Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-12 14:53 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.3%

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 52 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)
SMCI	Broken out	35.86	33.39	-1	-6.89%	2.48	6.92%	30.9	40	$1,434	25.68
JBL	Broken out	366.97	357.72	-0.54	-2.52%	17.06	4.65%	332.85	5	$1,835	285.8
KEYS	Broken out	352.1	345.43	-0.49	-1.89%	13.5	3.83%	325.1	7	$2,465	293.55
CRL	Broken out	285.21	282.39	-0.29	-0.99%	9.87	3.46%	265.47	10	$2,852	227.38
JPM	Broken out	365.01	363.12	-0.28	-0.52%	6.77	1.85%	351.47	14	$5,110	343.78
MPC	Broken out	339.36	336.45	-0.27	-0.86%	10.78	3.18%	317.8	9	$3,054	290.36
NEM	Broken out	119.18	118.21	-0.25	-0.82%	3.96	3.32%	111.26	25	$2,980	88.98
CEG	Broken out	282.86	280.36	-0.24	-0.88%	10.24	3.62%	262.38	9	$2,546	256.16
DRI	Broken out	220.46	219.43	-0.19	-0.47%	5.5	2.49%	209.46	18	$3,968	202.05
BAC	Broken out	64.38	64.27	-0.1	-0.16%	1.06	1.65%	62.26	94	$6,051	60.91
WBD	Broken out	27.51	27.46	-0.09	-0.18%	0.53	1.93%	26.45	188	$5,172	25.4
VLO	Broken out	324.84	324.37	-0.04	-0.14%	11.07	3.41%	302.7	9	$2,924	291.46
PSKY	Broken out	9.47	9.46	-0.01	-0.05%	0.39	4.12%	8.69	256	$2,423	7.62
ETN	Near	463.55	463.75	0.01	0.04%	17.76	3.83%	428.23	5	$2,318	358.13
BLK	Near	1152.18	1152.8	0.02	0.05%	25.76	2.24%	1101.28	3	$3,457	1071.37
BKR	Near	64.78	64.85	0.04	0.11%	1.8	2.78%	61.25	55	$3,563	58.54
NVDA	Near	224.43	224.76	0.04	0.15%	7.5	3.34%	209.76	13	$2,918	190.01
TKO	Near	194.39	194.82	0.07	0.22%	5.79	2.98%	183.24	17	$3,305	179
PSX	Near	224.14	224.68	0.08	0.24%	6.75	3.01%	211.18	14	$3,138	200.31
COP	Near	125.74	126.05	0.09	0.25%	3.33	2.65%	119.39	30	$3,772	114.71
WAT	Near	414.44	415.63	0.1	0.29%	12.24	2.95%	391.15	8	$3,316	370.4
TER	Near	405.65	409.72	0.13	1%	30.7	7.57%	348.32	3	$1,217	319.19
HPE	Near	56.05	56.46	0.14	0.74%	2.89	5.16%	50.68	34	$1,906	44.18
NTRS	Near	191.02	191.6	0.15	0.3%	3.89	2.04%	183.82	25	$4,776	177.44
DXCM	Near	89.11	89.56	0.16	0.51%	2.93	3.29%	83.7	34	$3,030	73.24

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 30 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)
CRL	Broken out	285.21	282.39	-0.29	-0.99%	9.87	3.46%	265.47	10	$2,852	213.4
JPM	Broken out	365.01	363.12	-0.28	-0.52%	6.77	1.85%	351.47	14	$5,110	335.05
MPC	Broken out	339.36	336.45	-0.27	-0.86%	10.78	3.18%	317.8	9	$3,054	290.36
NEM	Broken out	119.18	118.21	-0.25	-0.82%	3.96	3.32%	111.26	25	$2,980	88.75
DRI	Broken out	220.46	219.43	-0.19	-0.47%	5.5	2.49%	209.46	18	$3,968	190.98
BAC	Broken out	64.38	64.27	-0.1	-0.16%	1.06	1.65%	62.26	94	$6,051	60.07
VLO	Broken out	324.84	324.37	-0.04	-0.14%	11.07	3.41%	302.7	9	$2,924	287.34
ETN	Near	463.55	463.75	0.01	0.04%	17.76	3.83%	428.23	5	$2,318	358.13
BLK	Near	1152.18	1152.8	0.02	0.05%	25.76	2.24%	1101.28	3	$3,457	1030.93
PSX	Near	224.14	224.68	0.08	0.24%	6.75	3.01%	211.18	14	$3,138	194.2
COP	Near	125.74	126.05	0.09	0.25%	3.33	2.65%	119.39	30	$3,772	109.55
WAT	Near	414.44	415.63	0.1	0.29%	12.24	2.95%	391.15	8	$3,316	345.21
NTRS	Near	191.02	191.6	0.15	0.3%	3.89	2.04%	183.82	25	$4,776	175.08
DXCM	Near	89.11	89.56	0.16	0.51%	2.93	3.29%	83.7	34	$3,030	69.79
ABT	Near	109.67	110.19	0.19	0.47%	2.75	2.51%	104.69	36	$3,948	87.64
AME	Near	256.84	257.95	0.2	0.43%	5.48	2.13%	246.99	18	$4,623	229.89
CVX	Near	196.75	197.69	0.22	0.48%	4.36	2.22%	188.97	22	$4,328	178.58
TECH	Near	72.21	72.39	0.23	0.25%	0.8	1.11%	70.79	125	$9,026	71.31
PANW	Near	383.59	387.2	0.24	0.94%	14.96	3.9%	357.28	6	$2,302	308.54
WBD	Near	27.51	27.65	0.26	0.51%	0.53	1.93%	26.59	188	$5,172	25.25
BNY	Near	162.88	163.77	0.28	0.54%	3.14	1.93%	157.49	31	$5,049	151.68
EMR	Near	163.46	164.87	0.31	0.86%	4.62	2.83%	155.63	21	$3,433	133.55
USB	Near	64.65	65.02	0.32	0.56%	1.13	1.75%	62.76	88	$5,690	62.12
RMD	Near	223.66	226.12	0.33	1.1%	7.45	3.33%	211.22	13	$2,908	190.21
CRWD	Near	223.59	226.9	0.36	1.48%	9.28	4.15%	208.34	10	$2,236	174.14

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)