Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-13 14:53 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.24%

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 101 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	41.69	38.15	-1.35	-8.49%	2.63	6.31%	36.43	38	$1,584	26.65
HPE	Broken out	61.99	58.9	-1	-4.99%	3.09	4.98%	55.81	32	$1,984	45.46
NTAP	Broken out	207.67	202.32	-0.71	-2.58%	7.55	3.64%	192.57	13	$2,700	170.5
BLK	Broken out	1175.36	1162.64	-0.5	-1.08%	25.62	2.18%	1124.12	3	$3,526	1071.37
FDX	Broken out	332.04	328.35	-0.48	-1.11%	7.68	2.31%	316.68	13	$4,317	304.18
CIEN	Broken out	460.68	446.36	-0.45	-3.11%	32.13	6.97%	396.42	3	$1,382	355
WBD	Broken out	28.01	27.78	-0.44	-0.84%	0.53	1.89%	26.95	188	$5,267	25.4
DELL	Broken out	499.88	485.7	-0.43	-2.84%	33.22	6.65%	433.44	3	$1,500	383
PANW	Broken out	395.12	389.25	-0.39	-1.48%	14.94	3.78%	365.24	6	$2,371	313.05
ORCL	Broken out	157.25	154.89	-0.3	-1.5%	7.91	5.03%	141.43	12	$1,887	121.58
INTU	Broken out	342.06	338.09	-0.28	-1.16%	14.3	4.18%	313.46	6	$2,052	303.8
CMCSA	Broken out	25.9	25.68	-0.27	-0.83%	0.8	3.09%	24.3	125	$3,237	23.28
TGT	Broken out	155.89	154.89	-0.25	-0.64%	4.02	2.58%	147.85	24	$3,741	141.05
JBL	Broken out	373.55	370.5	-0.19	-0.82%	16.41	4.39%	340.73	6	$2,241	296.57
MPC	Broken out	350.45	348.35	-0.19	-0.6%	10.89	3.11%	328.67	9	$3,154	290.36
SBUX	Broken out	109.74	109.23	-0.18	-0.46%	2.8	2.55%	104.14	35	$3,841	101.8
PSX	Broken out	227.62	226.6	-0.15	-0.45%	6.76	2.97%	214.1	14	$3,187	200.31
WAT	Broken out	418.23	416.62	-0.13	-0.38%	12.23	2.92%	393.77	8	$3,346	370.4
TER	Broken out	413.39	409.72	-0.12	-0.89%	30.01	7.26%	353.37	3	$1,240	344.5
VLO	Broken out	332.28	330.96	-0.12	-0.4%	10.98	3.3%	310.32	9	$2,991	291.46
MKC	Broken out	54.28	54.1	-0.11	-0.34%	1.59	2.93%	51.1	62	$3,365	49.76
NFLX	Broken out	77.16	76.9	-0.11	-0.34%	2.42	3.14%	72.32	41	$3,164	70.55
DXCM	Broken out	91.32	91.04	-0.1	-0.31%	2.9	3.18%	85.52	34	$3,105	73.24
USB	Broken out	65.19	65.1	-0.09	-0.15%	1.11	1.7%	62.97	90	$5,868	62.34
CPAY	Broken out	413.2	412.24	-0.08	-0.23%	11.35	2.75%	390.5	8	$3,306	379.69

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 61 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)
NTAP	Broken out	207.67	202.32	-0.71	-2.58%	7.55	3.64%	192.57	13	$2,700	156.26
BLK	Broken out	1175.36	1162.64	-0.5	-1.08%	25.62	2.18%	1124.12	3	$3,526	1030.93
WBD	Broken out	28.01	27.78	-0.44	-0.84%	0.53	1.89%	26.95	188	$5,267	25.25
DELL	Broken out	499.88	485.7	-0.43	-2.84%	33.22	6.65%	433.44	3	$1,500	358.88
PANW	Broken out	395.12	389.25	-0.39	-1.48%	14.94	3.78%	365.24	6	$2,371	308.54
TGT	Broken out	155.89	154.89	-0.25	-0.64%	4.02	2.58%	147.85	24	$3,741	132.55
MPC	Broken out	350.45	348.35	-0.19	-0.6%	10.89	3.11%	328.67	9	$3,154	290.36
SBUX	Broken out	109.74	109.23	-0.18	-0.46%	2.8	2.55%	104.14	35	$3,841	101.8
PSX	Broken out	227.62	226.6	-0.15	-0.45%	6.76	2.97%	214.1	14	$3,187	194.2
WAT	Broken out	418.23	416.62	-0.13	-0.38%	12.23	2.92%	393.77	8	$3,346	345.21
VLO	Broken out	332.28	330.96	-0.12	-0.4%	10.98	3.3%	310.32	9	$2,991	291.46
MKC	Broken out	54.28	54.1	-0.11	-0.34%	1.59	2.93%	51.1	62	$3,365	49.69
DXCM	Broken out	91.32	91.04	-0.1	-0.31%	2.9	3.18%	85.52	34	$3,105	69.79
USB	Broken out	65.19	65.1	-0.09	-0.15%	1.11	1.7%	62.97	90	$5,868	62.34
CPAY	Broken out	413.2	412.24	-0.08	-0.23%	11.35	2.75%	390.5	8	$3,306	349.51
VEEV	Broken out	242.3	241.74	-0.07	-0.23%	8.07	3.33%	226.16	12	$2,908	179.25
BDX	Broken out	183.99	183.75	-0.05	-0.13%	4.42	2.4%	175.15	22	$4,048	151.97
MDT	Near	91.02	91.03	0	0.01%	2.15	2.36%	86.73	46	$4,187	81.19
ABT	Near	111.24	111.28	0.02	0.04%	2.76	2.48%	105.76	36	$4,004	94.99
SCHW	Near	109.53	109.66	0.06	0.12%	2.15	1.96%	105.36	46	$5,038	99.42
NTRS	Near	191.32	191.6	0.08	0.15%	3.79	1.98%	184.02	26	$4,974	175.08
MTB	Near	254.54	255	0.11	0.18%	4.27	1.68%	246.46	23	$5,855	244.29
GEHC	Near	73.15	73.43	0.13	0.38%	2.21	3.02%	69.01	45	$3,292	60.2
RMD	Near	225.61	226.64	0.14	0.46%	7.39	3.28%	211.86	13	$2,933	190.21
APO	Near	141.03	141.73	0.15	0.5%	4.59	3.25%	132.55	21	$2,962	116.57

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)