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SPG Stock Analysis

Data source: Trade-Ideas Alerts | 14 alerts analyzed | Backtest period: 2022-02-08 → 2024-12-12

⚠️ Small sample size (14 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Simon Property Group, Inc. REAL ESTATE INVESTMENT TRUSTS (SIC 6798)
📍 NYSE 📅 IPO: Dec 14, 1993 🔗 www.simon.com
💰 Market Cap: $60.31B 👥 Employees: 3,000
Simon Property Group is the largest retail real estate investment trust in the United States. Its portfolio includes an interest in 254 properties: 114 traditional malls, 108 premium outlets, 14 Mills centers (a combination of a traditional mall, outlet center, and big-box retailers), six lifestyle centers, and 12 other retail properties. Simon's portfolio averaged $736 in sales per square foot over the trailing 12 months. The company also owns a 22% interest in Klepierre, a European retail company with investments in shopping centers in 14 countries, and joint-venture interests in 33 premium outlets across 14 countries.
📊
14
Total Alerts
🎯
57.1%
Win Rate (15MIN)
💰
-0.01%
Avg Gain (15MIN)
🚀
+0.85%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 50.0%
Avg Gain: -0.18%
Avg Winner: +0.53%
Avg Loser: -0.89%
Best: +1.54%
Worst: -2.52%
Trades: 7/7

15MIN

Win Rate: 57.1%
Avg Gain: -0.01%
Avg Winner: +0.38%
Avg Loser: -0.52%
Best: +1.21%
Worst: -0.85%
Trades: 8/6

30MIN

Win Rate: 42.9%
Avg Gain: -0.10%
Avg Winner: +0.64%
Avg Loser: -0.66%
Best: +1.36%
Worst: -1.80%
Trades: 6/8

60MIN

Win Rate: 35.7%
Avg Gain: -0.28%
Avg Winner: +0.70%
Avg Loser: -0.82%
Best: +1.41%
Worst: -2.15%
Trades: 5/9

EOD (End of Day)

Win Rate: 35.7%
Avg Gain: -0.73%
Avg Winner: +0.68%
Avg Loser: -1.50%
Best: +2.36%
Worst: -4.80%
Trades: 5/9

🚀 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: +0.85%
Best MFE: +3.07%
Avg Time to MFE: 71 min

On average, SPG alerts reach +0.85% profit potential within 71 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.55%
Worst MAE: -2.85%
Avg Time to MAE: 4 min

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

⚖️ Risk/Reward Ratio

1.54:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 14 alerts, SPG typically reaches +0.85% profit before pulling back. Consider setting profit targets around 0.7% to capture most of the move.

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

Total Gaps Analyzed 14
Gap Up % 28.6%
Avg Gap -0.21%
Best Gap +1.29%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

How SPG compares to 118 other tickers in the same sector.

5-Min Gain
SPG: -0.18% Sector: -0.14% -0.04%
EOD Gain
SPG: -0.73% Sector: +296893.71% -296894.44%
Avg MFE
SPG: +0.85% Sector: +2.11% -1.26%

📋 Last 20 Alerts

Historical SPG 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
2024-12-12 09:27:42 $176.65 +0.31% +0.27% +0.54% +0.94% +0.31% +1.81% -0.07% -0.01% WIN
2024-09-03 09:29:15 $164.03 +0.91% +0.55% +0.46% +0.14% -0.07% +1.07% -0.10% +0.01% WIN
2024-08-12 09:29:02 $158.61 -0.42% -0.71% -1.33% -1.93% -3.47% +0.67% -0.78% -0.64% LOSS
2024-07-24 09:27:11 $157.44 -0.76% -0.69% -1.80% -2.15% -4.80% -0.28% -0.98% -0.30% LOSS
2024-06-26 09:28:58 $147.87 +0.09% +0.02% -0.20% -0.24% -0.19% +0.58% -0.59% -0.58% WIN
2024-06-25 09:27:19 $150.4 -0.53% -0.48% -0.90% -1.11% -1.68% +0.11% -0.91% -0.05% LOSS
2024-06-03 09:25:46 $151.0 +0.26% +0.44% +0.15% +0.54% +0.40% +0.82% -0.21% +0.23% WIN
2024-05-21 09:28:37 $147.74 -1.07% -0.85% -0.60% -0.29% +0.16% +0.27% -1.20% -1.04% LOSS
2024-05-16 09:29:40 $150.5 +0.24% +0.03% -0.01% -0.64% -1.22% +0.65% -0.17% -0.17% WIN
2024-05-13 09:29:44 $147.8 +0.34% +0.26% +0.24% -0.24% -0.56% +0.62% +0.24% +0.24% WIN
2024-05-10 09:25:41 $150.0 -0.38% -0.25% -0.44% -0.68% -1.52% - -0.37% -0.19% LOSS
2024-04-25 09:28:43 $139.44 +1.54% +1.21% +1.10% +1.41% +2.36% +3.07% +0.82% +1.29% WIN
2024-03-08 09:27:27 $151.0 -0.54% +0.23% -0.03% +0.45% -0.03% +0.60% -0.60% -0.32% LOSS
2022-02-08 09:25:00 $141.81 -2.52% -0.18% +1.36% -0.12% +0.16% +1.97% -2.85% -1.41% 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

⚠️ SPG Shows Negative Expectancy

Despite a 57.1% win rate, SPG has -0.01% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making SPG profitable.

🔧 Fix SPG Risk/Reward →

Why Analyze SPG with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for SPG. 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, SPG historically offers an average upside of +0.85% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 SPG Momentum Personality

With a baseline win rate of 57.1%, SPG shows negative expectancy despite winning more often - average losses (-0.52%) outweigh average wins (+0.38%). This suggests the need for tighter stops or better entry timing.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: SPG shows negative expectancy across all tested intraday timeframes (Best: 15MIN at -0.01%). This suggests SPG is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.