Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-27 23:30 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 51 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)
CRM	Broken out	252.05	213.17	-3.96	-15.43%	9.83	3.9%	232.39	10	$2,521	189.91
VEEV	Broken out	282.13	253.49	-2.78	-10.15%	10.3	3.65%	261.53	9	$2,539	238.32
SNPS	Broken out	464.89	425.78	-2.5	-8.41%	15.62	3.36%	433.65	6	$2,789	388.11
NOW	Broken out	138.43	131.18	-1.14	-5.24%	6.38	4.61%	125.67	15	$2,076	117.59
ADSK	Broken out	270.58	260.74	-1.03	-3.64%	9.54	3.53%	251.5	10	$2,706	241.33
ADBE	Broken out	289.15	279	-0.93	-3.51%	10.86	3.76%	267.43	9	$2,602	251.2
RVTY	Broken out	129.71	126.9	-0.73	-2.17%	3.83	2.95%	122.05	26	$3,372	113.69
TYL	Broken out	369.88	360	-0.7	-2.67%	14.06	3.8%	341.76	7	$2,589	311.07
GEN	Broken out	30.5	29.87	-0.66	-2.07%	0.96	3.15%	28.58	104	$3,172	27.01
PTC	Broken out	158.95	156.03	-0.56	-1.84%	5.18	3.26%	148.59	19	$3,020	145.37
PLTR	Broken out	185.93	182.44	-0.44	-1.88%	7.86	4.23%	170.21	12	$2,231	168.9
ROP	Broken out	422.69	418.75	-0.34	-0.93%	11.48	2.72%	399.73	8	$3,382	387.82
EL	Broken out	106.21	105.26	-0.29	-0.89%	3.31	3.12%	99.59	30	$3,186	83.85
CTSH	Broken out	63.76	63.3	-0.19	-0.72%	2.36	3.7%	59.04	42	$2,678	56.55
NWSA	Broken out	31.19	31.1	-0.12	-0.29%	0.76	2.44%	29.67	131	$4,086	28.57
FTNT	Broken out	172.78	172.09	-0.1	-0.4%	6.63	3.84%	159.52	15	$2,592	148.25
PSKY	Broken out	10.8	10.77	-0.07	-0.28%	0.4	3.7%	10	250	$2,700	9.5
SLB	Broken out	55.01	54.9	-0.07	-0.2%	1.61	2.93%	51.79	62	$3,411	51.6
CBOE	Broken out	313.95	313.49	-0.04	-0.15%	10.43	3.32%	293.09	9	$2,826	273.36
CRWD	Broken out	227.96	227.5	-0.04	-0.2%	10.9	4.78%	206.16	9	$2,052	181.24
NVDA	Broken out	227.98	227.92	-0.01	-0.03%	7.23	3.17%	213.52	13	$2,964	207.25
IVZ	Near	33.31	33.31	0	0%	0.89	2.67%	31.53	112	$3,731	31.2
IQV	Near	262.38	262.51	0.02	0.05%	7.86	3%	246.79	12	$3,149	233.76
NWS	Near	35.32	35.35	0.03	0.08%	0.9	2.55%	33.55	111	$3,921	32.32
WAT	Near	421.26	421.74	0.04	0.11%	12.16	2.89%	397.42	8	$3,370	396

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 44 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)
CRM	Broken out	252.05	213.17	-3.96	-15.43%	9.83	3.9%	232.39	10	$2,521	175.9
VEEV	Broken out	282.13	253.49	-2.78	-10.15%	10.3	3.65%	261.53	9	$2,539	196.67
NOW	Broken out	138.43	131.18	-1.14	-5.24%	6.38	4.61%	125.67	15	$2,076	106.05
ADSK	Broken out	270.58	260.74	-1.03	-3.64%	9.54	3.53%	251.5	10	$2,706	227.99
ADBE	Broken out	289.15	279	-0.93	-3.51%	10.86	3.76%	267.43	9	$2,602	241.23
RVTY	Broken out	129.71	126.9	-0.73	-2.17%	3.83	2.95%	122.05	26	$3,372	107.73
TYL	Broken out	369.88	360	-0.7	-2.67%	14.06	3.8%	341.76	7	$2,589	299.73
GEN	Broken out	30.5	29.87	-0.66	-2.07%	0.96	3.15%	28.58	104	$3,172	26.61
PTC	Broken out	158.95	156.03	-0.56	-1.84%	5.18	3.26%	148.59	19	$3,020	133.06
PLTR	Broken out	185.93	182.44	-0.44	-1.88%	7.86	4.23%	170.21	12	$2,231	119.62
ROP	Broken out	422.69	418.75	-0.34	-0.93%	11.48	2.72%	399.73	8	$3,382	381.28
EL	Broken out	106.21	105.26	-0.29	-0.89%	3.31	3.12%	99.59	30	$3,186	83.13
CTSH	Broken out	63.76	63.3	-0.19	-0.72%	2.36	3.7%	59.04	42	$2,678	51.86
NWSA	Broken out	31.19	31.1	-0.12	-0.29%	0.76	2.44%	29.67	131	$4,086	27.42
FTNT	Broken out	172.78	172.09	-0.1	-0.4%	6.63	3.84%	159.52	15	$2,592	148.25
CBOE	Broken out	313.95	313.49	-0.04	-0.15%	10.43	3.32%	293.09	9	$2,826	273.36
CRWD	Broken out	227.96	227.5	-0.04	-0.2%	10.9	4.78%	206.16	9	$2,052	177.75
NVDA	Broken out	227.98	227.92	-0.01	-0.03%	7.23	3.17%	213.52	13	$2,964	191.52
IVZ	Near	33.31	33.31	0	0%	0.89	2.67%	31.53	112	$3,731	28.15
IQV	Near	262.38	262.51	0.02	0.05%	7.86	3%	246.79	12	$3,149	227.15
NWS	Near	35.32	35.35	0.03	0.08%	0.9	2.55%	33.55	111	$3,921	31.01
WAT	Near	421.26	421.74	0.04	0.11%	12.16	2.89%	397.42	8	$3,370	370.4
COIN	Near	190.72	191.84	0.11	0.59%	10.43	5.47%	170.98	9	$1,716	139.11
ADP	Near	284.68	285.59	0.13	0.32%	6.84	2.4%	271.91	14	$3,986	256.9
ACN	Near	187.38	188.45	0.14	0.57%	7.67	4.09%	173.11	13	$2,436	157.76

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)