Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-07-31 15:59 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

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 29 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)
AMZN	Broken out	268.83	258.08	-1.22	-4%	8.81	3.28%	251.21	11	$2,957	226.16
DXCM	Broken out	82.78	79.15	-1.2	-4.38%	3.03	3.66%	76.72	33	$2,732	69.79
MSFT	Broken out	463.22	458.69	-0.31	-0.98%	14.69	3.17%	433.84	6	$2,779	377.39
CME	Broken out	268.82	267.47	-0.19	-0.5%	7.25	2.7%	254.32	13	$3,495	237.14
REGN	Broken out	742.71	740	-0.14	-0.36%	19.2	2.59%	704.31	5	$3,714	637.8
MPWR	Broken out	1432.6	1419.92	-0.13	-0.89%	94.6	6.6%	1243.4	1	$1,433	1231
EA	Broken out	209.88	209.8	-0.09	-0.04%	0.79	0.38%	208.3	47 capped	$9,864	208.4
HII	Broken out	321.18	320.65	-0.05	-0.16%	11.32	3.52%	298.54	8	$2,569	263.62
TPR	Broken out	152.82	152.68	-0.03	-0.09%	4.78	3.13%	143.26	20	$3,056	137.46
NTAP	Near	177.97	178.29	0.05	0.18%	7.04	3.96%	164.21	14	$2,492	157
EME	Near	809.45	811.61	0.06	0.27%	36.09	4.46%	739.43	2	$1,619	668.82
BRK-B	Near	512.4	513.44	0.15	0.2%	6.99	1.36%	499.46	14	$7,174	486.06
TECH	Near	72.16	72.37	0.19	0.29%	1.09	1.51%	70.19	91	$6,567	71.45
ZBRA	Near	290.79	292.76	0.19	0.68%	10.53	3.62%	271.7	9	$2,617	253.71
AME	Near	242.87	244.16	0.24	0.53%	5.32	2.19%	233.52	18	$4,372	229.89
SWK	Near	95.2	96.04	0.26	0.88%	3.27	3.43%	89.5	30	$2,856	86.38
CHTR	Near	144.72	146.85	0.28	1.47%	7.65	5.29%	131.55	13	$1,881	111.55
JCI	Near	145.68	147.25	0.32	1.08%	4.97	3.41%	137.31	20	$2,914	136.24
CBOE	Near	304.51	308.84	0.36	1.42%	12.05	3.96%	284.74	8	$2,436	270.21
MTD	Near	1398.03	1412.36	0.36	1.03%	40.18	2.87%	1332	2	$2,796	1216.9
APO	Near	123.98	125.61	0.39	1.31%	4.14	3.34%	117.33	24	$2,976	116.57
BMY	Near	64.92	65.56	0.4	0.99%	1.62	2.5%	62.32	61	$3,960	59.8
CASY	Near	874.41	885.49	0.4	1.27%	27.96	3.2%	829.57	3	$2,623	820
FOXA	Near	58.26	59.01	0.4	1.27%	1.87	3.21%	55.27	53	$3,088	54.4
AMP	Near	548.12	553.46	0.41	0.97%	12.88	2.35%	527.7	7	$3,837	510.75

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.

Symbol	Status	Close	55d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (20d low)
DXCM	Broken out	82.78	79.15	-1.2	-4.38%	3.03	3.66%	76.72	33	$2,732	69.14
REGN	Broken out	742.71	740	-0.14	-0.36%	19.2	2.59%	704.31	5	$3,714	625.7
EA	Broken out	209.88	209.8	-0.09	-0.04%	0.79	0.38%	208.3	47 capped	$9,864	204.83
BRK-B	Near	512.4	513.44	0.15	0.2%	6.99	1.36%	499.46	14	$7,174	486.06
TECH	Near	72.16	72.37	0.19	0.29%	1.09	1.51%	70.19	91	$6,567	70.49
ZBRA	Near	290.79	292.76	0.19	0.68%	10.53	3.62%	271.7	9	$2,617	250.32
MSFT	Near	463.22	466.32	0.21	0.67%	14.69	3.17%	436.94	6	$2,779	373.35
SWK	Near	95.2	96.04	0.26	0.88%	3.27	3.43%	89.5	30	$2,856	84.86
AME	Near	242.87	244.71	0.35	0.76%	5.32	2.19%	234.07	18	$4,372	226.51
MTD	Near	1398.03	1412.36	0.36	1.03%	40.18	2.87%	1332	2	$2,796	1216.9
BMY	Near	64.92	65.56	0.4	0.99%	1.62	2.5%	62.32	61	$3,960	56.41
AMP	Near	548.12	553.46	0.41	0.97%	12.88	2.35%	527.7	7	$3,837	481.5
RJF	Near	176.42	178.28	0.46	1.05%	4.01	2.27%	170.26	24	$4,234	159.5
MET	Near	96.9	97.8	0.49	0.93%	1.84	1.9%	94.12	54	$5,233	87.72

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)