Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-14 14:47 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.21%

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)
FOX	Broken out	60.72	58.12	-1.41	-4.28%	1.84	3.03%	57.04	54	$3,279	51.22
FOXA	Broken out	68.39	65.48	-1.39	-4.26%	2.09	3.06%	64.21	47	$3,214	57.09
DIS	Broken out	106.54	105.25	-0.58	-1.21%	2.24	2.1%	102.06	44	$4,688	95.6
CVX	Broken out	200.5	198.1	-0.55	-1.2%	4.33	2.16%	191.84	23	$4,612	185.87
ALB	Broken out	136.4	133.67	-0.46	-2%	5.96	4.37%	124.48	16	$2,182	115.59
EXPD	Broken out	189.64	187.74	-0.43	-1%	4.42	2.33%	180.8	22	$4,172	165.77
STX	Broken out	960.94	936.49	-0.33	-2.54%	73.8	7.68%	813.34	1	$961	761.8
TKO	Broken out	201.44	199.8	-0.28	-0.81%	5.89	2.92%	189.66	16	$3,223	180.25
COF	Broken out	226.84	225.5	-0.26	-0.59%	5.18	2.28%	216.48	19	$4,310	206.9
PSX	Broken out	234.15	232.89	-0.18	-0.54%	6.82	2.91%	220.51	14	$3,278	200.31
EME	Broken out	850.08	844.58	-0.17	-0.65%	32.22	3.79%	785.64	3	$2,550	771.66
EQT	Broken out	55.03	54.81	-0.16	-0.4%	1.35	2.45%	52.33	74	$4,072	51.08
MPC	Broken out	358.73	357.2	-0.14	-0.43%	10.86	3.03%	337.01	9	$3,229	290.36
VLO	Broken out	345.31	343.73	-0.14	-0.46%	11.2	3.24%	322.91	8	$2,762	291.46
SCHW	Broken out	110.48	110.2	-0.13	-0.25%	2.14	1.94%	106.2	46	$5,082	104.05
C	Broken out	139.61	139.26	-0.1	-0.25%	3.35	2.4%	132.91	29	$4,049	131.18
LDOS	Broken out	143.63	143.19	-0.1	-0.3%	4.55	3.17%	134.52	21	$3,016	111
PSKY	Broken out	10.09	10.05	-0.09	-0.35%	0.41	4.07%	9.27	243	$2,451	7.62
SYF	Broken out	80.63	80.5	-0.07	-0.16%	1.92	2.38%	76.79	52	$4,193	75.75
CFG	Broken out	74.76	74.68	-0.05	-0.1%	1.52	2.03%	71.72	65	$4,859	71.24
KEYS	Broken out	358.29	357.68	-0.05	-0.17%	13.28	3.71%	331.73	7	$2,508	305.5
NOC	Broken out	582.13	581.59	-0.04	-0.09%	13.69	2.35%	554.74	7	$4,075	530.08
CMCSA	Broken out	26.27	26.26	-0.02	-0.06%	0.79	3.01%	24.69	126	$3,311	23.28
AMP	Near	570.91	571.17	0.02	0.05%	11.86	2.08%	547.45	8	$4,567	532.92
LYV	Near	188	188.1	0.02	0.05%	4.34	2.31%	179.42	23	$4,324	174.82

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 53 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)
DIS	Broken out	106.54	105.25	-0.58	-1.21%	2.24	2.1%	102.06	44	$4,688	92.49
CVX	Broken out	200.5	198.1	-0.55	-1.2%	4.33	2.16%	191.84	23	$4,612	185.5
EXPD	Broken out	189.64	187.74	-0.43	-1%	4.42	2.33%	180.8	22	$4,172	164.35
COF	Broken out	226.84	225.5	-0.26	-0.59%	5.18	2.28%	216.48	19	$4,310	195.89
PSX	Broken out	234.15	232.89	-0.18	-0.54%	6.82	2.91%	220.51	14	$3,278	200.31
MPC	Broken out	358.73	357.2	-0.14	-0.43%	10.86	3.03%	337.01	9	$3,229	290.36
VLO	Broken out	345.31	343.73	-0.14	-0.46%	11.2	3.24%	322.91	8	$2,762	291.46
SCHW	Broken out	110.48	110.2	-0.13	-0.25%	2.14	1.94%	106.2	46	$5,082	99.71
LDOS	Broken out	143.63	143.19	-0.1	-0.3%	4.55	3.17%	134.52	21	$3,016	105.01
SYF	Broken out	80.63	80.5	-0.07	-0.16%	1.92	2.38%	76.79	52	$4,193	70.65
CFG	Broken out	74.76	74.7	-0.04	-0.08%	1.52	2.03%	71.72	65	$4,859	70.04
NOC	Broken out	582.13	581.59	-0.04	-0.09%	13.69	2.35%	554.74	7	$4,075	479.02
AMP	Near	570.91	571.17	0.02	0.05%	11.86	2.08%	547.45	8	$4,567	505.38
LYV	Near	188	188.1	0.02	0.05%	4.34	2.31%	179.42	23	$4,324	174.82
EXPE	Near	330.36	331.31	0.08	0.29%	12.22	3.7%	306.87	8	$2,643	251.12
COP	Near	126.8	127.34	0.16	0.43%	3.35	2.64%	120.64	29	$3,677	113.21
GEHC	Near	73.64	73.97	0.16	0.45%	2.07	2.81%	69.83	48	$3,535	60.2
MTB	Near	254.99	255.68	0.16	0.27%	4.28	1.68%	247.12	23	$5,865	240.74
CVNA	Near	74.44	75.11	0.18	0.9%	3.81	5.12%	67.49	26	$1,935	56.12
IVZ	Near	32.36	32.55	0.21	0.59%	0.92	2.84%	30.71	108	$3,495	27.86
JPM	Near	365.15	366.5	0.21	0.37%	6.58	1.8%	353.34	15	$5,477	335.05
MKC	Near	54.42	54.75	0.21	0.61%	1.56	2.87%	51.63	64	$3,483	49.69
HAS	Near	97.34	97.89	0.22	0.57%	2.54	2.61%	92.81	39	$3,796	77.89
TECH	Near	72.21	72.39	0.24	0.25%	0.75	1.04%	70.89	133	$9,604	71.45
USB	Near	65.35	65.61	0.24	0.4%	1.09	1.67%	63.43	91	$5,947	62.34

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)