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Latest signal:

SOXX Stock Analysis

Data source: Trade-Ideas Alerts | 57 alerts analyzed | Backtest period: 2022-08-04 → 2025-01-29

⚠️ Small sample size (57 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

iShares Semiconductor ETF
📍 NASDAQ 📅 IPO: Oct 15, 2010
📊
57
Total Alerts
🎯
56.1%
Win Rate (15MIN)
💰
-0.05%
Avg Gain (15MIN)
🚀
+1.22%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 47.4%
Avg Gain: -0.14%
Avg Winner: +0.30%
Avg Loser: -0.54%
Best: +1.34%
Worst: -1.60%
Trades: 27/30

15MIN

Win Rate: 56.1%
Avg Gain: -0.05%
Avg Winner: +0.45%
Avg Loser: -0.69%
Best: +2.22%
Worst: -1.82%
Trades: 32/25

30MIN

Win Rate: 47.4%
Avg Gain: -0.11%
Avg Winner: +0.67%
Avg Loser: -0.80%
Best: +3.79%
Worst: -2.69%
Trades: 27/30

60MIN

Win Rate: 43.9%
Avg Gain: -0.05%
Avg Winner: +0.94%
Avg Loser: -0.83%
Best: +3.66%
Worst: -2.84%
Trades: 25/32

EOD (End of Day)

Win Rate: 40.4%
Avg Gain: -6.30%
Avg Winner: +1.52%
Avg Loser: -11.59%
Best: +5.16%
Worst: -67.57%
Trades: 23/34

🚀 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: +1.22%
Best MFE: +8.01%
Avg Time to MFE: 127 min

On average, SOXX alerts reach +1.22% profit potential within 127 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.65%
Worst MAE: -3.71%
Avg Time to MAE: 9 min

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

⚖️ Risk/Reward Ratio

1.88:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 57 alerts, SOXX typically reaches +1.22% 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 57
Gap Up % 40.4%
Avg Gap -0.04%
Best Gap +0.44%

📋 Last 20 Alerts

Historical SOXX 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
2025-01-29 09:25:32 $216.29 -0.91% -0.84% -0.59% -0.94% -0.88% +0.00% +0.00% -0.34% LOSS
2025-01-28 09:27:10 $213.43 -0.48% -1.82% -1.04% -0.21% +0.03% +0.63% -2.08% +0.09% LOSS
2025-01-27 09:26:52 $219.65 -0.38% -0.75% -0.32% -0.92% -3.23% -0.02% -1.15% -0.30% LOSS
2025-01-13 09:29:41 $213.98 +0.10% +0.41% +0.93% +0.51% +1.66% +1.80% -0.15% -0.06% WIN
2025-01-06 09:28:33 $226.68 +1.34% +1.56% +2.00% +2.26% +0.98% +2.26% +0.08% +0.26% WIN
2024-12-13 09:28:53 $222.24 +0.15% +0.82% +0.92% +0.03% +0.48% +1.09% -0.21% +0.03% WIN
2024-10-31 09:26:23 $225.28 -1.15% -1.72% -2.69% -2.66% -3.12% -0.13% -0.67% -0.17% LOSS
2024-10-18 09:26:00 $231.0 -0.55% -0.24% -0.25% -0.22% -0.71% +0.30% - +0.13% LOSS
2024-10-16 09:26:19 $229.9 -0.83% -0.65% -1.31% -0.08% -1.10% +0.17% +0.04% +0.10% LOSS
2024-10-14 09:25:16 $237.05 +0.00% +0.25% +0.92% +0.81% +1.16% +1.37% -0.10% -0.04% LOSS
2024-09-11 09:27:41 $211.82 +0.56% +0.16% -0.90% -1.05% +3.82% +4.02% -2.20% -0.11% WIN
2024-09-06 09:28:47 $211.9 -0.81% -1.49% -2.28% -2.84% -3.76% +0.03% -0.19% -0.21% LOSS
2024-08-09 09:28:52 $211.59 +0.54% -0.14% -1.05% -0.63% +0.09% +0.99% -1.34% -0.05% WIN
2024-08-08 09:28:19 $205.63 -0.52% -0.93% -0.99% +1.10% +3.60% +3.84% -2.13% -0.08% LOSS
2024-08-06 09:29:04 $205.42 -0.35% -1.39% -0.01% -0.13% -0.20% +2.46% -1.79% -0.18% LOSS
2024-08-05 09:28:51 $193.2 +1.26% +2.22% +3.79% +3.66% +5.16% +8.01% -0.44% -0.06% WIN
2024-08-02 09:26:26 $209.59 -0.84% +0.34% -0.83% -1.14% -1.33% +0.89% -1.83% -0.25% LOSS
2024-08-01 09:27:36 $231.99 +0.13% +0.44% -0.01% -1.47% -5.85% +0.53% -0.65% -0.25% WIN
2024-07-31 09:28:35 $230.36 -0.55% -0.17% +0.12% +0.05% +2.18% +2.32% -0.60% +0.16% LOSS
2024-07-25 09:27:04 $229.14 -1.60% -0.72% -2.28% -1.93% -2.00% +1.27% -3.71% -0.62% 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

⚠️ SOXX Shows Negative Expectancy

Despite a 56.1% win rate, SOXX has -0.05% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making SOXX profitable.

🔧 Fix SOXX Risk/Reward →

Why Analyze SOXX with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for SOXX. 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, SOXX historically offers an average upside of +1.22% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 SOXX Momentum Personality

With a baseline win rate of 56.1%, SOXX shows negative expectancy despite winning more often - average losses (-0.69%) outweigh average wins (+0.45%). This suggests the need for tighter stops or better entry timing.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: SOXX shows negative expectancy across all tested intraday timeframes (Best: 15MIN at -0.05%). This suggests SOXX is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.