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).

Data with highest expectation score is hidden in public table.

How to get the complete data:

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

Current Breakout Setups:

Last update UTC time: 2022-01-16 01:45:27

????
Score +27
Warn 86%
Take: ????
Enter: ????
Stop: ????
Case: 1-L
Scale: ????%
Shares: 130
????
Score +27
Warn 88%
Take: ????
Enter: ????
Stop: ????
Case: 2-L
Scale: ????%
Shares: 198
????
Score +24
Warn 42%
Take: ????
Enter: ????
Stop: ????
Case: 8-F
Scale: ????%
Shares: 116
????
Score +23
Warn 74%
Take: ????
Enter: ????
Stop: ????
Case: 3-L
Scale: ????%
Shares: 63
????
Score +22
Warn 32%
Take: ????
Enter: ????
Stop: ????
Case: 4-L
Scale: ????%
Shares: 40
????
Score +21
Warn 34%
Take: ????
Enter: ????
Stop: ????
Case: 2-L
Scale: ????%
Shares: 33
????
Score +21
Warn 23%
Take: ????
Enter: ????
Stop: ????
Case: 8-L
Scale: ????%
Shares: 250
????
Score +20
Warn 69%
Take: ????
Enter: ????
Stop: ????
Case: 4-F
Scale: ????%
Shares: 87
????
Score +20
Warn 58%
Take: ????
Enter: ????
Stop: ????
Case: 8-L
Scale: ????%
Shares: 68
????
Score +20
Warn 80%
Take: ????
Enter: ????
Stop: ????
Case: 5-L
Scale: ????%
Shares: 43
????
Score +19
Warn 98%
Take: ????
Enter: ????
Stop: ????
Case: 4-L
Scale: ????%
Shares: 11
????
Score +19
Warn 28%
Take: ????
Enter: ????
Stop: ????
Case: 4-L
Scale: ????%
Shares: 14
????
Score +18
Warn 28%
Take: ????
Enter: ????
Stop: ????
Case: 4-L
Scale: ????%
Shares: 12
????
Score +18
Warn 54%
Take: ????
Enter: ????
Stop: ????
Case: 4-F
Scale: ????%
Shares: 52
????
Score +18
Warn 44%
Take: ????
Enter: ????
Stop: ????
Case: 5-L
Scale: ????%
Shares: 26
????
Score +18
Warn 71%
Take: ????
Enter: ????
Stop: ????
Case: 2-L
Scale: ????%
Shares: 60
EA
Score +17
Warn 39%
Take: 159.26
Enter: 146.73
Stop: 120.07
Case: 7-L
Scale: 22%
Shares: 37
SYY
Score +17
Warn 74%
Take: 90.41
Enter: 83.26
Stop: 68.04
Case: 3-F
Scale: 22%
Shares: 65
AEE
Score +16
Warn 74%
Take: 95.72
Enter: 90.78
Stop: 80.26
Case: 2-L
Scale: 13%
Shares: 95
KMI
Score +16
Warn 77%
Take: 20.54
Enter: 18.77
Stop: 15.00
Case: 3-L
Scale: 25%
Shares: 265
EA
Score +16
Warn 39%
Take: 152.72
Enter: 142.28
Stop: 120.07
Case: 7-F
Scale: 18%
Shares: 45
HRL
Score +16
Warn 69%
Take: 58.86
Enter: 52.98
Stop: 40.47
Case: 4-L
Scale: 31%
Shares: 79
TDG
Score +15
Warn 69%
Take: 748.75
Enter: 686.07
Stop: 552.71
Case: 8-L
Scale: 24%
Shares: 7
CAG
Score +15
Warn 52%
Take: 43.54
Enter: 39.35
Stop: 30.43
Case: 2-L
Scale: 29%
Shares: 112
VNO
Score +15
Warn 95%
Take: 50.33
Enter: 46.65
Stop: 38.81
Case: 3-L
Scale: 20%
Shares: 127
SWKS
Score +15
Warn 45%
Take: 170.12
Enter: 163.48
Stop: 149.35
Case: 5-L
Scale: 9%
Shares: 70
VFC
Score +15
Warn 38%
Take: 79.92
Enter: 76.62
Stop: 69.60
Case: 1-L
Scale: 10%
Shares: 142
GLW
Score +15
Warn 42%
Take: 41.45
Enter: 39.50
Stop: 35.36
Case: 6-L
Scale: 12%
Shares: 241
LMT
Score +15
Warn 90%
Take: 403.44
Enter: 378.11
Stop: 324.22
Case: 3-L
Scale: 17%
Shares: 18
URI
Score +14
Warn 34%
Take: 368.35
Enter: 351.51
Stop: 315.67
Case: 5-L
Scale: 11%
Shares: 27
BLL
Score +14
Warn 28%
Take: 100.15
Enter: 96.37
Stop: 88.33
Case: 8-L
Scale: 9%
Shares: 124
SYF
Score +14
Warn 56%
Take: 56.64
Enter: 52.50
Stop: 43.70
Case: 4-L
Scale: 20%
Shares: 113
HBI
Score +14
Warn 43%
Take: 19.51
Enter: 18.19
Stop: 15.39
Case: 7-F
Scale: 18%
Shares: 357
SIVB
Score +14
Warn 28%
Take: 775.38
Enter: 746.62
Stop: 685.43
Case: 4-F
Scale: 9%
Shares: 16
BDX
Score +14
Warn 85%
Take: 282.54
Enter: 267.38
Stop: 235.12
Case: 5-L
Scale: 14%
Shares: 30
ALLE
Score +14
Warn 23%
Take: 139.06
Enter: 133.53
Stop: 121.77
Case: 7-L
Scale: 10%
Shares: 85
RL
Score +14
Warn 32%
Take: 140.66
Enter: 129.89
Stop: 106.97
Case: 4-F
Scale: 21%
Shares: 43
REGN
Score +14
Warn 28%
Take: 710.61
Enter: 672.96
Stop: 592.85
Case: 4-F
Scale: 14%
Shares: 12
HFC
Score +14
Warn 97%
Take: 41.51
Enter: 37.93
Stop: 30.31
Case: 1-L
Scale: 25%
Shares: 131
HBI
Score +14
Warn 43%
Take: 20.12
Enter: 18.61
Stop: 15.39
Case: 7-L
Scale: 21%
Shares: 310
BDX
Score +14
Warn 66%
Take: 315.76
Enter: 284.98
Stop: 219.49
Case: 4-L
Scale: 30%
Shares: 15
MCHP
Score +14
Warn 42%
Take: 94.62
Enter: 90.01
Stop: 80.21
Case: 8-L
Scale: 12%
Shares: 102
KMI
Score +13
Warn 77%
Take: 19.87
Enter: 18.31
Stop: 15.00
Case: 3-F
Scale: 22%
Shares: 302
BF-B
Score +13
Warn 24%
Take: 79.55
Enter: 75.07
Stop: 65.53
Case: 8-F
Scale: 15%
Shares: 104
AEP
Score +13
Warn 83%
Take: 103.35
Enter: 94.22
Stop: 74.79
Case: 8-L
Scale: 26%
Shares: 51
ES
Score +13
Warn 54%
Take: 106.09
Enter: 96.67
Stop: 76.63
Case: 4-L
Scale: 26%
Shares: 49
VNO
Score +13
Warn 62%
Take: 56.61
Enter: 50.92
Stop: 38.81
Case: 6-L
Scale: 31%
Shares: 82
BLL
Score +13
Warn 28%
Take: 98.94
Enter: 95.55
Stop: 88.33
Case: 8-F
Scale: 8%
Shares: 138
GE
Score +13
Warn 54%
Take: 125.25
Enter: 113.39
Stop: 88.16
Case: 8-F
Scale: 29%
Shares: 39
UNM
Score +12
Warn 87%
Take: 32.10
Enter: 28.95
Stop: 22.24
Case: 3-L
Scale: 30%
Shares: 149
KMI
Score +12
Warn 67%
Take: 21.32
Enter: 19.30
Stop: 15.00
Case: 2-L
Scale: 29%
Shares: 232
BLL
Score +12
Warn 24%
Take: 101.99
Enter: 97.62
Stop: 88.33
Case: 1-L
Scale: 11%
Shares: 107
SRE
Score +11
Warn 73%
Take: 156.87
Enter: 144.94
Stop: 119.55
Case: 2-L
Scale: 21%
Shares: 39
HSIC
Score +11
Warn 66%
Take: 86.92
Enter: 81.59
Stop: 70.24
Case: 3-L
Scale: 16%
Shares: 88
K
Score +11
Warn 67%
Take: 80.55
Enter: 72.89
Stop: 56.60
Case: 6-L
Scale: 29%
Shares: 61
NVDA
Score +11
Warn 31%
Take: 297.18
Enter: 285.96
Stop: 262.09
Case: 5-L
Scale: 9%
Shares: 41
IBM
Score +11
Warn 44%
Take: 148.91
Enter: 142.21
Stop: 127.96
Case: 1-L
Scale: 11%
Shares: 70
DTE
Score +11
Warn 80%
Take: 128.70
Enter: 122.15
Stop: 108.21
Case: 3-L
Scale: 13%
Shares: 71
LEN
Score +11
Warn 45%
Take: 125.60
Enter: 117.55
Stop: 100.43
Case: 4-L
Scale: 17%
Shares: 58
SYF
Score +10
Warn 56%
Take: 54.71
Enter: 51.19
Stop: 43.70
Case: 4-F
Scale: 17%
Shares: 133
AKAM
Score +10
Warn 32%
Take: 124.58
Enter: 119.69
Stop: 109.29
Case: 1-L
Scale: 10%
Shares: 96
WMT
Score +10
Warn 59%
Take: 159.90
Enter: 152.01
Stop: 135.23
Case: 1-L
Scale: 12%
Shares: 59
IFF
Score +10
Warn 48%
Take: 163.30
Enter: 155.01
Stop: 137.37
Case: 1-L
Scale: 13%
Shares: 56
FOXA
Score +10
Warn 72%
Take: 47.91
Enter: 43.59
Stop: 34.39
Case: 1-L
Scale: 27%
Shares: 108
AVY
Score +10
Warn 40%
Take: 235.33
Enter: 222.64
Stop: 195.65
Case: 8-F
Scale: 14%
Shares: 37
IPGP
Score +10
Warn 21%
Take: 185.82
Enter: 176.64
Stop: 157.11
Case: 4-L
Scale: 12%
Shares: 51

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: 2022-01-16 01:45:23

| Stock | Scen | Warn | Score |  Enter  |   Stop  |   Take  |  Scale | Shares |
-------------------------------------------------------------------------------
|    EA |  7-L |  39% |   +17 |  146.73 |  120.07 |  159.26 |  22.2% |     37 |
|   SYY |  3-F |  74% |   +17 |   83.26 |   68.04 |   90.41 |  22.4% |     65 |
|   AEE |  2-L |  74% |   +16 |   90.78 |   80.26 |   95.72 |  13.1% |     95 |
|   KMI |  3-L |  77% |   +16 |   18.77 |   15.00 |   20.54 |  25.1% |    265 |
|    EA |  7-F |  39% |   +16 |  142.28 |  120.07 |  152.72 |  18.5% |     45 |
|   HRL |  4-L |  69% |   +16 |   52.98 |   40.47 |   58.86 |  30.9% |     79 |
|   TDG |  8-L |  69% |   +15 |  686.07 |  552.71 |  748.75 |  24.1% |      7 |
|   CAG |  2-L |  52% |   +15 |   39.35 |   30.43 |   43.54 |  29.3% |    112 |
|   VNO |  3-L |  95% |   +15 |   46.65 |   38.81 |   50.33 |  20.2% |    127 |
|  SWKS |  5-L |  45% |   +15 |  163.48 |  149.35 |  170.12 |   9.5% |     70 |
|   VFC |  1-L |  38% |   +15 |   76.62 |   69.60 |   79.92 |  10.1% |    142 |
|   GLW |  6-L |  42% |   +15 |   39.50 |   35.36 |   41.45 |  11.7% |    241 |
|   LMT |  3-L |  90% |   +15 |  378.11 |  324.22 |  403.44 |  16.6% |     18 |
|   URI |  5-L |  34% |   +14 |  351.51 |  315.67 |  368.35 |  11.4% |     27 |
|   BLL |  8-L |  28% |   +14 |   96.37 |   88.33 |  100.15 |   9.1% |    124 |
|   SYF |  4-L |  56% |   +14 |   52.50 |   43.70 |   56.64 |  20.1% |    113 |
|   HBI |  7-F |  43% |   +14 |   18.19 |   15.39 |   19.51 |  18.2% |    357 |
|  SIVB |  4-F |  28% |   +14 |  746.62 |  685.43 |  775.38 |   8.9% |     16 |
|   BDX |  5-L |  85% |   +14 |  267.38 |  235.12 |  282.54 |  13.7% |     30 |
|  ALLE |  7-L |  23% |   +14 |  133.53 |  121.77 |  139.06 |   9.7% |     85 |
|    RL |  4-F |  32% |   +14 |  129.89 |  106.97 |  140.66 |  21.4% |     43 |
|  REGN |  4-F |  28% |   +14 |  672.96 |  592.85 |  710.61 |  13.5% |     12 |
|   HFC |  1-L |  97% |   +14 |   37.93 |   30.31 |   41.51 |  25.1% |    131 |
|   HBI |  7-L |  43% |   +14 |   18.61 |   15.39 |   20.12 |  20.9% |    310 |
|   BDX |  4-L |  66% |   +14 |  284.98 |  219.49 |  315.76 |  29.8% |     15 |
|  MCHP |  8-L |  42% |   +14 |   90.01 |   80.21 |   94.62 |  12.2% |    102 |
|   KMI |  3-F |  77% |   +13 |   18.31 |   15.00 |   19.87 |  22.1% |    302 |
|  BF-B |  8-F |  24% |   +13 |   75.07 |   65.53 |   79.55 |  14.6% |    104 |
|   AEP |  8-L |  83% |   +13 |   94.22 |   74.79 |  103.35 |  26.0% |     51 |
|    ES |  4-L |  54% |   +13 |   96.67 |   76.63 |  106.09 |  26.2% |     49 |
|   VNO |  6-L |  62% |   +13 |   50.92 |   38.81 |   56.61 |  31.2% |     82 |
|   BLL |  8-F |  28% |   +13 |   95.55 |   88.33 |   98.94 |   8.2% |    138 |
|    GE |  8-F |  54% |   +13 |  113.39 |   88.16 |  125.25 |  28.6% |     39 |
|   UNM |  3-L |  87% |   +12 |   28.95 |   22.24 |   32.10 |  30.2% |    149 |
|   KMI |  2-L |  67% |   +12 |   19.30 |   15.00 |   21.32 |  28.7% |    232 |
|   BLL |  1-L |  24% |   +12 |   97.62 |   88.33 |  101.99 |  10.5% |    107 |
|   SRE |  2-L |  73% |   +11 |  144.94 |  119.55 |  156.87 |  21.2% |     39 |
|  HSIC |  3-L |  66% |   +11 |   81.59 |   70.24 |   86.92 |  16.2% |     88 |
|     K |  6-L |  67% |   +11 |   72.89 |   56.60 |   80.55 |  28.8% |     61 |
|  NVDA |  5-L |  31% |   +11 |  285.96 |  262.09 |  297.18 |   9.1% |     41 |
|   IBM |  1-L |  44% |   +11 |  142.21 |  127.96 |  148.91 |  11.1% |     70 |
|   DTE |  3-L |  80% |   +11 |  122.15 |  108.21 |  128.70 |  12.9% |     71 |
|   LEN |  4-L |  45% |   +11 |  117.55 |  100.43 |  125.60 |  17.0% |     58 |
|   SYF |  4-F |  56% |   +10 |   51.19 |   43.70 |   54.71 |  17.1% |    133 |
|  AKAM |  1-L |  32% |   +10 |  119.69 |  109.29 |  124.58 |   9.5% |     96 |
|   WMT |  1-L |  59% |   +10 |  152.01 |  135.23 |  159.90 |  12.4% |     59 |
|   IFF |  1-L |  48% |   +10 |  155.01 |  137.37 |  163.30 |  12.8% |     56 |
|  FOXA |  1-L |  72% |   +10 |   43.59 |   34.39 |   47.91 |  26.8% |    108 |
|   AVY |  8-F |  40% |   +10 |  222.64 |  195.65 |  235.33 |  13.8% |     37 |
|  IPGP |  4-L |  21% |   +10 |  176.64 |  157.11 |  185.82 |  12.4% |     51 |