Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-24 14:36 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 93 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)
MA	Broken out	596.49	583.71	-1.12	-2.14%	11.45	1.92%	573.59	8	$4,772	556.06
TGT	Broken out	170.16	165.48	-0.99	-2.75%	4.74	2.79%	160.68	21	$3,573	146.21
DIS	Broken out	110.68	108.69	-0.84	-1.8%	2.36	2.13%	105.96	42	$4,649	102.03
V	Broken out	380.11	373.97	-0.84	-1.61%	7.28	1.92%	365.55	13	$4,941	358.05
SCHW	Broken out	114.1	112.4	-0.81	-1.49%	2.1	1.84%	109.9	47	$5,363	106.75
ABNB	Broken out	192.96	189.2	-0.67	-1.95%	5.58	2.89%	181.8	17	$3,280	177.43
BR	Broken out	186.11	182.52	-0.65	-1.93%	5.54	2.98%	175.03	18	$3,350	165.3
GIS	Broken out	40.78	40.1	-0.61	-1.66%	1.11	2.72%	38.56	90	$3,670	36.4
CME	Broken out	278.91	275.5	-0.52	-1.22%	6.55	2.35%	265.81	15	$4,184	256.83
EL	Broken out	103.46	101.95	-0.45	-1.45%	3.38	3.27%	96.7	29	$3,000	83.85
IT	Broken out	200.55	196.79	-0.41	-1.87%	9.18	4.58%	182.19	10	$2,006	172.65
ROP	Broken out	417.82	413.54	-0.36	-1.02%	11.76	2.81%	394.3	8	$3,343	387.82
FDS	Broken out	308.24	304.3	-0.35	-1.28%	11.36	3.69%	285.52	8	$2,466	274.33
WTW	Broken out	348.36	345.52	-0.35	-0.82%	8.17	2.35%	332.02	12	$4,180	325.66
ADP	Broken out	284.4	282.17	-0.31	-0.78%	7.18	2.52%	270.04	13	$3,697	265.82
DE	Broken out	659.92	654.28	-0.29	-0.85%	19.64	2.98%	620.64	5	$3,300	579.31
DASH	Broken out	228.24	225.95	-0.28	-1.01%	8.12	3.56%	212	12	$2,739	206.25
MCO	Broken out	509.55	506.56	-0.25	-0.59%	11.76	2.31%	486.03	8	$4,076	473.27
KO	Broken out	92.25	91.87	-0.24	-0.42%	1.63	1.77%	88.99	61	$5,628	85.66
WBD	Broken out	28.8	28.68	-0.24	-0.42%	0.49	1.7%	27.82	204	$5,875	26.6
TYL	Broken out	359.06	355.97	-0.22	-0.86%	13.75	3.83%	331.56	7	$2,513	308
PAYX	Broken out	126.62	125.9	-0.21	-0.57%	3.43	2.71%	119.76	29	$3,672	118.48
MOS	Broken out	24.96	24.76	-0.2	-0.8%	0.99	3.97%	22.98	101	$2,521	20.82
FCX	Broken out	77.89	77.33	-0.19	-0.73%	2.91	3.74%	72.07	34	$2,648	65.57
HCA	Broken out	433.63	431.4	-0.18	-0.51%	12.53	2.89%	408.57	7	$3,035	400

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 80 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)
MA	Broken out	596.49	583.71	-1.12	-2.14%	11.45	1.92%	573.59	8	$4,772	542.02
TGT	Broken out	170.16	165.48	-0.99	-2.75%	4.74	2.79%	160.68	21	$3,573	137.45
DIS	Broken out	110.68	108.69	-0.84	-1.8%	2.36	2.13%	105.96	42	$4,649	94.46
V	Broken out	380.11	373.97	-0.84	-1.61%	7.28	1.92%	365.55	13	$4,941	355.48
SCHW	Broken out	114.1	112.4	-0.81	-1.49%	2.1	1.84%	109.9	47	$5,363	102.36
ABNB	Broken out	192.96	189.2	-0.67	-1.95%	5.58	2.89%	181.8	17	$3,280	143
BR	Broken out	186.11	182.52	-0.65	-1.93%	5.54	2.98%	175.03	18	$3,350	150.01
GIS	Broken out	40.78	40.1	-0.61	-1.66%	1.11	2.72%	38.56	90	$3,670	35.39
CME	Broken out	278.91	275.5	-0.52	-1.22%	6.55	2.35%	265.81	15	$4,184	251.51
EL	Broken out	103.46	101.95	-0.45	-1.45%	3.38	3.27%	96.7	29	$3,000	81.01
IT	Broken out	200.55	196.79	-0.41	-1.87%	9.18	4.58%	182.19	10	$2,006	143.2
ROP	Broken out	417.82	413.54	-0.36	-1.02%	11.76	2.81%	394.3	8	$3,343	367.51
FDS	Broken out	308.24	304.3	-0.35	-1.28%	11.36	3.69%	285.52	8	$2,466	254.99
WTW	Broken out	348.36	345.52	-0.35	-0.82%	8.17	2.35%	332.02	12	$4,180	293.14
ADP	Broken out	284.4	282.17	-0.31	-0.78%	7.18	2.52%	270.04	13	$3,697	251.18
DE	Broken out	659.92	654.28	-0.29	-0.85%	19.64	2.98%	620.64	5	$3,300	579.31
DASH	Broken out	228.24	225.95	-0.28	-1.01%	8.12	3.56%	212	12	$2,739	177.29
KO	Broken out	92.25	91.87	-0.24	-0.42%	1.63	1.77%	88.99	61	$5,628	82.5
WBD	Broken out	28.8	28.68	-0.24	-0.42%	0.49	1.7%	27.82	204	$5,875	25.25
TYL	Broken out	359.06	355.97	-0.22	-0.86%	13.75	3.83%	331.56	7	$2,513	299.73
PAYX	Broken out	126.62	125.9	-0.21	-0.57%	3.43	2.71%	119.76	29	$3,672	113.69
MOS	Broken out	24.96	24.76	-0.2	-0.8%	0.99	3.97%	22.98	101	$2,521	20.82
FCX	Broken out	77.89	77.33	-0.19	-0.73%	2.91	3.74%	72.07	34	$2,648	58.19
HCA	Broken out	433.63	431.4	-0.18	-0.51%	12.53	2.89%	408.57	7	$3,035	383.63
ICE	Broken out	162.66	162.08	-0.16	-0.36%	3.68	2.26%	155.3	27	$4,392	144.89

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

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

HONA (insufficient history)