Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-07 14:49 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 85 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)
ABNB	Broken out	176.14	156.5	-3.64	-11.15%	5.4	3.07%	165.34	18	$3,171	138.16
NEM	Broken out	112.62	106.4	-1.53	-5.52%	4.06	3.61%	104.5	24	$2,703	88.98
VEEV	Broken out	230.32	217.95	-1.52	-5.37%	8.13	3.53%	214.06	12	$2,764	182
NOW	Broken out	124.91	120	-0.74	-3.93%	6.65	5.32%	111.61	15	$1,874	94.87
WDAY	Broken out	179.6	174	-0.62	-3.12%	9.06	5.04%	161.48	11	$1,976	130.49
PFE	Broken out	26.48	26.2	-0.52	-1.04%	0.53	2%	25.42	188	$4,977	24.44
COHR	Broken out	371.25	354.47	-0.51	-4.52%	32.94	8.87%	305.37	3	$1,114	220.68
FOX	Broken out	56.24	55.55	-0.41	-1.23%	1.7	3.02%	52.84	58	$3,262	48.69
LULU	Broken out	127.69	125.92	-0.41	-1.39%	4.33	3.39%	119.03	23	$2,937	110.55
FAST	Broken out	51.41	50.91	-0.39	-0.97%	1.29	2.51%	48.83	77	$3,959	46.01
ZBRA	Broken out	381.93	376.7	-0.37	-1.37%	14.21	3.72%	353.51	7	$2,674	256.67
FOXA	Broken out	63.18	62.47	-0.36	-1.12%	1.98	3.13%	59.22	50	$3,159	55.05
BKNG	Broken out	214.42	211.82	-0.35	-1.21%	7.38	3.44%	199.66	13	$2,787	174.5
PLTR	Broken out	168.74	166.08	-0.32	-1.58%	8.31	4.92%	152.12	12	$2,025	117.89
GPC	Broken out	134.39	133.21	-0.29	-0.88%	4.09	3.04%	126.21	24	$3,225	120.02
LOW	Broken out	222.21	220.49	-0.29	-0.77%	5.85	2.63%	210.51	17	$3,777	201.96
DASH	Broken out	220.2	218.03	-0.26	-0.99%	8.43	3.83%	203.34	11	$2,422	169.67
A	Broken out	143.37	142.42	-0.25	-0.66%	3.84	2.68%	135.69	26	$3,728	135.78
GEN	Broken out	28.66	28.5	-0.17	-0.56%	0.94	3.28%	26.78	106	$3,038	25.43
CMCSA	Broken out	25.33	25.2	-0.15	-0.51%	0.84	3.32%	23.65	119	$3,014	21.28
ADBE	Broken out	267.61	266.28	-0.12	-0.5%	11.13	4.16%	245.35	8	$2,141	216.15
ADSK	Broken out	250.24	249.14	-0.12	-0.44%	9.16	3.66%	231.92	10	$2,502	204.48
MSFT	Broken out	503.42	501.56	-0.12	-0.37%	15	2.98%	473.42	6	$3,021	380.65
LH	Broken out	317.95	317.1	-0.1	-0.27%	8.15	2.56%	301.65	12	$3,815	290.22
SWKS	Broken out	68.29	68	-0.09	-0.42%	3.27	4.79%	61.75	30	$2,049	57.5

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 54 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)
ABNB	Broken out	176.14	156.5	-3.64	-11.15%	5.4	3.07%	165.34	18	$3,171	135.72
VEEV	Broken out	230.32	217.95	-1.52	-5.37%	8.13	3.53%	214.06	12	$2,764	179.25
WDAY	Broken out	179.6	174	-0.62	-3.12%	9.06	5.04%	161.48	11	$1,976	127.11
FAST	Broken out	51.41	50.91	-0.39	-0.97%	1.29	2.51%	48.83	77	$3,959	44.06
ZBRA	Broken out	381.93	376.7	-0.37	-1.37%	14.21	3.72%	353.51	7	$2,674	250.32
BKNG	Broken out	214.42	211.82	-0.35	-1.21%	7.38	3.44%	199.66	13	$2,787	171.02
PLTR	Broken out	168.74	166.08	-0.32	-1.58%	8.31	4.92%	152.12	12	$2,025	117.89
DASH	Broken out	220.2	218.03	-0.26	-0.99%	8.43	3.83%	203.34	11	$2,422	166.58
A	Broken out	143.37	142.42	-0.25	-0.66%	3.84	2.68%	135.69	26	$3,728	125
GEN	Broken out	28.66	28.5	-0.17	-0.56%	0.94	3.28%	26.78	106	$3,038	24.97
MSFT	Broken out	503.42	501.56	-0.12	-0.37%	15	2.98%	473.42	6	$3,021	377.39
NEM	Broken out	112.62	112.18	-0.11	-0.39%	4.06	3.61%	104.5	24	$2,703	88.75
LH	Broken out	317.95	317.1	-0.1	-0.27%	8.15	2.56%	301.65	12	$3,815	262.11
FERG	Broken out	259.48	258.92	-0.08	-0.21%	7.26	2.8%	244.96	13	$3,373	222.48
ALLE	Broken out	169.93	169.76	-0.04	-0.1%	4.41	2.6%	161.11	22	$3,739	134.63
IT	Near	192.01	192.79	0.08	0.41%	9.32	4.85%	174.15	10	$1,920	128.78
ADSK	Near	250.24	251.16	0.1	0.37%	9.16	3.66%	232.84	10	$2,502	201.96
PYPL	Near	59.61	59.79	0.11	0.3%	1.6	2.68%	56.59	62	$3,696	45.76
SHW	Near	370.44	371.53	0.11	0.29%	10.22	2.76%	351.09	9	$3,334	301.1
CTSH	Near	57.35	57.65	0.12	0.51%	2.54	4.43%	52.57	39	$2,237	41.58
PFE	Near	26.48	26.54	0.12	0.25%	0.53	2%	25.48	188	$4,977	24.1
TECH	Near	72.26	72.37	0.12	0.15%	0.89	1.23%	70.59	112	$8,094	70.84
WTW	Near	343.13	344.34	0.14	0.35%	8.65	2.52%	327.04	11	$3,774	282.81
LDOS	Near	134.71	135.5	0.17	0.58%	4.58	3.4%	126.34	21	$2,829	103.9
PTC	Near	148.41	149.47	0.19	0.71%	5.49	3.7%	138.49	18	$2,671	111.93

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)