Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-28 23:22 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 43 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)
SLB	Broken out	57.33	55.89	-0.86	-2.51%	1.67	2.91%	53.99	59	$3,382	51.98
NOW	Broken out	144.71	139.32	-0.84	-3.72%	6.45	4.46%	131.81	15	$2,171	117.59
GEN	Broken out	31.02	30.53	-0.52	-1.58%	0.95	3.06%	29.12	105	$3,257	27.01
CME	Broken out	285.8	282.71	-0.49	-1.08%	6.29	2.2%	273.22	15	$4,287	262.2
SBAC	Broken out	190.95	188.5	-0.46	-1.28%	5.36	2.81%	180.23	18	$3,437	179.16
GIS	Broken out	41.55	41.07	-0.42	-1.16%	1.14	2.74%	39.27	87	$3,615	37.68
TYL	Broken out	377.94	373.03	-0.35	-1.3%	13.85	3.66%	350.24	7	$2,646	319.81
RMD	Broken out	240.33	238.37	-0.29	-0.82%	6.68	2.78%	226.97	14	$3,365	218.66
ADP	Broken out	287.48	286.17	-0.2	-0.46%	6.66	2.32%	274.16	15	$4,312	265.82
ROP	Broken out	426.2	423.99	-0.2	-0.52%	11.27	2.64%	403.66	8	$3,410	388.77
CRM	Broken out	256	254.48	-0.15	-0.59%	10.06	3.93%	235.88	9	$2,304	189.91
MPC	Broken out	368.83	367.6	-0.12	-0.33%	10.41	2.82%	348.01	9	$3,319	347.67
HAL	Broken out	36.18	36.08	-0.09	-0.28%	1.07	2.96%	34.04	93	$3,365	33.03
ADBE	Broken out	291.52	291.18	-0.03	-0.12%	10.68	3.66%	270.16	9	$2,624	251.2
MSFT	Near	513.53	513.73	0.02	0.04%	12.41	2.42%	488.91	8	$4,108	477.15
T	Near	26.01	26.02	0.02	0.04%	0.58	2.23%	24.86	172	$4,474	24.58
ACN	Near	189.61	189.93	0.04	0.17%	7.51	3.96%	174.91	13	$2,465	169.75
FDS	Near	308.98	309.39	0.04	0.13%	11.26	3.64%	286.87	8	$2,472	274.95
PAYX	Near	127.04	127.23	0.06	0.15%	3.21	2.53%	120.81	31	$3,938	118.48
VLO	Near	352.36	353	0.06	0.18%	10.53	2.99%	331.94	9	$3,171	335
PLTR	Near	186.29	186.86	0.07	0.31%	7.66	4.11%	171.54	13	$2,422	168.9
AAPL	Near	319.7	320.28	0.08	0.18%	7.39	2.31%	305.5	13	$4,156	302.94
CTSH	Near	64.04	64.24	0.09	0.31%	2.32	3.62%	59.6	43	$2,754	56.55
SPGI	Near	442.89	444.82	0.18	0.44%	10.94	2.47%	422.94	9	$3,986	409.85
EXPD	Near	190.97	191.79	0.2	0.43%	4.05	2.12%	183.69	24	$4,583	185.02

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 35 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)
NOW	Broken out	144.71	139.32	-0.84	-3.72%	6.45	4.46%	131.81	15	$2,171	106.05
GEN	Broken out	31.02	30.53	-0.52	-1.58%	0.95	3.06%	29.12	105	$3,257	26.69
CME	Broken out	285.8	282.71	-0.49	-1.08%	6.29	2.2%	273.22	15	$4,287	256.83
GIS	Broken out	41.55	41.07	-0.42	-1.16%	1.14	2.74%	39.27	87	$3,615	35.39
TYL	Broken out	377.94	373.03	-0.35	-1.3%	13.85	3.66%	350.24	7	$2,646	299.73
RMD	Broken out	240.33	238.37	-0.29	-0.82%	6.68	2.78%	226.97	14	$3,365	202
SLB	Broken out	57.33	56.87	-0.28	-0.8%	1.67	2.91%	53.99	59	$3,382	48.3
ADP	Broken out	287.48	286.17	-0.2	-0.46%	6.66	2.32%	274.16	15	$4,312	258.99
ROP	Broken out	426.2	423.99	-0.2	-0.52%	11.27	2.64%	403.66	8	$3,410	381.28
CRM	Broken out	256	254.48	-0.15	-0.59%	10.06	3.93%	235.88	9	$2,304	177.03
MPC	Broken out	368.83	367.6	-0.12	-0.33%	10.41	2.82%	348.01	9	$3,319	290.36
ADBE	Broken out	291.52	291.18	-0.03	-0.12%	10.68	3.66%	270.16	9	$2,624	241.23
MSFT	Near	513.53	513.73	0.02	0.04%	12.41	2.42%	488.91	8	$4,108	449.33
T	Near	26.01	26.02	0.02	0.04%	0.58	2.23%	24.86	172	$4,474	22.55
ACN	Near	189.61	189.93	0.04	0.17%	7.51	3.96%	174.91	13	$2,465	157.76
FDS	Near	308.98	309.39	0.04	0.13%	11.26	3.64%	286.87	8	$2,472	254.99
PAYX	Near	127.04	127.23	0.06	0.15%	3.21	2.53%	120.81	31	$3,938	113.8
VLO	Near	352.36	353	0.06	0.18%	10.53	2.99%	331.94	9	$3,171	291.46
PLTR	Near	186.29	186.86	0.07	0.31%	7.66	4.11%	171.54	13	$2,422	119.62
CTSH	Near	64.04	64.24	0.09	0.31%	2.32	3.62%	59.6	43	$2,754	52.21
EXPD	Near	190.97	191.79	0.2	0.43%	4.05	2.12%	183.69	24	$4,583	165.77
DASH	Near	236.74	238.52	0.22	0.75%	8	3.38%	222.52	12	$2,841	193.54
PSKY	Near	10.88	10.98	0.26	0.92%	0.39	3.58%	10.2	256	$2,785	7.62
RVTY	Near	128.8	129.8	0.26	0.78%	3.78	2.93%	122.24	26	$3,349	107.73
EXE	Near	98.16	98.88	0.29	0.73%	2.46	2.51%	93.96	40	$3,926	90.52

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)