FILTRIX Logo FILTRIX Find Your Edge →

Latest signal:

XLF Stock Analysis

Data source: Trade-Ideas Alerts | 658 alerts analyzed | Backtest period: 2022-01-03 → 2025-02-13

🏢 Company Profile

State Street Financial Select Sector SPDR ETF STATE COMMERCIAL BANKS (SIC 6022)
📍 NYSE Arca 📅 IPO: Nov 07, 2008
📊
658
Total Alerts
🎯
54.0%
Win Rate (60MIN)
💰
+0.00%
Avg Gain (60MIN)
🚀
+0.73%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 50.5%
Avg Gain: +0.00%
Avg Winner: +0.20%
Avg Loser: -0.21%
Best: +0.76%
Worst: -0.91%
Trades: 332/306

15MIN

Win Rate: 52.0%
Avg Gain: -0.00%
Avg Winner: +0.29%
Avg Loser: -0.34%
Best: +1.19%
Worst: -1.39%
Trades: 342/306

30MIN

Win Rate: 52.7%
Avg Gain: +0.02%
Avg Winner: +0.38%
Avg Loser: -0.40%
Best: +1.35%
Worst: -1.47%
Trades: 347/304

60MIN

Win Rate: 54.0%
Avg Gain: +0.00%
Avg Winner: +0.43%
Avg Loser: -0.51%
Best: +1.98%
Worst: -2.03%
Trades: 355/293

EOD (End of Day)

Win Rate: 52.6%
Avg Gain: -0.00%
Avg Winner: +0.71%
Avg Loser: -0.82%
Best: +6.23%
Worst: -3.59%
Trades: 346/303

🚀 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: +0.73%
Best MFE: +6.50%
Avg Time to MFE: 160 min

On average, XLF alerts reach +0.73% profit potential within 160 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.31%
Worst MAE: -2.10%
Avg Time to MAE: 20 min

Before reaching MFE, expect an average drawdown of 0.31%.

⚖️ Risk/Reward Ratio

2.4:1

Excellent risk/reward - potential gain is 2.4x the typical drawdown.

💡 Trading Insight: Based on 658 alerts, XLF typically reaches +0.73% 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 658
Gap Up % 42.7%
Avg Gap -0.01%
Best Gap +0.68%

🏭 Sector Comparison: STATE COMMERCIAL BANKS

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

5-Min Gain
XLF: +0.00% Sector: -0.03% +0.03%
EOD Gain
XLF: -0.00% Sector: -0.04% +0.04%
Avg MFE
XLF: +0.73% Sector: +1.25% -0.52%

📋 Last 20 Alerts

Historical XLF 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
2025-02-13 09:29:28 $51.47 -0.25% -0.04% -0.07% -0.08% +0.45% +0.58% -0.37% +0.06% LOSS
2025-02-12 09:27:31 $51.14 +0.14% -0.07% +0.19% -0.07% +0.43% +0.47% -0.43% +0.27% WIN
2025-02-11 09:29:48 $51.32 -0.43% -0.28% -0.31% -0.50% +0.43% +0.62% -0.58% +0.02% LOSS
2025-02-10 09:29:47 $51.96 -0.62% -1.03% -0.70% -0.96% -1.06% +0.03% -0.19% -0.10% LOSS
2025-02-07 09:25:35 $52.25 -0.23% -0.44% -0.04% -0.19% -0.82% +0.04% -0.08% -0.15% LOSS
2025-02-06 09:27:34 $52.05 -0.17% -0.31% -0.32% -0.36% +0.12% +0.14% -0.56% -0.13% LOSS
2025-02-05 09:28:15 $51.37 -0.07% +0.09% -0.13% +0.18% +0.60% +0.62% -0.46% -0.02% LOSS
2025-02-04 09:25:07 $51.22 +0.16% -0.13% -0.29% -0.02% -0.16% +0.33% -0.43% +0.20% WIN
2025-02-03 09:26:00 $50.63 +0.46% +0.16% -0.14% +0.43% +1.24% +1.51% -0.43% +0.24% WIN
2025-01-31 09:26:04 $51.78 -0.11% +0.21% - +0.20% -0.60% +0.37% -0.14% +0.10% LOSS
2025-01-30 09:28:19 $51.69 +0.15% +0.12% +0.16% +0.01% +0.15% +0.68% -0.12% +0.12% WIN
2025-01-29 09:29:53 $51.22 +0.13% +0.50% +0.76% +0.82% +0.12% +1.02% -0.10% -0.08% WIN
2025-01-28 09:25:58 $51.4 -0.22% - -0.44% -0.21% -0.16% +0.29% -0.66% -0.10% LOSS
2025-01-27 09:27:01 $50.75 -0.04% -0.07% +0.02% +0.31% +1.30% +1.36% -0.26% +0.02% LOSS
2025-01-24 09:29:40 $50.53 +0.32% +0.35% +0.40% +0.51% +0.63% +0.73% -0.10% - WIN
2025-01-23 09:29:37 $50.54 +0.23% +0.38% +0.40% +0.02% +0.32% +0.49% -0.12% -0.10% WIN
2025-01-22 09:26:06 $50.57 -0.16% -0.26% -0.29% -0.23% -0.32% +0.18% -0.10% +0.16% LOSS
2025-01-21 09:26:57 $50.45 -0.04% +0.26% +0.43% +0.16% +0.40% +0.52% -0.13% -0.10% LOSS
2025-01-17 09:29:42 $49.92 -0.24% +0.06% +0.24% +0.24% +0.62% +0.80% -0.38% -0.02% LOSS
2025-01-16 09:27:21 $49.58 -0.07% +0.10% +0.12% +0.09% +0.46% +0.53% -0.25% -0.24% 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

⚠️ XLF Shows Negative Expectancy

Despite a 54.0% win rate, XLF has +0.00% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making XLF profitable.

🔧 Fix XLF Risk/Reward →

Why Analyze XLF with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for XLF. 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, XLF historically offers an average upside of +0.73% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 XLF Momentum Personality

With a baseline win rate of 54.0%, XLF shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: XLF shows negative expectancy across all tested intraday timeframes (Best: 60MIN at +0.00%). This suggests XLF is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.