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TBT Stock Analysis

Data source: Trade-Ideas Alerts | 243 alerts analyzed | Backtest period: 2022-01-03 → 2024-11-06

🏢 Company Profile

ProShares Trust UltraShort Lehman 20+ Year Treasury
📍 NYSE Arca 📅 IPO: Nov 12, 2008
📊
243
Total Alerts
🎯
50.8%
Win Rate (EOD)
💰
+0.05%
Avg Gain (EOD)
🚀
+1.32%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 45.6%
Avg Gain: -0.02%
Avg Winner: +0.20%
Avg Loser: -0.21%
Best: +1.15%
Worst: -0.88%
Trades: 110/121

15MIN

Win Rate: 47.7%
Avg Gain: -0.02%
Avg Winner: +0.36%
Avg Loser: -0.39%
Best: +1.48%
Worst: -1.79%
Trades: 115/123

30MIN

Win Rate: 50.2%
Avg Gain: +0.02%
Avg Winner: +0.55%
Avg Loser: -0.54%
Best: +2.28%
Worst: -2.09%
Trades: 121/115

60MIN

Win Rate: 49.0%
Avg Gain: +0.04%
Avg Winner: +0.75%
Avg Loser: -0.66%
Best: +3.08%
Worst: -2.66%
Trades: 118/118

EOD (End of Day)

Win Rate: 50.8%
Avg Gain: +0.05%
Avg Winner: +1.39%
Avg Loser: -1.35%
Best: +4.96%
Worst: -5.78%
Trades: 123/118

🚀 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: +1.32%
Best MFE: +6.32%
Avg Time to MFE: 167 min

On average, TBT alerts reach +1.32% profit potential within 167 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.54%
Worst MAE: -3.44%
Avg Time to MAE: 37 min

Before reaching MFE, expect an average drawdown of 0.54%.

⚖️ Risk/Reward Ratio

2.47:1

Excellent risk/reward - potential gain is 2.47x the typical drawdown.

💡 Trading Insight: Based on 243 alerts, TBT typically reaches +1.32% 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 243
Gap Up % 38.7%
Avg Gap -0.03%
Best Gap +1.22%

📋 Last 20 Alerts

Historical TBT 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
2024-11-06 09:26:28 $35.5 -0.44% -0.37% -0.68% -0.96% -1.46% -0.06% -0.54% -0.11% LOSS
2024-04-11 09:27:53 $35.98 +0.11% +0.76% +0.78% +1.81% +1.28% +2.00% -0.17% -0.17% WIN
2024-03-19 09:29:31 $34.46 +0.03% +0.23% +0.23% +0.25% -0.15% +0.41% -0.03% +0.12% WIN
2024-03-15 09:29:55 $34.3 +0.23% +0.17% +0.20% +0.35% +0.09% +0.55% - +0.09% WIN
2024-03-14 09:28:57 $33.77 +0.36% +0.50% +0.83% +1.27% +1.81% +1.94% - +0.03% WIN
2024-03-12 09:28:05 $32.76 +0.46% +0.47% +0.43% - +0.67% +0.92% -0.06% +0.18% WIN
2024-03-08 09:26:34 $32.38 -0.17% +0.06% -0.15% +0.15% -0.09% +0.43% -0.31% -0.28% LOSS
2024-03-07 09:25:22 $31.92 -0.06% +0.34% +0.81% +0.96% +1.00% +1.82% -0.13% -0.13% LOSS
2024-03-06 09:27:09 $32.52 -0.28% -0.14% -0.51% -0.43% -1.11% -0.05% -0.22% -0.18% LOSS
2024-03-05 09:26:14 $32.66 +0.06% +0.21% +0.28% -0.29% -0.52% +0.46% -0.12% - WIN
2024-03-04 09:28:10 $33.69 +0.00% -0.08% -0.71% -0.13% -0.77% +0.15% +0.06% +0.06% LOSS
2024-03-01 09:29:27 $33.8 +0.38% +0.86% +0.98% -1.27% -1.92% +1.09% +0.24% +0.33% WIN
2024-02-29 09:28:58 $33.83 - -0.41% -0.83% -0.83% -0.80% +0.09% - +0.09% -
2024-02-28 09:26:30 $34.31 +0.06% +0.29% +0.26% -0.06% -0.90% +0.44% - - WIN
2024-02-27 09:27:06 $34.27 -0.20% -0.12% -0.31% -0.32% +0.47% +0.64% -0.67% -0.12% LOSS
2024-02-23 09:29:39 $34.68 -0.52% -0.84% -1.10% -1.15% -2.85% -0.32% -0.40% -0.40% LOSS
2024-02-16 09:29:38 $34.71 -0.03% -0.20% -0.37% -0.49% -0.75% +0.14% -0.17% -0.17% LOSS
2024-02-14 09:29:18 $34.85 -0.23% -0.49% -0.39% -0.69% -1.38% -0.11% -0.60% -0.14% LOSS
2024-02-13 09:29:16 $34.34 +0.15% -0.29% +0.23% +0.15% +1.11% +1.14% -0.37% -0.17% WIN
2024-02-09 09:27:05 $33.61 +0.12% +0.06% -0.12% -0.12% +0.03% +0.40% -0.33% +0.03% WIN

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 50.8% Baseline on TBT

The 50.8% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push TBT's performance to 75%+.

Optimize TBT Strategy →

Why Analyze TBT with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for TBT. 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, TBT historically offers an average upside of +1.32% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 TBT Momentum Personality

With a baseline win rate of 50.8%, TBT shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

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