Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-01 17:33 UTC

Overview

Symbols scanned

498

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 39 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)
CTVA	Broken out	87.49	85.28	-0.96	-2.53%	2.3	2.63%	82.89	43	$3,762	75.46
MO	Broken out	70.17	69.36	-0.47	-1.15%	1.72	2.45%	66.73	58	$4,070	63.92
DE	Broken out	669.94	660.7	-0.46	-1.38%	20.11	3%	629.72	4	$2,680	579.31
AAPL	Broken out	324.74	322.37	-0.31	-0.73%	7.7	2.37%	309.34	12	$3,897	305.74
MPC	Broken out	379.14	376.56	-0.24	-0.68%	10.64	2.81%	357.86	9	$3,412	347.67
BG	Broken out	119.49	118.74	-0.19	-0.63%	3.99	3.34%	111.51	25	$2,987	106.57
SPGI	Broken out	446.78	444.82	-0.17	-0.44%	11.2	2.51%	424.38	8	$3,574	409.85
CVX	Broken out	209.51	208.98	-0.13	-0.25%	4.07	1.94%	201.37	24	$5,028	197.82
CF	Broken out	133.09	132.55	-0.11	-0.41%	4.78	3.59%	123.53	20	$2,662	116.74
EXE	Broken out	99.7	99.61	-0.04	-0.09%	2.43	2.44%	94.84	41	$4,088	92.63
FDS	Broken out	314.94	314.51	-0.04	-0.14%	11.31	3.59%	292.32	8	$2,520	274.95
VLO	Near	362.77	362.79	0	0.01%	10.84	2.99%	341.11	9	$3,265	335
GDDY	Near	101.65	101.99	0.08	0.33%	4.51	4.44%	92.97	22	$2,236	92.3
COP	Near	135.6	135.88	0.09	0.21%	3.24	2.39%	129.4	30	$4,068	125.14
ADM	Near	83.58	83.84	0.1	0.31%	2.5	2.99%	78.84	40	$3,343	75.86
PSX	Near	249.89	250.66	0.11	0.31%	6.95	2.78%	236.76	14	$3,498	232.96
WELL	Near	242.38	243.04	0.13	0.27%	5.09	2.1%	232.86	19	$4,605	233
MSI	Near	492.06	493.57	0.14	0.31%	10.84	2.2%	471.89	9	$4,429	457.08
PFE	Near	28.6	28.7	0.16	0.33%	0.6	2.1%	27.5	166	$4,748	26.55
EG	Near	379.55	380.85	0.17	0.34%	7.73	2.04%	365.39	12	$4,555	362.58
CME	Near	286.21	287.44	0.19	0.43%	6.32	2.21%	274.8	15	$4,293	262.2
DG	Near	131.62	132.5	0.21	0.67%	4.15	3.15%	124.2	24	$3,159	117.51
KR	Near	58.88	59.2	0.21	0.54%	1.51	2.56%	56.18	66	$3,886	55.05
T	Near	26.1	26.24	0.24	0.54%	0.58	2.22%	25.08	172	$4,489	24.62
SOLV	Near	92.06	92.71	0.26	0.71%	2.49	2.7%	87.73	40	$3,682	86.64

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.

Symbol	Status	Close	55d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (20d low)
DE	Broken out	669.94	660.7	-0.46	-1.38%	20.11	3%	629.72	4	$2,680	579.31
MPC	Broken out	379.14	376.56	-0.24	-0.68%	10.64	2.81%	357.86	9	$3,412	290.36
CVX	Broken out	209.51	208.98	-0.13	-0.25%	4.07	1.94%	201.37	24	$5,028	185.87
CF	Broken out	133.09	132.55	-0.11	-0.41%	4.78	3.59%	123.53	20	$2,662	109.43
EXE	Broken out	99.7	99.61	-0.04	-0.09%	2.43	2.44%	94.84	41	$4,088	90.52
FDS	Broken out	314.94	314.51	-0.04	-0.14%	11.31	3.59%	292.32	8	$2,520	264.49
VLO	Near	362.77	362.79	0	0.01%	10.84	2.99%	341.11	9	$3,265	291.46
COP	Near	135.6	135.88	0.09	0.21%	3.24	2.39%	129.4	30	$4,068	114.71
PSX	Near	249.89	250.66	0.11	0.31%	6.95	2.78%	236.76	14	$3,498	200.31
MSI	Near	492.06	493.57	0.14	0.31%	10.84	2.2%	471.89	9	$4,429	433.91
PFE	Near	28.6	28.7	0.16	0.33%	0.6	2.1%	27.5	166	$4,748	24.7
CME	Near	286.21	287.44	0.19	0.43%	6.32	2.21%	274.8	15	$4,293	256.83
DG	Near	131.62	132.5	0.21	0.67%	4.15	3.15%	124.2	24	$3,159	117.51
T	Near	26.1	26.24	0.24	0.54%	0.58	2.22%	25.08	172	$4,489	22.55
SOLV	Near	92.06	92.71	0.26	0.71%	2.49	2.7%	87.73	40	$3,682	81.22
GILD	Near	148.52	149.62	0.29	0.74%	3.83	2.58%	141.96	26	$3,862	129.02
MOS	Near	24.9	25.2	0.3	1.23%	1.03	4.14%	23.14	97	$2,415	20.82
MCK	Near	910.06	918	0.32	0.87%	24.75	2.72%	868.5	4	$3,640	810.88
ADP	Near	284.96	287.32	0.36	0.83%	6.51	2.28%	274.3	15	$4,274	263.36
VZ	Near	50.4	50.78	0.37	0.76%	1.05	2.08%	48.68	95	$4,788	45.09
TYL	Near	376.89	382.39	0.4	1.46%	13.76	3.65%	354.87	7	$2,638	299.73
ACN	Near	188.38	191.46	0.42	1.64%	7.32	3.89%	176.82	13	$2,449	157.76
VRTX	Near	549.2	555.69	0.46	1.18%	14.04	2.56%	527.61	7	$3,844	465.51
CTSH	Near	63.81	64.91	0.48	1.72%	2.29	3.59%	60.33	43	$2,744	52.8
ADBE	Near	288.88	294.13	0.5	1.82%	10.54	3.65%	273.05	9	$2,600	245.46

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

5 symbol(s) could not be evaluated (fetch error, insufficient history, or unusable volatility):

CVNA (fetch error), HONA (insufficient history), MAS (fetch error), SYF (fetch error), WFC (fetch error)