How Breakaway ranks 2,500 stocks every 15 seconds

The 13 momentum traits

The trait count is how many of the 13 traits are active right now. A meter for each group sits on every card. Every trait is checked against the same rule, on every stock, every 15 seconds. So you get a straight reading instead of an indicator you have to interpret. The traits fall into four groups. Seven or more active traits is a setup worth a look, and nine or more is rare. Some traits are marked predictive. A separate flag marks a squeeze setup. It is built from short interest, meaning the shares bet against a stock. It also uses days to cover, which is how long it would take to buy those shares back. Every trait has its own page in the learn section.

The quality score

The grid is ranked by the quality score. It starts from the trait count, then adds and subtracts points. A long-term trend that has lasted is worth up to four points. A stock that is down over both one and two years gives back up to three. Size counts too. A mega cap earns two points, a large cap earns one, and a micro cap gives one back. Run-up is the gain a stock has already made over the last six to twelve months. It is worth two points for a stock up 100% over a year, or up 60% over six months. It is worth one point at 30% over six months. A stock that has traded less than six months gets nothing here. A company that makes money earns one point, and a company losing money gives one back, read from its SEC filing. Then come the three scored signals below. Each is one part of the score: news and 8-K filings, insider buying, and government trades. The big funds that own the stock are shown beside all of it for context, and they are never scored. The idea is simple. A large, profitable company breaking out has earnings, index-fund money and big institutions behind the move. So it ranks above a small, lightly traded stock with the same chart.

One last part of the score rewards persistence, which means a score that lasts. A stock that has held a high score for weeks earns two points when the middle score of its last twenty recorded days is 12 or more. It earns one point at 9 or more. With fewer than ten days on record it earns nothing here. This part is never negative, so a stock that broke out today does not lose points for being new. Totals read Poor below zero, Weak from 0, Average from 5, Above average from 10, Strong from 14 and Exceptional from 18. Every stock page shows the sum part by part, with the evidence behind each point. You can check the whole thing yourself.

Sixty trading days of score history

Every stock charts its quality score for the last sixty trading days, recorded once a day, with the trait count charted underneath. A stock that has ranked highly for a month looks different from one that arrived this morning. This is the same history the persistence part of the score is measured on.

Four things a chart can't show you

Where the Congress trades come from

The STOCK Act makes every trade report public, and both chambers publish them for free. Breakaway reads them at the source. Senate trades come from the Senate's own electronic filing site. House trades come from the Clerk of the House, which posts a report for every filing. No data vendor sits between you and either chamber. Executive-branch officials file the same kind of report with the Office of Government Ethics, the OGE Form 278-T, and those disclosures are carried too, the president's reported trades included, each one with a link to its source. The feed is checked every hour. Filings that are only a scanned image carry no text to read, so they are skipped rather than guessed at. Every row on the Signals page and on the stock page links back to the filing, so you can open the document yourself.

Scoring is plain. A purchase in the last 60 days earns points. Anything older is ignored. The points come from the dollar range the filing discloses: a range under $15,000 is worth the least, $50,000 more, $100,000 more again, and anything over $500,000 the most. That number then fades with age. A month after the trade it is worth about a third of what it started at. A trade by someone on a short list of closely followed filers counts for a little more. Sales work the same way and subtract instead of add. A disclosed holding, meaning a position the filing says is still held, counts as a small standing bonus. The whole government leg is capped at three points either way, so one filing can never carry a stock on its own. A filer who moves more than 40 names in the window is rebalancing a portfolio, not picking a stock, so each of those trades counts only a sliver.

Members have up to 45 days to report a trade, so a disclosure is often weeks behind the trade itself. Both dates are shown on every row for that reason. Amounts arrive as ranges, never exact figures, because that is what the forms ask for. A disclosed trade tells you what someone did in the past. It is a signal with a lag, not a reason to buy or sell, and Breakaway is not an adviser.

Setup odds and the trade plan

For every stock, the scanner rebuilds its daily score over five years of history. It marks each day the score first reached a level. Then it reports how many times that happened, how often the stock was higher 5, 10 and 20 trading days later, and by how much on average. The sample size sits right next to the number, so you always know how much history is behind it. The stock page then lays out a plan. You get a buy price above the recent high. You get a stop below the 21-day moving average or the last low point on the chart. You get two targets, at two and three times the average daily move. And you get a share count sized to the dollars you are willing to risk. Type in your own entry or stop and the rest recalculates. These are starting levels you can edit, and the decision is yours. None of it is advice. The odds describe what that stock has already done. Nobody can tell you what happens next.

The rest of the stock page

You get nine chart timeframes, from one day to five years. Draw the bars four ways: a line, candles, hollow candles or Heikin Ashi. Put the price axis on a log scale when the stock has doubled, so equal percent moves take equal height. Turn on extended hours to add the pre-market and after-hours bars to the intraday, 3-day and 1-week views. On the chart you can turn on the 9 and 21 EMA, the 50 and 200 SMA, Bollinger Bands, VWAP, anchored VWAP and Fibonacci retracements across the bars in view. Under it you can stack panes for RSI, MACD, Stochastic, ATR and strength against the S&P 500. Key levels and markers for insider buys and sells pin to their own bars. Switch on the earnings toggle and an amber E sits under every session the company reported, with the gap it opened on and where it stood five sessions later. Drag across the plot, or put two fingers on it, to measure the move over any span. You get the percent, the dollars, the number of sessions and the high and low inside it. The chart remembers what you turned on. While the market is open, the price, the bid and ask and the chart refresh every 15 seconds. The price flashes when a new trade comes in. The whole page works with a thumb, so you can pull it up anywhere.

Under the chart you get key stats and the score, part by part. Then the stock is ranked against its industry rivals by quality score, with related companies from the data provider beside them. Then come financials from the latest filing: revenue and its growth, gross and net margin, earnings per share, price to earnings, price to sales and free cash flow. Each one is dated to the filing it came from. After that you get how the stock reacted to recent earnings, insider transactions, and government trades from Congress and executive-branch filings with the holdings they disclose. Below that sit the big funds that own it, read from the 13F filings of fifteen managers including Bridgewater, Appaloosa, Berkshire and Duquesne, then a news feed with catalysts and 8-K filings, and splits and dividends. A 13F arrives up to 45 days after a quarter ends, so it shows what a fund held at the quarter end, not what it holds today.

The market around the stock

The market panel sits at the top of the scanner. It shows the S&P 500, how many stocks are rising, counts of 52-week highs and lows, and stocks trading on unusual volume. It also shows who reports earnings this week, the Fed, CPI and jobs calendar, and market-wide headlines. Lists cover the Fresh list, gainers, losers, unusual volume, new highs, most volatile, gap ups (stocks that open sharply higher) and squeeze setups. Quick filters cover your watchlist, small caps, biotech, news catalysts, notable holders, government buys, insider buying, squeeze setups, earnings this week and 7+ traits. Beside them sit a minimum quality score field and your saved scans. A separate movers page covers the whole market with the reason for each move. A stock has to trade at 10 cents or more, and $250,000 or more in a day, so penny stocks are in it too.

Prices, quotes and financials come from Massive, formerly Polygon. Filings come from SEC EDGAR, and government trades from House, Senate and executive-branch disclosures.

Three more pages built from the same data

Insiders reads the filings across the whole market instead of one stock at a time. Two tabs hold the lists. The first shows every open-market buy and sell from an SEC Form 4, with the person, their role, the value, the price paid and a link to the form. Congress shows trades reported by members of Congress and by executive-branch officials, read from the Senate and House disclosure sites, with the trade date, the disclosure date, the dollar range they disclosed and a link to each filing. Earnings has its own page: every company in the scan that has reported, with the date, the gap it opened on, the reaction by the close and where it stood five sessions later, and a Coming up tab for who reports next, with how the stock took its last few reports beside each name. Report dates come from the 8-K filings companies send to EDGAR themselves. Every row on both pages carries that stock's quality score, trait count and trend label, so you read the signal next to the rank. Insiders know their own company, officials have to report what they trade, and the reaction to a report is what the market decided about it. All of it is scored into the rank already, so these pages are where you read it, not where you have to work it out.

Top ten history keeps the quality score in the open. Every session Breakaway writes down the ten stocks with the highest score. This page lists every recorded session, newest first, with that day's ten names and the quality score each one ended the day on. Tap a symbol to open the stock. The names were recorded while the session was still current, so nothing is picked after the fact and nothing is edited later, including the sessions that went badly. It is a plain record of what the scanner ranked highest on each day. It is past behavior, not a forecast, and it is not a recommendation to buy or sell.

Industries sits under the market map. Every industry with at least four scored names is ranked by the average quality score of its members. Each row shows how many names were scored, the share of them trending up, the share above the 200-day average price, the average move over a day, a month and a quarter, and the three highest scores in the industry. Sort by any column. Tap an industry and the scanner opens filtered to it. An Industry filter sits beside Sector in the toolbar as well, and it lives in the web address, so a filtered scan is a link you can save or send.

What else is included

• The Congress feed

  Congress trades come straight from the Senate and House disclosure sites, not from a vendor. Executive-branch officials file the same kind of report with the Office of Government Ethics, and those are read too, the president's reported trades included. Every row gives the person, the chamber or office, the dollar range disclosed, the trade date beside the disclosure date, and a link to the filing. The trade is scored into the rank, worth up to three points either way. The Signals page lists them across the whole market with each stock's quality score beside them. Reports run up to 45 days late, so treat it as a signal with a lag.

• The quality score

  Every stock carries a Quality Score badge. It starts from the momentum traits. Then it adds points for a long-term trend, real size and real profit. It also adds the run-up, meaning the gain already made over six and twelve months, plus the outside signals. A large, profitable company breaking out ranks above a small, lightly traded one with the same chart. Every ticker page shows where the stock stands among companies like it.

• Setup odds

  Setup odds show how this same stock behaved the last few times it reached this score. That includes how often it was higher ten days later, and by how much. The figures come from its own history. They describe what already happened. They cannot tell you what happens next.

• A plan on every ticker

  You get an entry above the prior high and a stop below the 21 EMA or the swing low. Targets sit at 2 and 3 times the average daily range. The share count is sized to the dollars you are willing to risk. Type in your own entry or stop and the rest recalculates. The levels are drawn on the chart. They are starting levels for you to edit, and none of it is advice.

• The official filings, read for you

  Insider buys and sells come from SEC Form 4 filings. Earnings dates come from the 8-K filings companies send to EDGAR. Breakaway reads both the day they land, links every row back to the filing, and folds them into the rank. The Signals page puts insiders, Congress and earnings in one place, each row beside that stock's quality score.

• Top ten history: the ten highest scores at each session's close, kept as a plain record

  Every session Breakaway writes down the ten stocks with the highest quality score. The history lists every session, newest first, with that day's ten names and the score each one ended the day on. The names were recorded while the session was still current, so nothing is picked after the fact. Tap any symbol to open the stock. It is a record of what already happened, not a promise about tomorrow.

• Alerts that do the watching

  You get push and email alerts when a stock crosses a score or gaps up before the open. Alerts also fire on a squeeze setup, meaning a heavily shorted stock that is starting to move, or on your own price level. Opt in and a morning digest lands at 9:35 with the day's best setups. On an iPhone, add Breakaway to your Home Screen first (tap Share, then Add to Home Screen) and push works from there.

And that is still not all of it. Also inside:

• A Fresh list of what changed today
• Pre-market and after-hours movers from 4 AM
• Squeeze setups, built from how many shares are sold short
• An Industry filter beside Sector, so one tap opens an industry
• A minimum quality score field, and search that finds any stock
• A reporting-week filter, with the earnings date on every card
• A sortable table view, and a phone table view that adds 40 rows a tap
• A sector table with the middle stock's return in each sector
• Saved scans you can reapply and set an alert on
• Insider selling into the 52-week low, named on the card and counted
• A measure tool: drag the chart to read the move over any span
• Four chart styles, line, candles, hollow and Heikin Ashi, and a log scale
• Extended hours on the intraday, 3-day and 1-week charts
• Panes for RSI, MACD, Stochastic, ATR and strength against the S&P 500
• Fibonacci retracements across the bars in view
• Nine timeframes, Bollinger Bands, VWAP and anchored VWAP
• Financials from the latest filing, splits and ex-dividend dates
• Alerts on price levels, RSI, MACD crosses and new highs
• Your alert record: what each alert did 5, 10 and 20 trading days later
• A morning digest at 9:35 Eastern, with the 8:30 inflation or jobs number read for you
• Watchlist notes, billing and signed-in devices

The complete list is in the pricing section, and all of it comes with the one plan.