FILTRIX Logo FILTRIX Find Your Edge →

Latest signal:

SPGI Stock Analysis

Data source: Trade-Ideas Alerts | 20 alerts analyzed | Backtest period: 2022-02-08 → 2024-11-20

⚠️ Small sample size (20 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

📍 NYSE 📅 IPO: Feb 14, 1929 🔗 www.spglobal.com
💰 Market Cap: $161.58B 👥 Employees: 42,350
S&P Global provides data and benchmarks to capital and commodity market participants. Its ratings business is the largest credit rating agency in the world and S&P's largest segment by profitability. S&P's largest segment by revenue is market intelligence, which provides desktop, data and advisory solutions, enterprise solutions, and credit/risk solutions mostly in the financial-services industry. S&P's other segments include commodity insights (Platts and other data), mobility (Carfax), and indexes.
📊
20
Total Alerts
🎯
70.0%
Win Rate (5MIN)
💰
+0.54%
Avg Gain (5MIN)
🚀
+1.88%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 70.0%
Avg Gain: +0.54%
Avg Winner: +1.12%
Avg Loser: -0.82%
Best: +3.43%
Worst: -2.16%
Trades: 14/6

15MIN

Win Rate: 60.0%
Avg Gain: +0.89%
Avg Winner: +2.00%
Avg Loser: -0.77%
Best: +8.06%
Worst: -2.23%
Trades: 12/8

30MIN

Win Rate: 50.0%
Avg Gain: +1.02%
Avg Winner: +2.70%
Avg Loser: -0.67%
Best: +10.35%
Worst: -2.42%
Trades: 10/10

60MIN

Win Rate: 45.0%
Avg Gain: +0.69%
Avg Winner: +2.69%
Avg Loser: -0.96%
Best: +8.87%
Worst: -2.41%
Trades: 9/11

EOD (End of Day)

Win Rate: 55.0%
Avg Gain: +0.45%
Avg Winner: +2.07%
Avg Loser: -1.53%
Best: +6.31%
Worst: -4.15%
Trades: 11/9

🚀 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: +1.88%
Best MFE: +10.98%
Avg Time to MFE: 118 min

On average, SPGI alerts reach +1.88% profit potential within 118 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.11%
Worst MAE: -2.46%
Avg Time to MAE: 13 min

Before reaching MFE, expect an average drawdown of 0.11%.

⚖️ Risk/Reward Ratio

16.76:1

Excellent risk/reward - potential gain is 16.76x the typical drawdown.

💡 Trading Insight: Based on 20 alerts, SPGI typically reaches +1.88% profit before pulling back. Consider setting profit targets around 1.5% to capture most of the move.

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

Total Gaps Analyzed 20
Gap Up % 65.0%
Avg Gap +0.32%
Best Gap +3.00%

🏭 Sector Comparison: SERVICES-CONSUMER CREDIT REPORTING, COLLECTION AGENCIES

How SPGI compares to 4 other tickers in the same sector.

5-Min Gain
SPGI: +0.54% Sector: +0.27% +0.27%
EOD Gain
SPGI: +0.45% Sector: +0.27% +0.18%
Avg MFE
SPGI: +1.88% Sector: +1.89% -0.01%

📋 Last 20 Alerts

Historical SPGI 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
2024-11-20 09:26:54 $502.32 +0.90% -0.25% -0.75% -0.90% +0.16% +1.03% +0.06% +0.25% WIN
2024-08-29 09:27:34 $505.27 +0.32% +0.08% +0.49% +0.52% +0.55% +1.31% -0.05% +0.23% WIN
2024-08-20 09:29:06 $494.99 +0.71% +0.58% +0.71% +0.56% +0.58% +0.87% +0.20% +0.56% WIN
2024-06-27 09:27:55 $449.6 -0.21% +0.26% -0.17% -0.16% -0.15% +0.31% -0.45% +0.09% LOSS
2024-06-03 09:29:58 $422.46 +1.60% +1.77% +2.22% +1.90% +1.61% +2.32% +1.39% +1.42% WIN
2024-05-21 09:26:50 $425.0 +2.80% +3.20% +2.94% +3.07% +3.50% +3.82% +2.80% +3.00% WIN
2024-05-01 09:28:54 $403.01 +3.43% +2.69% +2.91% +3.33% +3.27% +4.48% +2.69% +2.69% WIN
2023-02-17 09:29:00 $357.0 -0.13% -0.23% -0.23% -0.15% +1.07% +1.12% -0.91% -0.75% LOSS
2023-01-04 09:26:00 $338.5 +0.56% +1.47% +0.96% +0.64% +0.92% +1.90% -0.20% +0.57% WIN
2022-12-16 09:25:00 $341.92 -0.32% -0.78% -0.19% -0.70% -0.68% -0.07% -0.61% -0.57% LOSS
2022-11-18 09:25:00 $350.0 +0.51% -0.25% -0.33% -1.29% -1.18% +0.89% +0.23% +0.57% WIN
2022-10-10 09:25:00 $304.5 +0.63% +0.30% -0.19% -0.99% -1.90% +0.88% +0.53% +0.86% WIN
2022-06-28 09:25:00 $340.47 +0.21% +0.79% +0.81% -0.07% -2.28% +1.04% -0.44% -0.06% WIN
2022-06-01 09:25:00 $312.3 +2.03% +8.06% +10.35% +8.87% +6.31% +10.98% -1.82% +0.23% WIN
2022-04-25 09:25:00 $380.49 -0.83% -0.18% -0.34% -0.25% +0.19% +0.24% -1.79% -0.85% LOSS
2022-03-01 09:25:00 $373.4 +1.12% +4.68% +4.81% +4.36% +4.60% +6.13% +0.43% +1.23% WIN
2022-02-14 09:25:00 $387.01 +0.30% -0.12% -0.34% -1.21% -1.63% +0.51% -0.26% -0.13% WIN
2022-02-11 09:25:00 $404.43 -2.16% -2.23% -2.42% -2.41% -4.15% -1.74% -2.46% -2.33% LOSS
2022-02-10 09:25:00 $398.39 +0.53% +0.06% +0.78% +1.01% -0.49% +2.08% -0.31% +0.24% WIN
2022-02-08 09:25:00 $405.16 -1.27% -2.09% -1.71% -2.37% -1.33% -0.51% -1.27% -0.94% 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 70.0% Baseline on SPGI

The 70.0% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push SPGI's performance to 75%+.

Optimize SPGI Strategy →

Why Analyze SPGI with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for SPGI. 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, SPGI historically offers an average upside of +1.88% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 SPGI Momentum Personality

With a baseline win rate of 70.0%, SPGI shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show SPGI performs best on the 5MIN timeframe (Avg Gain: +0.54%), signaling that gains often fade later in the session.