Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-06 17:35 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 58 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)
MSI	Broken out	473.89	445.87	-2.24	-5.91%	12.52	2.64%	448.85	7	$3,317	402.41
PH	Broken out	1060.76	1009.86	-1.78	-4.8%	28.61	2.7%	1003.54	3	$3,182	942.32
BDX	Broken out	177.76	171.21	-1.47	-3.68%	4.47	2.51%	168.82	22	$3,911	152.13
FOXA	Broken out	62.06	60.23	-0.92	-2.94%	1.98	3.19%	58.1	50	$3,103	54.4
FOX	Broken out	55.15	53.66	-0.87	-2.71%	1.71	3.1%	51.73	58	$3,199	48.59
MET	Broken out	99.35	97.8	-0.79	-1.56%	1.97	1.98%	95.41	50	$4,967	91.34
DASH	Broken out	213.51	208.19	-0.65	-2.49%	8.2	3.84%	197.11	12	$2,562	166.58
NWS	Broken out	33.71	33.14	-0.58	-1.69%	0.99	2.94%	31.73	101	$3,405	29.6
LDOS	Broken out	134.5	132.07	-0.52	-1.81%	4.69	3.49%	125.12	21	$2,824	107.25
TSCO	Broken out	33.91	33.5	-0.38	-1.21%	1.09	3.21%	31.73	91	$3,086	28.96
NWSA	Broken out	29.45	29.17	-0.33	-0.97%	0.87	2.95%	27.71	114	$3,358	26.29
BRK-B	Broken out	522.47	520.67	-0.25	-0.34%	7.27	1.39%	507.93	13	$6,792	486.06
CHTR	Broken out	155.35	153.59	-0.24	-1.13%	7.46	4.8%	140.43	13	$2,020	111.55
CMCSA	Broken out	25.14	24.97	-0.2	-0.68%	0.86	3.42%	23.42	116	$2,916	21.28
PTC	Broken out	145.32	144.59	-0.14	-0.51%	5.44	3.74%	134.44	18	$2,616	112.01
JBL	Broken out	348.68	346.56	-0.12	-0.61%	17.14	4.92%	314.4	5	$1,743	285.8
PFE	Broken out	25.87	25.81	-0.11	-0.23%	0.53	2.05%	24.81	188	$4,864	24.44
FAST	Broken out	50.67	50.55	-0.09	-0.23%	1.29	2.55%	48.09	77	$3,901	45.18
DIS	Broken out	103.37	103.21	-0.07	-0.15%	2.39	2.31%	98.59	41	$4,238	92.49
BKR	Broken out	62.78	62.67	-0.06	-0.17%	1.9	3.03%	58.98	52	$3,264	56
VEEV	Broken out	214.45	214.25	-0.03	-0.09%	7.69	3.59%	199.07	13	$2,788	179.25
LULU	Broken out	124.83	124.82	0	-0.01%	4.3	3.44%	116.23	23	$2,871	109.2
NOC	Broken out	565.46	565.42	0	-0.01%	15.17	2.68%	535.12	6	$3,393	519.77
HWM	Near	295.17	295.28	0.01	0.04%	9.19	3.11%	276.9	10	$2,952	270.25
NEM	Near	105.53	105.61	0.02	0.08%	3.85	3.65%	97.91	25	$2,638	88.98

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 29 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)
MSI	Broken out	473.89	445.87	-2.24	-5.91%	12.52	2.64%	448.85	7	$3,317	401.58
PH	Broken out	1060.76	1009.86	-1.78	-4.8%	28.61	2.7%	1003.54	3	$3,182	934.38
BDX	Broken out	177.76	171.21	-1.47	-3.68%	4.47	2.51%	168.82	22	$3,911	148.23
MET	Broken out	99.35	97.8	-0.79	-1.56%	1.97	1.98%	95.41	50	$4,967	90.34
DASH	Broken out	213.51	208.19	-0.65	-2.49%	8.2	3.84%	197.11	12	$2,562	166.58
NWS	Broken out	33.71	33.14	-0.58	-1.69%	0.99	2.94%	31.73	101	$3,405	29.6
TSCO	Broken out	33.91	33.5	-0.38	-1.21%	1.09	3.21%	31.73	91	$3,086	28.93
NWSA	Broken out	29.45	29.17	-0.33	-0.97%	0.87	2.95%	27.71	114	$3,358	26.29
BRK-B	Broken out	522.47	520.67	-0.25	-0.34%	7.27	1.39%	507.93	13	$6,792	486.06
FAST	Broken out	50.67	50.55	-0.09	-0.23%	1.29	2.55%	48.09	77	$3,901	44.06
VEEV	Broken out	214.45	214.25	-0.03	-0.09%	7.69	3.59%	199.07	13	$2,788	179.25
LDOS	Broken out	134.5	134.47	-0.01	-0.02%	4.69	3.49%	125.12	21	$2,824	103.9
NOC	Broken out	565.46	565.42	0	-0.01%	15.17	2.68%	535.12	6	$3,393	479.02
HWM	Near	295.17	295.28	0.01	0.04%	9.19	3.11%	276.9	10	$2,952	265.01
CLX	Near	105.9	106.1	0.06	0.19%	3.2	3.02%	99.7	31	$3,283	92.44
ALLE	Near	168.3	168.6	0.07	0.18%	4.44	2.64%	159.72	22	$3,703	132.84
RTX	Near	222.45	222.82	0.07	0.17%	5.18	2.33%	212.46	19	$4,227	190.02
ETN	Near	449.65	453.5	0.21	0.86%	18.43	4.1%	416.64	5	$2,248	358.13
MSFT	Near	496.23	499.44	0.21	0.65%	15.34	3.09%	468.76	6	$2,977	373.35
LH	Near	314.15	316.11	0.24	0.62%	8.26	2.63%	299.59	12	$3,770	262.11
RMD	Near	223.38	225	0.25	0.72%	6.51	2.91%	211.98	15	$3,351	190.21
ORLY	Near	93.42	94.12	0.26	0.75%	2.72	2.91%	88.68	36	$3,363	82.59
TDY	Near	687.04	693.5	0.34	0.94%	19.28	2.81%	654.94	5	$3,435	610
TPR	Near	159.91	161.58	0.35	1.04%	4.77	2.98%	152.04	20	$3,198	135.03
IR	Near	89.28	90.36	0.39	1.21%	2.78	3.11%	84.8	35	$3,125	76.6

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)