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.
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Current Breakout Setups:
Last update UTC time: 2021-06-15 06:22:17
| Stock | Scen | Line | Expect | Enter | Stop | Take | Stop Size | Shares |
-----------------------------------------------------------------------------------
| ???? | 4 | F | 28 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | F | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | F | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 25 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 25 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 24 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 23 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | F | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | F | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | F | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 19 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 19 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 19 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | F | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| EIX | 2 | L | 17 | 66.69 | 53.91 | 72.70 | 23.7% | 78 |
| BDX | 4 | L | 17 | 284.98 | 219.49 | 315.76 | 29.8% | 15 |
| NOW | 3 | F | 17 | 555.41 | 448.26 | 605.77 | 23.9% | 9 |
| FTV | 2 | L | 16 | 75.01 | 67.44 | 78.57 | 11.2% | 132 |
| BIO | 1 | L | 16 | 657.80 | 574.99 | 696.72 | 14.4% | 12 |
| BDX | 4 | F | 16 | 265.40 | 219.49 | 286.98 | 20.9% | 21 |
| TMO | 3 | L | 16 | 526.60 | 433.51 | 570.35 | 21.5% | 10 |
| JKHY | 6 | L | 16 | 170.37 | 151.86 | 179.07 | 12.2% | 54 |
| FOX | 4 | L | 15 | 37.85 | 34.77 | 39.30 | 8.9% | 324 |
| MRK | 7 | L | 15 | 81.69 | 68.43 | 87.92 | 19.4% | 75 |
| COTY | 1 | L | 15 | 9.50 | 8.64 | 9.90 | 10.0% | 1162 |
| ULTA | 2 | L | 15 | 351.73 | 323.10 | 365.19 | 8.9% | 34 |
| AMGN | 1 | L | 15 | 258.82 | 232.93 | 270.99 | 11.1% | 38 |
| WYNN | 3 | L | 14 | 137.44 | 119.73 | 145.76 | 14.8% | 56 |
| MAR | 3 | F | 14 | 152.95 | 135.34 | 161.23 | 13.0% | 56 |
| MCHP | 1 | L | 14 | 164.49 | 138.53 | 176.69 | 18.7% | 38 |
| MU | 4 | F | 14 | 91.84 | 76.15 | 99.21 | 20.6% | 63 |
| QRVO | 2 | L | 14 | 201.69 | 164.09 | 219.36 | 22.9% | 26 |
| DLR | 4 | L | 14 | 165.50 | 124.64 | 184.70 | 32.8% | 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