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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: 2021-03-08 08:04:48

| Stock | Scen | Line | Expect |  Enter  |   Stop  |   Take  | Stop Size | Shares |
-----------------------------------------------------------------------------------
|  ???? |    3 |    L |     26 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    3 |    F |     26 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    2 |    L |     26 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    2 |    L |     26 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    L |     24 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    7 |    F |     23 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    3 |    L |     23 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    2 |    L |     23 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    L |     22 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    F |     21 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    2 |    L |     21 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    2 |    L |     20 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    8 |    F |     20 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    1 |    L |     20 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    1 |    L |     20 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    3 |    L |     20 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    F |     19 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    3 |    F |     19 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    3 |    L |     18 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    5 |    L |     18 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    3 |    L |     18 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    8 |    L |     18 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|   MCO |    1 |    L |     17 |  304.65 |  261.37 |  324.99 |     16.6% |     23 |
|   BBY |    3 |    F |     17 |  122.39 |   95.92 |  134.83 |     27.6% |     37 |
|   BMY |    4 |    L |     17 |   67.17 |   58.62 |   71.19 |     14.6% |    116 |
|   BBY |    4 |    F |     17 |  122.51 |   95.92 |  135.01 |     27.7% |     37 |
|   NOC |    7 |    L |     17 |  308.85 |  282.87 |  321.06 |      9.2% |     38 |
|   ECL |    8 |    F |     17 |  218.54 |  201.14 |  226.72 |      8.7% |     57 |
|   MOS |    3 |    F |     17 |   32.57 |   28.04 |   34.70 |     16.2% |    220 |
|  QRVO |    3 |    L |     16 |  186.25 |  160.05 |  198.56 |     16.4% |     38 |
|   CAH |    3 |    L |     16 |   57.00 |   50.77 |   59.93 |     12.3% |    160 |
|  CTAS |    2 |    L |     16 |  369.21 |  314.61 |  394.87 |     17.4% |     18 |
|   HRL |    2 |    L |     16 |   52.98 |   43.44 |   57.46 |     22.0% |    104 |
|   FTV |    2 |    L |     16 |   74.26 |   64.57 |   78.81 |     15.0% |    103 |
|   BDX |    1 |    L |     15 |  267.38 |  238.45 |  280.98 |     12.1% |     34 |
|   MCK |    4 |    L |     15 |  187.38 |  169.33 |  195.86 |     10.7% |     55 |
|   KSU |    3 |    F |     15 |  219.61 |  197.02 |  230.23 |     11.5% |     44 |
|   ECL |    8 |    L |     15 |  220.01 |  201.14 |  228.88 |      9.4% |     52 |
|   STZ |    4 |    F |     15 |  241.36 |  208.58 |  256.77 |     15.7% |     30 |
|   LMT |    3 |    F |     15 |  384.70 |  319.80 |  415.20 |     20.3% |     15 |
|   SRE |    3 |    F |     15 |  127.53 |  114.65 |  133.58 |     11.2% |     77 |
|   LHX |    1 |    L |     15 |  200.59 |  168.69 |  215.58 |     18.9% |     31 |
|   BDX |    4 |    L |     14 |  284.98 |  219.49 |  315.76 |     29.8% |     15 |
|  PEAK |    4 |    L |     14 |   31.39 |   28.85 |   32.58 |      8.8% |    393 |
|  INTC |    4 |    L |     14 |   63.55 |   57.90 |   66.21 |      9.8% |    176 |
|   EIX |    2 |    L |     14 |   66.69 |   53.91 |   72.70 |     23.7% |     78 |
|   BDX |    4 |    F |     14 |  271.65 |  219.49 |  296.17 |     23.8% |     19 |
|  PEAK |    4 |    F |     14 |   31.33 |   28.85 |   32.50 |      8.6% |    403 |
|  ADBE |    7 |    F |     14 |  503.98 |  423.70 |  541.71 |     18.9% |     12 |
|    BR |    3 |    L |     14 |  151.12 |  137.90 |  157.33 |      9.6% |     75 |

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

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