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SMH Stock Analysis

Data source: Trade-Ideas Alerts | 139 alerts analyzed | Backtest period: 2022-01-21 → 2025-02-03

🏢 Company Profile

VanEck Semiconductor ETF
📍 NASDAQ 📅 IPO: Dec 11, 2019
📊
139
Total Alerts
🎯
48.2%
Win Rate (5MIN)
💰
-0.03%
Avg Gain (5MIN)
🚀
+1.30%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 48.2%
Avg Gain: -0.03%
Avg Winner: +0.33%
Avg Loser: -0.37%
Best: +1.20%
Worst: -1.66%
Trades: 67/71

15MIN

Win Rate: 46.0%
Avg Gain: -0.07%
Avg Winner: +0.53%
Avg Loser: -0.58%
Best: +2.67%
Worst: -1.92%
Trades: 64/75

30MIN

Win Rate: 42.4%
Avg Gain: -0.15%
Avg Winner: +0.72%
Avg Loser: -0.80%
Best: +4.05%
Worst: -2.27%
Trades: 59/79

60MIN

Win Rate: 41.0%
Avg Gain: -0.16%
Avg Winner: +0.93%
Avg Loser: -0.92%
Best: +4.04%
Worst: -3.05%
Trades: 57/82

EOD (End of Day)

Win Rate: 45.3%
Avg Gain: -4.45%
Avg Winner: +1.49%
Avg Loser: -9.37%
Best: +7.41%
Worst: -52.62%
Trades: 63/76

🚀 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: +1.30%
Best MFE: +9.31%
Avg Time to MFE: 140 min

On average, SMH alerts reach +1.30% profit potential within 140 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.65%
Worst MAE: -4.02%
Avg Time to MAE: 20 min

Before reaching MFE, expect an average drawdown of 0.65%.

⚖️ Risk/Reward Ratio

2.01:1

Excellent risk/reward - potential gain is 2.01x the typical drawdown.

💡 Trading Insight: Based on 139 alerts, SMH typically reaches +1.30% profit before pulling back. Consider setting profit targets around 1.0% to capture most of the move.

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

Total Gaps Analyzed 139
Gap Up % 51.8%
Avg Gap +0.00%
Best Gap +0.62%

📋 Last 20 Alerts

Historical SMH 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
2025-02-03 09:26:34 $235.89 -0.06% +0.14% +0.19% +1.41% +1.23% +2.44% -0.33% +0.03% LOSS
2025-01-29 09:27:56 $242.95 -1.00% -1.02% -0.60% -1.23% -1.41% -0.20% -1.23% -0.22% LOSS
2025-01-28 09:29:47 $238.07 -1.66% -1.92% -1.15% -0.50% +1.00% +1.24% -2.44% -0.08% LOSS
2025-01-27 09:29:55 $242.48 +0.47% +0.38% +0.42% -0.14% -2.75% +1.07% -0.60% - WIN
2025-01-24 09:29:19 $267.78 -0.86% -1.25% -0.75% -1.26% -2.33% -0.13% -0.29% -0.14% LOSS
2025-01-16 09:26:49 $256.62 -0.34% -0.21% -0.70% -0.53% -1.69% +0.23% -0.29% +0.19% LOSS
2025-01-13 09:27:38 $240.72 +0.53% +0.68% +1.11% +0.54% +1.63% +1.75% -0.04% +0.14% WIN
2025-01-06 09:27:58 $258.38 +0.81% +1.04% +1.34% +1.85% +0.72% +1.90% -0.24% +0.11% WIN
2024-12-19 09:27:13 $243.7 -0.68% -0.55% -0.92% -1.46% -1.98% -0.18% -0.49% -0.29% LOSS
2024-12-13 09:25:59 $249.3 +0.19% +0.11% +0.77% +0.05% +0.08% +0.93% -0.18% +0.09% WIN
2024-11-26 09:29:45 $245.67 -0.13% -0.47% -1.06% -1.29% -1.73% +0.18% -0.08% +0.06% LOSS
2024-11-21 09:26:09 $245.65 +0.94% -0.79% -0.83% -1.73% +0.18% +1.03% -0.11% -0.05% WIN
2024-11-18 09:25:43 $239.0 -0.08% -0.13% -0.61% +0.65% +1.06% +1.33% -0.67% +0.01% LOSS
2024-11-12 09:28:47 $253.0 -0.43% -0.32% +0.10% +0.03% -0.45% +0.23% -0.50% +0.04% LOSS
2024-11-06 09:26:12 $251.0 +0.57% +1.06% -0.10% +0.51% +1.52% +1.99% -0.31% +0.51% WIN
2024-11-01 09:25:08 $243.9 +0.06% +0.39% +0.91% +1.09% +0.35% +1.39% -0.23% +0.12% WIN
2024-10-30 09:26:02 $251.38 +0.05% -0.36% +0.16% +0.34% -0.28% +0.64% -0.77% +0.14% WIN
2024-10-17 09:26:35 $255.75 -0.47% -0.67% -0.40% -0.35% -1.63% +0.16% -1.46% -0.22% LOSS
2024-10-16 09:28:02 $249.69 -0.54% -1.01% -1.43% -0.27% -0.95% +0.06% -0.35% +0.06% LOSS
2024-10-03 09:25:47 $241.68 +0.16% +1.10% +1.56% +1.11% +1.19% +2.26% -0.14% -0.05% 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

⚠️ SMH Shows Negative Expectancy

With 48.2% win rate and -0.03% average gain, SMH alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider SMH for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze SMH with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for SMH. 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, SMH historically offers an average upside of +1.30% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 SMH Momentum Personality

With a baseline win rate of 48.2%, SMH shows negative momentum - the stock tends to fade after alerts. This pattern suggests SMH may be better suited for contrarian strategies or avoiding altogether.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: SMH shows negative expectancy across all tested intraday timeframes (Best: 5MIN at -0.03%). This suggests SMH is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.