Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-04 16:15 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.39%

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)
ZBRA	Broken out	356.01	300.99	-4.01	-15.45%	13.73	3.86%	328.55	7	$2,492	253.71
PLTR	Broken out	160.73	138.9	-2.77	-13.58%	7.87	4.9%	144.99	12	$1,929	117.89
LDOS	Broken out	128.57	119.47	-2.07	-7.07%	4.4	3.42%	119.77	22	$2,828	103.9
BR	Broken out	170.86	163.24	-1.33	-4.46%	5.75	3.37%	159.36	17	$2,905	143.04
IT	Broken out	177.11	167.47	-1.1	-5.44%	8.74	4.93%	159.63	11	$1,948	128.78
NTAP	Broken out	192.27	184.38	-1.09	-4.1%	7.24	3.77%	177.79	13	$2,500	163.36
WSM	Broken out	249.98	241.94	-1.07	-3.22%	7.49	3%	235	13	$3,250	215.78
JCI	Broken out	153.16	148.41	-0.94	-3.1%	5.06	3.3%	143.04	19	$2,910	136.24
SWK	Broken out	100.86	98.13	-0.83	-2.71%	3.27	3.24%	94.32	30	$3,026	86.38
NDSN	Broken out	307.87	303.58	-0.66	-1.39%	6.52	2.12%	294.83	15	$4,618	284.95
AME	Broken out	248.39	244.97	-0.6	-1.38%	5.7	2.29%	236.99	17	$4,223	233.97
IDXX	Broken out	592.58	581.55	-0.57	-1.86%	19.47	3.29%	553.64	5	$2,963	534.36
WAT	Broken out	398.76	391.87	-0.53	-1.73%	12.87	3.23%	373.02	7	$2,791	345.21
TDY	Broken out	682.3	672	-0.52	-1.51%	19.88	2.91%	642.54	5	$3,411	620.95
DDOG	Broken out	285.18	278.76	-0.5	-2.25%	12.93	4.53%	259.32	7	$1,996	237.67
CCL	Broken out	29.64	29.09	-0.49	-1.84%	1.12	3.78%	27.4	89	$2,638	25.1
COF	Broken out	221.77	218.96	-0.49	-1.27%	5.76	2.6%	210.25	17	$3,770	195.89
IVZ	Broken out	31.51	31.02	-0.49	-1.56%	1	3.17%	29.51	100	$3,151	27.86
DPZ	Broken out	371.48	365.45	-0.48	-1.62%	12.65	3.41%	346.18	7	$2,600	315.68
HPE	Broken out	52.46	51.08	-0.48	-2.63%	2.87	5.47%	46.72	34	$1,784	43.3
KEYS	Broken out	339.58	332.78	-0.48	-2%	14.29	4.21%	311	6	$2,037	293.55
AVGO	Broken out	415.55	407.52	-0.47	-1.93%	17.26	4.15%	381.03	5	$2,078	369.51
TER	Broken out	406.03	392	-0.43	-3.46%	32.7	8.05%	340.63	3	$1,218	301
FCX	Broken out	66.64	65.43	-0.42	-1.82%	2.9	4.35%	60.84	34	$2,266	58.19
FSLR	Broken out	247.36	242.18	-0.41	-2.09%	12.59	5.09%	222.18	7	$1,732	195.84

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 72 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)
ZBRA	Broken out	356.01	300.99	-4.01	-15.45%	13.73	3.86%	328.55	7	$2,492	250.32
BR	Broken out	170.86	163.24	-1.33	-4.46%	5.75	3.37%	159.36	17	$2,905	143.04
SWK	Broken out	100.86	98.13	-0.83	-2.71%	3.27	3.24%	94.32	30	$3,026	84.86
WSM	Broken out	249.98	244.65	-0.71	-2.13%	7.49	3%	235	13	$3,250	214.19
AME	Broken out	248.39	244.97	-0.6	-1.38%	5.7	2.29%	236.99	17	$4,223	226.51
IDXX	Broken out	592.58	581.55	-0.57	-1.86%	19.47	3.29%	553.64	5	$2,963	534.36
WAT	Broken out	398.76	391.87	-0.53	-1.73%	12.87	3.23%	373.02	7	$2,791	345.21
DDOG	Broken out	285.18	278.76	-0.5	-2.25%	12.93	4.53%	259.32	7	$1,996	237.67
COF	Broken out	221.77	218.96	-0.49	-1.27%	5.76	2.6%	210.25	17	$3,770	191.38
IVZ	Broken out	31.51	31.02	-0.49	-1.56%	1	3.17%	29.51	100	$3,151	26.54
DPZ	Broken out	371.48	365.45	-0.48	-1.62%	12.65	3.41%	346.18	7	$2,600	294.94
IR	Broken out	89	87.85	-0.41	-1.29%	2.82	3.17%	83.36	35	$3,115	75.4
ULTA	Broken out	541.28	535.26	-0.41	-1.11%	14.76	2.73%	511.76	6	$3,248	445
JCI	Broken out	153.16	151.18	-0.39	-1.29%	5.06	3.3%	143.04	19	$2,910	136.22
TDY	Broken out	682.3	674.66	-0.38	-1.12%	19.88	2.91%	642.54	5	$3,411	610
ANET	Broken out	193.29	189.82	-0.35	-1.8%	10.03	5.19%	173.23	9	$1,740	156.84
MSFT	Broken out	497.11	491.65	-0.35	-1.1%	15.7	3.16%	465.71	6	$2,983	373.35
CLX	Broken out	102.36	101.37	-0.31	-0.97%	3.15	3.08%	96.06	31	$3,173	92.44
SHW	Broken out	360.27	357.27	-0.29	-0.83%	10.45	2.9%	339.37	9	$3,242	301.1
J	Broken out	141.97	141.05	-0.24	-0.65%	3.82	2.69%	134.33	26	$3,691	124.47
BX	Broken out	136.31	135.44	-0.2	-0.64%	4.43	3.25%	127.45	22	$2,999	116.8
MSI	Broken out	444.27	442.22	-0.2	-0.46%	10.31	2.32%	423.65	9	$3,998	401.58
BAC	Broken out	63.17	62.99	-0.16	-0.29%	1.14	1.8%	60.89	87	$5,496	58.3
JPM	Broken out	360.47	359.3	-0.16	-0.32%	7.39	2.05%	345.69	13	$4,686	325.75
BLK	Broken out	1131.77	1129.24	-0.09	-0.22%	28.55	2.52%	1074.67	3	$3,395	982.99

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)