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VOO Stock Analysis

Data source: Trade-Ideas Alerts | 427 alerts analyzed | Backtest period: 2022-01-03 → 2025-02-12

🏢 Company Profile

Vanguard S&P 500 ETF
📍 NYSE Arca 📅 IPO: Sep 09, 2010
📊
427
Total Alerts
🎯
53.6%
Win Rate (EOD)
💰
+0.04%
Avg Gain (EOD)
🚀
+0.69%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 52.9%
Avg Gain: +0.01%
Avg Winner: +0.09%
Avg Loser: -0.08%
Best: +0.42%
Worst: -0.45%
Trades: 225/198

15MIN

Win Rate: 49.4%
Avg Gain: -0.00%
Avg Winner: +0.19%
Avg Loser: -0.19%
Best: +0.96%
Worst: -0.83%
Trades: 210/214

30MIN

Win Rate: 49.6%
Avg Gain: +0.01%
Avg Winner: +0.28%
Avg Loser: -0.25%
Best: +1.56%
Worst: -1.32%
Trades: 211/214

60MIN

Win Rate: 48.2%
Avg Gain: +0.01%
Avg Winner: +0.38%
Avg Loser: -0.34%
Best: +1.75%
Worst: -2.03%
Trades: 205/217

EOD (End of Day)

Win Rate: 53.6%
Avg Gain: +0.04%
Avg Winner: +0.73%
Avg Loser: -0.77%
Best: +4.80%
Worst: -2.94%
Trades: 229/198

🚀 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: +0.69%
Best MFE: +5.25%
Avg Time to MFE: 195 min

On average, VOO alerts reach +0.69% profit potential within 195 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.28%
Worst MAE: -2.61%
Avg Time to MAE: 39 min

Before reaching MFE, expect an average drawdown of 0.28%.

⚖️ Risk/Reward Ratio

2.44:1

Excellent risk/reward - potential gain is 2.44x the typical drawdown.

💡 Trading Insight: Based on 427 alerts, VOO typically reaches +0.69% profit before pulling back. Consider setting profit targets around 0.6% to capture most of the move.

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

Total Gaps Analyzed 427
Gap Up % 49.6%
Avg Gap +0.00%
Best Gap +0.44%

📋 Last 20 Alerts

Historical VOO 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
2025-02-12 09:29:20 $551.11 +0.05% +0.20% +0.33% +0.35% +0.67% +0.87% -0.13% -0.02% WIN
2025-02-10 09:29:16 $555.56 -0.10% -0.17% -0.11% +0.09% +0.11% +0.22% -0.24% -0.02% LOSS
2025-02-04 09:27:14 $549.68 +0.01% +0.10% +0.20% +0.50% +0.67% +0.76% -0.08% +0.00% WIN
2025-02-03 09:28:11 $544.2 +0.31% +0.33% +0.08% +0.58% +1.01% +1.43% -0.22% +0.15% WIN
2025-01-28 09:25:10 $552.18 -0.01% -0.22% -0.34% +0.24% +0.66% +0.81% -0.54% +0.02% LOSS
2025-01-27 09:29:51 $547.03 +0.39% +0.51% +0.61% +0.69% +0.77% +0.80% -0.04% -0.02% WIN
2025-01-22 09:27:36 $557.01 -0.03% -0.02% +0.12% +0.17% +0.11% +0.34% -0.05% +0.03% LOSS
2025-01-21 09:25:02 $551.83 +0.09% -0.05% +0.04% -0.05% +0.48% +0.50% -0.24% +0.09% WIN
2025-01-17 09:25:50 $548.67 -0.01% -0.04% +0.01% -0.06% +0.14% +0.45% -0.18% +0.05% LOSS
2025-01-15 09:29:57 $542.79 -0.01% +0.16% +0.33% +0.36% +0.42% +0.62% -0.19% +0.01% LOSS
2025-01-14 09:28:44 $537.34 -0.08% +0.07% -0.36% -0.20% -0.39% +0.11% -0.19% -0.00% LOSS
2025-01-13 09:29:13 $529.41 +0.12% +0.19% +0.36% +0.04% +0.98% +1.04% -0.07% -0.00% WIN
2025-01-10 09:29:17 $538.52 -0.11% -0.21% -0.46% -0.65% -0.86% +0.04% -0.12% +0.04% LOSS
2025-01-08 09:28:31 $541.33 -0.09% -0.16% -0.23% -0.38% +0.15% +0.31% -0.60% -0.00% LOSS
2025-01-06 09:25:54 $547.74 +0.10% +0.28% +0.35% +0.48% -0.03% +0.67% -0.04% +0.10% WIN
2025-01-02 09:27:37 $542.0 -0.25% -0.46% +0.08% -0.35% -0.84% +0.28% -0.56% +0.00% LOSS
2024-12-30 09:28:53 $540.76 -0.20% -0.33% -0.50% -0.57% +0.04% +0.62% -0.62% -0.04% LOSS
2024-12-23 09:29:07 $543.29 +0.06% -0.05% -0.09% -0.26% +0.72% +0.75% -0.55% +0.00% WIN
2024-12-20 09:28:43 $536.17 +0.17% +0.27% +0.14% +0.98% +1.65% +2.49% -0.06% +0.08% WIN
2024-12-19 09:29:02 $543.85 +0.20% -0.08% -0.18% -0.47% -0.90% +0.23% -0.15% -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 53.6% Baseline on VOO

The 53.6% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push VOO's performance to 75%+.

Optimize VOO Strategy →

Why Analyze VOO with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for VOO. 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, VOO historically offers an average upside of +0.69% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 VOO Momentum Personality

With a baseline win rate of 53.6%, VOO shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show VOO performs best on the EOD (End of Day) timeframe (Avg Gain: +0.04%), signaling that gains often fade later in the session.