Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-29 15:48 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

130

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.47%

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 167 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)
GRMN	Broken out	298.76	253.49	-5.07	-15.15%	8.93	2.99%	280.9	11	$3,286	235.76
IQV	Broken out	246.07	217.05	-3.39	-11.79%	8.55	3.47%	228.97	11	$2,707	197.6
CTSH	Broken out	55.98	48	-3.18	-14.26%	2.51	4.48%	50.96	39	$2,183	41.58
KO	Broken out	90.17	85.68	-2.34	-4.98%	1.92	2.13%	86.33	52	$4,689	80.83
ACN	Broken out	175.28	156.84	-2.31	-10.52%	8	4.56%	159.28	12	$2,103	129.96
ALL	Broken out	276.64	262.24	-2.23	-5.2%	6.45	2.33%	263.74	15	$4,150	236.22
ADP	Broken out	279.03	261.31	-2.22	-6.35%	7.98	2.86%	263.07	12	$3,348	240.4
WTW	Broken out	320.88	303.79	-2.1	-5.32%	8.15	2.54%	304.58	12	$3,850	282.81
WDAY	Broken out	168.57	150.24	-2.08	-10.87%	8.83	5.24%	150.91	11	$1,854	127.11
GEHC	Broken out	71.21	66.45	-1.98	-6.68%	2.41	3.38%	66.39	41	$2,920	60.2
ADBE	Broken out	263.66	242.05	-1.93	-8.2%	11.22	4.26%	241.22	8	$2,109	210.88
ADSK	Broken out	245.69	227.67	-1.9	-7.33%	9.46	3.85%	226.77	10	$2,457	201.96
MCK	Broken out	905.04	861	-1.88	-4.87%	23.4	2.59%	858.24	4	$3,620	790.57
ROP	Broken out	406.27	380.81	-1.87	-6.27%	13.62	3.35%	379.03	7	$2,844	335.5
EXPE	Broken out	301.42	280.76	-1.84	-6.85%	11.24	3.73%	278.94	8	$2,411	251.12
BKNG	Broken out	200.94	188.31	-1.82	-6.29%	6.93	3.45%	187.08	14	$2,813	171.02
BRO	Broken out	75.54	71.37	-1.8	-5.51%	2.31	3.06%	70.92	43	$3,248	64.82
STE	Broken out	233.96	222.54	-1.8	-4.88%	6.34	2.71%	221.28	15	$3,509	207.68
PAYX	Broken out	124.28	117.72	-1.77	-5.28%	3.71	2.99%	116.86	26	$3,231	107.49
IT	Broken out	164.97	151.14	-1.76	-8.38%	7.87	4.77%	149.23	12	$1,980	128.78
MRSH	Broken out	198.03	189.08	-1.74	-4.52%	5.13	2.59%	187.77	19	$3,763	174.59
HPQ	Broken out	28.39	26.59	-1.66	-6.32%	1.08	3.8%	26.23	92	$2,611	23.26
SOLV	Broken out	87.51	83.34	-1.62	-4.77%	2.58	2.95%	82.35	38	$3,325	75.55
SJM	Broken out	127.19	121.67	-1.6	-4.34%	3.46	2.72%	120.27	28	$3,561	107.45
FIS	Broken out	46.13	43.67	-1.54	-5.33%	1.6	3.47%	42.93	62	$2,860	39.96

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.

Showing the top 25 of 124 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)
GRMN	Broken out	298.76	253.49	-5.07	-15.15%	8.93	2.99%	280.9	11	$3,286	228.51
IQV	Broken out	246.07	217.05	-3.39	-11.79%	8.55	3.47%	228.97	11	$2,707	185.43
KO	Broken out	90.17	85.68	-2.34	-4.98%	1.92	2.13%	86.33	52	$4,689	80.83
ALL	Broken out	276.64	262.24	-2.23	-5.2%	6.45	2.33%	263.74	15	$4,150	233.38
ADP	Broken out	279.03	261.31	-2.22	-6.35%	7.98	2.86%	263.07	12	$3,348	217.65
WTW	Broken out	320.88	303.79	-2.1	-5.32%	8.15	2.54%	304.58	12	$3,850	256.33
GEHC	Broken out	71.21	66.45	-1.98	-6.68%	2.41	3.38%	66.39	41	$2,920	60.2
MCK	Broken out	905.04	861	-1.88	-4.87%	23.4	2.59%	858.24	4	$3,620	744.58
ROP	Broken out	406.27	380.81	-1.87	-6.27%	13.62	3.35%	379.03	7	$2,844	330.59
EXPE	Broken out	301.42	280.76	-1.84	-6.85%	11.24	3.73%	278.94	8	$2,411	249.28
BKNG	Broken out	200.94	188.31	-1.82	-6.29%	6.93	3.45%	187.08	14	$2,813	170.31
BRO	Broken out	75.54	71.37	-1.8	-5.51%	2.31	3.06%	70.92	43	$3,248	61.56
STE	Broken out	233.96	222.54	-1.8	-4.88%	6.34	2.71%	221.28	15	$3,509	206.32
PAYX	Broken out	124.28	117.72	-1.77	-5.28%	3.71	2.99%	116.86	26	$3,231	97
MRSH	Broken out	198.03	189.08	-1.74	-4.52%	5.13	2.59%	187.77	19	$3,763	162.69
SJM	Broken out	127.19	121.67	-1.6	-4.34%	3.46	2.72%	120.27	28	$3,561	107.45
SOLV	Broken out	87.51	83.42	-1.59	-4.67%	2.58	2.95%	82.35	38	$3,325	74.76
INCY	Broken out	126.57	120.71	-1.49	-4.63%	3.92	3.1%	118.73	25	$3,164	109.48
VRSK	Broken out	220.14	209.32	-1.47	-4.92%	7.36	3.34%	205.42	13	$2,862	177.18
BF-B	Broken out	29.52	28.07	-1.46	-4.91%	0.99	3.35%	27.54	101	$2,982	24.9
ABT	Broken out	109.82	105.86	-1.33	-3.61%	2.99	2.72%	103.84	33	$3,624	87.64
GDDY	Broken out	104.12	98.25	-1.31	-5.63%	4.47	4.29%	95.18	22	$2,291	79.82
AFL	Broken out	129.7	126.87	-1.27	-2.18%	2.23	1.72%	125.24	44	$5,707	117.16
JKHY	Broken out	162.13	155.77	-1.26	-3.92%	5.06	3.12%	152	19	$3,080	129.67
BXP	Broken out	73.74	71.41	-1.23	-3.16%	1.9	2.58%	69.94	52	$3,834	65.54

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)