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Latest signal:

SPDN Stock Analysis

Data source: Trade-Ideas Alerts | 99 alerts analyzed | Backtest period: 2022-01-14 → 2024-03-07

⚠️ Small sample size (99 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Direxion Daily S&P 500 Bear 1X Shares
📍 NYSE Arca 📅 IPO: Jun 08, 2016
📊
99
Total Alerts
🎯
49.0%
Win Rate (15MIN)
💰
+0.05%
Avg Gain (15MIN)
🚀
+0.72%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 35.4%
Avg Gain: -0.01%
Avg Winner: +0.15%
Avg Loser: -0.13%
Best: +0.38%
Worst: -0.32%
Trades: 35/49

15MIN

Win Rate: 49.0%
Avg Gain: +0.05%
Avg Winner: +0.31%
Avg Loser: -0.24%
Best: +0.82%
Worst: -0.72%
Trades: 48/43

30MIN

Win Rate: 48.5%
Avg Gain: +0.02%
Avg Winner: +0.30%
Avg Loser: -0.27%
Best: +0.77%
Worst: -0.98%
Trades: 48/44

60MIN

Win Rate: 46.5%
Avg Gain: -0.02%
Avg Winner: +0.38%
Avg Loser: -0.38%
Best: +2.26%
Worst: -1.10%
Trades: 46/53

EOD (End of Day)

Win Rate: 36.4%
Avg Gain: -0.18%
Avg Winner: +0.94%
Avg Loser: -0.86%
Best: +3.24%
Worst: -4.60%
Trades: 36/60

🚀 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: +0.72%
Best MFE: +3.42%
Avg Time to MFE: 143 min

On average, SPDN alerts reach +0.72% profit potential within 143 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.25%
Worst MAE: -1.50%
Avg Time to MAE: 30 min

Before reaching MFE, expect an average drawdown of 0.25%.

⚖️ Risk/Reward Ratio

2.89:1

Excellent risk/reward - potential gain is 2.89x the typical drawdown.

💡 Trading Insight: Based on 99 alerts, SPDN typically reaches +0.72% profit before pulling back. Consider setting profit targets around 0.6% to capture most of the move.

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

Total Gaps Analyzed 99
Gap Up % 32.3%
Avg Gap +0.00%
Best Gap +0.34%

📋 Last 20 Alerts

Historical SPDN 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
2024-03-07 09:29:00 $12.54 -0.16% -0.16% -0.20% -0.36% -0.56% - -0.28% -0.16% LOSS
2024-03-01 09:25:29 $12.61 -0.16% -0.01% - -0.24% -0.87% +0.04% -0.16% - LOSS
2024-02-16 09:29:17 $12.75 +0.16% +0.16% +0.39% +0.24% +0.39% +0.59% -0.08% -0.08% WIN
2024-02-15 09:28:29 $12.8 -0.08% -0.08% - -0.08% -0.47% +0.16% -0.23% - LOSS
2023-12-21 09:25:00 $13.37 - - - -0.07% -0.22% +0.64% -0.15% +0.07% -
2023-12-14 09:27:00 $13.58 -0.11% - -0.14% +0.07% +0.22% +0.74% -0.21% - LOSS
2023-12-08 09:27:00 $14.02 -0.07% -0.14% -0.14% -0.56% -0.57% +0.07% - - LOSS
2023-12-07 09:28:00 $14.04 -0.04% -0.07% -0.04% -0.28% -0.28% +0.07% -0.14% - LOSS
2023-12-06 09:26:00 $13.97 - +0.18% +0.21% +0.36% +0.93% +1.00% - +0.07% -
2023-11-30 09:26:00 $14.05 - +0.21% +0.07% +0.14% -0.14% +0.50% - - -
2023-11-28 09:28:00 $14.1 -0.07% +0.07% +0.07% -0.04% -0.28% +0.07% -0.07% -0.07% LOSS
2023-11-27 09:28:00 $14.08 -0.07% - - -0.11% - +0.07% -0.17% - LOSS
2023-11-22 09:27:00 $14.05 -0.11% -0.25% +0.07% +0.10% - +0.25% -0.28% - LOSS
2023-11-21 09:27:00 $14.1 - - +0.07% +0.21% -0.07% +0.28% - - -
2023-11-20 09:25:00 $14.16 +0.14% -0.07% -0.14% -0.14% -0.64% +0.14% +0.14% +0.14% WIN
2023-11-14 09:28:00 $14.3 - -0.14% -0.31% -0.56% -0.56% +0.07% -0.07% - -
2023-11-09 09:25:00 $14.55 +0.14% +0.27% +0.27% +0.48% +1.10% +1.24% - +0.07% WIN
2023-11-08 09:29:00 $14.58 -0.00% -0.01% -0.07% +0.14% +0.07% +0.62% -0.10% -0.07% LOSS
2023-11-03 09:29:00 $14.73 -0.07% -0.27% -0.37% -0.14% -0.41% - -0.07% - LOSS
2023-11-02 09:29:00 $14.95 -0.24% -0.13% -0.20% -0.40% -0.94% - - -0.07% 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 49.0% Baseline on SPDN

The 49.0% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push SPDN's performance to 75%+.

Optimize SPDN Strategy →

Why Analyze SPDN with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for SPDN. 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, SPDN historically offers an average upside of +0.72% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 SPDN Momentum Personality

With a baseline win rate of 49.0%, SPDN shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show SPDN performs best on the 15MIN timeframe (Avg Gain: +0.05%), signaling that gains often fade later in the session.