Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-20 16:21 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 45 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)
FOX	Broken out	52.79	51.72	-0.6	-2.03%	1.79	3.39%	49.21	55	$2,903	47.51
FOXA	Broken out	58.83	57.67	-0.56	-1.98%	2.09	3.55%	54.65	47	$2,765	52.82
MPC	Broken out	316.38	313.15	-0.38	-1.02%	8.56	2.71%	299.26	11	$3,480	261.57
PSX	Broken out	209.1	207.14	-0.35	-0.94%	5.68	2.72%	197.74	17	$3,555	175.44
CVX	Broken out	189.5	188.15	-0.34	-0.71%	4.01	2.12%	181.48	24	$4,548	167.16
VLO	Broken out	313.26	309.9	-0.33	-1.07%	10.11	3.23%	293.04	9	$2,819	261.1
FANG	Broken out	197.34	196.1	-0.22	-0.63%	5.75	2.91%	185.84	17	$3,355	171.32
BG	Broken out	119.94	119.67	-0.08	-0.23%	3.53	2.94%	112.88	28	$3,358	105.87
CF	Broken out	123.35	123	-0.08	-0.28%	4.35	3.53%	114.65	22	$2,714	109.66
GPN	Broken out	82.18	81.96	-0.07	-0.27%	3.05	3.71%	76.08	32	$2,630	71.45
CHRW	Near	208.72	208.83	0.02	0.05%	5.62	2.69%	197.59	17	$3,548	186.75
OKE	Near	93.88	94	0.05	0.13%	2.34	2.49%	89.32	42	$3,943	86.8
COP	Near	116.08	116.26	0.06	0.16%	3	2.58%	110.26	33	$3,831	103.4
EOG	Near	140.8	141.11	0.09	0.22%	3.64	2.59%	133.83	27	$3,802	129.08
OXY	Near	55.35	55.49	0.09	0.26%	1.68	3.04%	52.13	59	$3,265	48.69
VRSN	Near	278.26	278.9	0.09	0.23%	7.35	2.64%	264.2	13	$3,617	253.96
CASY	Near	866.61	869.99	0.11	0.39%	29.98	3.46%	810.03	3	$2,600	792.32
DVN	Near	44.03	44.22	0.14	0.44%	1.38	3.13%	41.46	72	$3,170	40.05
EA	Near	209.05	209.19	0.15	0.07%	0.94	0.45%	207.31	47 capped	$9,825	204.83
TRV	Near	369.19	370.43	0.15	0.34%	8.55	2.32%	353.33	11	$4,061	325.39
VEEV	Near	199.19	200.33	0.15	0.57%	7.38	3.71%	185.57	13	$2,589	182.09
ABT	Near	101.61	102.13	0.18	0.51%	2.87	2.82%	96.39	34	$3,455	87.64
CPAY	Near	371.45	374.09	0.23	0.71%	11.34	3.05%	351.41	8	$2,972	341.35
GDDY	Near	95.96	97	0.26	1.08%	3.99	4.16%	89.02	25	$2,399	83.52
TECH	Near	71.67	72.12	0.29	0.63%	1.53	2.13%	69.06	65	$4,659	70.49

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	316.38	313.15	-0.38	-1.02%	8.56	2.71%	299.26	11	$3,480	238.28
PSX	Broken out	209.1	207.14	-0.35	-0.94%	5.68	2.72%	197.74	17	$3,555	164.1
VLO	Broken out	313.26	309.9	-0.33	-1.07%	10.11	3.23%	293.04	9	$2,819	232.72
GPN	Broken out	82.18	81.96	-0.07	-0.27%	3.05	3.71%	76.08	32	$2,630	63.66
CHRW	Near	208.72	208.83	0.02	0.05%	5.62	2.69%	197.59	17	$3,548	175.84
EA	Near	209.05	209.19	0.15	0.07%	0.94	0.45%	207.31	47 capped	$9,825	201.8
TRV	Near	369.19	370.43	0.15	0.34%	8.55	2.32%	353.33	11	$4,061	301.65
VEEV	Near	199.19	200.33	0.15	0.57%	7.38	3.71%	185.57	13	$2,589	150.39
ABT	Near	101.61	102.13	0.18	0.51%	2.87	2.82%	96.39	34	$3,455	87.21
CPAY	Near	371.45	374.09	0.23	0.71%	11.34	3.05%	351.41	8	$2,972	321.19
GDDY	Near	95.96	97	0.26	1.08%	3.99	4.16%	89.02	25	$2,399	73.25
TECH	Near	71.67	72.12	0.29	0.63%	1.53	2.13%	69.06	65	$4,659	55.15
TRGP	Near	283.23	285.56	0.34	0.82%	6.82	2.41%	271.92	14	$3,965	253.82
AES	Near	14.8	14.83	0.37	0.17%	0.07	0.47%	14.69	675 capped	$9,993	14.53
V	Near	362.21	365.14	0.37	0.81%	7.99	2.21%	349.16	12	$4,347	325.86
EG	Near	382.61	385.69	0.39	0.81%	7.89	2.06%	369.91	12	$4,591	333.71
EFX	Near	179.66	182.34	0.4	1.49%	6.7	3.73%	168.94	14	$2,515	150.75
MA	Near	546.51	551.72	0.43	0.95%	12.16	2.23%	527.4	8	$4,372	483.14
ADM	Near	85.12	86	0.44	1.03%	2.02	2.37%	81.96	49	$4,171	71.62
CTVA	Near	87.32	88.21	0.45	1.02%	2.01	2.3%	84.19	49	$4,279	76.52
DVA	Near	236.92	239.64	0.45	1.15%	6.06	2.56%	227.52	16	$3,791	206.85
PYPL	Near	56.79	57.67	0.49	1.54%	1.79	3.15%	54.09	55	$3,124	41.65
WELL	Near	243.82	246.43	0.5	1.07%	5.27	2.16%	235.89	18	$4,389	202.9

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)