Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-08-31 19:48 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 44 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	60.15	55.89	-2.37	-7.09%	1.8	2.99%	56.55	55	$3,309	51.98
NOW	Broken out	148.86	139.32	-1.44	-6.41%	6.62	4.45%	135.62	15	$2,233	117.59
MPC	Broken out	375.98	367.6	-0.78	-2.23%	10.77	2.86%	354.44	9	$3,384	347.67
HAL	Broken out	36.85	36.08	-0.69	-2.1%	1.12	3.04%	34.61	89	$3,280	33.03
VLO	Broken out	360.01	353	-0.64	-1.95%	10.95	3.04%	338.11	9	$3,240	335
GEN	Broken out	31.06	30.53	-0.56	-1.71%	0.94	3.03%	29.18	106	$3,292	27.01
CME	Broken out	286.06	282.71	-0.53	-1.17%	6.29	2.2%	273.48	15	$4,291	262.2
CRM	Broken out	259.42	254.48	-0.5	-1.9%	9.85	3.8%	239.72	10	$2,594	189.91
FDS	Broken out	313.48	309.39	-0.36	-1.3%	11.4	3.64%	290.68	8	$2,508	274.95
GIS	Broken out	41.42	41.07	-0.3	-0.83%	1.15	2.78%	39.12	86	$3,562	37.68
SBAC	Broken out	190	188.5	-0.28	-0.79%	5.29	2.78%	179.42	18	$3,420	179.16
ADBE	Broken out	293.94	291.18	-0.26	-0.94%	10.7	3.64%	272.54	9	$2,645	251.2
RMD	Broken out	240.1	238.37	-0.26	-0.72%	6.7	2.79%	226.7	14	$3,361	218.66
CTSH	Broken out	64.76	64.24	-0.22	-0.8%	2.33	3.6%	60.1	42	$2,720	56.55
QCOM	Broken out	170.45	168.87	-0.22	-0.93%	7.29	4.28%	155.87	13	$2,216	156.23
ROP	Broken out	426.36	423.99	-0.21	-0.56%	11.17	2.62%	404.02	8	$3,411	388.77
CRWD	Broken out	230.76	229.08	-0.15	-0.73%	10.99	4.76%	208.78	9	$2,077	181.24
ACN	Broken out	190.76	189.93	-0.11	-0.44%	7.52	3.94%	175.72	13	$2,480	169.75
TYL	Broken out	374.55	373.03	-0.11	-0.41%	13.98	3.73%	346.59	7	$2,622	319.81
ADP	Broken out	286.83	286.17	-0.1	-0.23%	6.63	2.31%	273.57	15	$4,302	265.82
PSX	Broken out	247.63	246.95	-0.1	-0.28%	7.03	2.84%	233.57	14	$3,467	229.42
CTVA	Broken out	84.69	84.6	-0.04	-0.11%	2.25	2.66%	80.19	44	$3,727	75.46
PFE	Broken out	28.59	28.58	-0.02	-0.05%	0.6	2.1%	27.39	166	$4,747	26.42
PLTR	Broken out	187.01	186.86	-0.02	-0.08%	7.67	4.1%	171.67	13	$2,431	168.9
PAYX	Broken out	127.27	127.23	-0.01	-0.03%	3.21	2.52%	120.85	31	$3,945	118.48

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)
SLB	Broken out	60.15	56.87	-1.82	-5.46%	1.8	2.99%	56.55	55	$3,309	48.3
NOW	Broken out	148.86	139.32	-1.44	-6.41%	6.62	4.45%	135.62	15	$2,233	106.05
MPC	Broken out	375.98	367.6	-0.78	-2.23%	10.77	2.86%	354.44	9	$3,384	290.36
VLO	Broken out	360.01	353	-0.64	-1.95%	10.95	3.04%	338.11	9	$3,240	291.46
GEN	Broken out	31.06	30.53	-0.56	-1.71%	0.94	3.03%	29.18	106	$3,292	26.69
CME	Broken out	286.06	282.71	-0.53	-1.17%	6.29	2.2%	273.48	15	$4,291	256.83
CRM	Broken out	259.42	254.48	-0.5	-1.9%	9.85	3.8%	239.72	10	$2,594	177.03
FDS	Broken out	313.48	309.39	-0.36	-1.3%	11.4	3.64%	290.68	8	$2,508	254.99
GIS	Broken out	41.42	41.07	-0.3	-0.83%	1.15	2.78%	39.12	86	$3,562	35.39
ADBE	Broken out	293.94	291.18	-0.26	-0.94%	10.7	3.64%	272.54	9	$2,645	241.23
RMD	Broken out	240.1	238.37	-0.26	-0.72%	6.7	2.79%	226.7	14	$3,361	202
CTSH	Broken out	64.76	64.24	-0.22	-0.8%	2.33	3.6%	60.1	42	$2,720	52.21
ROP	Broken out	426.36	423.99	-0.21	-0.56%	11.17	2.62%	404.02	8	$3,411	381.28
CRWD	Broken out	230.76	229.08	-0.15	-0.73%	10.99	4.76%	208.78	9	$2,077	181.24
ACN	Broken out	190.76	189.93	-0.11	-0.44%	7.52	3.94%	175.72	13	$2,480	157.76
TYL	Broken out	374.55	373.03	-0.11	-0.41%	13.98	3.73%	346.59	7	$2,622	299.73
ADP	Broken out	286.83	286.17	-0.1	-0.23%	6.63	2.31%	273.57	15	$4,302	258.99
PSX	Broken out	247.63	246.95	-0.1	-0.28%	7.03	2.84%	233.57	14	$3,467	200.31
PFE	Broken out	28.59	28.58	-0.02	-0.05%	0.6	2.1%	27.39	166	$4,747	24.67
PLTR	Broken out	187.01	186.86	-0.02	-0.08%	7.67	4.1%	171.67	13	$2,431	119.62
PAYX	Broken out	127.27	127.23	-0.01	-0.03%	3.21	2.52%	120.85	31	$3,945	113.8
T	Near	25.98	26.02	0.08	0.17%	0.59	2.27%	24.84	169	$4,390	22.55
PSKY	Near	10.88	10.98	0.26	0.97%	0.4	3.68%	10.18	250	$2,719	7.62
MSFT	Near	509.95	513.73	0.31	0.74%	12.12	2.38%	489.49	8	$4,080	449.33
CDW	Near	152.33	154.5	0.33	1.42%	6.65	4.37%	141.2	15	$2,285	113

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)