Latest signal:
ZTO Stock Analysis
Data source: Trade-Ideas Alerts | 72 alerts analyzed | Backtest period: 2022-01-04 → 2025-02-12
⚠️ Small sample size (72 alerts). Statistics may have high variance. Interpret with caution.
🏢 Company Profile
📈 Performance by Timeframe
5MIN
15MIN
30MIN
60MIN
EOD (End of Day)
🚀 Max Favorable / Adverse Excursion (MFE/MAE)
Institutional-grade metrics showing the maximum profit potential and risk for each alert.
📈 MFE (Max Profit Potential)
On average, ZTO alerts reach +1.42% profit potential within 78 minutes.
📉 MAE (Max Drawdown Risk)
Before reaching MFE, expect an average drawdown of 1.07%.
⚖️ Risk/Reward Ratio
Good risk/reward - favorable for momentum trading.
💡 Trading Insight: Based on 72 alerts, ZTO typically reaches +1.42% profit before pulling back. Consider setting profit targets around 1.1% to capture most of the move.
🌅 Premarket Gap Analysis (9:25 → 9:30)
📋 Last 20 Alerts
Historical ZTO 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 | 09:26:49 | $19.16 | +1.85% | +2.32% | +1.96% | +1.91% | +2.51% | +2.73% | +0.26% | +0.89% | WIN |
| 2025-02-07 | 09:26:16 | $19.25 | +0.62% | -0.52% | -0.10% | -0.10% | -0.10% | +0.88% | +0.21% | +0.36% | WIN |
| 2025-01-23 | 09:28:17 | $18.44 | +0.38% | +0.41% | +1.06% | +0.73% | +0.11% | +1.25% | - | +0.38% | WIN |
| 2025-01-06 | 09:26:13 | $19.53 | -1.51% | -2.25% | -2.23% | -2.33% | -3.17% | -0.05% | -1.28% | -1.74% | LOSS |
| 2024-11-05 | 09:27:46 | $23.06 | +0.82% | +0.52% | +0.37% | +0.13% | -0.39% | +1.78% | +0.48% | +0.52% | WIN |
| 2024-10-04 | 09:25:16 | $27.24 | +0.04% | +0.29% | -0.99% | -0.20% | -0.92% | +0.95% | -0.88% | -0.88% | WIN |
| 2024-10-02 | 09:25:34 | $26.93 | -0.50% | -0.82% | -1.15% | -1.08% | +0.11% | +0.71% | -0.11% | +0.22% | LOSS |
| 2024-09-26 | 09:26:13 | $23.5 | +3.53% | +3.19% | +1.49% | +1.64% | +1.87% | +4.85% | +0.43% | +0.72% | WIN |
| 2024-09-09 | 09:25:27 | $21.57 | - | +0.09% | +0.37% | +0.16% | +1.48% | +2.06% | -0.88% | -0.28% | - |
| 2024-09-03 | 09:28:48 | $22.3 | -0.67% | +0.63% | -0.18% | +0.02% | -0.67% | +1.17% | -1.75% | -0.81% | LOSS |
| 2024-07-02 | 09:29:27 | $20.71 | -0.02% | -0.22% | +0.31% | -0.10% | -0.68% | +0.82% | -0.92% | -0.48% | LOSS |
| 2024-06-14 | 09:27:55 | $22.47 | -0.71% | +0.27% | +0.18% | -0.38% | -0.04% | +0.58% | -1.02% | - | LOSS |
| 2024-05-30 | 09:26:14 | $23.83 | -0.23% | -0.69% | -0.88% | -0.97% | +0.13% | +0.71% | -0.13% | +0.34% | LOSS |
| 2024-05-17 | 09:27:36 | $23.87 | +0.38% | +0.67% | +0.88% | +1.82% | +3.02% | +3.62% | +0.04% | +0.25% | WIN |
| 2024-05-16 | 09:25:13 | $23.65 | -0.85% | -3.59% | -3.81% | -1.50% | -0.30% | +1.14% | -5.92% | -0.55% | LOSS |
| 2024-05-03 | 09:29:47 | $21.62 | +0.18% | -0.81% | -0.60% | -0.56% | -0.65% | +0.39% | -0.32% | +0.05% | WIN |
| 2024-04-23 | 09:29:27 | $20.1 | +0.65% | +0.90% | +0.22% | +0.25% | +0.70% | +0.97% | -0.07% | +0.60% | WIN |
| 2024-04-18 | 09:26:31 | $19.74 | +0.08% | -0.08% | +0.68% | +0.23% | +1.32% | +1.37% | -0.41% | +0.20% | WIN |
| 2024-04-16 | 09:26:44 | $19.29 | +0.80% | +0.41% | -0.16% | +0.47% | +0.36% | +1.09% | +0.23% | +0.31% | WIN |
| 2024-04-11 | 09:25:24 | $20.45 | +0.56% | -0.07% | +0.10% | -0.81% | -1.37% | +0.59% | -0.15% | -0.10% | 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
⚠️ ZTO Shows Negative Expectancy
Despite a 52.8% win rate, ZTO has -0.01% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making ZTO profitable.
🔧 Fix ZTO Risk/Reward →Why Analyze ZTO with FILTRIX?
🛡️ Realistic Entry Simulation
We don't inflate stats. Our analysis tracks only the first alert of the day for ZTO. 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, ZTO historically offers an average upside of +1.42% intraday. Our data helps you distinguish between a quick scalp and a runner.
📊 ZTO Momentum Personality
With a baseline win rate of 52.8%, ZTO shows negative expectancy despite winning more often - average losses (-1.00%) outweigh average wins (+0.82%). This suggests the need for tighter stops or better entry timing.
⏱️ Optimized Exit Timing
⚠️ Caution Advised: ZTO shows negative expectancy across all tested intraday timeframes (Best: 5MIN at -0.01%). This suggests ZTO is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.