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SHY Stock Analysis

Data source: Trade-Ideas Alerts | 205 alerts analyzed | Backtest period: 2022-01-07 → 2025-02-04

🏢 Company Profile

iShares 1-3 Year Treasury Bond ETF
📍 NASDAQ 📅 IPO: Aug 02, 2017
📊
205
Total Alerts
🎯
47.3%
Win Rate (EOD)
💰
-0.01%
Avg Gain (EOD)
🚀
+0.07%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 39.7%
Avg Gain: -0.00%
Avg Winner: +0.01%
Avg Loser: -0.01%
Best: +0.08%
Worst: -0.12%
Trades: 81/89

15MIN

Win Rate: 41.7%
Avg Gain: -0.00%
Avg Winner: +0.02%
Avg Loser: -0.02%
Best: +0.17%
Worst: -0.14%
Trades: 85/95

30MIN

Win Rate: 42.6%
Avg Gain: -0.00%
Avg Winner: +0.03%
Avg Loser: -0.03%
Best: +0.13%
Worst: -0.18%
Trades: 87/104

60MIN

Win Rate: 44.6%
Avg Gain: -0.00%
Avg Winner: +0.04%
Avg Loser: -0.04%
Best: +0.15%
Worst: -0.17%
Trades: 91/106

EOD (End of Day)

Win Rate: 47.3%
Avg Gain: -0.01%
Avg Winner: +0.07%
Avg Loser: -0.09%
Best: +0.37%
Worst: -0.50%
Trades: 97/97

🚀 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: +0.07%
Best MFE: +0.39%
Avg Time to MFE: 134 min

On average, SHY alerts reach +0.07% profit potential within 134 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.02%
Worst MAE: -0.22%
Avg Time to MAE: 24 min

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

⚖️ Risk/Reward Ratio

3.01:1

Excellent risk/reward - potential gain is 3.01x the typical drawdown.

💡 Trading Insight: Based on 205 alerts, SHY typically reaches +0.07% 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 205
Gap Up % 35.6%
Avg Gap -0.00%
Best Gap +0.04%

📋 Last 20 Alerts

Historical SHY 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
2025-02-04 09:27:16 $81.97 - +0.01% +0.02% +0.05% +0.09% +0.09% -0.01% -0.01% -
2025-01-13 09:29:55 $81.84 +0.01% +0.01% +0.01% -0.00% +0.01% +0.01% - - WIN
2025-01-08 09:29:51 $81.95 - +0.02% +0.03% +0.04% +0.04% +0.05% - - -
2024-12-09 09:29:17 $82.23 -0.01% -0.02% -0.02% -0.03% -0.04% - -0.01% - LOSS
2024-11-01 09:27:46 $82.19 -0.02% - -0.03% -0.04% -0.17% +0.01% -0.03% -0.01% LOSS
2024-10-01 09:29:52 $82.92 +0.08% +0.08% +0.07% +0.08% +0.01% +0.11% - +0.01% WIN
2024-09-26 09:26:49 $83.22 - -0.02% -0.04% -0.07% -0.10% +0.01% -0.01% -0.01% -
2024-09-20 09:25:32 $83.15 +0.00% -0.01% -0.01% -0.03% +0.07% +0.10% -0.04% +0.01% LOSS
2024-08-22 09:27:50 $82.7 -0.02% -0.03% -0.03% -0.07% -0.10% -0.01% -0.01% -0.02% LOSS
2024-08-06 09:28:50 $82.62 -0.02% -0.02% -0.04% -0.06% -0.08% +0.01% +0.01% +0.01% LOSS
2024-08-05 09:29:59 $82.87 +0.02% -0.07% -0.18% -0.16% -0.27% +0.05% - - WIN
2024-06-18 09:29:37 $81.62 -0.01% - +0.01% - +0.02% +0.07% -0.01% - LOSS
2024-06-12 09:27:11 $81.57 +0.02% +0.01% +0.04% +0.02% -0.12% +0.05% +0.01% +0.04% WIN
2024-05-09 09:28:10 $81.36 -0.03% -0.02% -0.03% -0.02% -0.01% +0.01% -0.04% -0.04% LOSS
2024-05-03 09:26:39 $81.35 -0.02% -0.03% -0.05% -0.10% -0.06% +0.05% -0.07% - LOSS
2024-05-02 09:27:17 $81.08 - -0.01% +0.03% +0.03% +0.11% +0.12% -0.01% - -
2024-05-01 09:28:51 $80.95 +0.01% +0.01% - +0.02% +0.12% +0.15% -0.05% - WIN
2024-04-12 09:25:17 $81.22 +0.01% -0.01% - +0.01% -0.01% +0.05% -0.01% - WIN
2024-04-10 09:29:59 $81.13 +0.02% +0.01% -0.04% -0.03% -0.09% +0.02% - - WIN
2024-03-28 09:27:15 $81.77 -0.01% +0.01% +0.01% +0.01% +0.01% +0.02% -0.02% - 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

⚠️ SHY Shows Negative Expectancy

With 47.3% win rate and -0.01% average gain, SHY alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider SHY for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze SHY with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for SHY. 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, SHY historically offers an average upside of +0.07% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 SHY Momentum Personality

With a baseline win rate of 47.3%, SHY shows negative momentum - the stock tends to fade after alerts. This pattern suggests SHY may be better suited for contrarian strategies or avoiding altogether.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: SHY shows negative expectancy across all tested intraday timeframes (Best: EOD (End of Day) at -0.01%). This suggests SHY is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.