Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-20 15:42 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.35%

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 38 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)
MPC	Broken out	317.14	313.15	-0.47	-1.26%	8.56	2.7%	300.02	11	$3,489	261.57
FOX	Broken out	52.48	51.72	-0.43	-1.45%	1.78	3.39%	48.92	56	$2,939	47.51
CF	Broken out	124.51	123	-0.35	-1.21%	4.34	3.49%	115.83	23	$2,864	109.66
FOXA	Broken out	58.4	57.67	-0.35	-1.26%	2.08	3.56%	54.24	48	$2,803	52.82
VLO	Broken out	313.3	309.9	-0.34	-1.08%	10.11	3.23%	293.08	9	$2,820	261.1
CVX	Broken out	189.48	188.15	-0.33	-0.7%	4.01	2.12%	181.46	24	$4,547	167.16
PSX	Broken out	208.95	207.14	-0.32	-0.87%	5.67	2.71%	197.61	17	$3,552	175.44
FANG	Broken out	197.42	196.1	-0.23	-0.67%	5.75	2.91%	185.92	17	$3,356	171.32
OKE	Broken out	94.16	94	-0.07	-0.17%	2.34	2.49%	89.48	42	$3,955	86.8
BG	Broken out	119.83	119.67	-0.05	-0.13%	3.53	2.95%	112.77	28	$3,355	105.87
GPN	Broken out	82	81.96	-0.01	-0.05%	3.03	3.7%	75.94	33	$2,706	71.45
VRSN	Near	278.54	278.9	0.05	0.13%	7.35	2.64%	264.2	13	$3,621	253.96
CASY	Near	867.82	869.99	0.07	0.25%	29.98	3.45%	810.03	3	$2,603	792.32
CHRW	Near	208.41	208.83	0.07	0.2%	5.62	2.7%	197.59	17	$3,543	186.75
EOG	Near	140.83	141.11	0.08	0.2%	3.63	2.58%	133.85	27	$3,802	129.08
TRGP	Near	284.79	285.56	0.11	0.27%	6.82	2.39%	271.92	14	$3,987	256.5
COP	Near	115.91	116.26	0.12	0.3%	3	2.59%	110.26	33	$3,825	103.4
EA	Near	209.04	209.19	0.16	0.07%	0.94	0.45%	207.31	47 capped	$9,825	204.83
OXY	Near	55.21	55.49	0.17	0.51%	1.68	3.04%	52.13	59	$3,257	48.69
ABT	Near	101.56	102.13	0.2	0.56%	2.87	2.83%	96.39	34	$3,453	87.64
TRV	Near	368.67	370.43	0.21	0.48%	8.55	2.32%	353.33	11	$4,055	325.39
DVN	Near	43.9	44.22	0.24	0.74%	1.37	3.12%	41.48	72	$3,160	40.05
CPAY	Near	370.91	374.09	0.28	0.86%	11.23	3.03%	351.63	8	$2,967	341.35
TECH	Near	71.65	72.12	0.31	0.66%	1.53	2.14%	69.06	65	$4,657	70.49
APA	Near	35.01	35.44	0.34	1.24%	1.27	3.63%	32.9	78	$2,730	32.09

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.

Symbol	Status	Close	55d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (20d low)
MPC	Broken out	317.14	313.15	-0.47	-1.26%	8.56	2.7%	300.02	11	$3,489	238.28
VLO	Broken out	313.3	309.9	-0.34	-1.08%	10.11	3.23%	293.08	9	$2,820	232.72
PSX	Broken out	208.95	207.14	-0.32	-0.87%	5.67	2.71%	197.61	17	$3,552	164.1
GPN	Broken out	82	81.96	-0.01	-0.05%	3.03	3.7%	75.94	33	$2,706	63.66
CHRW	Near	208.41	208.83	0.07	0.2%	5.62	2.7%	197.59	17	$3,543	175.84
TRGP	Near	284.79	285.56	0.11	0.27%	6.82	2.39%	271.92	14	$3,987	253.82
EA	Near	209.04	209.19	0.16	0.07%	0.94	0.45%	207.31	47 capped	$9,825	201.8
ABT	Near	101.56	102.13	0.2	0.56%	2.87	2.83%	96.39	34	$3,453	87.21
TRV	Near	368.67	370.43	0.21	0.48%	8.55	2.32%	353.33	11	$4,055	301.65
CPAY	Near	370.91	374.09	0.28	0.86%	11.23	3.03%	351.63	8	$2,967	321.19
TECH	Near	71.65	72.12	0.31	0.66%	1.53	2.14%	69.06	65	$4,657	55.15
AES	Near	14.81	14.83	0.36	0.17%	0.07	0.47%	14.69	675 capped	$9,993	14.53
VEEV	Near	197.61	200.33	0.37	1.38%	7.31	3.7%	185.71	13	$2,569	150.39
WELL	Near	244.48	246.43	0.37	0.8%	5.27	2.16%	235.89	18	$4,401	202.9
V	Near	361.99	365.14	0.39	0.87%	7.99	2.21%	349.16	12	$4,344	325.86
ADM	Near	85.18	86	0.41	0.97%	2.02	2.37%	81.96	49	$4,174	71.62
HIG	Near	140.85	141.99	0.41	0.81%	2.79	1.98%	136.41	35	$4,930	127.91
NSC	Near	340.09	342.53	0.41	0.72%	6.01	1.77%	330.51	16	$5,441	298.83
EFX	Near	179.52	182.34	0.42	1.57%	6.69	3.73%	168.96	14	$2,513	150.75
EG	Near	382.4	385.69	0.42	0.86%	7.89	2.06%	369.91	12	$4,589	333.71
MA	Near	546.52	551.72	0.43	0.95%	12.16	2.22%	527.4	8	$4,372	483.14
PYPL	Near	56.83	57.67	0.47	1.47%	1.79	3.15%	54.09	55	$3,126	41.65
DVA	Near	236.76	239.64	0.48	1.22%	6.06	2.56%	227.52	16	$3,788	206.85

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)