Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-28 16:03 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

126

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.37%

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 183 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)
IQV	Broken out	240.42	217.05	-2.85	-9.72%	8.19	3.41%	224.04	12	$2,885	197.6
NUE	Broken out	265.56	251.23	-1.86	-5.4%	7.7	2.9%	250.16	12	$3,187	230
ITW	Broken out	298.89	287.94	-1.76	-3.66%	6.22	2.08%	286.45	16	$4,782	269.24
KO	Broken out	88.73	85.68	-1.61	-3.44%	1.89	2.13%	84.95	52	$4,614	80.83
IT	Broken out	156.47	145.17	-1.51	-7.22%	7.47	4.77%	141.53	13	$2,034	128.78
WTW	Broken out	314.64	303.79	-1.4	-3.45%	7.77	2.47%	299.1	12	$3,776	282.81
HPQ	Broken out	28.02	26.59	-1.37	-5.12%	1.05	3.75%	25.92	95	$2,662	23.26
FDS	Broken out	286.57	270.31	-1.31	-5.67%	12.37	4.32%	261.83	8	$2,293	240.11
ADSK	Broken out	239.23	227.67	-1.26	-4.83%	9.2	3.85%	220.83	10	$2,392	201.96
GM	Broken out	90.46	87.08	-1.26	-3.74%	2.69	2.97%	85.08	37	$3,347	74.8
ALL	Broken out	269.31	262.24	-1.19	-2.63%	5.95	2.21%	257.41	16	$4,309	236.22
LH	Broken out	310.65	301.79	-1.15	-2.85%	7.68	2.47%	295.29	13	$4,039	262.11
ROST	Broken out	251.12	244.22	-1.15	-2.75%	6.01	2.39%	239.1	16	$4,018	218.07
CTSH	Broken out	50.45	48	-1.13	-4.86%	2.16	4.28%	46.13	46	$2,321	41.58
BKNG	Broken out	195.66	188.31	-1.12	-3.76%	6.57	3.36%	182.52	15	$2,935	171.02
SOLV	Broken out	86.09	83.34	-1.1	-3.19%	2.49	2.89%	81.11	40	$3,444	75.55
ROP	Broken out	394.77	380.81	-1.08	-3.54%	12.97	3.29%	368.83	7	$2,763	335.5
EG	Broken out	399.05	390.53	-1.07	-2.14%	7.95	1.99%	383.15	12	$4,789	361.07
ACN	Broken out	164.81	156.84	-1.05	-4.84%	7.6	4.61%	149.61	13	$2,143	129.96
AFL	Broken out	129.09	126.87	-1.05	-1.72%	2.12	1.64%	124.85	47	$6,067	120.55
STLD	Broken out	259.53	250.84	-1.03	-3.35%	8.42	3.24%	242.69	11	$2,855	228.77
AMCR	Broken out	46.69	45.41	-1.01	-2.74%	1.27	2.72%	44.15	78	$3,642	41.94
ICE	Broken out	152.64	148.73	-0.98	-2.56%	3.97	2.6%	144.7	25	$3,816	135.48
MMM	Broken out	183.96	179.29	-0.98	-2.54%	4.76	2.59%	174.44	21	$3,863	155.92
SPG	Broken out	235.8	231.73	-0.97	-1.73%	4.19	1.78%	227.42	23	$5,423	219.64

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 133 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)
IQV	Broken out	240.42	217.05	-2.85	-9.72%	8.19	3.41%	224.04	12	$2,885	188.92
ITW	Broken out	298.89	287.94	-1.76	-3.66%	6.22	2.08%	286.45	16	$4,782	263.55
KO	Broken out	88.73	85.68	-1.61	-3.44%	1.89	2.13%	84.95	52	$4,614	80.83
WTW	Broken out	314.64	303.79	-1.4	-3.45%	7.77	2.47%	299.1	12	$3,776	258.06
GM	Broken out	90.46	87.08	-1.26	-3.74%	2.69	2.97%	85.08	37	$3,347	74.22
ALL	Broken out	269.31	262.24	-1.19	-2.63%	5.95	2.21%	257.41	16	$4,309	236.22
FDS	Broken out	286.57	272.4	-1.15	-4.94%	12.37	4.32%	261.83	8	$2,293	221.25
LH	Broken out	310.65	301.79	-1.15	-2.85%	7.68	2.47%	295.29	13	$4,039	262.11
ROST	Broken out	251.12	244.22	-1.15	-2.75%	6.01	2.39%	239.1	16	$4,018	205.92
BKNG	Broken out	195.66	188.31	-1.12	-3.76%	6.57	3.36%	182.52	15	$2,935	170.31
ROP	Broken out	394.77	380.81	-1.08	-3.54%	12.97	3.29%	368.83	7	$2,763	330.59
EG	Broken out	399.05	390.53	-1.07	-2.14%	7.95	1.99%	383.15	12	$4,789	352.14
SOLV	Broken out	86.09	83.42	-1.07	-3.1%	2.49	2.89%	81.11	40	$3,444	74.76
AFL	Broken out	129.09	126.87	-1.05	-1.72%	2.12	1.64%	124.85	47	$6,067	117.16
AMCR	Broken out	46.69	45.41	-1.01	-2.74%	1.27	2.72%	44.15	78	$3,642	41.45
MMM	Broken out	183.96	179.29	-0.98	-2.54%	4.76	2.59%	174.44	21	$3,863	153.56
SPG	Broken out	235.8	231.73	-0.97	-1.73%	4.19	1.78%	227.42	23	$5,423	212.82
BALL	Broken out	66.7	65.22	-0.93	-2.22%	1.59	2.38%	63.52	62	$4,135	59.94
EXPE	Broken out	290.42	280.76	-0.92	-3.33%	10.49	3.61%	269.44	9	$2,614	251.12
CTAS	Broken out	216.49	211.72	-0.89	-2.2%	5.36	2.48%	205.77	18	$3,897	167.82
RJF	Broken out	177.68	174	-0.89	-2.07%	4.15	2.34%	169.38	24	$4,264	147.95
MTD	Broken out	1380.65	1347.03	-0.88	-2.43%	38.32	2.78%	1304.01	2	$2,761	1216.9
AMGN	Broken out	390.44	382.28	-0.87	-2.09%	9.33	2.39%	371.78	10	$3,904	353.95
STE	Broken out	227.66	222.54	-0.87	-2.25%	5.88	2.58%	215.9	17	$3,870	206.32
FICO	Broken out	1384.68	1335.61	-0.84	-3.54%	58.08	4.19%	1268.52	1	$1,385	1150.49

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)