Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-27 16:14 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.41%

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 105 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	52.63	48.73	-2.42	-7.4%	1.61	3.06%	49.4	62	$3,263	45.18
IP	Broken out	42.25	39.82	-1.56	-5.75%	1.56	3.69%	39.13	64	$2,704	35.87
TRV	Broken out	390.29	378.66	-1.32	-2.98%	8.82	2.26%	372.65	11	$4,293	325.39
PKG	Broken out	251.21	243.5	-1.04	-3.07%	7.42	2.95%	236.37	13	$3,266	222.74
T	Broken out	24.41	23.65	-1.03	-3.11%	0.74	3.03%	22.93	135	$3,295	20.62
ACN	Broken out	154.65	147.42	-0.96	-4.68%	7.54	4.88%	139.57	13	$2,011	129.96
RTX	Broken out	218.65	213.49	-0.95	-2.36%	5.46	2.5%	207.73	18	$3,936	190.02
ABT	Broken out	105.08	102.46	-0.92	-2.49%	2.86	2.72%	99.36	34	$3,573	87.64
TSN	Broken out	61.45	60.13	-0.89	-2.15%	1.48	2.41%	58.49	67	$4,117	56.19
CTSH	Broken out	47.29	45.49	-0.84	-3.82%	2.15	4.55%	42.99	46	$2,176	41.58
HPQ	Broken out	26.47	25.57	-0.84	-3.38%	1.06	4.01%	24.35	94	$2,488	23.26
LDOS	Broken out	114.54	111.3	-0.84	-2.82%	3.85	3.36%	106.84	25	$2,863	103.9
BKR	Broken out	60.78	59.13	-0.82	-2.72%	2.01	3.31%	56.76	49	$2,978	54.42
ICE	Broken out	147.74	144.55	-0.8	-2.16%	4	2.71%	139.74	25	$3,694	134.17
VZ	Broken out	47.42	46.59	-0.64	-1.76%	1.31	2.76%	44.8	76	$3,604	41.34
ALL	Broken out	261.42	257.67	-0.63	-1.43%	5.98	2.29%	249.46	16	$4,183	236.22
VTR	Broken out	100.08	98.84	-0.61	-1.24%	2.04	2.04%	96	49	$4,904	89.56
EG	Broken out	389.83	385.69	-0.52	-1.06%	8.03	2.06%	373.77	12	$4,678	361.07
IT	Broken out	148.97	145.17	-0.52	-2.55%	7.35	4.93%	134.27	13	$1,937	128.78
SJM	Broken out	119.82	118.14	-0.52	-1.41%	3.25	2.71%	113.32	30	$3,595	107.45
WRB	Broken out	75.6	74.82	-0.46	-1.03%	1.69	2.24%	72.22	59	$4,460	68.56
SW	Broken out	48.7	47.86	-0.43	-1.72%	1.95	4%	44.8	51	$2,484	42.42
LMT	Broken out	582.45	576	-0.4	-1.11%	16.09	2.76%	550.27	6	$3,495	487.15
BBY	Broken out	88.37	87.35	-0.39	-1.15%	2.61	2.95%	83.15	38	$3,358	80.17
VRSK	Broken out	208.4	205.7	-0.39	-1.3%	7	3.36%	194.4	14	$2,918	183.6

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 70 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	42.25	39.82	-1.56	-5.75%	1.56	3.69%	39.13	64	$2,704	35.87
TRV	Broken out	390.29	378.66	-1.32	-2.98%	8.82	2.26%	372.65	11	$4,293	318.16
PKG	Broken out	251.21	243.5	-1.04	-3.07%	7.42	2.95%	236.37	13	$3,266	222.74
RTX	Broken out	218.65	213.49	-0.95	-2.36%	5.46	2.5%	207.73	18	$3,936	184.35
ABT	Broken out	105.08	102.46	-0.92	-2.49%	2.86	2.72%	99.36	34	$3,573	87.64
ALL	Broken out	261.42	257.67	-0.63	-1.43%	5.98	2.29%	249.46	16	$4,183	230.98
VTR	Broken out	100.08	98.84	-0.61	-1.24%	2.04	2.04%	96	49	$4,904	86.14
EG	Broken out	389.83	385.69	-0.52	-1.06%	8.03	2.06%	373.77	12	$4,678	340.17
SJM	Broken out	119.82	118.14	-0.52	-1.41%	3.25	2.71%	113.32	30	$3,595	107.45
WRB	Broken out	75.6	74.82	-0.46	-1.03%	1.69	2.24%	72.22	59	$4,460	68.56
SW	Broken out	48.7	47.86	-0.43	-1.72%	1.95	4%	44.8	51	$2,484	41.13
LMT	Broken out	582.45	576	-0.4	-1.11%	16.09	2.76%	550.27	6	$3,495	487.15
BBY	Broken out	88.37	87.35	-0.39	-1.15%	2.61	2.95%	83.15	38	$3,358	74.75
VRSK	Broken out	208.4	205.7	-0.39	-1.3%	7	3.36%	194.4	14	$2,918	176.26
CPAY	Broken out	378.46	374.09	-0.38	-1.16%	11.63	3.07%	355.2	8	$3,028	321.19
JPM	Broken out	354.06	351.24	-0.38	-0.8%	7.49	2.12%	339.08	13	$4,603	325.01
PRU	Broken out	121.5	120.59	-0.38	-0.75%	2.38	1.96%	116.74	42	$5,103	106.5
TXT	Broken out	96.18	95.29	-0.36	-0.93%	2.47	2.57%	91.24	40	$3,847	86.15
BMY	Broken out	62.77	62.29	-0.31	-0.76%	1.53	2.44%	59.71	65	$4,080	55.02
BALL	Broken out	64.56	64.12	-0.28	-0.67%	1.57	2.43%	61.42	63	$4,067	59.94
GD	Broken out	389.97	387.69	-0.28	-0.58%	8.26	2.12%	373.45	12	$4,680	341.94
AAPL	Broken out	337.19	334.99	-0.26	-0.65%	8.33	2.47%	320.53	12	$4,046	273.75
AFL	Broken out	126.35	125.93	-0.2	-0.33%	2.15	1.7%	122.05	46	$5,812	116.9
ROP	Broken out	378.28	375.99	-0.18	-0.61%	12.69	3.35%	352.9	7	$2,648	326.73
MET	Broken out	95.19	94.86	-0.17	-0.35%	1.9	2%	91.39	52	$4,950	84.35

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)