Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-17 14:23 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.15%

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 69 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)
SNDK	Broken out	1770.22	1696.37	-0.43	-4.17%	169.79	9.59%	1430.64	0	$0	1121.27
STT	Broken out	193.63	192.02	-0.38	-0.83%	4.23	2.18%	185.16	23	$4,453	180.94
BNY	Broken out	164.66	163.66	-0.33	-0.61%	3	1.82%	158.66	33	$5,434	154.12
PSX	Broken out	237.94	236.14	-0.26	-0.76%	6.82	2.87%	224.3	14	$3,331	200.31
TER	Broken out	429.96	422.32	-0.26	-1.78%	29.16	6.78%	371.64	3	$1,290	349.31
DVN	Broken out	46.53	46.21	-0.24	-0.69%	1.33	2.86%	43.87	75	$3,490	42.04
MRVL	Broken out	235.3	231.38	-0.22	-1.67%	17.92	7.62%	199.46	5	$1,177	177.57
CPRT	Broken out	31.92	31.74	-0.17	-0.55%	1.01	3.16%	29.9	99	$3,160	28.55
SCHW	Broken out	111.5	111.18	-0.15	-0.29%	2.11	1.89%	107.28	47	$5,241	105.05
MKC	Broken out	54.94	54.75	-0.12	-0.35%	1.52	2.77%	51.9	65	$3,571	50.49
STX	Broken out	998.21	990.61	-0.11	-0.76%	71.68	7.18%	854.85	1	$998	761.8
FOX	Broken out	61.65	61.5	-0.09	-0.24%	1.76	2.85%	58.13	56	$3,452	51.74
MRK	Broken out	136.23	135.97	-0.08	-0.19%	3.24	2.38%	129.75	30	$4,087	126.22
CFG	Broken out	74.96	74.86	-0.07	-0.13%	1.53	2.04%	71.9	65	$4,872	71.24
TECH	Broken out	72.48	72.43	-0.07	-0.07%	0.74	1.02%	71	135	$9,785	71.89
CME	Broken out	271.49	271.09	-0.06	-0.15%	6.47	2.38%	258.55	15	$4,072	256.83
MPC	Broken out	360.67	360.1	-0.05	-0.16%	10.79	2.99%	339.09	9	$3,246	290.36
GILD	Broken out	138.58	138.43	-0.04	-0.11%	3.75	2.71%	131.08	26	$3,603	129.02
MU	Broken out	1013.82	1011.77	-0.03	-0.2%	73.95	7.29%	865.92	1	$1,014	770.1
FOXA	Broken out	69.3	69.25	-0.02	-0.07%	2.05	2.96%	65.2	48	$3,326	57.09
KEYS	Broken out	361.19	361.09	-0.01	-0.03%	12.71	3.52%	335.77	7	$2,528	311.8
CVX	Near	201.62	201.63	0	0.01%	4.24	2.1%	193.15	23	$4,637	185.87
USB	Near	65.61	65.61	0	0.01%	1.08	1.65%	63.45	92	$6,036	63.09
IVZ	Near	32.65	32.66	0.01	0.03%	0.92	2.82%	30.82	108	$3,526	29.65
VLO	Near	345.82	346.09	0.02	0.08%	11.1	3.21%	323.89	9	$3,112	291.46

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 38 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)
BNY	Broken out	164.66	163.77	-0.3	-0.54%	3	1.82%	158.66	33	$5,434	151.68
PSX	Broken out	237.94	236.14	-0.26	-0.76%	6.82	2.87%	224.3	14	$3,331	200.31
STT	Broken out	193.63	192.51	-0.26	-0.58%	4.23	2.18%	185.16	23	$4,453	175.5
SCHW	Broken out	111.5	111.18	-0.15	-0.29%	2.11	1.89%	107.28	47	$5,241	99.42
MKC	Broken out	54.94	54.75	-0.12	-0.35%	1.52	2.77%	51.9	65	$3,571	49.69
MRK	Broken out	136.23	135.97	-0.08	-0.19%	3.24	2.38%	129.75	30	$4,087	124.1
CFG	Broken out	74.96	74.86	-0.07	-0.13%	1.53	2.04%	71.9	65	$4,872	70.04
TECH	Broken out	72.48	72.43	-0.07	-0.07%	0.74	1.02%	71	135	$9,785	71.45
MPC	Broken out	360.67	360.1	-0.05	-0.16%	10.79	2.99%	339.09	9	$3,246	290.36
FOXA	Broken out	69.3	69.25	-0.02	-0.07%	2.05	2.96%	65.2	48	$3,326	54.4
CVX	Near	201.62	201.63	0	0.01%	4.24	2.1%	193.15	23	$4,637	185.87
USB	Near	65.61	65.61	0	0.01%	1.08	1.65%	63.45	92	$6,036	62.34
IVZ	Near	32.65	32.66	0.01	0.03%	0.92	2.82%	30.82	108	$3,526	27.86
VLO	Near	345.82	346.09	0.02	0.08%	11.1	3.21%	323.89	9	$3,112	291.46
NEM	Near	120.05	120.19	0.04	0.12%	3.97	3.31%	112.25	25	$3,001	88.98
CRL	Near	286.97	288.02	0.11	0.37%	9.66	3.37%	268.7	10	$2,870	213.4
BAC	Near	65.07	65.2	0.13	0.21%	1.06	1.63%	63.08	94	$6,116	60.07
EXPD	Near	189.21	189.87	0.15	0.35%	4.4	2.33%	181.07	22	$4,163	164.35
FOX	Near	61.65	61.96	0.18	0.5%	1.76	2.85%	58.44	56	$3,452	48.59
NDAQ	Near	97.42	97.9	0.22	0.49%	2.21	2.27%	93.48	45	$4,384	89.51
MDT	Near	91.46	91.99	0.25	0.58%	2.1	2.3%	87.79	47	$4,299	81.49
SYF	Near	80.61	81.09	0.25	0.59%	1.9	2.36%	77.29	52	$4,192	70.65
LH	Near	323.3	325.58	0.3	0.71%	7.6	2.35%	310.38	13	$4,203	277.04
PNC	Near	256.81	258.13	0.32	0.51%	4.17	1.62%	249.79	23	$5,907	246.61
VZ	Near	48.63	49.01	0.32	0.78%	1.18	2.43%	46.65	84	$4,085	42.89

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)