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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: 2021-07-29 04:49:21

| Stock | Scen | Line | Expect |  Enter  |   Stop  |   Take  | Stop Size | Shares |
-----------------------------------------------------------------------------------
|  ???? |    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

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