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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.

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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

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