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Latest signal:

TBF Stock Analysis

Data source: Trade-Ideas Alerts | 39 alerts analyzed | Backtest period: 2022-02-04 → 2024-02-23

⚠️ Small sample size (39 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

ProShares Short 20+ Year Treasury ETF
📍 NYSE Arca 📅 IPO: Aug 20, 2009
📊
39
Total Alerts
🎯
57.9%
Win Rate (30MIN)
💰
+0.00%
Avg Gain (30MIN)
🚀
+0.69%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 34.2%
Avg Gain: -0.00%
Avg Winner: +0.16%
Avg Loser: -0.13%
Best: +0.33%
Worst: -0.38%
Trades: 13/17

15MIN

Win Rate: 42.1%
Avg Gain: +0.01%
Avg Winner: +0.25%
Avg Loser: -0.20%
Best: +0.76%
Worst: -0.54%
Trades: 16/19

30MIN

Win Rate: 57.9%
Avg Gain: +0.00%
Avg Winner: +0.25%
Avg Loser: -0.36%
Best: +0.88%
Worst: -0.71%
Trades: 22/15

60MIN

Win Rate: 42.1%
Avg Gain: +0.00%
Avg Winner: +0.43%
Avg Loser: -0.32%
Best: +1.07%
Worst: -0.72%
Trades: 16/21

EOD (End of Day)

Win Rate: 46.2%
Avg Gain: -0.10%
Avg Winner: +0.72%
Avg Loser: -0.81%
Best: +2.50%
Worst: -2.91%
Trades: 18/21

🚀 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: +0.69%
Best MFE: +2.56%
Avg Time to MFE: 149 min

On average, TBF alerts reach +0.69% profit potential within 149 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.30%
Worst MAE: -1.92%
Avg Time to MAE: 28 min

Before reaching MFE, expect an average drawdown of 0.30%.

⚖️ Risk/Reward Ratio

2.27:1

Excellent risk/reward - potential gain is 2.27x the typical drawdown.

💡 Trading Insight: Based on 39 alerts, TBF typically reaches +0.69% 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 39
Gap Up % 33.3%
Avg Gap -0.03%
Best Gap +0.24%

📋 Last 20 Alerts

Historical TBF 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
2024-02-23 09:28:58 $23.81 -0.38% -0.54% -0.71% -0.66% -1.55% -0.17% -0.34% -0.17% LOSS
2024-02-01 00:00:00 $22.51 - - - - -0.84% +1.29% +1.29% -0.04% -
2023-09-29 09:27:00 $24.99 -0.18% -0.10% -0.20% -0.20% +0.64% +1.24% -1.92% - LOSS
2023-09-21 09:25:00 $24.39 +0.12% +0.08% +0.46% +0.12% +0.70% +0.70% -0.04% +0.08% WIN
2023-08-10 09:28:00 $23.0 +0.22% -0.04% +0.09% +0.26% +1.61% +1.69% -0.13% +0.22% WIN
2023-07-13 09:26:00 $22.04 -0.05% -0.20% +0.05% +0.20% -0.54% +0.29% -0.23% -0.05% LOSS
2023-06-15 09:25:00 $21.92 -0.09% -0.05% -0.27% -0.36% -0.05% +0.32% -0.64% -0.18% LOSS
2023-04-28 09:29:00 $21.18 +0.05% +0.19% +0.28% +0.24% -0.24% +0.33% -0.05% - WIN
2023-04-12 09:29:00 $20.92 +0.33% +0.76% +0.48% +0.81% +0.38% +1.34% +0.17% +0.24% WIN
2023-03-27 09:28:00 $21.38 -0.14% -0.14% -0.19% -0.37% +0.61% +0.63% -0.65% -0.05% LOSS
2023-03-17 09:27:00 $21.24 -0.24% -0.47% -0.21% -0.42% -0.14% +0.09% -0.09% -0.09% LOSS
2023-03-15 09:25:00 $21.18 +0.24% +0.07% -0.66% -0.14% +0.66% +1.44% -0.94% - WIN
2023-03-14 09:25:00 $21.54 -0.09% +0.51% +0.88% +1.07% +0.97% +1.30% -0.09% -0.05% LOSS
2023-03-03 09:29:00 $22.44 - -0.04% -0.18% -0.18% -0.94% +0.36% -0.22% +0.04% -
2023-02-14 09:25:00 $21.71 +0.23% -0.05% -0.18% +0.05% +0.28% +1.15% -0.46% +0.14% WIN
2023-02-03 09:29:00 $21.22 - -0.42% -0.52% +0.24% -0.24% +0.42% -0.52% -0.28% -
2023-02-01 09:28:00 $21.01 +0.14% +0.52% +0.48% +0.95% -0.62% +1.05% -0.05% -0.05% WIN
2023-01-05 09:25:00 $22.14 +0.09% +0.18% +0.11% - -1.08% +0.27% - +0.14% WIN
2022-12-23 09:25:00 $22.01 -0.03% - +0.08% -0.06% +0.23% +0.45% -0.30% -0.09% LOSS
2022-12-20 09:25:00 $21.92 -0.14% -0.05% -0.05% -0.36% -0.23% +0.09% -0.57% -0.18% 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

⚠️ TBF Shows Negative Expectancy

Despite a 57.9% win rate, TBF has +0.00% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making TBF profitable.

🔧 Fix TBF Risk/Reward →

Why Analyze TBF with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for TBF. 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, TBF historically offers an average upside of +0.69% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 TBF Momentum Personality

With a baseline win rate of 57.9%, TBF shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: TBF shows negative expectancy across all tested intraday timeframes (Best: 30MIN at +0.00%). This suggests TBF is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.