Public Data

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).

Disclaimer: This data is not investment advice. You may lose money trading stocks.

Current Breakout Setups:

Last update UTC time: 2022-04-12 00:44:55

Table explanations:

• “Stock”: Stock ticker in NYSE or NASDAQ.
• “Case”: a scenario number, see the breakout scenarios page.
• “Warn”: how close is the price to breakout point.
• “Score”: expectation score, the average outcome of similar cases, percents of a stop size.
• “Enter”, “Stop”, “Take”: prices of correspondent orders in the Base Strategy order bracket.
• “Scale”: a stop size in percents. 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

Email:

If you prefer plain text format

Last update UTC time: 2022-04-12 00:44:51

| Stock | Scen | Warn | Score |  Enter  |   Stop  |   Take  |  Scale | Shares |
-------------------------------------------------------------------------------
|     V |  8-L |  57% |   +28 |  235.86 |  186.66 |  258.98 |  26.4% |     20 |
|   SLB |  3-F |  43% |   +27 |   42.88 |   39.73 |   44.36 |   7.9% |    317 |
|   MKC |  2-L |  59% |   +24 |  107.36 |   94.54 |  113.39 |  13.6% |     78 |
|   TAP |  4-F |  63% |   +23 |   54.53 |   49.76 |   56.77 |   9.6% |    209 |
|   NWS |  8-L |  30% |   +23 |   24.17 |   20.32 |   25.98 |  18.9% |    259 |
|  NLOK |  3-F |  25% |   +23 |   29.36 |   25.38 |   31.23 |  15.7% |    251 |
|   SYF |  4-F |  50% |   +22 |   38.30 |   34.65 |   40.02 |  10.5% |    273 |
|  NLOK |  3-L |  25% |   +21 |   30.31 |   25.38 |   32.63 |  19.4% |    202 |
|   NWL |  1-L |  23% |   +21 |   26.46 |   20.87 |   29.09 |  26.8% |    178 |
|  NWSA |  8-L |  29% |   +21 |   23.74 |   20.04 |   25.48 |  18.5% |    270 |
|   OMC |  2-L |  27% |   +21 |   91.62 |   73.19 |  100.28 |  25.2% |     54 |
|    VZ |  8-L |  68% |   +20 |   55.40 |   50.79 |   57.57 |   9.1% |    216 |
|   IPG |  8-L |  28% |   +19 |   39.99 |   31.82 |   43.83 |  25.7% |    122 |
|   PPL |  1-L |  66% |   +19 |   30.82 |   25.26 |   33.43 |  22.0% |    179 |
|  CTSH |  2-L |  21% |   +19 |   93.48 |   85.54 |   97.21 |   9.3% |    125 |
|   KSS |  2-L |  47% |   +18 |   64.39 |   50.96 |   70.70 |  26.4% |     74 |
|   HII |  2-L |  40% |   +17 |  228.67 |  189.75 |  246.96 |  20.5% |     25 |
|   SYF |  4-L |  50% |   +17 |   38.40 |   34.65 |   40.16 |  10.8% |    266 |
|   SNA |  7-L |  48% |   +16 |  224.67 |  197.74 |  237.33 |  13.6% |     37 |
|    ES |  4-F |  76% |   +16 |   95.51 |   76.63 |  104.38 |  24.6% |     52 |
|    PM |  2-L |  53% |   +16 |  112.49 |   88.36 |  123.83 |  27.3% |     41 |
|   IBM |  1-L |  32% |   +16 |  142.21 |  118.80 |  153.21 |  19.7% |     42 |
|     K |  6-L |  69% |   +15 |   72.89 |   56.60 |   80.55 |  28.8% |     61 |
|   TDG |  8-L |  61% |   +15 |  686.07 |  552.71 |  748.75 |  24.1% |      7 |
|    RF |  8-F |  21% |   +15 |   24.56 |   19.96 |   26.72 |  23.0% |    217 |
|    GE |  7-F |  24% |   +14 |  100.47 |   85.28 |  107.61 |  17.8% |     65 |
|  ZION |  5-L |  24% |   +14 |   71.26 |   62.00 |   75.61 |  14.9% |    107 |
|   LNC |  8-F |  31% |   +14 |   69.64 |   58.06 |   75.08 |  19.9% |     86 |
|   TAP |  4-L |  63% |   +14 |   54.67 |   49.76 |   56.98 |   9.9% |    203 |
|  SIVB |  7-F |  27% |   +14 |  594.52 |  486.73 |  645.18 |  22.1% |      9 |
|   LKQ |  5-L |  51% |   +14 |   47.53 |   43.36 |   49.49 |   9.6% |    239 |
|   MTD |  4-L |  28% |   +14 | 1444.81 | 1309.79 | 1508.27 |  10.3% |      7 |
|    GE |  7-L |  24% |   +14 |  103.74 |   85.28 |  112.42 |  21.6% |     54 |
|   DPZ |  7-F |  24% |   +13 |  415.91 |  378.45 |  433.52 |   9.9% |     26 |
|     K |  1-L |  92% |   +13 |   68.61 |   59.53 |   72.88 |  15.3% |    110 |
|   XRX |  5-L |  33% |   +13 |   21.00 |   18.62 |   22.12 |  12.8% |    420 |
|   SNA |  8-L |  49% |   +13 |  224.45 |  197.74 |  237.00 |  13.5% |     37 |
|    LH |  7-F |  44% |   +13 |  287.25 |  258.70 |  300.67 |  11.0% |     35 |
|   HLT |  8-L |  46% |   +13 |  160.97 |  128.76 |  176.11 |  25.0% |     31 |
|    IT |  8-L |  59% |   +12 |  310.97 |  257.49 |  336.11 |  20.8% |     18 |
|   CAG |  2-L |  53% |   +12 |   39.35 |   30.05 |   43.72 |  30.9% |    107 |
|   SLG |  3-F |  42% |   +12 |   85.04 |   68.33 |   92.89 |  24.5% |     59 |
|    CL |  8-F |  61% |   +12 |   84.56 |   72.19 |   90.37 |  17.1% |     80 |
|   SLB |  1-L |  40% |   +12 |   43.73 |   39.73 |   45.61 |  10.1% |    250 |
|    VZ |  5-L |  34% |   +11 |   61.96 |   49.68 |   67.73 |  24.7% |     81 |
|   BSX |  4-L |  76% |   +11 |   45.33 |   40.79 |   47.46 |  11.1% |    220 |
|   SNA |  7-F |  48% |   +11 |  221.60 |  197.74 |  232.81 |  12.1% |     41 |
|   BDX |  4-L |  87% |   +11 |  278.03 |  214.14 |  308.06 |  29.8% |     15 |
|  FISV |  7-F |  51% |   +11 |  108.91 |   89.90 |  117.84 |  21.1% |     52 |
|   IPG |  8-F |  28% |   +11 |   37.47 |   31.82 |   40.13 |  17.8% |    176 |
|   HCA |  6-L |  54% |   +11 |  272.27 |  241.89 |  286.55 |  12.6% |     32 |
|    ES |  4-L |  76% |   +11 |   96.67 |   76.63 |  106.09 |  26.2% |     49 |
|  CHRW |  2-L |  63% |   +10 |  112.16 |   86.56 |  124.19 |  29.6% |     39 |
|   DFS |  5-L |  39% |   +10 |  117.07 |  107.34 |  121.64 |   9.1% |    102 |
|   SLG |  3-L |  42% |   +10 |   85.19 |   68.33 |   93.11 |  24.7% |     59 |
|  FISV |  7-L |  51% |   +10 |  111.00 |   89.90 |  120.92 |  23.5% |     47 |
|    WU |  5-L |  57% |   +10 |   20.41 |   17.17 |   21.93 |  18.9% |    308 |
|   SNA |  8-F |  49% |   +10 |  218.55 |  197.74 |  228.33 |  10.5% |     48 |
|   WFC |  1-L |  36% |   +10 |   54.21 |   46.57 |   57.80 |  16.4% |    130 |
|  BF-B |  8-L |  76% |   +10 |   70.33 |   62.32 |   74.09 |  12.9% |    124 |
|   BLL |  6-L |  28% |   +10 |   98.00 |   84.14 |  104.51 |  16.5% |     72 |