Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-25 10:20 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.34%

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 64 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)
SLB	Broken out	52.42	48.73	-2.34	-7.04%	1.58	3.01%	49.26	63	$3,302	45.18
IP	Broken out	42.16	39.82	-1.55	-5.55%	1.51	3.58%	39.14	66	$2,783	35.87
PKG	Broken out	254.39	243.5	-1.49	-4.28%	7.32	2.88%	239.75	13	$3,307	222.74
TRV	Broken out	387.26	378.66	-0.99	-2.22%	8.69	2.24%	369.88	11	$4,260	325.39
VTR	Broken out	100.53	98.84	-0.83	-1.68%	2.04	2.03%	96.45	49	$4,926	89.56
T	Broken out	24.13	23.65	-0.67	-1.99%	0.72	2.98%	22.69	138	$3,330	20.62
DLR	Broken out	199.08	195.56	-0.61	-1.77%	5.73	2.88%	187.62	17	$3,384	171.03
WAB	Broken out	302.5	298.15	-0.54	-1.44%	8	2.64%	286.5	12	$3,630	255.76
LMT	Broken out	582.6	576	-0.41	-1.13%	16.11	2.77%	550.38	6	$3,496	487.15
ALL	Broken out	259.97	257.67	-0.39	-0.88%	5.91	2.27%	248.15	16	$4,160	236.22
WRB	Broken out	75.46	74.82	-0.38	-0.85%	1.67	2.21%	72.12	59	$4,452	68.56
SW	Broken out	48.56	47.86	-0.37	-1.44%	1.9	3.91%	44.76	52	$2,525	42.42
WELL	Broken out	252.07	250.12	-0.37	-0.77%	5.34	2.12%	241.39	18	$4,537	228.37
ICE	Broken out	145.79	144.55	-0.32	-0.85%	3.92	2.69%	137.95	25	$3,645	134.17
JPM	Broken out	353.21	351.24	-0.27	-0.56%	7.33	2.08%	338.55	13	$4,592	325.75
ABT	Broken out	103.06	102.46	-0.22	-0.58%	2.78	2.7%	97.5	35	$3,607	87.64
LDOS	Broken out	112.14	111.3	-0.22	-0.75%	3.9	3.48%	104.34	25	$2,803	103.9
HPQ	Broken out	25.75	25.57	-0.17	-0.7%	1.03	4%	23.69	97	$2,498	23.26
EMR	Broken out	147.94	147.34	-0.14	-0.41%	4.2	2.84%	139.54	23	$3,403	133.55
TXT	Broken out	95.53	95.29	-0.1	-0.25%	2.41	2.52%	90.71	41	$3,917	88.25
DUK	Broken out	130.52	130.37	-0.07	-0.11%	2.28	1.75%	125.96	43	$5,612	124.1
HWM	Broken out	289.26	288.66	-0.07	-0.21%	8.64	2.99%	271.98	11	$3,182	265.01
FE	Broken out	49.92	49.87	-0.06	-0.1%	0.88	1.76%	48.16	113	$5,641	47.59
SJM	Broken out	118.32	118.14	-0.06	-0.15%	3.14	2.65%	112.04	31	$3,668	107.45
CTSH	Near	45.45	45.49	0.02	0.09%	2.04	4.49%	41.41	49	$2,227	41.58

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 44 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)
IP	Broken out	42.16	39.82	-1.55	-5.55%	1.51	3.58%	39.14	66	$2,783	35.87
PKG	Broken out	254.39	243.5	-1.49	-4.28%	7.32	2.88%	239.75	13	$3,307	222.74
TRV	Broken out	387.26	378.66	-0.99	-2.22%	8.69	2.24%	369.88	11	$4,260	318.16
VTR	Broken out	100.53	98.84	-0.83	-1.68%	2.04	2.03%	96.45	49	$4,926	86.14
WAB	Broken out	302.5	298.15	-0.54	-1.44%	8	2.64%	286.5	12	$3,630	253.52
LMT	Broken out	582.6	576	-0.41	-1.13%	16.11	2.77%	550.38	6	$3,496	487.15
ALL	Broken out	259.97	257.67	-0.39	-0.88%	5.91	2.27%	248.15	16	$4,160	230.98
WRB	Broken out	75.46	74.82	-0.38	-0.85%	1.67	2.21%	72.12	59	$4,452	68.56
SW	Broken out	48.56	47.86	-0.37	-1.44%	1.9	3.91%	44.76	52	$2,525	41.13
WELL	Broken out	252.07	250.12	-0.37	-0.77%	5.34	2.12%	241.39	18	$4,537	219.33
JPM	Broken out	353.21	351.24	-0.27	-0.56%	7.33	2.08%	338.55	13	$4,592	325.01
ABT	Broken out	103.06	102.46	-0.22	-0.58%	2.78	2.7%	97.5	35	$3,607	87.64
TXT	Broken out	95.53	95.29	-0.1	-0.25%	2.41	2.52%	90.71	41	$3,917	86.15
DUK	Broken out	130.52	130.37	-0.07	-0.11%	2.28	1.75%	125.96	43	$5,612	124.1
FE	Broken out	49.92	49.87	-0.06	-0.1%	0.88	1.76%	48.16	113	$5,641	46.95
SJM	Broken out	118.32	118.14	-0.06	-0.15%	3.14	2.65%	112.04	31	$3,668	107.45
MET	Near	94.83	94.86	0.02	0.03%	1.91	2.01%	91.04	52	$4,931	84.35
BAC	Near	62.05	62.12	0.06	0.11%	1.19	1.92%	59.74	84	$5,212	56.84
CTVA	Near	89.25	89.39	0.07	0.16%	1.91	2.14%	85.57	52	$4,641	79.96
EG	Near	385.12	385.69	0.07	0.15%	7.87	2.04%	369.95	12	$4,621	340.17
CSX	Near	53.23	53.31	0.08	0.15%	1.04	1.95%	51.23	96	$5,110	46.01
GD	Near	386.75	387.69	0.12	0.24%	8.04	2.08%	371.61	12	$4,641	341.94
BMY	Near	62.09	62.29	0.13	0.32%	1.5	2.42%	59.29	66	$4,098	55.02
RTX	Near	212.79	213.49	0.13	0.33%	5.27	2.48%	202.95	18	$3,830	184.35
AFL	Near	125.6	125.93	0.16	0.26%	2.12	1.69%	121.69	47	$5,903	116.9

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)