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: 2021-04-23 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