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Ticker Report — Active Last signal ·

$TWO

Trade-Ideas alert history 13 alerts 2022-02-042023-02-13

⚠ SMALL SAMPLE · 13 alerts only. Statistics may have high variance — interpret with caution.

🏢 Company Profile

Two Harbors Investment Corp. REAL ESTATE INVESTMENT TRUSTS (SIC 6798)
📍 NYSE 📅 IPO: Dec 12, 2007 🔗 www.twoharborsinvestment.com
💰 Market Cap: $1.33B 👥 Employees: 486
Two Harbors Investment Corp is a real estate investment trust focused on investing in, financing, and managing residential mortgage-backed securities, residential mortgage loans, mortgage servicing rights, and commercial real estate. The majority of its investment portfolio is split between agency RMBS purchased from government-sponsored enterprises and nonagency RMBS. The company derives revenues mainly from its MSR and Agency RMBS portfolio, including servicing fee income, float income, and interest income, as well as mortgage loan origination activities established to support the MSR portfolio. Its investment portfolio is subject to market risks, mainly interest rate, basis, and prepayment risk. The majority of income is generated by available-for-sale securities.
Total alerts
13
Trade-Ideas signal history
Win rate · EOD
84.6%
Best timeframe baseline
Avg gain · EOD
+108.78%
Per-alert expectancy
Avg MFE
+1.08%
Max potential excursion

Practice trading TWO on historical setups — browse all patterns across all tickers →

📈 Performance by Timeframe

5MIN

Win Rate: 23.1%
Avg Gain: -0.38%
Avg Winner: +0.78%
Avg Loser: -0.73%
Best: +1.51%
Worst: -1.30%
Trades: 3/10

15MIN

Win Rate: 23.1%
Avg Gain: -0.74%
Avg Winner: +1.03%
Avg Loser: -1.27%
Best: +2.11%
Worst: -6.77%
Trades: 3/10

30MIN

Win Rate: 15.4%
Avg Gain: -1.02%
Avg Winner: +2.76%
Avg Loser: -1.70%
Best: +3.78%
Worst: -7.92%
Trades: 2/11

60MIN

Win Rate: 15.4%
Avg Gain: -1.34%
Avg Winner: +2.50%
Avg Loser: -2.04%
Best: +2.88%
Worst: -10.38%
Trades: 2/11

EOD (End of Day)

Win Rate: 84.6%
Avg Gain: +108.78%
Avg Winner: +128.78%
Avg Loser: -1.23%
Best: +294.31%
Worst: -1.62%
Trades: 11/2

🚀 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: +1.08%
Best MFE: +5.76%
Avg Time to MFE: 155 min

On average, TWO alerts reach +1.08% profit potential within 155 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -1.26%
Worst MAE: -2.67%
Avg Time to MAE: 11 min

Before reaching MFE, expect an average drawdown of 1.26%.

⚖️ Risk/Reward Ratio

0.86:1

Challenging risk/reward - consider tighter stops.

💡 Trading Insight: Based on 13 alerts, TWO typically reaches +1.08% profit before pulling back. Consider setting profit targets around 0.9% to capture most of the move.

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

Total Gaps Analyzed 13
Gap Up % 7.7%
Avg Gap -0.45%
Best Gap +0.91%

🏭 Sector Comparison: REAL ESTATE INVESTMENT TRUSTS

How TWO compares to 118 other tickers in the same sector.

5-Min Gain
TWO: -0.38% Sector: -0.14% -0.24%
EOD Gain
TWO: +108.78% Sector: +296893.71% -296784.93%
Avg MFE
TWO: +1.08% Sector: +2.11% -1.03%

📋 Last 20 Alerts

Historical TWO 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
2023-02-13 09:29:00 $17.09 -0.29% -0.26% -0.06% -0.18% +1.11% +1.11% -0.94% -0.82% LOSS
2023-02-03 09:25:00 $17.88 -0.36% -0.45% -0.22% -0.59% -1.62% +0.17% -0.45% -0.34% LOSS
2023-01-18 09:28:00 $17.74 +0.23% -0.20% -0.23% -0.13% -0.85% +0.39% -1.18% -1.18% WIN
2023-01-10 09:27:00 $16.41 -1.28% -1.34% -1.58% -0.73% +0.91% +1.04% -1.85% -0.73% LOSS
2022-10-07 09:25:00 $3.34 -0.60% +0.15% -2.69% -2.40% +282.04% +0.30% -1.95% -0.60% LOSS
2022-09-30 09:25:00 $3.31 +1.51% +2.11% +3.78% +2.11% +0.30% +3.93% - +0.91% WIN
2022-09-29 09:25:00 $3.84 -1.30% -6.77% -7.92% -10.38% +261.46% -0.52% -1.30% -0.78% LOSS
2022-09-27 09:25:00 $3.94 -0.51% -0.51% -1.90% -3.30% +282.74% - -0.51% -0.25% LOSS
2022-09-16 09:25:00 $4.78 -0.42% -0.88% -1.36% -0.84% +0.63% +0.42% -1.67% - LOSS
2022-08-31 09:25:00 $4.92 -0.81% -0.81% -0.61% -0.61% +294.31% +0.10% -1.73% -0.41% LOSS
2022-02-28 09:25:00 $5.03 +0.60% -0.70% -0.80% -0.99% +0.60% +1.19% -1.49% - WIN
2022-02-24 09:25:00 $4.86 -1.21% +0.82% +1.75% +2.88% +4.94% +5.76% -2.67% -1.65% LOSS
2022-02-04 09:25:00 $5.47 -0.55% -0.78% -1.37% -2.29% +287.57% +0.18% -0.64% - 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 84.6% Baseline on TWO

The 84.6% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and push TWO's performance to 75%+.

Optimize TWO Strategy →

Why Analyze TWO with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for TWO. 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, TWO historically offers an average upside of +1.08% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 TWO Momentum Personality

With a baseline win rate of 84.6%, TWO shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show TWO performs best on the EOD (End of Day) timeframe (Avg Gain: +108.78%), signaling that gains often fade later in the session.