Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-21 14:29 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.2%

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)
FCX	Broken out	75.61	71.52	-1.39	-5.42%	2.94	3.89%	69.73	34	$2,571	65.57
COIN	Broken out	186.58	174.78	-1.18	-6.32%	9.98	5.35%	166.62	10	$1,866	145.57
HOOD	Broken out	106.24	101.61	-0.76	-4.35%	6.06	5.7%	94.12	16	$1,700	91.44
NEM	Broken out	131.74	128.69	-0.69	-2.32%	4.39	3.33%	122.96	22	$2,898	110
ALB	Broken out	140.83	137.32	-0.61	-2.49%	5.74	4.08%	129.35	17	$2,394	125.64
TSLA	Broken out	359.85	351.62	-0.58	-2.29%	14.18	3.94%	331.49	7	$2,519	321.25
BR	Broken out	180.37	178.61	-0.32	-0.98%	5.52	3.06%	169.33	18	$3,247	163.58
HCA	Broken out	425.39	422	-0.27	-0.8%	12.52	2.94%	400.35	7	$2,978	400
MOS	Broken out	24.17	23.95	-0.22	-0.89%	0.96	3.97%	22.25	104	$2,513	20.82
ICE	Broken out	161.2	160.51	-0.18	-0.43%	3.73	2.31%	153.74	26	$4,191	149.42
MRK	Broken out	154.1	153.5	-0.15	-0.39%	4.11	2.67%	145.88	24	$3,698	126.68
TGT	Broken out	162.49	161.98	-0.11	-0.31%	4.61	2.84%	153.27	21	$3,412	145.5
CF	Broken out	129.32	129.18	-0.03	-0.11%	4.73	3.66%	119.86	21	$2,716	111.89
BDX	Broken out	190.12	190.01	-0.02	-0.06%	4.41	2.32%	181.3	22	$4,183	173.29
T	Broken out	25.49	25.48	-0.02	-0.04%	0.6	2.35%	24.29	166	$4,231	23.35
AMCR	Near	48.25	48.28	0.02	0.06%	1.23	2.55%	45.82	81	$3,908	44.81
CTSH	Near	61.76	61.81	0.02	0.08%	2.41	3.9%	56.99	41	$2,532	56.27
LYB	Near	68.96	68.99	0.02	0.05%	2.18	3.16%	64.63	45	$3,103	59.21
CME	Near	273.72	274	0.04	0.1%	6.52	2.38%	260.96	15	$4,106	256.83
CRM	Near	207.65	207.95	0.04	0.14%	7.9	3.8%	192.15	12	$2,492	189.91
VZ	Near	49.56	49.6	0.04	0.09%	1.1	2.22%	47.4	90	$4,460	46.09
EL	Near	99.61	99.82	0.06	0.22%	3.35	3.36%	93.12	29	$2,889	83.85
INTU	Near	365.67	366.63	0.07	0.26%	14.54	3.98%	337.55	6	$2,194	321.66
ABT	Near	115.39	115.67	0.11	0.24%	2.62	2.27%	110.43	38	$4,385	106.01
VRTX	Near	551.82	553.69	0.12	0.34%	15.48	2.81%	522.73	6	$3,311	482.1

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)
FCX	Broken out	75.61	72.28	-1.13	-4.41%	2.94	3.89%	69.73	34	$2,571	58.19
NEM	Broken out	131.74	128.69	-0.69	-2.32%	4.39	3.33%	122.96	22	$2,898	88.98
COIN	Broken out	186.58	181.49	-0.51	-2.73%	9.98	5.35%	166.62	10	$1,866	139.11
BR	Broken out	180.37	178.61	-0.32	-0.98%	5.52	3.06%	169.33	18	$3,247	145.31
ICE	Broken out	161.2	160.51	-0.18	-0.43%	3.73	2.31%	153.74	26	$4,191	142.78
MRK	Broken out	154.1	153.5	-0.15	-0.39%	4.11	2.67%	145.88	24	$3,698	126.22
TGT	Broken out	162.49	161.98	-0.11	-0.31%	4.61	2.84%	153.27	21	$3,412	134.23
BDX	Broken out	190.12	190.01	-0.02	-0.06%	4.41	2.32%	181.3	22	$4,183	153.32
T	Broken out	25.49	25.48	-0.02	-0.04%	0.6	2.35%	24.29	166	$4,231	22.55
AMCR	Near	48.25	48.28	0.02	0.06%	1.23	2.55%	45.82	81	$3,908	42.92
CTSH	Near	61.76	61.81	0.02	0.08%	2.41	3.9%	56.99	41	$2,532	43.41
LYB	Near	68.96	68.99	0.02	0.05%	2.18	3.16%	64.63	45	$3,103	57.84
CME	Near	273.72	274	0.04	0.1%	6.52	2.38%	260.96	15	$4,106	251.34
CRM	Near	207.65	207.95	0.04	0.14%	7.9	3.8%	192.15	12	$2,492	159.55
VZ	Near	49.56	49.6	0.04	0.09%	1.1	2.22%	47.4	90	$4,460	43.73
EL	Near	99.61	99.82	0.06	0.22%	3.35	3.36%	93.12	29	$2,889	79.3
INTU	Near	365.67	366.63	0.07	0.26%	14.54	3.98%	337.55	6	$2,194	286.3
ABT	Near	115.39	115.67	0.11	0.24%	2.62	2.27%	110.43	38	$4,385	101.5
VRTX	Near	551.82	553.69	0.12	0.34%	15.48	2.81%	522.73	6	$3,311	465.51
DASH	Near	223.02	224.04	0.13	0.46%	7.99	3.58%	208.06	12	$2,676	169.67
IT	Near	195.18	196.35	0.13	0.6%	9.28	4.75%	177.79	10	$1,952	135.65
MOS	Near	24.17	24.29	0.13	0.52%	0.96	3.97%	22.37	104	$2,513	20.82
WTW	Near	344.45	345.52	0.13	0.31%	8.18	2.37%	329.16	12	$4,133	287.53
CF	Near	129.32	130.05	0.15	0.56%	4.73	3.66%	120.59	21	$2,716	109.43
ADP	Near	280.52	281.67	0.16	0.41%	7.24	2.58%	267.19	13	$3,647	243.57

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

1 symbol(s) could not be evaluated (fetch error, insufficient history, or unusable volatility):

HONA (insufficient history)