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VLO Stock Analysis

Data source: Trade-Ideas Alerts | 44 alerts analyzed | Backtest period: 2022-01-10 → 2025-01-21

⚠️ Small sample size (44 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Valero Energy Corporation PETROLEUM REFINING (SIC 2911)
📍 NYSE 📅 IPO: Aug 01, 1997 🔗 www.valero.com
💰 Market Cap: $57.06B 👥 Employees: 9,922
Valero Energy is one of the largest independent refiners in the United States. It operates 15 refineries, with a total throughput capacity of 3.2 million barrels a day in the US, Canada, and the United Kingdom. Valero also owns 12 ethanol plants with capacity of 1.6 billion gallons a year and holds a 50% stake in Diamond Green Diesel, which can produce 1.2 billion gallons per year of renewable diesel.
📊
44
Total Alerts
🎯
47.7%
Win Rate (5MIN)
💰
-0.10%
Avg Gain (5MIN)
🚀
+1.78%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 47.7%
Avg Gain: -0.10%
Avg Winner: +0.55%
Avg Loser: -0.68%
Best: +3.26%
Worst: -2.33%
Trades: 21/23

15MIN

Win Rate: 40.9%
Avg Gain: -0.12%
Avg Winner: +0.77%
Avg Loser: -0.74%
Best: +3.63%
Worst: -3.51%
Trades: 18/26

30MIN

Win Rate: 43.2%
Avg Gain: -0.20%
Avg Winner: +0.80%
Avg Loser: -0.96%
Best: +2.85%
Worst: -4.22%
Trades: 19/25

60MIN

Win Rate: 47.7%
Avg Gain: -0.19%
Avg Winner: +1.21%
Avg Loser: -1.46%
Best: +3.46%
Worst: -6.14%
Trades: 21/23

EOD (End of Day)

Win Rate: 41.9%
Avg Gain: -0.20%
Avg Winner: +2.03%
Avg Loser: -1.81%
Best: +6.24%
Worst: -5.92%
Trades: 18/25

🚀 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: +1.78%
Best MFE: +6.67%
Avg Time to MFE: 135 min

On average, VLO alerts reach +1.78% profit potential within 135 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.70%
Worst MAE: -2.25%
Avg Time to MAE: 14 min

Before reaching MFE, expect an average drawdown of 0.70%.

⚖️ Risk/Reward Ratio

2.53:1

Excellent risk/reward - potential gain is 2.53x the typical drawdown.

💡 Trading Insight: Based on 44 alerts, VLO typically reaches +1.78% profit before pulling back. Consider setting profit targets around 1.4% to capture most of the move.

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

Total Gaps Analyzed 44
Gap Up % 43.2%
Avg Gap -0.09%
Best Gap +1.29%

🏭 Sector Comparison: PETROLEUM REFINING

How VLO compares to 11 other tickers in the same sector.

5-Min Gain
VLO: -0.11% Sector: -0.01% -0.10%
EOD Gain
VLO: -0.20% Sector: +0.04% -0.25%
Avg MFE
VLO: +1.79% Sector: +1.50% +0.29%

📋 Last 20 Alerts

Historical VLO 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
2025-01-21 09:27:10 $141.0 -0.31% -1.57% -0.76% -0.72% -1.04% -0.01% -0.63% -0.63% LOSS
2024-03-26 09:28:34 $169.96 +0.29% -0.44% -0.52% -0.79% -1.59% +0.41% -0.74% -0.65% WIN
2024-02-07 09:29:14 $138.5 +0.08% +0.17% -0.23% -0.90% +1.94% +1.95% -1.08% -0.14% WIN
2023-11-29 09:25:00 $126.4 +0.18% -0.26% -0.91% -1.02% -1.84% +0.81% +0.04% +0.09% WIN
2023-11-10 09:25:00 $121.29 -0.13% +0.04% +0.19% +0.49% +1.14% +1.29% -0.40% +0.03% LOSS
2023-10-19 09:26:00 $134.62 -1.70% -1.31% -1.21% -1.13% -1.63% - - -0.78% LOSS
2023-09-21 09:27:00 $146.7 +3.26% +3.63% +1.22% +0.80% -0.27% +3.75% +0.20% +1.29% WIN
2023-04-26 09:27:00 $116.82 +0.91% -0.15% -0.16% -0.67% -0.15% +1.47% +0.79% +0.79% WIN
2023-04-03 09:26:00 $144.2 -2.17% -3.20% -4.21% -3.61% -3.93% - - -1.58% LOSS
2023-02-22 09:28:00 $132.15 +0.33% +0.03% +0.13% -0.85% -1.10% +0.57% -0.46% +0.37% WIN
2023-01-19 09:27:00 $135.0 -0.00% -0.11% -0.01% +0.13% +2.57% +2.87% -0.78% -0.24% LOSS
2023-01-09 09:25:00 $129.5 -0.34% +0.15% +0.60% +0.67% -0.71% +1.54% -0.99% +0.12% LOSS
2022-11-29 09:25:00 $136.01 +0.66% +0.73% +0.16% +0.28% -0.60% +0.99% -0.53% -0.01% WIN
2022-11-11 09:25:00 $134.32 -0.12% +0.34% +0.14% +0.86% -0.27% +1.38% -0.34% +0.09% LOSS
2022-11-07 09:25:00 $129.4 -0.34% +0.25% +0.01% +1.00% +1.84% +2.73% -0.45% -0.25% LOSS
2022-10-28 09:25:00 $129.89 -1.02% -0.52% -0.59% -2.36% -3.01% -0.09% -1.13% -1.00% LOSS
2022-10-24 09:25:00 $128.54 -1.33% +0.01% +0.34% -0.70% +0.53% +1.09% -1.33% -0.28% LOSS
2022-10-10 09:25:00 $114.25 +0.11% +0.57% -0.52% -0.71% -2.97% +1.01% -0.42% +0.47% WIN
2022-09-28 09:25:00 $102.41 -1.04% -0.24% +1.08% +0.63% +6.24% +6.67% -1.37% -1.21% LOSS
2022-09-09 09:25:00 $114.0 +0.37% -0.18% -0.23% -0.47% -0.60% +0.53% -0.11% +0.48% 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

⚠️ VLO Shows Negative Expectancy

With 47.7% win rate and -0.10% average gain, VLO alerts have historically faded. Use the app to find specific filters that might reverse this pattern, or consider VLO for short-selling strategies.

📉 Turn Negative Expectancy Positive →

Why Analyze VLO with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for VLO. 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, VLO historically offers an average upside of +1.78% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 VLO Momentum Personality

With a baseline win rate of 47.7%, VLO shows negative momentum - the stock tends to fade after alerts. This pattern suggests VLO may be better suited for contrarian strategies or avoiding altogether.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: VLO shows negative expectancy across all tested intraday timeframes (Best: 5MIN at -0.10%). This suggests VLO is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.