Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-21 16:19 UTC

Overview

Symbols scanned

496

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.33%

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 34 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)
MMM	Broken out	172.75	169.76	-0.65	-1.73%	4.62	2.67%	163.51	21	$3,628	153.56
HAS	Broken out	87.6	86.25	-0.5	-1.54%	2.72	3.11%	82.16	36	$3,154	75.19
LYB	Broken out	61.69	60.92	-0.35	-1.25%	2.22	3.6%	57.25	45	$2,776	52.93
EOG	Broken out	142.79	141.75	-0.29	-0.73%	3.6	2.52%	135.59	27	$3,855	130.18
OXY	Broken out	56.13	55.67	-0.28	-0.83%	1.67	2.97%	52.79	59	$3,312	49.39
XOM	Broken out	150.98	150	-0.28	-0.65%	3.45	2.29%	144.08	28	$4,227	137.12
COIN	Broken out	178.66	176.48	-0.21	-1.22%	10.56	5.91%	157.54	9	$1,608	152.58
CVS	Broken out	109.42	108.97	-0.18	-0.41%	2.48	2.27%	104.46	40	$4,377	102.34
AES	Broken out	14.84	14.83	-0.14	-0.07%	0.07	0.47%	14.7	673 capped	$9,987	14.58
FANG	Broken out	198.84	198.06	-0.14	-0.39%	5.69	2.86%	187.46	17	$3,380	175.73
BG	Broken out	121.59	121.12	-0.13	-0.39%	3.51	2.89%	114.57	28	$3,405	108.3
COP	Broken out	117.04	116.68	-0.12	-0.3%	2.96	2.53%	111.12	33	$3,862	104.55
VTR	Broken out	97.38	97.16	-0.11	-0.23%	2.01	2.06%	93.36	49	$4,772	89.56
WELL	Broken out	246.85	246.43	-0.08	-0.17%	5.25	2.13%	236.35	19	$4,690	228.37
ADM	Broken out	86.32	86.2	-0.06	-0.14%	2.02	2.34%	82.28	49	$4,230	76.73
APA	Broken out	35.47	35.44	-0.03	-0.1%	1.26	3.55%	32.95	79	$2,803	32.6
CHRW	Near	209.5	209.65	0.03	0.07%	5.59	2.67%	198.47	17	$3,562	187.12
ULTA	Near	493.4	493.98	0.04	0.12%	14.54	2.95%	464.9	6	$2,960	445
CVX	Near	190.13	190.35	0.06	0.12%	3.94	2.07%	182.47	25	$4,753	170
PSX	Near	210.68	211.05	0.07	0.18%	5.66	2.69%	199.73	17	$3,582	175.88
CASY	Near	866.96	873.05	0.21	0.7%	29.25	3.37%	814.55	3	$2,601	792.32
MPC	Near	317.57	319.36	0.21	0.56%	8.49	2.67%	302.38	11	$3,493	261.57
DVN	Near	44.01	44.31	0.22	0.67%	1.34	3.04%	41.63	74	$3,257	40.75
EA	Near	209.07	209.34	0.29	0.13%	0.91	0.44%	207.52	47 capped	$9,827	204.83
WRB	Near	73.31	73.9	0.35	0.8%	1.67	2.28%	70.56	59	$4,325	68.56

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)
MMM	Broken out	172.75	169.76	-0.65	-1.73%	4.62	2.67%	163.51	21	$3,628	153.56
CVS	Broken out	109.42	108.97	-0.18	-0.41%	2.48	2.27%	104.46	40	$4,377	99
AES	Broken out	14.84	14.83	-0.14	-0.07%	0.07	0.47%	14.7	673 capped	$9,987	14.53
VTR	Broken out	97.38	97.16	-0.11	-0.23%	2.01	2.06%	93.36	49	$4,772	80.82
WELL	Broken out	246.85	246.43	-0.08	-0.17%	5.25	2.13%	236.35	19	$4,690	206.21
ADM	Broken out	86.32	86.2	-0.06	-0.14%	2.02	2.34%	82.28	49	$4,230	71.62
CHRW	Near	209.5	209.65	0.03	0.07%	5.59	2.67%	198.47	17	$3,562	175.84
PSX	Near	210.68	211.05	0.07	0.18%	5.66	2.69%	199.73	17	$3,582	164.81
MPC	Near	317.57	319.36	0.21	0.56%	8.49	2.67%	302.38	11	$3,493	240
EA	Near	209.07	209.34	0.29	0.13%	0.91	0.44%	207.52	47 capped	$9,827	202.25
WRB	Near	73.31	73.9	0.35	0.8%	1.67	2.28%	70.56	59	$4,325	67
TECH	Near	71.57	72.12	0.37	0.77%	1.47	2.05%	69.18	68	$4,867	55.46
VLO	Near	312.75	316.57	0.38	1.22%	10.11	3.23%	296.35	9	$2,815	233.95
TRV	Near	368.36	371.94	0.42	0.97%	8.45	2.29%	355.04	11	$4,052	307.67
CTVA	Near	87.36	88.21	0.43	0.98%	1.98	2.27%	84.25	50	$4,368	77.86
INCY	Near	117.89	119.6	0.48	1.45%	3.57	3.03%	112.46	28	$3,301	99.79
FRT	Near	125.9	126.86	0.5	0.76%	1.92	1.53%	123.02	52	$6,547	119.97

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

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

CB (fetch error), CINF (fetch error), FDXF (insufficient history), GIS (fetch error), HONA (insufficient history), LMT (fetch error), SMCI (fetch error)