Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-03 16:19 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.44%

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 65 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)
MSFT	Broken out	486.78	466.84	-1.29	-4.1%	15.45	3.17%	455.88	6	$2,921	377.39
AMZN	Broken out	284.54	273.23	-1.23	-3.97%	9.21	3.24%	266.12	10	$2,845	226.16
ULTA	Broken out	530.46	517.27	-0.9	-2.49%	14.59	2.75%	501.28	6	$3,183	471.76
ETN	Broken out	434.11	420.25	-0.73	-3.19%	18.95	4.37%	396.21	5	$2,171	358.13
ARES	Broken out	134.38	131.34	-0.59	-2.26%	5.13	3.82%	124.12	19	$2,553	117.43
DXCM	Broken out	86.35	84.7	-0.53	-1.91%	3.09	3.58%	80.17	32	$2,763	69.79
NTAP	Broken out	183.08	179.81	-0.46	-1.79%	7.08	3.87%	168.92	14	$2,563	160.81
VRSN	Broken out	299.62	295.36	-0.44	-1.42%	9.63	3.21%	280.36	10	$2,996	255.21
COF	Broken out	215.66	213.32	-0.41	-1.09%	5.71	2.65%	204.24	17	$3,666	195.89
APO	Broken out	127.68	126.19	-0.36	-1.17%	4.19	3.28%	119.3	23	$2,937	116.57
BSX	Broken out	47.74	47.16	-0.33	-1.2%	1.74	3.65%	44.26	57	$2,721	42.5
TGT	Broken out	149.16	147.77	-0.33	-0.93%	4.2	2.82%	140.76	23	$3,431	132.55
BEN	Broken out	35.24	34.92	-0.32	-0.89%	0.98	2.78%	33.28	102	$3,594	31.73
SWK	Broken out	97.04	96.04	-0.3	-1.03%	3.28	3.38%	90.48	30	$2,911	86.38
DASH	Broken out	201.87	199.89	-0.24	-0.98%	8.34	4.13%	185.19	11	$2,221	166.58
EXE	Broken out	94.89	94.3	-0.24	-0.62%	2.47	2.6%	89.95	40	$3,796	86.41
EMR	Broken out	152.74	152.09	-0.16	-0.43%	4.19	2.74%	144.36	23	$3,513	135.25
UHS	Broken out	170.46	170	-0.07	-0.27%	6.12	3.59%	158.22	16	$2,727	147.07
CHTR	Broken out	147.23	146.85	-0.05	-0.26%	7.53	5.11%	132.17	13	$1,914	111.55
FSLR	Broken out	238.86	238.24	-0.05	-0.26%	12.08	5.06%	214.7	8	$1,911	195.84
PFG	Broken out	115.07	114.95	-0.05	-0.1%	2.46	2.14%	110.15	40	$4,603	106.28
GOOG	Broken out	374.49	374.35	-0.01	-0.04%	12.11	3.23%	350.27	8	$2,996	314.89
EA	Near	209.93	209.93	0.01	0%	0.76	0.36%	208.41	47 capped	$9,866	208.4
VEEV	Near	209.13	209.33	0.03	0.1%	7.94	3.8%	193.45	12	$2,510	179.25
GOOGL	Near	374.81	375.27	0.04	0.12%	12.29	3.28%	350.69	8	$2,998	314.9

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 36 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)
MSFT	Broken out	486.78	466.84	-1.29	-4.1%	15.45	3.17%	455.88	6	$2,921	373.35
AMZN	Broken out	284.54	274.75	-1.06	-3.44%	9.21	3.24%	266.12	10	$2,845	226.16
DXCM	Broken out	86.35	84.7	-0.53	-1.91%	3.09	3.58%	80.17	32	$2,763	69.74
COF	Broken out	215.66	213.32	-0.41	-1.09%	5.71	2.65%	204.24	17	$3,666	191.38
TGT	Broken out	149.16	147.77	-0.33	-0.93%	4.2	2.82%	140.76	23	$3,431	124.7
BEN	Broken out	35.24	34.92	-0.32	-0.89%	0.98	2.78%	33.28	102	$3,594	31.73
SWK	Broken out	97.04	96.04	-0.3	-1.03%	3.28	3.38%	90.48	30	$2,911	84.86
DASH	Broken out	201.87	199.89	-0.24	-0.98%	8.34	4.13%	185.19	11	$2,221	166.58
ULTA	Broken out	530.46	527	-0.24	-0.65%	14.59	2.75%	501.28	6	$3,183	445
PFG	Broken out	115.07	114.95	-0.05	-0.1%	2.46	2.14%	110.15	40	$4,603	106.28
EA	Near	209.93	209.93	0.01	0%	0.76	0.36%	208.41	47 capped	$9,866	204.83
EMR	Near	152.74	152.88	0.03	0.09%	4.19	2.74%	144.5	23	$3,513	133.55
VEEV	Near	209.13	209.33	0.03	0.1%	7.94	3.8%	193.45	12	$2,510	179.25
REGN	Near	763.32	764.75	0.07	0.19%	19.76	2.59%	725.23	5	$3,817	637.72
BRK-B	Near	512.44	513.44	0.14	0.2%	7.12	1.39%	499.2	14	$7,174	486.06
ETN	Near	434.11	436.74	0.14	0.61%	18.95	4.37%	398.84	5	$2,171	358.13
DPZ	Near	362.1	364.58	0.19	0.68%	12.75	3.52%	339.08	7	$2,535	294.94
BDX	Near	168.23	169.1	0.2	0.52%	4.34	2.58%	160.42	23	$3,869	148.23
GEN	Near	27.94	28.12	0.2	0.64%	0.89	3.19%	26.34	112	$3,129	24.97
TECH	Near	72.16	72.37	0.2	0.29%	1.04	1.44%	70.29	96	$6,927	70.49
ZBRA	Near	292.56	295.77	0.3	1.1%	10.82	3.7%	274.13	9	$2,633	250.32
KKR	Near	103.09	104.17	0.31	1.05%	3.48	3.38%	97.21	28	$2,887	91.37
RVTY	Near	114.95	116.16	0.32	1.05%	3.82	3.32%	108.52	26	$2,989	102.37
CDW	Near	149.18	151.17	0.37	1.34%	5.4	3.62%	140.37	18	$2,685	127.39
GRMN	Near	300.55	304	0.37	1.15%	9.23	3.07%	285.54	10	$3,005	235.76

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)