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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: 2021-06-15 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

Email: