My algorithm watches stocks from the S&P500 index, searching for breakout scenarios. It calculates the expectation of the Base Strategy outcome, comparing the case with other similar cases, using the last 4 years of daily bars for all S&P500 stocks (about 5 000 breakout cases).
Data with highest expectation score is hidden in public table.
Complete data is here ($30/month subscription).
This data is not investment advice. You may lose money trading stocks.
Get notified when data updated:
Current Breakout Setups:
Last update UTC time: 2021-07-29 04:49:21
| Stock | Scen | Line | Expect | Enter | Stop | Take | Stop Size | Shares |
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| ???? | 2 | L | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 25 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 24 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 8 | F | 24 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 23 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | F | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 19 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 19 | ??????? | ??????? | ??????? | ?????? | ??? |
| ES | 4 | F | 18 | 96.09 | 76.63 | 105.24 | 25.4% | 51 |
| IPGP | 8 | L | 18 | 215.48 | 196.28 | 224.50 | 9.8% | 52 |
| ROST | 3 | F | 18 | 127.45 | 114.38 | 133.59 | 11.4% | 76 |
| COTY | 8 | L | 17 | 9.68 | 8.03 | 10.46 | 20.5% | 606 |
| QRVO | 4 | L | 17 | 199.57 | 182.49 | 207.60 | 9.4% | 58 |
| FTV | 1 | L | 17 | 73.99 | 67.46 | 77.06 | 9.7% | 153 |
| TWTR | 2 | L | 17 | 73.35 | 66.85 | 76.41 | 9.7% | 153 |
| ES | 4 | L | 17 | 96.67 | 76.63 | 106.09 | 26.2% | 49 |
| HRL | 2 | L | 17 | 52.98 | 43.44 | 57.46 | 22.0% | 104 |
| D | 3 | F | 17 | 83.00 | 67.84 | 90.13 | 22.3% | 65 |
| FLS | 1 | L | 17 | 43.60 | 39.53 | 45.51 | 10.3% | 245 |
| SO | 2 | L | 16 | 66.94 | 60.11 | 70.15 | 11.4% | 146 |
| PGR | 3 | F | 16 | 100.89 | 89.59 | 106.20 | 12.6% | 88 |
| ED | 3 | L | 16 | 83.93 | 65.55 | 92.57 | 28.0% | 54 |
| NFLX | 3 | L | 16 | 563.57 | 478.53 | 603.54 | 17.8% | 11 |
| SIVB | 1 | L | 16 | 597.33 | 531.24 | 628.39 | 12.4% | 15 |
| BDX | 4 | L | 14 | 284.98 | 219.49 | 315.76 | 29.8% | 15 |
| PEG | 2 | L | 14 | 64.31 | 58.95 | 66.83 | 9.1% | 186 |
| LDOS | 2 | L | 14 | 113.76 | 87.96 | 125.89 | 29.3% | 38 |
| AIV | 3 | F | 14 | 7.15 | 6.47 | 7.47 | 10.5% | 1470 |
| NFLX | 5 | L | 14 | 557.55 | 504.65 | 582.41 | 10.5% | 18 |
| QRVO | 2 | L | 14 | 201.69 | 164.09 | 219.36 | 22.9% | 26 |
| KIM | 4 | L | 14 | 22.32 | 19.53 | 23.63 | 14.3% | 358 |
| PXD | 4 | L | 14 | 175.38 | 133.72 | 194.96 | 31.2% | 24 |
Table explanations:
- “Stock”: Stock ticker in NYSE or NASDAQ.
- “Scen”: a scenario number, see the breakout scenarios page.
- “Line”: the particular breakout line, you may have several possible breakout lines in one scenario.
- “Expect”: expectation, the average outcome of similar cases, percents of a stop size.
- “Enter”, “Stop”, “Take”: prices of correspondent orders in the Base Strategy order bracket.
- “Stop Size”: a percent size of the price difference between entering and stop prices. It’s good to know if you want to normalize the risk taken in every trade.
- “Shares”: the number of shares to buy if you want to risk $1000 a trade.
About me:
My name is Alexander Kurguzkin, I’m a market researcher and algorithmic trader since 2002. Author of the book “The Labyrinth of Illusions: Chasing success in financial markets”.
LinkedIn: https://www.linkedin.com/in/kurguzkin/
Twitter: https://twitter.com/mehanizator