Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-23 19:14 UTC

Overview

Symbols scanned

498

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 52 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)
ALLE	Broken out	155.48	142.01	-3.04	-8.66%	4.43	2.85%	146.62	22	$3,421	132.84
TMO	Broken out	574.68	544.45	-1.81	-5.26%	16.73	2.91%	541.22	5	$2,873	495.04
LMT	Broken out	570.17	547.47	-1.43	-3.98%	15.91	2.79%	538.35	6	$3,421	487.15
CSX	Broken out	52.71	51.29	-1.35	-2.69%	1.05	1.99%	50.61	95	$5,007	48.8
DGX	Broken out	226.75	219.2	-1.24	-3.33%	6.09	2.69%	214.57	16	$3,628	201
RTX	Broken out	208.65	203.94	-0.9	-2.26%	5.24	2.51%	198.17	19	$3,964	190.02
XOM	Broken out	157.46	154.8	-0.76	-1.69%	3.48	2.21%	150.5	28	$4,409	137.12
HWM	Broken out	287.64	282.04	-0.64	-1.95%	8.73	3.04%	270.18	11	$3,164	265.01
NSC	Broken out	345.96	342.53	-0.48	-0.99%	7.11	2.06%	331.74	14	$4,844	316.16
COP	Broken out	120.99	119.74	-0.42	-1.03%	2.96	2.45%	115.07	33	$3,993	107.61
CVX	Broken out	195.34	193.7	-0.42	-0.84%	3.91	2%	187.52	25	$4,883	173.51
TRV	Broken out	376.69	374	-0.32	-0.71%	8.47	2.25%	359.75	11	$4,144	325.39
UNP	Broken out	304.07	303.15	-0.14	-0.3%	6.61	2.17%	290.85	15	$4,561	280.96
DVN	Broken out	45.37	45.25	-0.09	-0.26%	1.33	2.93%	42.71	75	$3,403	41.81
WAT	Broken out	384.46	383.52	-0.08	-0.24%	12.1	3.15%	360.26	8	$3,076	345.21
FANG	Broken out	205.38	204.96	-0.07	-0.2%	5.72	2.79%	193.94	17	$3,491	180.74
WAB	Broken out	295.93	295.41	-0.06	-0.18%	8.11	2.74%	279.71	12	$3,551	255.76
EOG	Broken out	146.15	145.98	-0.05	-0.12%	3.55	2.43%	139.05	28	$4,092	132.55
CTVA	Broken out	88.62	88.57	-0.03	-0.06%	1.95	2.2%	84.72	51	$4,520	82.98
HIG	Broken out	142.23	142.15	-0.03	-0.05%	2.83	1.99%	136.57	35	$4,978	131.84
CEG	Broken out	276	275.81	-0.02	-0.07%	9.77	3.54%	256.46	10	$2,760	244.95
WELL	Broken out	247.52	247.45	-0.01	-0.03%	5.26	2.13%	237	19	$4,703	228.37
A	Near	138.53	138.63	0.02	0.07%	4.3	3.1%	130.03	23	$3,186	125
APA	Near	36.54	36.57	0.02	0.07%	1.25	3.42%	34.07	80	$2,924	32.93
URI	Near	1142.79	1143.69	0.02	0.08%	37.95	3.32%	1067.79	2	$2,286	994.86

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 32 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)
ALLE	Broken out	155.48	142.01	-3.04	-8.66%	4.43	2.85%	146.62	22	$3,421	128.69
TMO	Broken out	574.68	544.45	-1.81	-5.26%	16.73	2.91%	541.22	5	$2,873	473.5
CSX	Broken out	52.71	51.29	-1.35	-2.69%	1.05	1.99%	50.61	95	$5,007	45.93
DGX	Broken out	226.75	219.2	-1.24	-3.33%	6.09	2.69%	214.57	16	$3,628	198.41
LMT	Broken out	570.17	550.99	-1.21	-3.36%	15.91	2.79%	538.35	6	$3,421	487.15
RTX	Broken out	208.65	203.94	-0.9	-2.26%	5.24	2.51%	198.17	19	$3,964	184.35
NSC	Broken out	345.96	342.53	-0.48	-0.99%	7.11	2.06%	331.74	14	$4,844	303.32
TRV	Broken out	376.69	374	-0.32	-0.71%	8.47	2.25%	359.75	11	$4,144	316.41
UNP	Broken out	304.07	303.15	-0.14	-0.3%	6.61	2.17%	290.85	15	$4,561	258.4
WAB	Broken out	295.93	295.41	-0.06	-0.18%	8.11	2.74%	279.71	12	$3,551	253.52
EOG	Broken out	146.15	145.98	-0.05	-0.12%	3.55	2.43%	139.05	28	$4,092	127.3
CTVA	Broken out	88.62	88.57	-0.03	-0.06%	1.95	2.2%	84.72	51	$4,520	78.79
HIG	Broken out	142.23	142.15	-0.03	-0.05%	2.83	1.99%	136.57	35	$4,978	130.17
WELL	Broken out	247.52	247.45	-0.01	-0.03%	5.26	2.13%	237	19	$4,703	217.1
URI	Near	1142.79	1143.69	0.02	0.08%	37.95	3.32%	1067.79	2	$2,286	994.86
LH	Near	291.07	291.38	0.04	0.11%	7.43	2.55%	276.52	13	$3,784	259.91
WAT	Near	384.46	385.29	0.07	0.22%	12.1	3.15%	361.09	8	$3,076	345.21
GD	Near	379.74	380.71	0.12	0.25%	8.13	2.14%	364.45	12	$4,557	341.94
TECH	Near	71.96	72.12	0.12	0.22%	1.36	1.89%	69.4	73	$5,253	56.85
PCAR	Near	131.43	131.85	0.13	0.32%	3.22	2.45%	125.41	31	$4,074	116.32
TRGP	Near	285.38	286.25	0.13	0.3%	6.72	2.35%	272.81	14	$3,995	256.02
VTR	Near	97.65	97.95	0.15	0.31%	1.99	2.04%	93.97	50	$4,883	85.4
IR	Near	84.46	85.1	0.24	0.75%	2.63	3.11%	79.84	38	$3,210	75.4
HWM	Near	287.64	290.63	0.34	1.04%	8.73	3.04%	273.17	11	$3,164	258.59
FE	Near	49.54	49.87	0.36	0.66%	0.9	1.82%	48.07	111	$5,499	46.95

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

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

BDX (insufficient history), FDXF (insufficient history), HONA (insufficient history), MKC (insufficient history), SWKS (fetch error)