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Latest signal:

SSO Stock Analysis

Data source: Trade-Ideas Alerts | 558 alerts analyzed | Backtest period: 2022-01-03 → 2025-02-12

🏢 Company Profile

ProShares Ultra S&P500
📍 NYSE Arca 📅 IPO: Nov 12, 2008
📊
558
Total Alerts
🎯
54.1%
Win Rate (5MIN)
💰
+0.03%
Avg Gain (5MIN)
🚀
+1.37%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 54.1%
Avg Gain: +0.03%
Avg Winner: +0.20%
Avg Loser: -0.18%
Best: +0.91%
Worst: -0.84%
Trades: 301/238

15MIN

Win Rate: 52.5%
Avg Gain: +0.01%
Avg Winner: +0.37%
Avg Loser: -0.39%
Best: +1.68%
Worst: -1.70%
Trades: 292/261

30MIN

Win Rate: 49.8%
Avg Gain: +0.02%
Avg Winner: +0.54%
Avg Loser: -0.49%
Best: +2.03%
Worst: -2.63%
Trades: 277/278

60MIN

Win Rate: 50.2%
Avg Gain: +0.00%
Avg Winner: +0.71%
Avg Loser: -0.71%
Best: +3.41%
Worst: -4.27%
Trades: 279/276

EOD (End of Day)

Win Rate: 53.8%
Avg Gain: -0.02%
Avg Winner: +1.49%
Avg Loser: -1.78%
Best: +9.94%
Worst: -49.71%
Trades: 300/258

🚀 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: +1.37%
Best MFE: +10.81%
Avg Time to MFE: 197 min

On average, SSO alerts reach +1.37% profit potential within 197 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.52%
Worst MAE: -5.39%
Avg Time to MAE: 39 min

Before reaching MFE, expect an average drawdown of 0.52%.

⚖️ Risk/Reward Ratio

2.62:1

Excellent risk/reward - potential gain is 2.62x the typical drawdown.

💡 Trading Insight: Based on 558 alerts, SSO typically reaches +1.37% profit before pulling back. Consider setting profit targets around 1.1% to capture most of the move.

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

Total Gaps Analyzed 558
Gap Up % 49.3%
Avg Gap +0.00%
Best Gap +0.91%

📋 Last 20 Alerts

Historical SSO 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
2025-02-12 09:27:45 $95.93 -0.01% +0.27% +0.65% +0.70% +1.36% +1.75% -0.27% -0.06% LOSS
2025-02-03 09:27:35 $93.63 +0.67% +0.72% +0.20% +1.13% +2.07% +2.94% -0.41% +0.32% WIN
2025-01-27 09:26:17 $94.77 +0.87% +0.94% +1.18% +1.09% +1.55% +1.62% -0.07% -0.03% WIN
2025-01-15 09:25:08 $93.56 -0.06% +0.14% +0.34% +0.67% +0.84% +1.24% -0.35% +0.04% LOSS
2025-01-14 09:28:42 $91.73 -0.12% +0.15% -0.71% -0.37% -0.73% +0.21% -0.36% +0.01% LOSS
2025-01-13 09:27:10 $89.14 +0.01% -0.18% +0.66% +0.06% +1.91% +2.01% -0.22% -0.09% WIN
2025-01-10 09:25:22 $92.11 -0.08% -0.51% -0.96% -1.48% -1.68% +0.20% -0.15% +0.16% LOSS
2024-12-30 09:29:17 $93.13 -0.32% -0.66% -0.92% -1.06% +0.12% +1.32% -1.17% +0.02% LOSS
2024-12-27 09:25:54 $96.45 -0.25% -0.41% -0.41% -1.56% -1.05% -0.08% -0.11% -0.24% LOSS
2024-12-23 09:29:00 $94.24 +0.13% -0.10% -0.18% -0.49% +1.32% +1.51% -1.07% - WIN
2024-12-20 09:28:58 $91.52 +0.31% +0.50% +0.22% +1.91% +3.29% +4.94% -0.16% +0.13% WIN
2024-12-19 09:26:14 $94.08 +0.26% +0.23% -0.40% -0.58% -1.75% +0.56% -0.22% +0.02% WIN
2024-11-19 09:29:11 $92.51 +0.17% +0.42% +0.29% +0.69% +1.98% +2.26% -0.15% +0.08% WIN
2024-11-13 09:27:53 $96.75 - +0.09% -0.06% -0.41% -0.04% +0.64% -0.78% +0.02% -
2024-11-07 09:28:20 $95.42 +0.12% +0.24% +0.38% +0.47% +0.91% +1.26% +0.02% +0.07% WIN
2024-11-06 09:28:54 $94.11 -0.15% -0.26% -0.87% +0.04% +0.78% +1.07% -1.09% +0.19% LOSS
2024-11-01 09:25:06 $88.74 +0.03% +0.52% +0.65% +1.22% -0.12% +1.47% -0.19% -0.01% WIN
2024-10-31 09:29:52 $90.14 -0.22% -0.34% -0.75% -1.31% -2.46% +0.02% -0.17% -0.01% LOSS
2024-10-22 09:29:32 $92.08 -0.10% +0.02% +0.03% +0.13% +0.71% +1.11% -0.29% -0.07% LOSS
2024-10-18 09:29:59 $93.0 -0.40% -0.08% -0.24% -0.14% +0.17% +0.46% -0.47% +0.03% 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 54.1% Baseline on SSO

The 54.1% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push SSO's performance to 75%+.

Optimize SSO Strategy →

Why Analyze SSO with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for SSO. 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, SSO historically offers an average upside of +1.37% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 SSO Momentum Personality

With a baseline win rate of 54.1%, SSO shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show SSO performs best on the 5MIN timeframe (Avg Gain: +0.03%), signaling that gains often fade later in the session.