Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-10 14:54 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.37%

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 91 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)
VRTX	Broken out	530.09	497.4	-2.11	-6.17%	15.47	2.92%	499.15	6	$3,181	465.51
APA	Broken out	39.96	37.9	-1.43	-5.16%	1.44	3.6%	37.08	69	$2,757	34.12
BRK-B	Broken out	533.26	525.44	-1.01	-1.47%	7.74	1.45%	517.78	12	$6,399	493.97
PLTR	Broken out	179.1	172.41	-0.8	-3.74%	8.38	4.68%	162.34	11	$1,970	117.89
FERG	Broken out	266.67	260.88	-0.78	-2.17%	7.44	2.79%	251.79	13	$3,467	222.48
LMT	Broken out	603.39	593.77	-0.63	-1.59%	15.23	2.52%	572.93	6	$3,620	556.55
A	Broken out	148.16	146.16	-0.51	-1.35%	3.93	2.65%	140.3	25	$3,704	135.78
ABNB	Broken out	181.3	178.48	-0.51	-1.56%	5.48	3.02%	170.34	18	$3,263	143
NOC	Broken out	580.02	572.75	-0.49	-1.25%	14.72	2.54%	550.58	6	$3,480	519.77
NTAP	Broken out	199.14	195.7	-0.44	-1.73%	7.82	3.93%	183.5	12	$2,390	163.68
REGN	Broken out	794.43	785.99	-0.43	-1.06%	19.78	2.49%	754.87	5	$3,972	659.53
CRWD	Broken out	223.3	219.35	-0.41	-1.77%	9.52	4.26%	204.26	10	$2,233	174.14
PFE	Broken out	26.98	26.76	-0.4	-0.8%	0.54	2%	25.9	185	$4,990	24.44
GEHC	Broken out	72.82	72.04	-0.35	-1.08%	2.22	3.05%	68.38	45	$3,277	60.93
NEM	Broken out	115.11	113.77	-0.33	-1.16%	3.99	3.47%	107.13	25	$2,878	88.98
UBER	Broken out	77.11	76.3	-0.31	-1.05%	2.64	3.42%	71.83	37	$2,853	65.41
COO	Broken out	75.69	75.13	-0.3	-0.74%	1.84	2.43%	72.01	54	$4,087	70.26
LDOS	Broken out	139.06	137.75	-0.29	-0.94%	4.57	3.29%	129.92	21	$2,920	110.28
WAT	Broken out	411.17	407.88	-0.26	-0.8%	12.54	3.05%	386.09	7	$2,878	367.67
BSX	Broken out	50.56	50.16	-0.23	-0.8%	1.73	3.42%	47.1	57	$2,882	42.55
MSFT	Broken out	508.55	505.18	-0.23	-0.66%	14.96	2.94%	478.63	6	$3,051	387.99
HPE	Broken out	55.24	54.63	-0.21	-1.1%	2.96	5.36%	49.32	33	$1,823	43.3
CRL	Broken out	269.95	268	-0.2	-0.72%	9.76	3.62%	250.43	10	$2,700	222.68
VEEV	Broken out	233.3	231.66	-0.2	-0.7%	8.05	3.45%	217.2	12	$2,800	189.11
ORCL	Broken out	149.78	148.7	-0.14	-0.72%	7.81	5.21%	134.16	12	$1,797	114.5

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 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)
BRK-B	Broken out	533.26	525.44	-1.01	-1.47%	7.74	1.45%	517.78	12	$6,399	486.06
PLTR	Broken out	179.1	172.41	-0.8	-3.74%	8.38	4.68%	162.34	11	$1,970	117.89
FERG	Broken out	266.67	260.88	-0.78	-2.17%	7.44	2.79%	251.79	13	$3,467	222.48
LMT	Broken out	603.39	593.77	-0.63	-1.59%	15.23	2.52%	572.93	6	$3,620	487.15
A	Broken out	148.16	146.16	-0.51	-1.35%	3.93	2.65%	140.3	25	$3,704	125
ABNB	Broken out	181.3	178.48	-0.51	-1.56%	5.48	3.02%	170.34	18	$3,263	135.72
NOC	Broken out	580.02	572.75	-0.49	-1.25%	14.72	2.54%	550.58	6	$3,480	479.02
NTAP	Broken out	199.14	195.7	-0.44	-1.73%	7.82	3.93%	183.5	12	$2,390	156.26
REGN	Broken out	794.43	785.99	-0.43	-1.06%	19.78	2.49%	754.87	5	$3,972	637.8
CRWD	Broken out	223.3	219.35	-0.41	-1.77%	9.52	4.26%	204.26	10	$2,233	174.14
PFE	Broken out	26.98	26.76	-0.4	-0.8%	0.54	2%	25.9	185	$4,990	24.14
GEHC	Broken out	72.82	72.04	-0.35	-1.08%	2.22	3.05%	68.38	45	$3,277	60.2
NEM	Broken out	115.11	113.77	-0.33	-1.16%	3.99	3.47%	107.13	25	$2,878	88.75
COO	Broken out	75.69	75.13	-0.3	-0.74%	1.84	2.43%	72.01	54	$4,087	68.37
LDOS	Broken out	139.06	137.75	-0.29	-0.94%	4.57	3.29%	129.92	21	$2,920	103.9
WAT	Broken out	411.17	407.88	-0.26	-0.8%	12.54	3.05%	386.09	7	$2,878	345.21
MSFT	Broken out	508.55	505.18	-0.23	-0.66%	14.96	2.94%	478.63	6	$3,051	377.39
CRL	Broken out	269.95	268	-0.2	-0.72%	9.76	3.62%	250.43	10	$2,700	213.4
VEEV	Broken out	233.3	231.66	-0.2	-0.7%	8.05	3.45%	217.2	12	$2,800	179.25
ADSK	Broken out	254.07	252.89	-0.13	-0.46%	9.07	3.57%	235.93	11	$2,795	201.96
RTX	Broken out	226.29	225.65	-0.13	-0.29%	5.05	2.23%	216.19	19	$4,300	190.02
PTC	Broken out	150.28	149.67	-0.11	-0.41%	5.5	3.66%	139.28	18	$2,705	111.93
PANW	Broken out	378.29	376.98	-0.09	-0.35%	15.28	4.04%	347.73	6	$2,270	308.54
HPQ	Near	30.03	30.06	0.02	0.1%	1.22	4.06%	27.62	81	$2,432	23.26
FAST	Near	51.85	51.9	0.04	0.1%	1.27	2.45%	49.36	78	$4,044	44.06

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)