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Latest signal:

XLP Stock Analysis

Data source: Trade-Ideas Alerts | 51 alerts analyzed | Backtest period: 2022-01-06 → 2025-01-27

⚠️ Small sample size (51 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

State Street Consumer Staples Select Sector SPDR ETF
📍 NYSE Arca 📅 IPO: Nov 07, 2008
📊
51
Total Alerts
🎯
51.0%
Win Rate (5MIN)
💰
-0.04%
Avg Gain (5MIN)
🚀
+0.48%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 51.0%
Avg Gain: -0.04%
Avg Winner: +0.22%
Avg Loser: -0.30%
Best: +1.11%
Worst: -1.13%
Trades: 26/25

15MIN

Win Rate: 37.3%
Avg Gain: -0.16%
Avg Winner: +0.29%
Avg Loser: -0.46%
Best: +1.24%
Worst: -1.78%
Trades: 19/30

30MIN

Win Rate: 37.3%
Avg Gain: -0.16%
Avg Winner: +0.33%
Avg Loser: -0.46%
Best: +0.83%
Worst: -1.88%
Trades: 19/32

60MIN

Win Rate: 45.1%
Avg Gain: -0.18%
Avg Winner: +0.30%
Avg Loser: -0.57%
Best: +0.93%
Worst: -2.53%
Trades: 23/28

EOD (End of Day)

Win Rate: 49.0%
Avg Gain: -0.27%
Avg Winner: +0.40%
Avg Loser: -0.94%
Best: +2.07%
Worst: -5.49%
Trades: 25/25

🚀 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: +0.48%
Best MFE: +2.26%
Avg Time to MFE: 142 min

On average, XLP alerts reach +0.48% profit potential within 142 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.31%
Worst MAE: -1.03%
Avg Time to MAE: 17 min

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

⚖️ Risk/Reward Ratio

1.55:1

Good risk/reward - favorable for momentum trading.

💡 Trading Insight: Based on 51 alerts, XLP typically reaches +0.48% profit before pulling back. Consider setting profit targets around 0.4% to capture most of the move.

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

Total Gaps Analyzed 51
Gap Up % 49.0%
Avg Gap -0.04%
Best Gap +0.38%

📋 Last 20 Alerts

Historical XLP 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
2025-01-27 09:25:27 $78.39 +1.11% +1.24% +0.83% +0.93% +2.07% +2.26% +0.08% +0.38% WIN
2024-11-06 09:25:19 $81.1 -0.42% -0.75% -0.84% -1.28% -1.90% +0.14% -0.42% -0.01% LOSS
2024-11-01 09:29:12 $80.4 -0.16% -0.22% -0.31% -0.01% -0.31% +0.06% -0.39% -0.02% LOSS
2024-10-04 09:29:20 $81.0 +0.47% +0.48% +0.24% +0.30% +0.58% +0.70% -0.06% +0.09% WIN
2024-09-09 09:26:12 $83.26 -0.24% -0.25% +0.11% +0.23% +0.44% +0.64% -0.48% -0.31% LOSS
2024-08-05 09:27:43 $78.88 +0.13% -0.43% -0.61% -0.89% -1.50% +0.60% +0.04% +0.30% WIN
2024-08-02 09:29:29 $79.23 +0.42% +0.25% +0.50% -0.68% +0.04% +0.66% -0.16% -0.08% WIN
2024-03-01 09:29:14 $74.42 -0.50% -0.58% -0.52% -0.19% +0.05% +0.16% -0.65% -0.23% LOSS
2023-12-21 09:27:00 $70.48 +0.28% +0.21% +0.16% +0.18% +0.28% +0.38% -0.51% +0.13% WIN
2023-12-20 09:25:00 $71.38 -0.25% -0.42% -0.48% -0.55% -1.67% -0.15% -0.52% -0.38% LOSS
2023-12-04 09:26:00 $70.69 +0.38% +0.52% +0.65% +0.52% +0.50% +0.83% -0.18% -0.18% WIN
2023-11-16 09:27:00 $69.99 -0.41% -0.46% -0.33% -0.41% -0.59% +0.04% -0.39% -0.39% LOSS
2023-11-09 09:29:00 $68.83 -0.28% -0.40% -0.41% -0.39% -0.51% +0.10% -0.13% +0.01% LOSS
2023-11-01 09:25:00 $67.78 +0.06% -0.22% -0.30% +0.18% +0.01% +0.40% -0.55% +0.19% WIN
2023-10-10 09:27:00 $67.2 -0.06% +0.03% +0.21% +0.67% +0.31% +0.80% -0.19% +0.12% LOSS
2023-09-20 09:28:00 $71.52 +0.05% -0.29% -0.27% +0.06% -0.11% +0.56% -0.40% +0.07% WIN
2023-07-13 09:28:00 $74.06 -0.30% -0.27% -0.47% -0.41% -0.04% +0.14% -0.69% -0.28% LOSS
2023-06-23 09:27:00 $74.36 -0.23% -0.23% -0.16% -0.15% -0.78% +0.04% -0.28% +0.04% LOSS
2023-06-07 09:26:00 $72.66 -0.30% -0.10% -0.04% -0.03% +0.10% +0.37% -0.52% -0.22% LOSS
2023-05-11 09:28:00 $76.41 +0.17% - -0.30% +0.04% +0.54% +0.60% -0.34% +0.21% 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

⚠️ XLP Shows Negative Expectancy

Despite a 51.0% win rate, XLP has -0.04% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making XLP profitable.

🔧 Fix XLP Risk/Reward →

Why Analyze XLP with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for XLP. 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, XLP historically offers an average upside of +0.48% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 XLP Momentum Personality

With a baseline win rate of 51.0%, XLP shows negative expectancy despite winning more often - average losses (-0.30%) outweigh average wins (+0.22%). This suggests the need for tighter stops or better entry timing.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: XLP shows negative expectancy across all tested intraday timeframes (Best: 5MIN at -0.04%). This suggests XLP is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.