Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-25 14:40 UTC

Overview

Symbols scanned

502

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 60 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)
DASH	Broken out	232.16	230.07	-0.26	-0.9%	8.1	3.49%	215.96	12	$2,786	206.25
RMD	Broken out	235.19	234.14	-0.16	-0.45%	6.73	2.86%	221.73	14	$3,293	215.71
NFLX	Broken out	81.42	81.16	-0.11	-0.32%	2.35	2.89%	76.72	42	$3,420	73.57
HOOD	Broken out	110.16	109.71	-0.07	-0.41%	6.14	5.57%	97.88	16	$1,763	91.44
IBKR	Broken out	95.01	94.78	-0.07	-0.24%	3.18	3.35%	88.65	31	$2,945	88.92
JKHY	Broken out	171.74	171.46	-0.05	-0.16%	5.15	3%	161.44	19	$3,263	149.19
IVZ	Broken out	32.81	32.8	-0.02	-0.05%	0.88	2.68%	31.05	113	$3,708	31.1
ECL	Near	288.34	288.45	0.02	0.04%	5.91	2.05%	276.63	16	$4,613	273.33
V	Near	383.08	383.43	0.05	0.09%	7.18	1.87%	369.07	13	$4,980	358.05
UBER	Near	80.01	80.22	0.08	0.26%	2.58	3.22%	75.06	38	$3,040	73.97
FCX	Near	78.62	78.88	0.09	0.33%	2.9	3.69%	73.08	34	$2,673	65.57
MA	Near	598.96	599.99	0.09	0.17%	11.23	1.87%	577.53	8	$4,792	556.06
VZ	Near	50.17	50.28	0.1	0.22%	1.06	2.11%	48.16	94	$4,716	46.61
AJG	Near	271.5	272.37	0.11	0.32%	7.67	2.83%	257.03	13	$3,530	246.88
EL	Near	103.82	104.18	0.11	0.35%	3.3	3.18%	97.58	30	$3,114	83.85
RSG	Near	223.75	224.23	0.11	0.21%	4.27	1.91%	215.69	23	$5,146	212.22
CME	Near	278.92	279.78	0.13	0.31%	6.52	2.34%	266.74	15	$4,184	256.83
RVTY	Near	124.41	124.97	0.15	0.45%	3.84	3.09%	117.29	26	$3,235	113.69
CRL	Near	297.72	299.32	0.16	0.54%	10.04	3.37%	279.24	9	$2,679	271.84
NDAQ	Near	99	99.35	0.16	0.35%	2.14	2.16%	95.07	46	$4,554	94.05
WBD	Near	28.86	28.94	0.16	0.26%	0.47	1.63%	28	212	$6,119	26.88
AMGN	Near	444.1	445.87	0.17	0.4%	10.39	2.34%	425.09	9	$3,997	409
GPC	Near	136.55	137.16	0.17	0.45%	3.55	2.6%	130.06	28	$3,823	129.4
T	Near	25.66	25.77	0.19	0.43%	0.59	2.3%	24.59	169	$4,337	23.98
UNP	Near	309.98	311.17	0.19	0.38%	6.16	1.99%	298.85	16	$4,960	290.34

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 48 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)
DASH	Broken out	232.16	230.07	-0.26	-0.9%	8.1	3.49%	215.96	12	$2,786	185.55
RMD	Broken out	235.19	234.14	-0.16	-0.45%	6.73	2.86%	221.73	14	$3,293	202
JKHY	Broken out	171.74	171.46	-0.05	-0.16%	5.15	3%	161.44	19	$3,263	149.19
IVZ	Broken out	32.81	32.8	-0.02	-0.05%	0.88	2.68%	31.05	113	$3,708	27.86
ECL	Near	288.34	288.45	0.02	0.04%	5.91	2.05%	276.63	16	$4,613	272.79
V	Near	383.08	383.43	0.05	0.09%	7.18	1.87%	369.07	13	$4,980	355.48
UBER	Near	80.01	80.22	0.08	0.26%	2.58	3.22%	75.06	38	$3,040	66.74
FCX	Near	78.62	78.88	0.09	0.33%	2.9	3.69%	73.08	34	$2,673	58.19
MA	Near	598.96	599.99	0.09	0.17%	11.23	1.87%	577.53	8	$4,792	554.92
VZ	Near	50.17	50.28	0.1	0.22%	1.06	2.11%	48.16	94	$4,716	45.09
AJG	Near	271.5	272.37	0.11	0.32%	7.67	2.83%	257.03	13	$3,530	240.82
EL	Near	103.82	104.18	0.11	0.35%	3.3	3.18%	97.58	30	$3,114	82.61
CME	Near	278.92	279.78	0.13	0.31%	6.52	2.34%	266.74	15	$4,184	255.34
RVTY	Near	124.41	124.97	0.15	0.45%	3.84	3.09%	117.29	26	$3,235	107.73
CRL	Near	297.72	299.32	0.16	0.54%	10.04	3.37%	279.24	9	$2,679	227.38
NDAQ	Near	99	99.35	0.16	0.35%	2.14	2.16%	95.07	46	$4,554	93.19
WBD	Near	28.86	28.94	0.16	0.26%	0.47	1.63%	28	212	$6,119	25.27
AMGN	Near	444.1	445.87	0.17	0.4%	10.39	2.34%	425.09	9	$3,997	375.96
GPC	Near	136.55	137.16	0.17	0.45%	3.55	2.6%	130.06	28	$3,823	123.33
T	Near	25.66	25.77	0.19	0.43%	0.59	2.3%	24.59	169	$4,337	22.55
ICE	Near	162.28	163.03	0.2	0.46%	3.66	2.26%	155.71	27	$4,382	147.47
MRK	Near	153.66	154.49	0.2	0.54%	4.05	2.64%	146.39	24	$3,688	126.22
VRTX	Near	551.9	555.32	0.23	0.62%	14.8	2.68%	525.72	6	$3,311	465.51
CMCSA	Near	27.01	27.18	0.24	0.63%	0.72	2.67%	25.74	138	$3,727	23.23
SOLV	Near	90.89	91.51	0.24	0.68%	2.53	2.78%	86.45	39	$3,545	81.22

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)