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: 2021-10-19 00:46:08

????
Score +30
Warn 73%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 112
????
Score +29
Warn 73%
Take: ????
Enter: ????
Stop: ????
Case: 3-L
Scale: ????%
Shares: 101
????
Score +28
Warn 42%
Take: ????
Enter: ????
Stop: ????
Case: 8-L
Scale: ????%
Shares: 25
????
Score +26
Warn 42%
Take: ????
Enter: ????
Stop: ????
Case: 8-F
Scale: ????%
Shares: 32
????
Score +26
Warn 25%
Take: ????
Enter: ????
Stop: ????
Case: 2-L
Scale: ????%
Shares: 78
????
Score +23
Warn 50%
Take: ????
Enter: ????
Stop: ????
Case: 7-F
Scale: ????%
Shares: 277
????
Score +23
Warn 56%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 69
????
Score +22
Warn 35%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 108
????
Score +22
Warn 65%
Take: ????
Enter: ????
Stop: ????
Case: 3-L
Scale: ????%
Shares: 79
????
Score +21
Warn 57%
Take: ????
Enter: ????
Stop: ????
Case: 3-L
Scale: ????%
Shares: 46
????
Score +20
Warn 55%
Take: ????
Enter: ????
Stop: ????
Case: 3-L
Scale: ????%
Shares: 79
????
Score +19
Warn 56%
Take: ????
Enter: ????
Stop: ????
Case: 3-L
Scale: ????%
Shares: 55
????
Score +19
Warn 40%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 72
????
Score +18
Warn 41%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 44
????
Score +18
Warn 44%
Take: ????
Enter: ????
Stop: ????
Case: 4-F
Scale: ????%
Shares: 51
????
Score +18
Warn 26%
Take: ????
Enter: ????
Stop: ????
Case: 3-F
Scale: ????%
Shares: 389
????
Score +18
Warn 28%
Take: ????
Enter: ????
Stop: ????
Case: 4-F
Scale: ????%
Shares: 98
BBY
Score +17
Warn 57%
Take: 132.55
Enter: 123.23
Stop: 103.41
Case: 3-F
Scale: 19%
Shares: 50
AEE
Score +16
Warn 23%
Take: 95.72
Enter: 90.78
Stop: 80.26
Case: 2-L
Scale: 13%
Shares: 95
MHK
Score +16
Warn 32%
Take: 229.19
Enter: 211.76
Stop: 174.67
Case: 3-L
Scale: 21%
Shares: 26
TPR
Score +16
Warn 24%
Take: 49.04
Enter: 45.04
Stop: 36.53
Case: 3-L
Scale: 23%
Shares: 117
D
Score +16
Warn 22%
Take: 88.27
Enter: 81.74
Stop: 67.84
Case: 3-F
Scale: 20%
Shares: 71
LDOS
Score +16
Warn 45%
Take: 125.89
Enter: 113.76
Stop: 87.96
Case: 2-L
Scale: 29%
Shares: 38
NI
Score +16
Warn 56%
Take: 30.15
Enter: 27.25
Stop: 21.08
Case: 4-L
Scale: 29%
Shares: 162
KMB
Score +15
Warn 21%
Take: 152.18
Enter: 144.45
Stop: 128.01
Case: 3-L
Scale: 13%
Shares: 60
BAX
Score +15
Warn 33%
Take: 93.82
Enter: 87.20
Stop: 73.11
Case: 3-F
Scale: 19%
Shares: 70
PEG
Score +15
Warn 43%
Take: 68.34
Enter: 65.34
Stop: 58.96
Case: 2-L
Scale: 11%
Shares: 156
FTV
Score +15
Warn 46%
Take: 79.91
Enter: 76.52
Stop: 69.31
Case: 2-L
Scale: 10%
Shares: 138
FISV
Score +15
Warn 30%
Take: 138.95
Enter: 127.35
Stop: 102.67
Case: 2-L
Scale: 24%
Shares: 40
HPE
Score +15
Warn 73%
Take: 17.27
Enter: 15.90
Stop: 12.98
Case: 3-L
Scale: 22%
Shares: 342
BXP
Score +15
Warn 65%
Take: 122.80
Enter: 117.96
Stop: 107.67
Case: 3-F
Scale: 10%
Shares: 97
MHK
Score +15
Warn 32%
Take: 226.94
Enter: 210.23
Stop: 174.67
Case: 3-F
Scale: 20%
Shares: 28
TPR
Score +15
Warn 24%
Take: 48.01
Enter: 44.34
Stop: 36.53
Case: 3-F
Scale: 21%
Shares: 128
LRCX
Score +14
Warn 33%
Take: 648.01
Enter: 614.20
Stop: 542.27
Case: 7-F
Scale: 13%
Shares: 13
RL
Score +14
Warn 50%
Take: 139.00
Enter: 129.45
Stop: 109.13
Case: 1-L
Scale: 19%
Shares: 49
D
Score +14
Warn 21%
Take: 96.52
Enter: 87.35
Stop: 67.84
Case: 5-L
Scale: 29%
Shares: 51
AEP
Score +14
Warn 42%
Take: 103.35
Enter: 94.22
Stop: 74.79
Case: 8-L
Scale: 26%
Shares: 51
FFIV
Score +13
Warn 38%
Take: 225.95
Enter: 215.57
Stop: 193.49
Case: 5-L
Scale: 11%
Shares: 45
GIS
Score +13
Warn 61%
Take: 68.42
Enter: 64.66
Stop: 56.66
Case: 1-L
Scale: 14%
Shares: 125
HWM
Score +13
Warn 22%
Take: 35.90
Enter: 34.02
Stop: 30.03
Case: 1-L
Scale: 13%
Shares: 250
NRG
Score +13
Warn 26%
Take: 45.39
Enter: 43.61
Stop: 39.83
Case: 3-L
Scale: 9%
Shares: 264
ES
Score +13
Warn 44%
Take: 106.09
Enter: 96.67
Stop: 76.63
Case: 4-L
Scale: 26%
Shares: 49
JNPR
Score +13
Warn 46%
Take: 30.96
Enter: 29.78
Stop: 27.26
Case: 2-L
Scale: 9%
Shares: 396
FISV
Score +12
Warn 43%
Take: 127.95
Enter: 119.87
Stop: 102.67
Case: 8-L
Scale: 17%
Shares: 58
LMT
Score +12
Warn 48%
Take: 426.10
Enter: 397.00
Stop: 335.09
Case: 5-L
Scale: 18%
Shares: 16
BDX
Score +12
Warn 29%
Take: 315.76
Enter: 284.98
Stop: 219.49
Case: 4-L
Scale: 30%
Shares: 15
MO
Score +12
Warn 52%
Take: 53.89
Enter: 51.01
Stop: 44.88
Case: 3-F
Scale: 14%
Shares: 163
UAA
Score +12
Warn 31%
Take: 22.79
Enter: 21.87
Stop: 19.92
Case: 5-L
Scale: 10%
Shares: 512
RF
Score +12
Warn 79%
Take: 26.55
Enter: 23.82
Stop: 18.01
Case: 4-L
Scale: 32%
Shares: 172
SYF
Score +12
Warn 75%
Take: 54.45
Enter: 52.21
Stop: 47.44
Case: 2-L
Scale: 10%
Shares: 209
ED
Score +11
Warn 40%
Take: 92.57
Enter: 83.93
Stop: 65.55
Case: 3-L
Scale: 28%
Shares: 54
VRSN
Score +11
Warn 49%
Take: 235.21
Enter: 225.25
Stop: 204.06
Case: 3-L
Scale: 10%
Shares: 47
GPC
Score +11
Warn 63%
Take: 135.38
Enter: 129.73
Stop: 117.71
Case: 3-F
Scale: 10%
Shares: 83
WBA
Score +11
Warn 28%
Take: 62.69
Enter: 57.06
Stop: 45.08
Case: 4-L
Scale: 27%
Shares: 83
NVR
Score +10
Warn 45%
Take: 5605.67
Enter: 5332.09
Stop: 4750.00
Case: 2-L
Scale: 12%
Shares: 1
HAS
Score +10
Warn 35%
Take: 113.76
Enter: 104.90
Stop: 86.04
Case: 4-L
Scale: 22%
Shares: 53
MO
Score +10
Warn 52%
Take: 54.10
Enter: 51.15
Stop: 44.88
Case: 3-L
Scale: 14%
Shares: 159
MO
Score +10
Warn 52%
Take: 53.36
Enter: 50.65
Stop: 44.88
Case: 7-F
Scale: 13%
Shares: 173
BEN
Score +10
Warn 25%
Take: 35.96
Enter: 33.58
Stop: 28.51
Case: 1-L
Scale: 18%
Shares: 197

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: 2021-10-19 00:46:03

| Stock | Scen | Warn | Score |  Enter  |   Stop  |   Take  |  Scale | Shares |
-------------------------------------------------------------------------------
|   BBY |  3-F |  57% |   +17 |  123.23 |  103.41 |  132.55 |  19.2% |     50 |
|   AEE |  2-L |  23% |   +16 |   90.78 |   80.26 |   95.72 |  13.1% |     95 |
|   MHK |  3-L |  32% |   +16 |  211.76 |  174.67 |  229.19 |  21.2% |     26 |
|   TPR |  3-L |  24% |   +16 |   45.04 |   36.53 |   49.04 |  23.3% |    117 |
|     D |  3-F |  22% |   +16 |   81.74 |   67.84 |   88.27 |  20.5% |     71 |
|  LDOS |  2-L |  45% |   +16 |  113.76 |   87.96 |  125.89 |  29.3% |     38 |
|    NI |  4-L |  56% |   +16 |   27.25 |   21.08 |   30.15 |  29.3% |    162 |
|   KMB |  3-L |  21% |   +15 |  144.45 |  128.01 |  152.18 |  12.8% |     60 |
|   BAX |  3-F |  33% |   +15 |   87.20 |   73.11 |   93.82 |  19.3% |     70 |
|   PEG |  2-L |  43% |   +15 |   65.34 |   58.96 |   68.34 |  10.8% |    156 |
|   FTV |  2-L |  46% |   +15 |   76.52 |   69.31 |   79.91 |  10.4% |    138 |
|  FISV |  2-L |  30% |   +15 |  127.35 |  102.67 |  138.95 |  24.0% |     40 |
|   HPE |  3-L |  73% |   +15 |   15.90 |   12.98 |   17.27 |  22.5% |    342 |
|   BXP |  3-F |  65% |   +15 |  117.96 |  107.67 |  122.80 |   9.6% |     97 |
|   MHK |  3-F |  32% |   +15 |  210.23 |  174.67 |  226.94 |  20.4% |     28 |
|   TPR |  3-F |  24% |   +15 |   44.34 |   36.53 |   48.01 |  21.4% |    128 |
|  LRCX |  7-F |  33% |   +14 |  614.20 |  542.27 |  648.01 |  13.3% |     13 |
|    RL |  1-L |  50% |   +14 |  129.45 |  109.13 |  139.00 |  18.6% |     49 |
|     D |  5-L |  21% |   +14 |   87.35 |   67.84 |   96.52 |  28.8% |     51 |
|   AEP |  8-L |  42% |   +14 |   94.22 |   74.79 |  103.35 |  26.0% |     51 |
|  FFIV |  5-L |  38% |   +13 |  215.57 |  193.49 |  225.95 |  11.4% |     45 |
|   GIS |  1-L |  61% |   +13 |   64.66 |   56.66 |   68.42 |  14.1% |    125 |
|   HWM |  1-L |  22% |   +13 |   34.02 |   30.03 |   35.90 |  13.3% |    250 |
|   NRG |  3-L |  26% |   +13 |   43.61 |   39.83 |   45.39 |   9.5% |    264 |
|    ES |  4-L |  44% |   +13 |   96.67 |   76.63 |  106.09 |  26.2% |     49 |
|  JNPR |  2-L |  46% |   +13 |   29.78 |   27.26 |   30.96 |   9.2% |    396 |
|  FISV |  8-L |  43% |   +12 |  119.87 |  102.67 |  127.95 |  16.8% |     58 |
|   LMT |  5-L |  48% |   +12 |  397.00 |  335.09 |  426.10 |  18.5% |     16 |
|   BDX |  4-L |  29% |   +12 |  284.98 |  219.49 |  315.76 |  29.8% |     15 |
|    MO |  3-F |  52% |   +12 |   51.01 |   44.88 |   53.89 |  13.7% |    163 |
|   UAA |  5-L |  31% |   +12 |   21.87 |   19.92 |   22.79 |   9.8% |    512 |
|    RF |  4-L |  79% |   +12 |   23.82 |   18.01 |   26.55 |  32.3% |    172 |
|   SYF |  2-L |  75% |   +12 |   52.21 |   47.44 |   54.45 |  10.1% |    209 |
|    ED |  3-L |  40% |   +11 |   83.93 |   65.55 |   92.57 |  28.0% |     54 |
|  VRSN |  3-L |  49% |   +11 |  225.25 |  204.06 |  235.21 |  10.4% |     47 |
|   GPC |  3-F |  63% |   +11 |  129.73 |  117.71 |  135.38 |  10.2% |     83 |
|   WBA |  4-L |  28% |   +11 |   57.06 |   45.08 |   62.69 |  26.6% |     83 |
|   NVR |  2-L |  45% |   +10 | 5332.09 | 4750.00 | 5605.67 |  12.3% |      1 |
|   HAS |  4-L |  35% |   +10 |  104.90 |   86.04 |  113.76 |  21.9% |     53 |
|    MO |  3-L |  52% |   +10 |   51.15 |   44.88 |   54.10 |  14.0% |    159 |
|    MO |  7-F |  52% |   +10 |   50.65 |   44.88 |   53.36 |  12.9% |    173 |
|   BEN |  1-L |  25% |   +10 |   33.58 |   28.51 |   35.96 |  17.8% |    197 |