Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-05 16:00 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.4%

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 94 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)
AIZ	Broken out	298.39	284.64	-2.31	-4.61%	5.94	1.99%	286.51	16	$4,774	269.78
CRL	Broken out	261.28	242.73	-1.86	-7.1%	9.96	3.81%	241.36	10	$2,613	216.99
IFF	Broken out	86.59	81.63	-1.86	-5.73%	2.67	3.08%	81.25	37	$3,204	72.11
NEM	Broken out	104.82	98.52	-1.62	-6.01%	3.88	3.7%	97.06	25	$2,620	88.98
EMR	Broken out	164.57	159.48	-1.09	-3.09%	4.68	2.84%	155.21	21	$3,456	138.6
WYNN	Broken out	104.35	101.1	-1.01	-3.11%	3.23	3.1%	97.89	30	$3,130	92.52
AMGN	Broken out	407.92	398	-0.92	-2.43%	10.76	2.64%	386.4	9	$3,671	359.21
NVDA	Broken out	219.35	214.39	-0.64	-2.26%	7.73	3.52%	203.89	12	$2,632	190.01
DD	Broken out	145.5	143.55	-0.47	-1.34%	4.18	2.87%	137.14	23	$3,346	130.19
SCHW	Broken out	107.87	106.81	-0.47	-0.98%	2.25	2.09%	103.37	44	$4,746	99.42
FCX	Broken out	69.1	67.85	-0.42	-1.8%	2.95	4.27%	63.2	33	$2,280	58.19
ANET	Broken out	198.18	194.35	-0.36	-1.93%	10.77	5.43%	176.64	9	$1,784	156.84
HUBB	Broken out	510.94	505.46	-0.31	-1.07%	17.85	3.49%	475.24	5	$2,555	455.07
TPR	Broken out	159.07	157.62	-0.3	-0.91%	4.77	3%	149.53	20	$3,181	137.46
FAST	Broken out	50.14	49.77	-0.28	-0.74%	1.31	2.61%	47.52	76	$3,811	45.01
AMCR	Broken out	47.58	47.24	-0.27	-0.73%	1.26	2.65%	45.06	79	$3,759	41.94
EXPE	Broken out	315.54	312.75	-0.24	-0.89%	11.8	3.74%	291.94	8	$2,524	251.12
GE	Broken out	381.24	378.85	-0.24	-0.63%	10.15	2.66%	360.94	9	$3,431	338.6
APH	Broken out	174.33	172.9	-0.19	-0.82%	7.35	4.22%	159.63	13	$2,266	139.67
ALLE	Broken out	166.29	165.49	-0.18	-0.48%	4.47	2.69%	157.35	22	$3,658	137.9
MOS	Broken out	23.56	23.4	-0.16	-0.66%	0.98	4.16%	21.6	102	$2,403	21.61
DASH	Broken out	205.39	204.5	-0.11	-0.43%	8.07	3.93%	189.25	12	$2,465	166.58
REGN	Broken out	775	772.75	-0.11	-0.29%	19.8	2.55%	735.4	5	$3,875	637.8
J	Broken out	144.37	143.97	-0.1	-0.28%	4.17	2.89%	136.03	23	$3,321	129.57
JCI	Broken out	154.82	154.32	-0.1	-0.32%	5.09	3.29%	144.64	19	$2,942	136.24

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 62 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)
AIZ	Broken out	298.39	284.64	-2.31	-4.61%	5.94	1.99%	286.51	16	$4,774	269.78
CRL	Broken out	261.28	242.73	-1.86	-7.1%	9.96	3.81%	241.36	10	$2,613	213.4
EMR	Broken out	164.57	159.48	-1.09	-3.09%	4.68	2.84%	155.21	21	$3,456	133.55
IFF	Broken out	86.59	83.83	-1.03	-3.19%	2.67	3.08%	81.25	37	$3,204	72.11
AMGN	Broken out	407.92	398	-0.92	-2.43%	10.76	2.64%	386.4	9	$3,671	353.95
SCHW	Broken out	107.87	106.81	-0.47	-0.98%	2.25	2.09%	103.37	44	$4,746	99.42
ANET	Broken out	198.18	194.35	-0.36	-1.93%	10.77	5.43%	176.64	9	$1,784	156.84
TPR	Broken out	159.07	157.62	-0.3	-0.91%	4.77	3%	149.53	20	$3,181	135.03
FAST	Broken out	50.14	49.77	-0.28	-0.74%	1.31	2.61%	47.52	76	$3,811	44.06
AMCR	Broken out	47.58	47.24	-0.27	-0.73%	1.26	2.65%	45.06	79	$3,759	41.45
EXPE	Broken out	315.54	312.75	-0.24	-0.89%	11.8	3.74%	291.94	8	$2,524	251.12
ALLE	Broken out	166.29	165.49	-0.18	-0.48%	4.47	2.69%	157.35	22	$3,658	132.84
DASH	Broken out	205.39	204.5	-0.11	-0.43%	8.07	3.93%	189.25	12	$2,465	166.58
REGN	Broken out	775	772.75	-0.11	-0.29%	19.8	2.55%	735.4	5	$3,875	637.8
J	Broken out	144.37	143.97	-0.1	-0.28%	4.17	2.89%	136.03	23	$3,321	124.47
JCI	Broken out	154.82	154.32	-0.1	-0.32%	5.09	3.29%	144.64	19	$2,942	136.24
NDSN	Broken out	311.13	310.56	-0.09	-0.18%	6.58	2.11%	297.97	15	$4,667	280.38
BKNG	Broken out	205.15	204.61	-0.07	-0.26%	7.39	3.6%	190.37	13	$2,667	170.31
RJF	Broken out	179.93	179.69	-0.06	-0.13%	3.85	2.14%	172.23	25	$4,498	163.01
IR	Broken out	89.64	89.49	-0.05	-0.17%	2.79	3.11%	84.06	35	$3,137	75.4
SWK	Broken out	102.69	102.53	-0.05	-0.16%	3.29	3.2%	96.11	30	$3,081	84.86
SHW	Broken out	364.63	364.49	-0.01	-0.04%	10.23	2.81%	344.17	9	$3,282	301.1
BA	Near	238.15	238.17	0	0.01%	7.3	3.07%	223.57	13	$3,096	203.9
ZBH	Near	97.42	97.6	0.06	0.18%	3.09	3.17%	91.42	32	$3,117	86.33
VEEV	Near	211.74	212.34	0.08	0.28%	7.72	3.65%	196.9	12	$2,541	179.25

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)