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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: 2021-04-23 09:00:16

| Stock | Scen | Line | Expect |  Enter  |   Stop  |   Take  | Stop Size | Shares |
-----------------------------------------------------------------------------------
|  ???? |    1 |    L |     26 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    3 |    F |     24 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    L |     23 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    L |     23 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    2 |    L |     22 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    F |     22 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    1 |    L |     21 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    2 |    L |     21 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    1 |    L |     21 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    3 |    F |     20 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    L |     20 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    L |     20 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    3 |    L |     20 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    2 |    L |     20 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    2 |    L |     19 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    L |     18 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    4 |    F |     18 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|  ???? |    2 |    L |     18 | ??????? | ??????? | ??????? |    ?????? |    ??? |
|   TMO |    3 |    F |     17 |  524.71 |  433.51 |  567.57 |     21.0% |     10 |
|  MKTX |    7 |    F |     17 |  545.91 |  471.03 |  581.10 |     15.9% |     13 |
|   SYY |    4 |    L |     17 |   83.98 |   76.40 |   87.54 |      9.9% |    131 |
|   TJX |    4 |    L |     16 |   71.07 |   61.14 |   75.74 |     16.2% |    100 |
|   BBY |    4 |    L |     16 |  124.90 |   95.92 |  138.52 |     30.2% |     34 |
|  PCAR |    3 |    F |     16 |  101.30 |   89.60 |  106.80 |     13.1% |     85 |
|     D |    3 |    F |     16 |   84.47 |   67.84 |   92.29 |     24.5% |     60 |
|   BDX |    4 |    L |     16 |  284.98 |  219.49 |  315.76 |     29.8% |     15 |
|  NCLH |    1 |    L |     15 |   33.09 |   25.78 |   36.53 |     28.4% |    136 |
|   EIX |    2 |    L |     15 |   66.69 |   53.91 |   72.70 |     23.7% |     78 |
|   MRK |    7 |    L |     15 |   85.61 |   71.71 |   92.14 |     19.4% |     71 |
|   PNC |    4 |    L |     15 |  184.34 |  168.43 |  191.82 |      9.4% |     62 |
|   BDX |    4 |    F |     15 |  268.66 |  219.49 |  291.77 |     22.4% |     20 |
|  WYNN |    3 |    L |     14 |  137.44 |  119.73 |  145.76 |     14.8% |     56 |
|   APH |    4 |    L |     14 |   69.11 |   58.57 |   74.06 |     18.0% |     94 |
|   TMO |    3 |    L |     14 |  526.60 |  433.51 |  570.35 |     21.5% |     10 |
|   CPB |    4 |    L |     14 |   52.24 |   47.60 |   54.42 |      9.7% |    215 |
|     C |    3 |    F |     14 |   74.49 |   68.40 |   77.35 |      8.9% |    164 |
|   SPG |    2 |    L |     14 |  121.93 |  106.67 |  129.10 |     14.3% |     65 |
|  APTV |    3 |    L |     14 |  155.59 |  133.54 |  165.95 |     16.5% |     45 |
|   CMA |    8 |    L |     14 |   73.55 |   65.65 |   77.26 |     12.0% |    126 |
|  REGN |    3 |    F |     14 |  525.00 |  440.99 |  564.48 |     19.1% |     11 |
|   MAR |    1 |    L |     14 |  157.65 |  139.40 |  166.23 |     13.1% |     54 |
|   CMA |    4 |    F |     14 |   72.22 |   66.35 |   74.98 |      8.8% |    170 |
|   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

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