Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-02 17:34 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 50 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	90.09	87.84	-0.96	-2.5%	2.34	2.6%	85.41	42	$3,784	76.48
MPC	Broken out	389.8	383.01	-0.65	-1.74%	10.37	2.66%	369.06	9	$3,508	347.67
PSX	Broken out	256.45	252.05	-0.63	-1.72%	7	2.73%	242.45	14	$3,590	233.55
SWKS	Broken out	72.66	70.75	-0.62	-2.63%	3.09	4.25%	66.48	32	$2,325	63.06
CF	Broken out	138.81	135.77	-0.6	-2.19%	5.05	3.64%	128.71	19	$2,637	118.93
MOS	Broken out	25.71	25.21	-0.48	-1.94%	1.05	4.08%	23.61	95	$2,442	21.6
DE	Broken out	686.49	677.89	-0.43	-1.25%	19.96	2.91%	646.57	5	$3,432	579.31
ADM	Broken out	85.46	84.62	-0.33	-0.98%	2.55	2.98%	80.36	39	$3,333	75.86
BG	Broken out	122.57	121.5	-0.27	-0.87%	4.03	3.29%	114.51	24	$2,942	106.57
VLO	Broken out	367.68	364.9	-0.27	-0.76%	10.4	2.83%	346.88	9	$3,309	335
CVX	Broken out	212.07	211.08	-0.24	-0.47%	4.09	1.93%	203.89	24	$5,090	197.82
COP	Broken out	137.04	136.3	-0.23	-0.54%	3.24	2.36%	130.56	30	$4,111	128
COR	Broken out	335.56	333.95	-0.2	-0.48%	8.15	2.43%	319.26	12	$4,027	312.02
DG	Broken out	133.12	132.5	-0.15	-0.47%	4.1	3.08%	124.92	24	$3,195	117.51
MCK	Broken out	920.63	918	-0.11	-0.29%	24.72	2.69%	871.18	4	$3,682	837.88
HPQ	Broken out	32.24	32.19	-0.04	-0.17%	1.38	4.28%	29.48	72	$2,322	26.73
REGN	Broken out	847.27	847	-0.01	-0.03%	19.96	2.36%	807.35	5	$4,236	779.08
CMG	Near	38.31	38.36	0.03	0.12%	1.29	3.37%	35.78	77	$2,950	33.2
T	Near	26.29	26.32	0.05	0.11%	0.58	2.21%	25.16	172	$4,522	24.85
APA	Near	44.94	45.05	0.08	0.24%	1.45	3.23%	42.15	68	$3,056	40.46
GDDY	Near	102.03	102.39	0.08	0.35%	4.37	4.28%	93.65	22	$2,245	94.02
RVTY	Near	129.79	130.07	0.08	0.22%	3.8	2.93%	122.47	26	$3,374	115.29
TMUS	Near	186.87	187.48	0.12	0.33%	4.99	2.67%	177.5	20	$3,737	176.22
GILD	Near	149.37	149.96	0.15	0.4%	3.85	2.58%	142.26	25	$3,734	139.54
NFLX	Near	82.13	82.46	0.15	0.41%	2.3	2.8%	77.86	43	$3,531	78.1

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 30 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)
MPC	Broken out	389.8	383.01	-0.65	-1.74%	10.37	2.66%	369.06	9	$3,508	290.36
PSX	Broken out	256.45	252.05	-0.63	-1.72%	7	2.73%	242.45	14	$3,590	200.31
CF	Broken out	138.81	135.77	-0.6	-2.19%	5.05	3.64%	128.71	19	$2,637	109.43
MOS	Broken out	25.71	25.21	-0.48	-1.94%	1.05	4.08%	23.61	95	$2,442	20.82
DE	Broken out	686.49	677.89	-0.43	-1.25%	19.96	2.91%	646.57	5	$3,432	579.31
VLO	Broken out	367.68	364.9	-0.27	-0.76%	10.4	2.83%	346.88	9	$3,309	291.46
CVX	Broken out	212.07	211.08	-0.24	-0.47%	4.09	1.93%	203.89	24	$5,090	185.87
COP	Broken out	137.04	136.3	-0.23	-0.54%	3.24	2.36%	130.56	30	$4,111	114.71
COR	Broken out	335.56	333.95	-0.2	-0.48%	8.15	2.43%	319.26	12	$4,027	301.23
DG	Broken out	133.12	132.5	-0.15	-0.47%	4.1	3.08%	124.92	24	$3,195	117.51
MCK	Broken out	920.63	918	-0.11	-0.29%	24.72	2.69%	871.18	4	$3,682	810.88
HPQ	Broken out	32.24	32.19	-0.04	-0.17%	1.38	4.28%	29.48	72	$2,322	26.73
REGN	Broken out	847.27	847	-0.01	-0.03%	19.96	2.36%	807.35	5	$4,236	762.79
T	Near	26.29	26.32	0.05	0.11%	0.58	2.21%	25.16	172	$4,522	22.55
APA	Near	44.94	45.05	0.08	0.24%	1.45	3.23%	42.15	68	$3,056	34.54
RVTY	Near	129.79	130.07	0.08	0.22%	3.8	2.93%	122.47	26	$3,374	110.81
GILD	Near	149.37	149.96	0.15	0.4%	3.85	2.58%	142.26	25	$3,734	129.02
NFLX	Near	82.13	82.46	0.15	0.41%	2.3	2.8%	77.86	43	$3,531	73.08
BIIB	Near	221.7	222.85	0.18	0.52%	6.38	2.88%	210.09	15	$3,325	199.93
VRTX	Near	552.83	555.69	0.21	0.52%	13.83	2.5%	528.03	7	$3,870	465.51
EXE	Near	99.42	100.13	0.3	0.72%	2.37	2.38%	95.39	42	$4,175	90.52
PFE	Near	28.92	29.09	0.3	0.61%	0.58	2.01%	27.93	172	$4,973	25.3
JNJ	Near	274.66	276.47	0.32	0.66%	5.68	2.07%	265.11	17	$4,669	254.47
VZ	Near	50.6	50.93	0.33	0.64%	1	1.98%	48.93	100	$5,060	45.09
CMCSA	Near	27.09	27.35	0.36	0.94%	0.71	2.62%	25.93	140	$3,793	24.33

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)