Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-18 07:43 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.41%

Position sizing

One Unit risks 1% of your portfolio per N of movement. Enter your portfolio size and the Unit (shares) and Unit cost columns below recalculate for your account.

Portfolio size ($)

Risk per Unit: $100 (1% of portfolio) · a full 2N stop-out loses about $200 (2%). Your entry is remembered on this device.

Very quiet stocks can imply a Unit costing more than your whole portfolio — the original Turtles traded futures on margin, where that's possible. In a cash account it isn't, so those rows are capped at the shares you can afford and flagged capped (hover the flag for your actual, sub-2% risk).

System 1 — 20-day breakout

Faster system: enter on a close above the prior 20-day high; exit on a close below the prior 10-day low. "Near" = within ½N of the breakout level.

Showing the top 25 of 87 signals (sorted by distance to breakout).

Symbol	Status	Close	20d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (10d low)
TRV	Broken out	368.98	349.35	-2.31	-5.32%	8.5	2.3%	351.98	11	$4,059	325.39
ADM	Broken out	85.9	83.5	-1.17	-2.79%	2.05	2.39%	81.8	48	$4,123	76.05
EA	Broken out	208.9	207.86	-1.07	-0.5%	0.97	0.46%	206.96	47 capped	$9,818	204.83
PSX	Broken out	206.86	202.72	-0.71	-2%	5.81	2.81%	195.24	17	$3,517	174.59
CVX	Broken out	187.38	184.83	-0.63	-1.36%	4.02	2.15%	179.34	24	$4,497	167.16
VLO	Broken out	309.65	303.64	-0.59	-1.94%	10.22	3.3%	289.21	9	$2,787	261.1
PM	Broken out	192.98	190	-0.58	-1.54%	5.15	2.67%	182.68	19	$3,667	175.76
VTR	Broken out	96.1	95.06	-0.5	-1.08%	2.08	2.16%	91.94	48	$4,613	89.56
MPC	Broken out	312.6	308.42	-0.48	-1.34%	8.74	2.8%	295.12	11	$3,439	261.57
EG	Broken out	382.57	379.22	-0.41	-0.88%	8.08	2.11%	366.41	12	$4,591	357.89
DOC	Broken out	22.51	22.35	-0.35	-0.71%	0.46	2.04%	21.59	217	$4,885	21.3
PRU	Broken out	119.07	118.27	-0.34	-0.67%	2.33	1.96%	114.41	42	$5,001	111.01
AFL	Broken out	124.72	124	-0.32	-0.58%	2.25	1.8%	120.22	44	$5,488	117.61
COP	Broken out	114.71	113.75	-0.32	-0.84%	3	2.62%	108.71	33	$3,785	103.4
FOXA	Broken out	57.62	56.96	-0.31	-1.15%	2.1	3.64%	53.42	47	$2,708	52.82
FANG	Broken out	195.54	193.88	-0.29	-0.85%	5.76	2.95%	184.02	17	$3,324	170.1
UNP	Broken out	301.75	300.06	-0.29	-0.56%	5.76	1.91%	290.23	17	$5,130	278.58
WELL	Broken out	243.25	241.79	-0.27	-0.6%	5.44	2.24%	232.37	18	$4,378	228.37
FOX	Broken out	51.63	51.25	-0.21	-0.74%	1.81	3.51%	48.01	55	$2,840	47.51
KIM	Broken out	26.12	26.03	-0.2	-0.34%	0.45	1.72%	25.22	222	$5,799	24.7
TECH	Broken out	72.12	71.81	-0.2	-0.43%	1.58	2.19%	68.96	63	$4,544	70.49
ADBE	Broken out	237.25	235.48	-0.19	-0.75%	9.49	4%	218.27	10	$2,372	212.9
REG	Broken out	82.68	82.43	-0.18	-0.3%	1.36	1.64%	79.96	73	$6,036	78.84
UPS	Broken out	117.72	117.32	-0.14	-0.34%	2.83	2.4%	112.06	35	$4,120	108.51
XOM	Broken out	147.36	146.87	-0.14	-0.33%	3.5	2.38%	140.36	28	$4,126	136.01

System 2 — 55-day breakout

Slower, higher-conviction system: enter on a close above the prior 55-day high; exit on a close below the prior 20-day low. "Near" = within ½N of the breakout level.

Showing the top 25 of 57 signals (sorted by distance to breakout).

Symbol	Status	Close	55d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (20d low)
TRV	Broken out	368.98	349.35	-2.31	-5.32%	8.5	2.3%	351.98	11	$4,059	301.65
EA	Broken out	208.9	207.86	-1.07	-0.5%	0.97	0.46%	206.96	47 capped	$9,818	201.8
PSX	Broken out	206.86	202.72	-0.71	-2%	5.81	2.81%	195.24	17	$3,517	164.1
VLO	Broken out	309.65	303.64	-0.59	-1.94%	10.22	3.3%	289.21	9	$2,787	232.72
VTR	Broken out	96.1	95.06	-0.5	-1.08%	2.08	2.16%	91.94	48	$4,613	80.82
MPC	Broken out	312.6	308.42	-0.48	-1.34%	8.74	2.8%	295.12	11	$3,439	238.28
EG	Broken out	382.57	379.22	-0.41	-0.88%	8.08	2.11%	366.41	12	$4,591	332.57
DOC	Broken out	22.51	22.35	-0.35	-0.71%	0.46	2.04%	21.59	217	$4,885	19.31
PRU	Broken out	119.07	118.27	-0.34	-0.67%	2.33	1.96%	114.41	42	$5,001	105.19
AFL	Broken out	124.72	124	-0.32	-0.58%	2.25	1.8%	120.22	44	$5,488	114.47
UNP	Broken out	301.75	300.06	-0.29	-0.56%	5.76	1.91%	290.23	17	$5,130	255.22
WELL	Broken out	243.25	241.79	-0.27	-0.6%	5.44	2.24%	232.37	18	$4,378	202.9
ADM	Broken out	85.9	85.37	-0.26	-0.62%	2.05	2.39%	81.8	48	$4,123	71.62
TECH	Broken out	72.12	71.81	-0.2	-0.43%	1.58	2.19%	68.96	63	$4,544	54.32
REG	Broken out	82.68	82.43	-0.18	-0.3%	1.36	1.64%	79.96	73	$6,036	76.69
UPS	Broken out	117.72	117.32	-0.14	-0.34%	2.83	2.4%	112.06	35	$4,120	102.85
KIM	Broken out	26.12	26.08	-0.09	-0.15%	0.45	1.72%	25.22	222	$5,799	24.3
EXPD	Broken out	182.8	182.59	-0.06	-0.11%	3.62	1.98%	175.56	27	$4,936	158.96
NSC	Broken out	340.16	339.77	-0.06	-0.11%	6.11	1.8%	327.94	16	$5,443	297.45
GL	Broken out	184.76	184.56	-0.05	-0.11%	3.7	2%	177.36	27	$4,989	168.54
TRGP	Broken out	282.91	282.81	-0.01	-0.04%	7	2.47%	268.91	14	$3,961	253.82
PM	Near	192.98	193.05	0.01	0.04%	5.15	2.67%	182.75	19	$3,667	172.29
BMY	Near	60.74	60.78	0.03	0.07%	1.55	2.55%	57.68	64	$3,887	53.44
CHRW	Near	208.5	208.7	0.04	0.1%	5.71	2.74%	197.28	17	$3,544	175.84
MET	Near	94	94.09	0.05	0.1%	1.9	2.02%	90.29	52	$4,888	84.18

The Turtle Rules — how to trade these signals

Measure volatility first. N is the 20-day Average True Range — the stock's typical daily dollar move. Every other rule is expressed in N, so position size and risk automatically adapt to each stock's volatility.
Size positions in Units. One Unit risks 1% of your account per N of movement: shares = (1% of account) ÷ N. Enter your portfolio size in the Position sizing box above and the "Unit (shares)" and "Unit cost" columns show this for your account. A volatile stock gets fewer shares; a quiet one gets more — equal risk either way.
Enter on the breakout. System 1: buy when price breaks above the prior 20-day high. System 2: buy when price breaks above the prior 55-day high. Never anticipate — wait for the level to actually break.
Always use the 2N stop. Place a stop-loss 2N below your entry (the "2N stop" column). With Unit sizing, being stopped out costs about 2% of your account — a survivable loss, every time.
Pyramid winners, never losers. Add one Unit each time price moves ½N in your favor, up to a maximum of 4 Units per stock. After each add, raise the stop to 2N below your most recent entry.
Exit only at the channel low. System 1 exits on a close below the prior 10-day low; System 2 below the prior 20-day low (the "Exit" column). No profit targets — the big trends pay for all the small losses, and you must let them run.
Respect the portfolio limits. Max 4 Units in one stock, 6 Units in closely correlated stocks, and 12 Units in one direction overall. Diversification of breakouts is part of the system.

This scan is long-only. The original System 1 filter (skip the signal if the last S1 breakout was a winner) is omitted — it depends on your own trade history; System 2 signals are always taken. Losing streaks are normal: the system profits from a few large trends, not a high win rate.

Skipped symbols

2 symbol(s) could not be evaluated (fetch error, insufficient history, or unusable volatility):

FDXF (insufficient history), HONA (insufficient history)