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.
This data is for personal use only. If you’re a business, contact me.
Get notified when data updated:
Current Breakout Setups:
Last update UTC time: 2020-10-30 09:35:03
| Stock | Scen | Line | Expect | Enter | Stop | Take | Stop Size | Shares |
--------------------------------------------------------------------------------
| ???? | 3 | F | 28 | ?????? | ?????? | ?????? | ?????? | ??? |
| ???? | 3 | F | 20 | ?????? | ?????? | ?????? | ?????? | ??? |
| ???? | 3 | L | 20 | ?????? | ?????? | ?????? | ?????? | ??? |
| ???? | 2 | L | 19 | ?????? | ?????? | ?????? | ?????? | ??? |
| ???? | 3 | L | 18 | ?????? | ?????? | ?????? | ?????? | ??? |
| ???? | 1 | L | 18 | ?????? | ?????? | ?????? | ?????? | ??? |
| ???? | 4 | F | 18 | ?????? | ?????? | ?????? | ?????? | ??? |
| ???? | 2 | L | 18 | ?????? | ?????? | ?????? | ?????? | ??? |
| MS | 2 | L | 17 | 54.39 | 45.85 | 58.40 | 18.6% | 117 |
| LKQ | 2 | L | 17 | 33.43 | 26.72 | 36.58 | 25.1% | 149 |
| NUE | 2 | L | 17 | 50.71 | 45.99 | 52.93 | 10.3% | 211 |
| MGM | 4 | L | 17 | 24.43 | 19.80 | 26.61 | 23.4% | 215 |
| VTR | 3 | F | 16 | 44.67 | 37.82 | 47.89 | 18.1% | 145 |
| PEAK | 3 | L | 16 | 29.72 | 25.12 | 31.88 | 18.3% | 217 |
| CERN | 1 | L | 15 | 75.25 | 68.47 | 78.44 | 9.9% | 147 |
| UNM | 2 | L | 15 | 20.23 | 15.92 | 22.26 | 27.1% | 232 |
| MSCI | 8 | F | 15 | 366.94 | 336.02 | 381.47 | 9.2% | 32 |
| STX | 1 | L | 14 | 55.80 | 43.52 | 61.57 | 28.2% | 81 |
| LVS | 1 | L | 14 | 50.99 | 46.43 | 53.13 | 9.8% | 219 |
| HSIC | 1 | L | 14 | 68.20 | 60.70 | 71.73 | 12.4% | 133 |
| DIS | 3 | F | 14 | 129.52 | 117.22 | 135.30 | 10.5% | 81 |
| NI | 5 | L | 14 | 24.53 | 22.47 | 25.50 | 9.2% | 485 |
| HIG | 3 | L | 14 | 45.70 | 34.68 | 50.88 | 31.8% | 90 |
| CBRE | 4 | L | 14 | 51.59 | 43.16 | 55.55 | 19.5% | 118 |
| RE | 4 | L | 14 | 237.05 | 193.02 | 257.74 | 22.8% | 22 |
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