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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.

This data is for personal use only. If you’re a business, contact me.

Get notified when data updated:

 

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Current Breakout Setups:

Last update UTC time: 2020-10-30 09:35:03

| Stock | Scen | Line | Expect |  Enter |   Stop |   Take | Stop Size | Shares |
--------------------------------------------------------------------------------
|  ???? |    3 |    F |     28 | ?????? | ?????? | ?????? |    ?????? |    ??? |
|  ???? |    3 |    F |     20 | ?????? | ?????? | ?????? |    ?????? |    ??? |
|  ???? |    3 |    L |     20 | ?????? | ?????? | ?????? |    ?????? |    ??? |
|  ???? |    2 |    L |     19 | ?????? | ?????? | ?????? |    ?????? |    ??? |
|  ???? |    3 |    L |     18 | ?????? | ?????? | ?????? |    ?????? |    ??? |
|  ???? |    1 |    L |     18 | ?????? | ?????? | ?????? |    ?????? |    ??? |
|  ???? |    4 |    F |     18 | ?????? | ?????? | ?????? |    ?????? |    ??? |
|  ???? |    2 |    L |     18 | ?????? | ?????? | ?????? |    ?????? |    ??? |
|    MS |    2 |    L |     17 |  54.39 |  45.85 |  58.40 |     18.6% |    117 |
|   LKQ |    2 |    L |     17 |  33.43 |  26.72 |  36.58 |     25.1% |    149 |
|   NUE |    2 |    L |     17 |  50.71 |  45.99 |  52.93 |     10.3% |    211 |
|   MGM |    4 |    L |     17 |  24.43 |  19.80 |  26.61 |     23.4% |    215 |
|   VTR |    3 |    F |     16 |  44.67 |  37.82 |  47.89 |     18.1% |    145 |
|  PEAK |    3 |    L |     16 |  29.72 |  25.12 |  31.88 |     18.3% |    217 |
|  CERN |    1 |    L |     15 |  75.25 |  68.47 |  78.44 |      9.9% |    147 |
|   UNM |    2 |    L |     15 |  20.23 |  15.92 |  22.26 |     27.1% |    232 |
|  MSCI |    8 |    F |     15 | 366.94 | 336.02 | 381.47 |      9.2% |     32 |
|   STX |    1 |    L |     14 |  55.80 |  43.52 |  61.57 |     28.2% |     81 |
|   LVS |    1 |    L |     14 |  50.99 |  46.43 |  53.13 |      9.8% |    219 |
|  HSIC |    1 |    L |     14 |  68.20 |  60.70 |  71.73 |     12.4% |    133 |
|   DIS |    3 |    F |     14 | 129.52 | 117.22 | 135.30 |     10.5% |     81 |
|    NI |    5 |    L |     14 |  24.53 |  22.47 |  25.50 |      9.2% |    485 |
|   HIG |    3 |    L |     14 |  45.70 |  34.68 |  50.88 |     31.8% |     90 |
|  CBRE |    4 |    L |     14 |  51.59 |  43.16 |  55.55 |     19.5% |    118 |
|    RE |    4 |    L |     14 | 237.05 | 193.02 | 257.74 |     22.8% |     22 |


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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