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Ticker Report — Active Last signal ·

$VRNS

Trade-Ideas alert history 3 alerts 2022-11-012024-12-03

⚠ SMALL SAMPLE · 3 alerts only. Statistics may have high variance — interpret with caution.

🏢 Company Profile

📍 NASDAQ 📅 IPO: Feb 28, 2014 🔗 www.varonis.com
💰 Market Cap: $3.20B 👥 Employees: 2,658
Varonis Systems is a cybersecurity vendor focused on data privacy and security. The firm is currently undergoing a cloud transition as it weans its on-premises customers over to its cloud products that are delivered as software-as-a-service. The New York-based firm was founded in 2005 and went public in 2014.
Total alerts
3
Trade-Ideas signal history
Win rate · 5MIN
66.7%
Best timeframe baseline
Avg gain · 5MIN
+0.77%
Per-alert expectancy
Avg MFE
+3.18%
Max potential excursion

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

📈 Performance by Timeframe

5MIN

Win Rate: 66.7%
Avg Gain: +0.77%
Avg Winner: +3.13%
Avg Loser: -3.94%
Best: +4.70%
Worst: -3.94%
Trades: 2/1

15MIN

Win Rate: 0.0%
Avg Gain: -3.70%
Avg Winner: +0.00%
Avg Loser: -3.70%
Best: -0.76%
Worst: -6.63%
Trades: 0/2

30MIN

Win Rate: 33.3%
Avg Gain: -1.41%
Avg Winner: +5.23%
Avg Loser: -4.73%
Best: +5.23%
Worst: -8.07%
Trades: 1/2

60MIN

Win Rate: 33.3%
Avg Gain: -1.54%
Avg Winner: +6.08%
Avg Loser: -5.35%
Best: +6.08%
Worst: -8.88%
Trades: 1/2

EOD (End of Day)

Win Rate: 33.3%
Avg Gain: -2.07%
Avg Winner: +6.39%
Avg Loser: -6.30%
Best: +6.39%
Worst: -9.82%
Trades: 1/2

🚀 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: +3.18%
Best MFE: +6.98%
Avg Time to MFE: 120 min

On average, VRNS alerts reach +3.18% profit potential within 120 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: +1.38%
Worst MAE: -0.89%
Avg Time to MAE: 2 min

Before reaching MFE, expect an average drawdown of 1.38%.

⚖️ Risk/Reward Ratio

2.31:1

Excellent risk/reward - potential gain is 2.31x the typical drawdown.

💡 Trading Insight: Based on 3 alerts, VRNS typically reaches +3.18% profit before pulling back. Consider setting profit targets around 2.5% to capture most of the move.

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

Total Gaps Analyzed 3
Gap Up % 66.7%
Avg Gap +1.75%
Best Gap +4.49%

🏭 Sector Comparison: SERVICES-PREPACKAGED SOFTWARE

How VRNS compares to 137 other tickers in the same sector.

5-Min Gain
VRNS: -1.19% Sector: -0.09% -1.10%
EOD Gain
VRNS: -6.30% Sector: +73.64% -79.94%
Avg MFE
VRNS: +1.27% Sector: +4.32% -3.05%

📋 Last 20 Alerts

Historical VRNS 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
2024-12-03 09:25:05 $47.71 +4.70% - +5.23% +6.08% +6.39% +6.98% +4.23% +4.49% WIN
2024-09-06 09:25:41 $52.58 +1.56% -0.76% -1.40% -1.83% -2.78% +2.55% +0.78% +1.56% WIN
2022-11-01 09:25:00 $19.15 -3.94% -6.63% -8.07% -8.88% -9.82% - -0.89% -0.78% 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 66.7% Baseline on VRNS

The 66.7% win rate is just the raw starting point. Launch the app to apply filters (Volume, RSI, Time) and push VRNS's performance to 75%+.

Optimize VRNS Strategy →

Why Analyze VRNS with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for VRNS. 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, VRNS historically offers an average upside of +3.18% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 VRNS Momentum Personality

With a baseline win rate of 66.7%, VRNS shows strong follow-through, making it a prime candidate for momentum strategies.

⏱️ Optimized Exit Timing

Don't guess when to sell. Our backtests show VRNS performs best on the 5MIN timeframe (Avg Gain: +0.77%), signaling that gains often fade later in the session.