FILTRIX Logo FILTRIX Find Your Edge →

Latest signal:

URTY Stock Analysis

Data source: Trade-Ideas Alerts | 138 alerts analyzed | Backtest period: 2022-01-28 → 2025-01-15

🏢 Company Profile

ProShares UltraPro Russell2000
📍 NYSE Arca 📅 IPO: Feb 11, 2010
📊
138
Total Alerts
🎯
58.7%
Win Rate (EOD)
💰
+0.60%
Avg Gain (EOD)
🚀
+3.18%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 55.5%
Avg Gain: +0.14%
Avg Winner: +0.71%
Avg Loser: -0.57%
Best: +3.18%
Worst: -3.19%
Trades: 76/61

15MIN

Win Rate: 54.0%
Avg Gain: +0.09%
Avg Winner: +1.21%
Avg Loser: -1.24%
Best: +4.15%
Worst: -4.06%
Trades: 74/62

30MIN

Win Rate: 54.0%
Avg Gain: +0.26%
Avg Winner: +1.50%
Avg Loser: -1.21%
Best: +4.95%
Worst: -4.52%
Trades: 74/62

60MIN

Win Rate: 54.0%
Avg Gain: +0.30%
Avg Winner: +1.90%
Avg Loser: -1.58%
Best: +6.91%
Worst: -6.83%
Trades: 74/63

EOD (End of Day)

Win Rate: 58.7%
Avg Gain: +0.60%
Avg Winner: +2.98%
Avg Loser: -2.77%
Best: +14.33%
Worst: -10.08%
Trades: 81/57

🚀 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: +3.18%
Best MFE: +15.88%
Avg Time to MFE: 173 min

On average, URTY alerts reach +3.18% profit potential within 173 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.17%
Worst MAE: -5.59%
Avg Time to MAE: 23 min

Before reaching MFE, expect an average drawdown of 1.17%.

⚖️ Risk/Reward Ratio

2.72:1

Excellent risk/reward - potential gain is 2.72x the typical drawdown.

💡 Trading Insight: Based on 138 alerts, URTY typically reaches +3.18% profit before pulling back. Consider setting profit targets around 2.5% to capture most of the move.

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

Total Gaps Analyzed 138
Gap Up % 49.3%
Avg Gap -0.01%
Best Gap +0.80%

📋 Last 20 Alerts

Historical URTY 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
2025-01-15 09:26:27 $51.59 +0.11% -0.45% -0.02% -0.36% -1.36% +0.48% -0.31% +0.39% WIN
2025-01-10 09:29:26 $47.0 -0.23% +0.57% -0.19% -0.09% -1.64% +1.02% -1.57% +0.43% LOSS
2024-12-30 09:28:29 $48.98 -0.69% -2.41% -3.31% -3.12% +0.08% +1.67% -3.72% +0.06% LOSS
2024-12-20 09:29:02 $48.27 +1.51% +3.27% +2.86% +4.06% +4.66% +8.02% -0.99% -0.23% WIN
2024-12-19 09:27:45 $51.32 +1.03% +0.44% -1.50% -4.07% -4.38% +1.54% -0.33% +0.02% WIN
2024-12-17 09:26:24 $58.6 -0.07% +0.39% -0.49% -2.39% -2.12% +0.87% -0.60% -0.02% LOSS
2024-11-25 09:29:22 $65.46 +1.66% +1.37% +0.78% +3.28% +1.13% +4.23% -0.08% -0.05% WIN
2024-11-07 09:28:34 $62.89 -0.84% -1.23% -0.54% -0.32% -1.27% +1.48% -1.53% -0.62% LOSS
2024-11-06 09:29:32 $62.97 -3.19% -3.45% -4.21% -2.21% -0.22% +0.16% -5.34% -1.08% LOSS
2024-10-10 09:26:31 $48.47 -0.31% -1.07% -0.14% +0.56% +1.16% +1.28% -1.91% -0.06% LOSS
2024-10-04 09:26:30 $50.75 -0.41% +0.12% -0.99% -1.04% +0.12% +0.99% -0.60% +0.08% LOSS
2024-09-27 09:28:18 $52.11 +0.05% -0.08% -0.34% +1.30% -0.71% +2.32% -1.13% +0.12% WIN
2024-09-26 09:29:25 $51.95 -0.67% -0.64% -0.81% -1.77% -2.39% +0.69% -1.21% -0.02% LOSS
2024-09-19 09:28:22 $54.69 -1.41% -2.89% -2.12% -1.70% -0.77% +0.18% -0.62% +0.18% LOSS
2024-09-06 09:29:17 $46.3 +1.75% +0.52% -0.15% -3.91% -5.64% +1.90% -0.02% +0.28% WIN
2024-08-26 09:28:07 $53.68 -0.52% -0.90% +0.07% -0.06% -2.18% +0.61% -1.47% +0.02% LOSS
2024-08-15 09:26:23 $46.58 +0.34% +0.45% -1.22% -0.60% +1.14% +2.66% -1.66% +0.11% WIN
2024-08-14 09:25:30 $44.94 +0.13% -0.60% -2.92% -2.31% -2.54% +0.42% -0.14% +0.29% WIN
2024-08-13 09:29:20 $43.37 -0.37% +0.37% +0.06% -0.63% +2.70% +3.41% -1.48% +0.21% LOSS
2024-08-08 09:25:49 $42.51 -0.56% -0.75% -0.38% +1.51% +3.58% +3.98% -1.65% +0.09% 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 58.7% Baseline on URTY

The 58.7% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push URTY's performance to 75%+.

Optimize URTY Strategy →

Why Analyze URTY with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for URTY. 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, URTY historically offers an average upside of +3.18% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 URTY Momentum Personality

With a baseline win rate of 58.7%, URTY shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show URTY performs best on the EOD (End of Day) timeframe (Avg Gain: +0.60%), signaling that gains often fade later in the session.