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: 2021-11-27 01:46:36

????
Score +27
Warn 24%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 140
????
Score +27
Warn 44%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 205
????
Score +27
Warn 35%
Take: ????
Enter: ????
Stop: ????
Case: 1-L
Scale: ????%
Shares: 130
????
Score +27
Warn 86%
Take: ????
Enter: ????
Stop: ????
Case: 2-L
Scale: ????%
Shares: 78
????
Score +23
Warn 24%
Take: ????
Enter: ????
Stop: ????
Case: 3-L
Scale: ????%
Shares: 118
????
Score +22
Warn 35%
Take: ????
Enter: ????
Stop: ????
Case: 4-L
Scale: ????%
Shares: 180
????
Score +21
Warn 25%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 205
????
Score +20
Warn 25%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 448
????
Score +19
Warn 22%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 124
????
Score +19
Warn 34%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 197
????
Score +18
Warn 40%
Take: ????
Enter: ????
Stop: ????
Case: 4-F
Scale: ????%
Shares: 52
????
Score +18
Warn 44%
Take: ????
Enter: ????
Stop: ????
Case: 3-L
Scale: ????%
Shares: 163
JPM
Score +17
Warn 22%
Take: 179.63
Enter: 172.97
Stop: 158.81
Case: 4-L
Scale: 9%
Shares: 70
CMS
Score +17
Warn 23%
Take: 68.97
Enter: 65.62
Stop: 58.50
Case: 1-L
Scale: 12%
Shares: 140
CSCO
Score +17
Warn 48%
Take: 62.20
Enter: 58.64
Stop: 51.07
Case: 3-L
Scale: 15%
Shares: 132
AEE
Score +16
Warn 40%
Take: 95.72
Enter: 90.78
Stop: 80.26
Case: 2-L
Scale: 13%
Shares: 95
D
Score +16
Warn 30%
Take: 87.38
Enter: 81.13
Stop: 67.84
Case: 3-F
Scale: 20%
Shares: 75
NI
Score +16
Warn 63%
Take: 30.15
Enter: 27.25
Stop: 21.08
Case: 4-L
Scale: 29%
Shares: 162
JPM
Score +15
Warn 22%
Take: 178.16
Enter: 171.97
Stop: 158.81
Case: 4-F
Scale: 8%
Shares: 75
LYB
Score +15
Warn 23%
Take: 106.95
Enter: 100.29
Stop: 86.12
Case: 7-L
Scale: 16%
Shares: 70
BAX
Score +15
Warn 21%
Take: 93.45
Enter: 86.95
Stop: 73.11
Case: 3-F
Scale: 19%
Shares: 72
PEG
Score +15
Warn 73%
Take: 68.34
Enter: 65.34
Stop: 58.96
Case: 2-L
Scale: 11%
Shares: 156
HST
Score +15
Warn 25%
Take: 20.66
Enter: 19.03
Stop: 15.57
Case: 2-L
Scale: 22%
Shares: 289
BDX
Score +14
Warn 31%
Take: 282.54
Enter: 267.38
Stop: 235.12
Case: 5-L
Scale: 14%
Shares: 30
KMB
Score +14
Warn 55%
Take: 151.90
Enter: 143.38
Stop: 125.26
Case: 8-L
Scale: 14%
Shares: 55
OXY
Score +14
Warn 40%
Take: 33.96
Enter: 32.00
Stop: 27.84
Case: 3-F
Scale: 15%
Shares: 240
FANG
Score +14
Warn 40%
Take: 120.81
Enter: 114.94
Stop: 102.45
Case: 5-L
Scale: 12%
Shares: 80
AEP
Score +14
Warn 40%
Take: 103.35
Enter: 94.22
Stop: 74.79
Case: 8-L
Scale: 26%
Shares: 51
DVN
Score +14
Warn 49%
Take: 47.94
Enter: 45.37
Stop: 39.90
Case: 8-F
Scale: 14%
Shares: 182
BDX
Score +14
Warn 39%
Take: 315.76
Enter: 284.98
Stop: 219.49
Case: 4-L
Scale: 30%
Shares: 15
NUE
Score +13
Warn 37%
Take: 128.10
Enter: 122.07
Stop: 109.24
Case: 2-L
Scale: 12%
Shares: 77
GIS
Score +13
Warn 76%
Take: 68.42
Enter: 64.66
Stop: 56.66
Case: 1-L
Scale: 14%
Shares: 125
ES
Score +13
Warn 40%
Take: 106.09
Enter: 96.67
Stop: 76.63
Case: 4-L
Scale: 26%
Shares: 49
SYF
Score +13
Warn 27%
Take: 53.30
Enter: 51.09
Stop: 46.39
Case: 5-L
Scale: 10%
Shares: 212
LMT
Score +12
Warn 34%
Take: 403.44
Enter: 378.11
Stop: 324.22
Case: 3-L
Scale: 17%
Shares: 18
FTNT
Score +11
Warn 25%
Take: 372.80
Enter: 355.36
Stop: 318.26
Case: 8-L
Scale: 12%
Shares: 26
PGR
Score +11
Warn 44%
Take: 105.48
Enter: 100.32
Stop: 89.34
Case: 3-F
Scale: 12%
Shares: 91
HAS
Score +11
Warn 67%
Take: 111.22
Enter: 103.17
Stop: 86.04
Case: 4-F
Scale: 20%
Shares: 58
MPC
Score +10
Warn 34%
Take: 67.46
Enter: 64.93
Stop: 59.54
Case: 3-L
Scale: 9%
Shares: 185
PWR
Score +10
Warn 36%
Take: 129.94
Enter: 124.70
Stop: 113.55
Case: 2-L
Scale: 10%
Shares: 89
HAS
Score +10
Warn 67%
Take: 113.76
Enter: 104.90
Stop: 86.04
Case: 4-L
Scale: 22%
Shares: 53
CINF
Score +10
Warn 21%
Take: 133.19
Enter: 127.26
Stop: 114.65
Case: 6-L
Scale: 11%
Shares: 79
D
Score +10
Warn 30%
Take: 96.52
Enter: 87.35
Stop: 67.84
Case: 5-L
Scale: 29%
Shares: 51
ED
Score +10
Warn 71%
Take: 92.57
Enter: 83.93
Stop: 65.55
Case: 3-L
Scale: 28%
Shares: 54
DVN
Score +10
Warn 49%
Take: 48.23
Enter: 45.57
Stop: 39.90
Case: 8-L
Scale: 14%
Shares: 176

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: 2021-11-27 01:46:32

| Stock | Scen | Warn | Score |  Enter  |   Stop  |   Take  |  Scale | Shares |
-------------------------------------------------------------------------------
|   JPM |  4-L |  22% |   +17 |  172.97 |  158.81 |  179.63 |   8.9% |     70 |
|   CMS |  1-L |  23% |   +17 |   65.62 |   58.50 |   68.97 |  12.2% |    140 |
|  CSCO |  3-L |  48% |   +17 |   58.64 |   51.07 |   62.20 |  14.8% |    132 |
|   AEE |  2-L |  40% |   +16 |   90.78 |   80.26 |   95.72 |  13.1% |     95 |
|     D |  3-F |  30% |   +16 |   81.13 |   67.84 |   87.38 |  19.6% |     75 |
|    NI |  4-L |  63% |   +16 |   27.25 |   21.08 |   30.15 |  29.3% |    162 |
|   JPM |  4-F |  22% |   +15 |  171.97 |  158.81 |  178.16 |   8.3% |     75 |
|   LYB |  7-L |  23% |   +15 |  100.29 |   86.12 |  106.95 |  16.5% |     70 |
|   BAX |  3-F |  21% |   +15 |   86.95 |   73.11 |   93.45 |  18.9% |     72 |
|   PEG |  2-L |  73% |   +15 |   65.34 |   58.96 |   68.34 |  10.8% |    156 |
|   HST |  2-L |  25% |   +15 |   19.03 |   15.57 |   20.66 |  22.2% |    289 |
|   BDX |  5-L |  31% |   +14 |  267.38 |  235.12 |  282.54 |  13.7% |     30 |
|   KMB |  8-L |  55% |   +14 |  143.38 |  125.26 |  151.90 |  14.5% |     55 |
|   OXY |  3-F |  40% |   +14 |   32.00 |   27.84 |   33.96 |  14.9% |    240 |
|  FANG |  5-L |  40% |   +14 |  114.94 |  102.45 |  120.81 |  12.2% |     80 |
|   AEP |  8-L |  40% |   +14 |   94.22 |   74.79 |  103.35 |  26.0% |     51 |
|   DVN |  8-F |  49% |   +14 |   45.37 |   39.90 |   47.94 |  13.7% |    182 |
|   BDX |  4-L |  39% |   +14 |  284.98 |  219.49 |  315.76 |  29.8% |     15 |
|   NUE |  2-L |  37% |   +13 |  122.07 |  109.24 |  128.10 |  11.7% |     77 |
|   GIS |  1-L |  76% |   +13 |   64.66 |   56.66 |   68.42 |  14.1% |    125 |
|    ES |  4-L |  40% |   +13 |   96.67 |   76.63 |  106.09 |  26.2% |     49 |
|   SYF |  5-L |  27% |   +13 |   51.09 |   46.39 |   53.30 |  10.1% |    212 |
|   LMT |  3-L |  34% |   +12 |  378.11 |  324.22 |  403.44 |  16.6% |     18 |
|  FTNT |  8-L |  25% |   +11 |  355.36 |  318.26 |  372.80 |  11.7% |     26 |
|   PGR |  3-F |  44% |   +11 |  100.32 |   89.34 |  105.48 |  12.3% |     91 |
|   HAS |  4-F |  67% |   +11 |  103.17 |   86.04 |  111.22 |  19.9% |     58 |
|   MPC |  3-L |  34% |   +10 |   64.93 |   59.54 |   67.46 |   9.1% |    185 |
|   PWR |  2-L |  36% |   +10 |  124.70 |  113.55 |  129.94 |   9.8% |     89 |
|   HAS |  4-L |  67% |   +10 |  104.90 |   86.04 |  113.76 |  21.9% |     53 |
|  CINF |  6-L |  21% |   +10 |  127.26 |  114.65 |  133.19 |  11.0% |     79 |
|     D |  5-L |  30% |   +10 |   87.35 |   67.84 |   96.52 |  28.8% |     51 |
|    ED |  3-L |  71% |   +10 |   83.93 |   65.55 |   92.57 |  28.0% |     54 |
|   DVN |  8-L |  49% |   +10 |   45.57 |   39.90 |   48.23 |  14.2% |    176 |