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VLY Stock Analysis

Data source: Trade-Ideas Alerts | 16 alerts analyzed | Backtest period: 2023-04-27 → 2024-11-26

⚠️ Small sample size (16 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Valley National Bancorp NATIONAL COMMERCIAL BANKS (SIC 6021)
📍 NASDAQ 📅 IPO: Jun 01, 1981 🔗 www.valley.com
💰 Market Cap: $6.64B 👥 Employees: 3,732
Valley National Bancorp is a bank holding company that offers a full suite of national and regional banking solutions through various commercial, private banking, retail, insurance, and wealth management financial services products. It provides personalized service and customized solutions to assist its customers with their financial service needs. The group also offers niche financial services, including loan and deposit products for homeowners associations, cannabis-related business banking, and venture banking, which offers nationally. It manages its business operations under operating segments consisting of Consumer Banking; Commercial Banking; and Treasury and Corporate Other. The group generates the majority of its revenue from the Commercial Banking Segment.
📊
16
Total Alerts
🎯
56.2%
Win Rate (5MIN)
💰
+0.21%
Avg Gain (5MIN)
🚀
+2.81%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 56.2%
Avg Gain: +0.21%
Avg Winner: +1.52%
Avg Loser: -1.71%
Best: +2.94%
Worst: -3.83%
Trades: 9/6

15MIN

Win Rate: 43.8%
Avg Gain: -0.93%
Avg Winner: +1.41%
Avg Loser: -2.76%
Best: +2.54%
Worst: -7.10%
Trades: 7/9

30MIN

Win Rate: 56.2%
Avg Gain: -0.71%
Avg Winner: +1.36%
Avg Loser: -3.38%
Best: +2.74%
Worst: -7.76%
Trades: 9/7

60MIN

Win Rate: 43.8%
Avg Gain: -1.17%
Avg Winner: +1.93%
Avg Loser: -3.59%
Best: +3.96%
Worst: -7.84%
Trades: 7/9

EOD (End of Day)

Win Rate: 50.0%
Avg Gain: -0.39%
Avg Winner: +3.24%
Avg Loser: -4.02%
Best: +7.74%
Worst: -15.11%
Trades: 8/8

🚀 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: +2.81%
Best MFE: +8.34%
Avg Time to MFE: 132 min

On average, VLY alerts reach +2.81% profit potential within 132 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.16%
Worst MAE: -5.41%
Avg Time to MAE: 20 min

Before reaching MFE, expect an average drawdown of 1.16%.

⚖️ Risk/Reward Ratio

2.41:1

Excellent risk/reward - potential gain is 2.41x the typical drawdown.

💡 Trading Insight: Based on 16 alerts, VLY typically reaches +2.81% profit before pulling back. Consider setting profit targets around 2.2% to capture most of the move.

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

Total Gaps Analyzed 16
Gap Up % 43.8%
Avg Gap +0.22%
Best Gap +2.40%

🏭 Sector Comparison: NATIONAL COMMERCIAL BANKS

How VLY compares to 29 other tickers in the same sector.

5-Min Gain
VLY: +0.21% Sector: -0.06% +0.27%
EOD Gain
VLY: -0.39% Sector: -0.08% -0.31%
Avg MFE
VLY: +2.81% Sector: +1.53% +1.27%

📋 Last 20 Alerts

Historical VLY 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
2024-11-26 09:29:18 $10.59 +0.94% +0.85% +1.18% +0.66% +0.94% +1.56% - - WIN
2024-11-08 09:28:59 $9.65 +1.71% +2.54% +2.38% +1.04% +3.21% +4.04% -1.55% +0.41% WIN
2024-11-06 09:25:10 $10.21 +2.94% +2.06% +1.27% +2.84% +3.04% +4.02% -1.08% +1.27% WIN
2024-10-21 09:28:46 $9.18 +1.31% +0.60% +0.87% -0.76% -2.61% +1.96% - +0.54% WIN
2024-10-18 09:27:09 $9.52 -0.95% -0.63% -0.37% -0.68% -1.47% - -0.63% - LOSS
2024-10-15 09:25:01 $9.3 +0.22% -1.18% +0.16% +1.29% -0.43% +3.33% -1.56% -0.11% WIN
2024-07-30 09:26:31 $7.93 +2.02% +1.64% +2.46% +2.59% +3.40% +4.16% +1.39% +2.40% WIN
2024-02-07 09:27:23 $8.05 +1.61% -4.22% -7.76% -7.33% -0.87% +2.48% +0.25% +0.25% WIN
2023-12-15 09:27:00 $10.94 +0.87% +0.23% +0.46% +1.14% +1.19% +1.65% -0.14% +0.46% WIN
2023-07-26 09:27:00 $9.84 +2.03% +1.98% +2.74% +3.96% +4.67% +5.89% +0.48% +1.02% WIN
2023-06-08 09:26:00 $8.65 -0.12% -1.62% -2.66% -3.01% -2.08% +0.12% -0.58% -0.58% LOSS
2023-06-05 09:27:00 $8.33 -2.40% -4.44% -4.92% -5.16% -5.52% +0.36% -0.36% -0.12% LOSS
2023-05-04 09:26:00 $7.02 -0.78% -3.35% -0.14% -2.21% +1.71% +3.63% -5.41% - LOSS
2023-05-02 09:29:00 $7.61 - -0.99% +0.72% -3.94% -4.07% +1.64% -3.02% -0.13% -
2023-05-01 09:28:00 $8.87 -3.83% -7.10% -7.44% -7.84% -15.11% +1.69% -2.03% -0.11% LOSS
2023-04-27 09:25:00 $8.27 -2.18% -1.27% -0.36% -1.39% +7.74% +8.34% -4.35% -1.81% 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 56.2% Baseline on VLY

The 56.2% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push VLY's performance to 75%+.

Optimize VLY Strategy →

Why Analyze VLY with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for VLY. 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, VLY historically offers an average upside of +2.81% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 VLY Momentum Personality

With a baseline win rate of 56.2%, VLY shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show VLY performs best on the 5MIN timeframe (Avg Gain: +0.21%), signaling that gains often fade later in the session.