg Gain: -0.62%
Avg Winner: +2.21%
Avg Loser: -4.87%
Best: +4.25%
Worst: -7.84%
Trades: 3/2

60MIN

Win Rate: 60.0%
Avg Gain: -1.46%
Avg Winner: +1.96%
Avg Loser: -6.59%
Best: +4.16%
Worst: -9.80%
Trades: 3/2

EOD (End of Day)

Win Rate: 60.0%
Avg Gain: -2.41%
Avg Winner: +1.77%
Avg Loser: -8.69%
Best: +3.78%
Worst: -11.84%
Trades: 3/2

🚀 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: +3.01%
Best MFE: +8.50%
Avg Time to MFE: 61 min

On average, SFM alerts reach +3.01% profit potential within 61 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.55%
Worst MAE: -0.89%
Avg Time to MAE: 2 min

Before reaching MFE, expect an average drawdown of 0.55%.

⚖️ Risk/Reward Ratio

5.44:1

Excellent risk/reward - potential gain is 5.44x the typical drawdown.

💡 Trading Insight: Based on 5 alerts, SFM typically reaches +3.01% profit before pulling back. Consider setting profit targets around 2.4% to capture most of the move.

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

Total Gaps Analyzed 5
Gap Up % 80.0%
Avg Gap +0.64%
Best Gap +2.03%

🏭 Sector Comparison: RETAIL-GROCERY STORES

How SFM compares to 5 other tickers in the same sector.

5-Min Gain
SFM: +1.54% Sector: -0.17% +1.72%
EOD Gain
SFM: -2.41% Sector: -0.38% -2.03%
Avg MFE
SFM: +3.01% Sector: +2.84% +0.17%

📋 Last 20 Alerts

Historical SFM 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
2024-07-30 09:29:36 $101.5 +2.02% +1.36% -1.90% -3.39% -5.54% +2.27% -0.74% +0.58% WIN
2024-05-22 09:26:12 $78.42 +0.09% +0.78% +1.16% +0.27% +0.96% +1.72% -0.15% -0.15% WIN
2023-12-22 09:27:00 $48.55 +0.26% +0.74% +1.23% +1.46% +0.58% +1.65% -0.10% +0.54% WIN
2023-08-02 09:26:00 $36.02 +7.72% +2.22% +4.25% +4.16% +3.78% +8.50% -0.89% +2.03% WIN
2022-05-05 09:25:00 $26.94 -2.38% -9.78% -7.84% -9.80% -11.84% +0.93% -0.89% +0.22% 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

🚀 Beat the 80.0% Baseline on SFM

The 80.0% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push SFM's performance to 75%+.

Optimize SFM Strategy →

Why Analyze SFM with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for SFM. 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, SFM historically offers an average upside of +3.01% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 SFM Momentum Personality

With a baseline win rate of 80.0%, SFM shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show SFM performs best on the 5MIN timeframe (Avg Gain: +1.54%), signaling that gains often fade later in the session.