Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-22 16:17 UTC

Overview

Symbols scanned

499

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.3%

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 46 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)
WAB	Broken out	294.83	284.91	-1.22	-3.37%	8.11	2.75%	278.61	12	$3,538	255.76
GM	Broken out	82.83	80.57	-0.92	-2.73%	2.46	2.97%	77.91	40	$3,313	74.58
XOM	Broken out	153.88	151.76	-0.62	-1.38%	3.45	2.24%	146.98	28	$4,309	137.12
PCAR	Broken out	130.12	128.26	-0.58	-1.43%	3.18	2.44%	123.76	31	$4,034	121.3
OXY	Broken out	57.28	56.5	-0.47	-1.37%	1.66	2.9%	53.96	60	$3,437	51.87
FANG	Broken out	202.41	199.9	-0.44	-1.24%	5.66	2.8%	191.09	17	$3,441	180.74
AES	Broken out	14.86	14.84	-0.36	-0.17%	0.07	0.47%	14.72	672 capped	$9,989	14.61
COP	Broken out	118.61	117.55	-0.36	-0.9%	2.93	2.47%	112.75	34	$4,033	107.61
DVN	Broken out	44.74	44.31	-0.32	-0.95%	1.33	2.97%	42.08	75	$3,355	41.81
EOG	Broken out	144.59	143.49	-0.31	-0.76%	3.55	2.46%	137.49	28	$4,049	132.55
CVX	Broken out	192.27	191.26	-0.26	-0.53%	3.87	2.01%	184.53	25	$4,807	173.51
BG	Broken out	123.33	122.61	-0.21	-0.58%	3.47	2.81%	116.39	28	$3,453	112.68
EIX	Broken out	80.14	79.88	-0.16	-0.32%	1.65	2.06%	76.84	60	$4,808	74.3
CF	Broken out	126.43	125.81	-0.15	-0.49%	4.27	3.38%	117.89	23	$2,908	113.32
APA	Broken out	35.94	35.78	-0.13	-0.45%	1.24	3.45%	33.46	80	$2,875	32.93
DOW	Broken out	31.39	31.25	-0.11	-0.43%	1.2	3.82%	28.99	83	$2,605	27.99
NVDA	Broken out	214.04	213.81	-0.03	-0.11%	7.32	3.42%	199.4	13	$2,783	195.06
TRV	Broken out	372.01	371.94	-0.01	-0.02%	8.38	2.25%	355.25	11	$4,092	325.39
LYB	Near	62.38	62.43	0.02	0.08%	2.22	3.56%	57.99	45	$2,807	53.74
CME	Near	249.43	249.75	0.04	0.13%	7.68	3.08%	234.39	13	$3,243	234.37
PM	Near	194.67	194.9	0.04	0.12%	5.44	2.79%	184.02	18	$3,504	175.76
SJM	Near	117.37	117.55	0.06	0.15%	3.13	2.67%	111.29	31	$3,638	107.45
F	Near	14.45	14.5	0.1	0.35%	0.49	3.39%	13.52	204	$2,948	13.24
PSX	Near	211.85	212.39	0.1	0.25%	5.67	2.68%	201.05	17	$3,601	181.62
PCG	Near	17.81	17.85	0.12	0.25%	0.38	2.13%	17.09	263	$4,683	16.96

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)
WAB	Broken out	294.83	284.91	-1.22	-3.37%	8.11	2.75%	278.61	12	$3,538	253.52
PCAR	Broken out	130.12	128.26	-0.58	-1.43%	3.18	2.44%	123.76	31	$4,034	116.32
AES	Broken out	14.86	14.84	-0.36	-0.17%	0.07	0.47%	14.72	672 capped	$9,989	14.53
EIX	Broken out	80.14	79.88	-0.16	-0.32%	1.65	2.06%	76.84	60	$4,808	71.62
TRV	Broken out	372.01	371.94	-0.01	-0.02%	8.38	2.25%	355.25	11	$4,092	309.59
PM	Near	194.67	194.9	0.04	0.12%	5.44	2.79%	184.02	18	$3,504	175.61
PSX	Near	211.85	212.39	0.1	0.25%	5.67	2.68%	201.05	17	$3,601	165.47
PCG	Near	17.81	17.85	0.12	0.25%	0.38	2.13%	17.09	263	$4,683	16.53
SJM	Near	117.37	117.74	0.12	0.32%	3.13	2.67%	111.48	31	$3,638	107.45
CTVA	Near	87.94	88.21	0.14	0.31%	1.96	2.23%	84.29	51	$4,485	77.98
MPC	Near	318.8	321	0.26	0.69%	8.58	2.69%	303.84	11	$3,507	240.22
VTR	Near	97.14	97.64	0.26	0.52%	1.97	2.03%	93.7	50	$4,857	83.56
TECH	Near	71.69	72.12	0.3	0.6%	1.41	1.97%	69.3	70	$5,018	55.76
EOG	Near	144.59	145.7	0.31	0.77%	3.55	2.46%	138.6	28	$4,049	127.3
BAC	Near	61.73	62.12	0.32	0.64%	1.21	1.96%	59.7	82	$5,062	56.84
BBY	Near	86.47	87.35	0.36	1.02%	2.45	2.83%	82.45	40	$3,459	72.52
JPM	Near	348.4	351.24	0.38	0.82%	7.55	2.17%	336.14	13	$4,529	325.01
WELL	Near	245.35	247.45	0.4	0.86%	5.19	2.12%	237.07	19	$4,662	211.66
ADM	Near	86.46	87.33	0.43	1%	1.99	2.3%	83.35	50	$4,323	71.62
EA	Near	208.93	209.34	0.47	0.2%	0.87	0.42%	207.6	47 capped	$9,820	203.02
TRGP	Near	283.05	286.25	0.47	1.13%	6.8	2.4%	272.65	14	$3,963	256.02
CVS	Near	109.41	110.62	0.49	1.11%	2.49	2.28%	105.64	40	$4,376	99.81

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

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

FDXF (insufficient history), HONA (insufficient history), MKC (insufficient history), VRSN (insufficient history)