Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-26 14:39 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.11%

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 61 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)
EQT	Broken out	56.1	55.15	-0.67	-1.7%	1.42	2.53%	53.26	70	$3,927	52.38
SJM	Broken out	129.54	127.65	-0.55	-1.46%	3.4	2.62%	122.74	29	$3,757	115.82
ECL	Broken out	291.92	290.28	-0.28	-0.56%	5.95	2.04%	280.02	16	$4,671	273.33
EXPD	Broken out	191	189.99	-0.25	-0.53%	4.08	2.14%	182.84	24	$4,584	177.61
VZ	Broken out	50.59	50.33	-0.25	-0.51%	1.05	2.08%	48.49	95	$4,806	46.61
UNP	Broken out	312.75	311.27	-0.24	-0.47%	6.14	1.96%	300.47	16	$5,004	291.08
DASH	Broken out	235.96	234.63	-0.17	-0.57%	8.06	3.42%	219.84	12	$2,832	210.11
RVTY	Broken out	125.38	124.97	-0.11	-0.33%	3.8	3.03%	117.78	26	$3,260	113.69
T	Broken out	25.91	25.87	-0.06	-0.14%	0.58	2.24%	24.75	172	$4,456	24.1
GILD	Broken out	149.1	148.97	-0.03	-0.09%	3.81	2.56%	141.48	26	$3,877	133.3
IVZ	Broken out	33.03	33	-0.03	-0.08%	0.88	2.66%	31.27	113	$3,732	31.1
NSC	Broken out	354.43	354.24	-0.03	-0.05%	6.5	1.83%	341.43	15	$5,316	332.53
GPC	Broken out	138.24	138.21	-0.01	-0.02%	3.56	2.58%	131.12	28	$3,871	129.4
SOLV	Broken out	92.08	92.05	-0.01	-0.04%	2.5	2.71%	87.08	40	$3,683	82.25
EL	Broken out	104.89	104.88	0	-0.01%	3.23	3.08%	98.43	30	$3,147	83.85
MCO	Near	513.79	514.36	0.05	0.11%	11.71	2.28%	490.94	8	$4,110	473.27
CSX	Near	51.92	52	0.08	0.15%	0.98	1.89%	50.04	102	$5,296	49.71
CME	Near	279.18	279.78	0.09	0.21%	6.44	2.31%	266.9	15	$4,188	256.83
DGX	Near	245.55	246	0.09	0.18%	5.12	2.09%	235.76	19	$4,665	232.28
IQV	Near	261.19	261.88	0.09	0.26%	7.98	3.06%	245.92	12	$3,134	233.76
UBER	Near	80.13	80.43	0.12	0.37%	2.59	3.23%	75.25	38	$3,045	73.97
CBOE	Near	309.7	311.06	0.13	0.44%	10.51	3.39%	290.04	9	$2,787	273.36
J	Near	152.23	152.72	0.14	0.32%	3.61	2.37%	145.5	27	$4,110	142.41
SW	Near	49.92	50.19	0.16	0.54%	1.67	3.35%	46.85	59	$2,945	47.21
FCX	Near	79.47	79.95	0.17	0.6%	2.87	3.61%	74.21	34	$2,702	65.57

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 49 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)
EQT	Broken out	56.1	55.15	-0.67	-1.7%	1.42	2.53%	53.26	70	$3,927	51.08
SJM	Broken out	129.54	127.65	-0.55	-1.46%	3.4	2.62%	122.74	29	$3,757	115.64
ECL	Broken out	291.92	290.28	-0.28	-0.56%	5.95	2.04%	280.02	16	$4,671	272.79
EXPD	Broken out	191	189.99	-0.25	-0.53%	4.08	2.14%	182.84	24	$4,584	164.35
VZ	Broken out	50.59	50.33	-0.25	-0.51%	1.05	2.08%	48.49	95	$4,806	45.09
DASH	Broken out	235.96	234.63	-0.17	-0.57%	8.06	3.42%	219.84	12	$2,832	188.82
RVTY	Broken out	125.38	124.97	-0.11	-0.33%	3.8	3.03%	117.78	26	$3,260	107.73
T	Broken out	25.91	25.87	-0.06	-0.14%	0.58	2.24%	24.75	172	$4,456	22.55
GILD	Broken out	149.1	148.97	-0.03	-0.09%	3.81	2.56%	141.48	26	$3,877	128.28
IVZ	Broken out	33.03	33	-0.03	-0.08%	0.88	2.66%	31.27	113	$3,732	27.86
GPC	Broken out	138.24	138.21	-0.01	-0.02%	3.56	2.58%	131.12	28	$3,871	123.33
SOLV	Broken out	92.08	92.05	-0.01	-0.04%	2.5	2.71%	87.08	40	$3,683	81.22
EL	Broken out	104.89	104.88	0	-0.01%	3.23	3.08%	98.43	30	$3,147	82.61
CME	Near	279.18	279.78	0.09	0.21%	6.44	2.31%	266.9	15	$4,188	256.83
DGX	Near	245.55	246	0.09	0.18%	5.12	2.09%	235.76	19	$4,665	229.01
IQV	Near	261.19	261.88	0.09	0.26%	7.98	3.06%	245.92	12	$3,134	227.15
UBER	Near	80.13	80.43	0.12	0.37%	2.59	3.23%	75.25	38	$3,045	66.74
CBOE	Near	309.7	311.06	0.13	0.44%	10.51	3.39%	290.04	9	$2,787	273.36
J	Near	152.23	152.72	0.14	0.32%	3.61	2.37%	145.5	27	$4,110	131.02
FCX	Near	79.47	79.95	0.17	0.6%	2.87	3.61%	74.21	34	$2,702	58.19
WBD	Near	28.9	28.98	0.18	0.29%	0.46	1.59%	28.06	217	$6,270	25.4
UHS	Near	178.46	179.47	0.19	0.57%	5.32	2.98%	168.83	18	$3,212	160.96
CRL	Near	298.39	300.59	0.22	0.74%	10.01	3.35%	280.57	9	$2,686	227.38
NDAQ	Near	98.89	99.4	0.24	0.52%	2.11	2.13%	95.18	47	$4,648	93.19
JKHY	Near	172.97	174.31	0.26	0.77%	5.17	2.99%	163.97	19	$3,286	149.19

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)