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.
Get notified when data updated:
Current Breakout Setups:
Last update UTC time: 2021-03-08 08:04:48
| Stock | Scen | Line | Expect | Enter | Stop | Take | Stop Size | Shares |
-----------------------------------------------------------------------------------
| ???? | 3 | L | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | F | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 26 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 24 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 7 | F | 23 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 23 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 23 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | F | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 8 | F | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | F | 19 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | F | 19 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 5 | L | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 8 | L | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| MCO | 1 | L | 17 | 304.65 | 261.37 | 324.99 | 16.6% | 23 |
| BBY | 3 | F | 17 | 122.39 | 95.92 | 134.83 | 27.6% | 37 |
| BMY | 4 | L | 17 | 67.17 | 58.62 | 71.19 | 14.6% | 116 |
| BBY | 4 | F | 17 | 122.51 | 95.92 | 135.01 | 27.7% | 37 |
| NOC | 7 | L | 17 | 308.85 | 282.87 | 321.06 | 9.2% | 38 |
| ECL | 8 | F | 17 | 218.54 | 201.14 | 226.72 | 8.7% | 57 |
| MOS | 3 | F | 17 | 32.57 | 28.04 | 34.70 | 16.2% | 220 |
| QRVO | 3 | L | 16 | 186.25 | 160.05 | 198.56 | 16.4% | 38 |
| CAH | 3 | L | 16 | 57.00 | 50.77 | 59.93 | 12.3% | 160 |
| CTAS | 2 | L | 16 | 369.21 | 314.61 | 394.87 | 17.4% | 18 |
| HRL | 2 | L | 16 | 52.98 | 43.44 | 57.46 | 22.0% | 104 |
| FTV | 2 | L | 16 | 74.26 | 64.57 | 78.81 | 15.0% | 103 |
| BDX | 1 | L | 15 | 267.38 | 238.45 | 280.98 | 12.1% | 34 |
| MCK | 4 | L | 15 | 187.38 | 169.33 | 195.86 | 10.7% | 55 |
| KSU | 3 | F | 15 | 219.61 | 197.02 | 230.23 | 11.5% | 44 |
| ECL | 8 | L | 15 | 220.01 | 201.14 | 228.88 | 9.4% | 52 |
| STZ | 4 | F | 15 | 241.36 | 208.58 | 256.77 | 15.7% | 30 |
| LMT | 3 | F | 15 | 384.70 | 319.80 | 415.20 | 20.3% | 15 |
| SRE | 3 | F | 15 | 127.53 | 114.65 | 133.58 | 11.2% | 77 |
| LHX | 1 | L | 15 | 200.59 | 168.69 | 215.58 | 18.9% | 31 |
| BDX | 4 | L | 14 | 284.98 | 219.49 | 315.76 | 29.8% | 15 |
| PEAK | 4 | L | 14 | 31.39 | 28.85 | 32.58 | 8.8% | 393 |
| INTC | 4 | L | 14 | 63.55 | 57.90 | 66.21 | 9.8% | 176 |
| EIX | 2 | L | 14 | 66.69 | 53.91 | 72.70 | 23.7% | 78 |
| BDX | 4 | F | 14 | 271.65 | 219.49 | 296.17 | 23.8% | 19 |
| PEAK | 4 | F | 14 | 31.33 | 28.85 | 32.50 | 8.6% | 403 |
| ADBE | 7 | F | 14 | 503.98 | 423.70 | 541.71 | 18.9% | 12 |
| BR | 3 | L | 14 | 151.12 | 137.90 | 157.33 | 9.6% | 75 |
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