Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-19 14:28 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 115 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)
MRNA	Broken out	156.41	65.53	-10.61	-58.11%	8.57	5.48%	139.27	11	$1,721	53.71
MRK	Broken out	149.28	137.98	-2.88	-7.57%	3.93	2.63%	141.42	25	$3,732	126.68
EL	Broken out	98	88.87	-2.79	-9.32%	3.28	3.35%	91.44	30	$2,940	83.85
PFE	Broken out	28.38	27.4	-1.69	-3.45%	0.58	2.04%	27.22	172	$4,881	25.3
APA	Broken out	44.45	42.39	-1.46	-4.63%	1.41	3.17%	41.63	70	$3,112	34.54
A	Broken out	155.24	150.24	-1.37	-3.22%	3.65	2.35%	147.94	27	$4,191	138.55
AMGN	Broken out	440.84	427.39	-1.27	-3.05%	10.56	2.4%	419.72	9	$3,968	391
LLY	Broken out	1285.66	1240.1	-1.11	-3.54%	41.13	3.2%	1203.4	2	$2,571	1138.43
GILD	Broken out	147.91	143.89	-1.02	-2.72%	3.94	2.66%	140.03	25	$3,698	129.02
NEM	Broken out	125.62	121.4	-0.97	-3.36%	4.33	3.45%	116.96	23	$2,889	102.76
REGN	Broken out	838.51	821.02	-0.86	-2.09%	20.28	2.42%	797.95	4	$3,354	762.79
LYB	Broken out	67.53	65.7	-0.83	-2.71%	2.2	3.26%	63.13	45	$3,039	58.95
RVTY	Broken out	121.4	118.34	-0.82	-2.52%	3.75	3.09%	113.9	26	$3,157	110.81
ERIE	Broken out	269.2	261.36	-0.77	-2.91%	10.24	3.8%	248.72	9	$2,423	240.21
TMO	Broken out	617.62	606.75	-0.71	-1.76%	15.41	2.5%	586.8	6	$3,706	564.4
TGT	Broken out	159.67	156.47	-0.7	-2%	4.55	2.85%	150.57	21	$3,353	145.5
JKHY	Broken out	166.46	162.96	-0.67	-2.1%	5.24	3.15%	155.98	19	$3,163	149.19
COP	Broken out	132.18	130.12	-0.64	-1.56%	3.24	2.45%	125.7	30	$3,965	114.71
XOM	Broken out	167.99	165.67	-0.64	-1.38%	3.63	2.16%	160.73	27	$4,536	151.15
ABT	Broken out	115.21	113.63	-0.58	-1.37%	2.71	2.35%	109.79	36	$4,148	104.2
MDT	Broken out	94.35	93.09	-0.58	-1.34%	2.16	2.29%	90.03	46	$4,340	84.96
GEHC	Broken out	75.15	74.01	-0.56	-1.52%	2.04	2.71%	71.07	49	$3,683	69.58
CBRE	Broken out	155.51	153.25	-0.49	-1.45%	4.61	2.96%	146.29	21	$3,266	143.4
EOG	Broken out	150.86	149	-0.49	-1.23%	3.83	2.54%	143.2	26	$3,922	133.45
NFLX	Broken out	80.22	79.1	-0.46	-1.4%	2.46	3.07%	75.3	40	$3,209	73.08

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 94 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)
MRNA	Broken out	156.41	85.6	-8.26	-45.27%	8.57	5.48%	139.27	11	$1,721	52.66
MRK	Broken out	149.28	137.98	-2.88	-7.57%	3.93	2.63%	141.42	25	$3,732	126.22
EL	Broken out	98	92.35	-1.72	-5.77%	3.28	3.35%	91.44	30	$2,940	78.66
PFE	Broken out	28.38	27.4	-1.69	-3.45%	0.58	2.04%	27.22	172	$4,881	24.44
APA	Broken out	44.45	42.39	-1.46	-4.63%	1.41	3.17%	41.63	70	$3,112	34.12
A	Broken out	155.24	150.24	-1.37	-3.22%	3.65	2.35%	147.94	27	$4,191	130.16
AMGN	Broken out	440.84	427.39	-1.27	-3.05%	10.56	2.4%	419.72	9	$3,968	359.21
GILD	Broken out	147.91	143.89	-1.02	-2.72%	3.94	2.66%	140.03	25	$3,698	127.61
NEM	Broken out	125.62	121.4	-0.97	-3.36%	4.33	3.45%	116.96	23	$2,889	88.98
LLY	Broken out	1285.66	1249.45	-0.88	-2.82%	41.13	3.2%	1203.4	2	$2,571	1109.15
REGN	Broken out	838.51	821.02	-0.86	-2.09%	20.28	2.42%	797.95	4	$3,354	637.8
RVTY	Broken out	121.4	118.34	-0.82	-2.52%	3.75	3.09%	113.9	26	$3,157	107.48
TMO	Broken out	617.62	606.75	-0.71	-1.76%	15.41	2.5%	586.8	6	$3,706	517.6
TGT	Broken out	159.67	156.47	-0.7	-2%	4.55	2.85%	150.57	21	$3,353	132.55
JKHY	Broken out	166.46	162.96	-0.67	-2.1%	5.24	3.15%	155.98	19	$3,163	144.38
COP	Broken out	132.18	130.12	-0.64	-1.56%	3.24	2.45%	125.7	30	$3,965	113.21
XOM	Broken out	167.99	165.67	-0.64	-1.38%	3.63	2.16%	160.73	27	$4,536	149.09
ERIE	Broken out	269.2	262.7	-0.63	-2.41%	10.24	3.8%	248.72	9	$2,423	209.38
ABT	Broken out	115.21	113.63	-0.58	-1.37%	2.71	2.35%	109.79	36	$4,148	99.84
MDT	Broken out	94.35	93.09	-0.58	-1.34%	2.16	2.29%	90.03	46	$4,340	81.5
GEHC	Broken out	75.15	74.01	-0.56	-1.52%	2.04	2.71%	71.07	49	$3,683	60.2
CBRE	Broken out	155.51	153.25	-0.49	-1.45%	4.61	2.96%	146.29	21	$3,266	134.17
EOG	Broken out	150.86	149	-0.49	-1.23%	3.83	2.54%	143.2	26	$3,922	133.45
CRL	Broken out	293.35	289.6	-0.37	-1.28%	10.07	3.43%	273.21	9	$2,640	216.34
DGX	Broken out	242	240.13	-0.35	-0.77%	5.28	2.18%	231.44	18	$4,356	205.41

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)