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TRV Stock Analysis

Data source: Trade-Ideas Alerts | 14 alerts analyzed | Backtest period: 2022-01-20 → 2024-12-23

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

🏢 Company Profile

The Travelers Companies, Inc. FIRE, MARINE & CASUALTY INSURANCE (SIC 6331)
📍 NYSE 📅 IPO: Feb 18, 1975 🔗 www.travelers.com
💰 Market Cap: $60.40B 👥 Employees: 34,000
Travelers offers a broad product range and participates in both commercial and personal insurance lines. Its commercial operations offer a variety of coverage types for companies of any size but concentrate on serving midsize businesses. Its personal lines are roughly evenly split between auto and homeowners insurance.
📊
14
Total Alerts
🎯
85.7%
Win Rate (60MIN)
💰
+0.61%
Avg Gain (60MIN)
🚀
+1.42%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 71.4%
Avg Gain: +0.28%
Avg Winner: +0.52%
Avg Loser: -0.32%
Best: +1.46%
Worst: -0.57%
Trades: 10/4

15MIN

Win Rate: 64.3%
Avg Gain: +0.35%
Avg Winner: +0.68%
Avg Loser: -0.24%
Best: +1.48%
Worst: -0.54%
Trades: 9/5

30MIN

Win Rate: 78.6%
Avg Gain: +0.46%
Avg Winner: +0.70%
Avg Loser: -0.42%
Best: +2.69%
Worst: -0.59%
Trades: 11/3

60MIN

Win Rate: 85.7%
Avg Gain: +0.61%
Avg Winner: +0.76%
Avg Loser: -0.29%
Best: +2.87%
Worst: -0.45%
Trades: 12/2

EOD (End of Day)

Win Rate: 71.4%
Avg Gain: +0.55%
Avg Winner: +0.91%
Avg Loser: -0.34%
Best: +1.76%
Worst: -0.76%
Trades: 10/4

🚀 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: +1.42%
Best MFE: +4.41%
Avg Time to MFE: 174 min

On average, TRV alerts reach +1.42% profit potential within 174 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.35%
Worst MAE: -1.39%
Avg Time to MAE: 19 min

Before reaching MFE, expect an average drawdown of 0.35%.

⚖️ Risk/Reward Ratio

4.11:1

Excellent risk/reward - potential gain is 4.11x the typical drawdown.

💡 Trading Insight: Based on 14 alerts, TRV typically reaches +1.42% 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 14
Gap Up % 71.4%
Avg Gap +0.11%
Best Gap +0.78%

🏭 Sector Comparison: FIRE, MARINE & CASUALTY INSURANCE

How TRV compares to 22 other tickers in the same sector.

5-Min Gain
TRV: +0.28% Sector: +0.01% +0.27%
EOD Gain
TRV: +0.55% Sector: +58.36% -57.81%
Avg MFE
TRV: +1.42% Sector: +2.97% -1.55%

📋 Last 20 Alerts

Historical TRV 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
2024-12-23 09:28:14 $238.34 +0.34% +0.47% +0.17% +0.71% +1.27% +1.44% -0.15% +0.15% WIN
2024-12-12 09:25:07 $244.0 +0.18% +0.94% +1.03% +0.68% -0.05% +1.29% - +0.76% WIN
2024-12-05 09:27:30 $262.43 -0.06% +0.29% +0.66% +0.52% +0.32% +1.21% -0.20% +0.21% LOSS
2024-10-15 09:26:52 $241.72 +0.26% -0.04% -0.31% +0.02% -0.35% +0.79% -0.50% +0.12% WIN
2024-09-04 09:26:16 $229.18 +0.28% +0.92% +0.23% +0.17% +0.98% +1.13% +0.20% +0.20% WIN
2024-08-13 09:25:31 $209.73 +0.16% +0.10% -0.36% -0.14% +0.55% +0.78% -0.52% +0.39% WIN
2024-08-08 09:28:39 $208.54 +0.50% +1.08% +1.39% +1.42% +1.51% +1.88% +0.38% +0.57% WIN
2024-06-28 09:28:58 $203.04 +0.22% -0.02% +0.08% +0.34% +0.15% +1.09% -1.39% -1.16% WIN
2024-05-01 09:29:43 $211.31 +1.00% +0.65% +0.74% +1.05% +0.87% +1.86% +0.40% +0.40% WIN
2022-04-25 09:25:00 $172.68 -0.57% -0.54% -0.59% -0.45% +1.02% +1.31% -1.19% -0.13% LOSS
2022-02-11 09:25:00 $172.13 -0.21% -0.42% +0.21% +0.78% -0.21% +1.05% -0.72% -0.26% LOSS
2022-02-10 09:25:00 $173.75 -0.46% -0.16% +0.02% +0.29% -0.76% +0.46% -0.59% -0.59% LOSS
2022-02-08 09:25:00 $171.34 +0.83% +0.19% +0.46% +0.26% +0.68% +1.23% -0.15% +0.78% WIN
2022-01-20 09:25:00 $162.33 +1.46% +1.48% +2.69% +2.87% +1.76% +4.41% -0.43% +0.07% 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 85.7% Baseline on TRV

The 85.7% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push TRV's performance to 75%+.

Optimize TRV Strategy →

Why Analyze TRV with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for TRV. 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, TRV historically offers an average upside of +1.42% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 TRV Momentum Personality

With a baseline win rate of 85.7%, TRV shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show TRV performs best on the 60MIN timeframe (Avg Gain: +0.61%), signaling that gains often fade later in the session.