FILTRIX Logo FILTRIX Find Your Edge →

Latest signal:

XLU Stock Analysis

Data source: Trade-Ideas Alerts | 77 alerts analyzed | Backtest period: 2022-01-14 → 2025-01-31

⚠️ Small sample size (77 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

State Street Utilities Select Sector SPDR ETF
📍 NYSE Arca 📅 IPO: Nov 07, 2008
📊
77
Total Alerts
🎯
53.2%
Win Rate (5MIN)
💰
+0.04%
Avg Gain (5MIN)
🚀
+0.98%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 53.2%
Avg Gain: +0.04%
Avg Winner: +0.31%
Avg Loser: -0.28%
Best: +1.01%
Worst: -0.69%
Trades: 41/35

15MIN

Win Rate: 49.4%
Avg Gain: -0.03%
Avg Winner: +0.47%
Avg Loser: -0.53%
Best: +1.05%
Worst: -1.38%
Trades: 38/38

30MIN

Win Rate: 50.6%
Avg Gain: -0.02%
Avg Winner: +0.52%
Avg Loser: -0.57%
Best: +1.21%
Worst: -1.79%
Trades: 39/38

60MIN

Win Rate: 40.3%
Avg Gain: -0.08%
Avg Winner: +0.70%
Avg Loser: -0.61%
Best: +1.75%
Worst: -2.31%
Trades: 31/46

EOD (End of Day)

Win Rate: 48.1%
Avg Gain: +0.11%
Avg Winner: +1.16%
Avg Loser: -0.85%
Best: +4.23%
Worst: -3.08%
Trades: 37/40

🚀 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: +0.98%
Best MFE: +4.64%
Avg Time to MFE: 147 min

On average, XLU alerts reach +0.98% profit potential within 147 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.31%
Worst MAE: -2.07%
Avg Time to MAE: 24 min

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

⚖️ Risk/Reward Ratio

3.12:1

Excellent risk/reward - potential gain is 3.12x the typical drawdown.

💡 Trading Insight: Based on 77 alerts, XLU typically reaches +0.98% profit before pulling back. Consider setting profit targets around 0.8% to capture most of the move.

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

Total Gaps Analyzed 77
Gap Up % 62.3%
Avg Gap +0.05%
Best Gap +0.54%

📋 Last 20 Alerts

Historical XLU 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
2025-01-31 09:25:32 $78.34 -0.41% -0.09% -0.60% -0.37% -0.59% +0.18% -0.73% +0.09% LOSS
2025-01-27 09:25:59 $78.01 -0.41% -0.63% -1.25% -2.08% -0.46% +0.10% -0.49% -0.15% LOSS
2025-01-10 09:27:46 $76.08 +0.53% +0.50% +0.55% -0.37% -0.66% +1.00% +0.03% +0.22% WIN
2024-11-06 09:28:47 $77.3 +0.22% +0.47% +0.52% +0.10% +0.32% +0.76% -0.62% +0.06% WIN
2024-10-17 09:29:11 $82.33 -0.11% -0.41% -0.27% -0.33% -1.03% +0.21% -0.04% +0.18% LOSS
2024-10-04 09:25:55 $80.73 -0.03% +0.35% -0.01% -0.07% +0.72% +0.83% -0.31% +0.01% LOSS
2024-09-26 09:26:52 $79.97 +0.21% +0.25% +0.23% +0.20% -0.43% +0.51% -0.19% +0.07% WIN
2024-09-20 09:27:49 $79.1 -0.24% +0.35% +0.10% +0.20% +1.24% +1.45% -0.27% -0.13% LOSS
2024-09-19 09:26:40 $78.16 +0.15% -0.61% -0.40% -0.56% -0.18% +0.28% -0.01% +0.05% WIN
2024-08-05 09:25:35 $74.21 -0.26% -1.12% -1.36% -1.79% -2.63% +0.54% +0.03% +0.54% LOSS
2024-08-02 09:27:52 $74.66 +1.00% +0.72% +0.46% -1.13% -0.59% +1.21% +0.05% +0.51% WIN
2024-05-13 09:26:27 $71.45 - +0.24% +0.56% +0.24% -0.25% +0.58% -0.07% +0.08% -
2024-05-10 09:26:27 $71.52 +0.24% -0.35% -0.29% -0.08% -0.35% +0.46% -0.01% +0.31% WIN
2024-05-01 09:25:33 $66.72 +0.06% -0.01% -0.13% +0.41% +1.18% +2.10% -0.37% +0.01% WIN
2024-04-10 09:26:04 $65.07 -0.57% -1.18% -0.80% -0.49% -0.38% +0.02% +0.02% -0.68% LOSS
2024-03-05 09:29:57 $62.9 +0.45% +0.67% +0.77% +1.47% -0.51% +1.70% +0.02% +0.08% WIN
2024-02-13 09:25:15 $60.61 +0.35% -0.46% -0.73% -1.50% -1.07% +0.54% -0.03% +0.03% WIN
2023-12-27 09:25:00 $63.05 -0.60% -0.22% -0.07% -0.06% -0.14% +0.05% -0.65% -0.27% LOSS
2023-12-21 09:27:00 $62.3 +0.16% +0.53% +0.82% +0.61% +0.18% +0.87% +0.08% +0.34% WIN
2023-12-20 09:27:00 $63.55 -0.30% -0.74% -0.27% -0.53% -1.97% +0.22% -0.13% -0.06% 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 53.2% Baseline on XLU

The 53.2% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and see if you can push XLU's performance to 75%+.

Optimize XLU Strategy →

Why Analyze XLU with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for XLU. 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, XLU historically offers an average upside of +0.98% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 XLU Momentum Personality

With a baseline win rate of 53.2%, XLU shows neutral behavior, suggesting the need for additional volume confirmation.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show XLU performs best on the 5MIN timeframe (Avg Gain: +0.04%), signaling that gains often fade later in the session.