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:

• Subscription ($30/month).
• One-time buy the current data PDF file (€2.95).

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

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 |