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: 2021-05-14 06:46:43
| Stock | Scen | Line | Expect | Enter | Stop | Take | Stop Size | Shares |
-----------------------------------------------------------------------------------
| ???? | 3 | F | 30 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | F | 25 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 24 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 24 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 8 | F | 24 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | F | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 22 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | F | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 21 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 4 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 20 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 8 | L | 19 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | F | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 2 | L | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 3 | F | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| ???? | 1 | L | 18 | ??????? | ??????? | ??????? | ?????? | ??? |
| BMY | 4 | L | 17 | 67.17 | 58.62 | 71.19 | 14.6% | 116 |
| BDX | 4 | L | 17 | 284.98 | 219.49 | 315.76 | 29.8% | 15 |
| BF-B | 3 | F | 16 | 81.07 | 67.73 | 87.34 | 19.7% | 74 |
| EIX | 2 | L | 16 | 66.69 | 53.91 | 72.70 | 23.7% | 78 |
| BDX | 4 | F | 16 | 267.30 | 219.49 | 289.77 | 21.8% | 20 |
| SIVB | 4 | F | 16 | 572.23 | 545.30 | 584.89 | 4.9% | 37 |
| MRK | 7 | L | 15 | 85.61 | 71.71 | 92.14 | 19.4% | 71 |
| DE | 2 | L | 15 | 400.35 | 366.46 | 416.28 | 9.2% | 29 |
| JKHY | 6 | L | 15 | 170.37 | 153.89 | 178.12 | 10.7% | 60 |
| WBA | 4 | L | 14 | 57.06 | 52.11 | 59.39 | 9.5% | 202 |
| TMO | 3 | L | 14 | 526.60 | 433.51 | 570.35 | 21.5% | 10 |
| ALK | 3 | L | 14 | 70.96 | 63.63 | 74.41 | 11.5% | 136 |
| 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