Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-03 17:28 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 63 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)
HOOD	Broken out	123.01	112.45	-1.64	-8.58%	6.45	5.24%	110.11	15	$1,845	93.65
TSLA	Broken out	382.16	368.92	-0.9	-3.46%	14.64	3.83%	352.88	6	$2,293	338.96
PFG	Broken out	118.74	116.61	-0.81	-1.8%	2.62	2.21%	113.5	38	$4,512	108.65
CDW	Broken out	157.3	153.76	-0.53	-2.25%	6.64	4.22%	144.02	15	$2,360	130.56
EG	Broken out	387.36	383.97	-0.44	-0.87%	7.77	2.01%	371.82	12	$4,648	362.58
ELV	Broken out	414.77	410.29	-0.43	-1.08%	10.51	2.53%	393.75	9	$3,733	390.8
ACN	Broken out	194.33	191.46	-0.4	-1.48%	7.2	3.71%	179.93	13	$2,526	172.35
IQV	Broken out	268.09	266.08	-0.26	-0.75%	7.66	2.86%	252.77	13	$3,485	240.46
HUM	Broken out	410.98	408.3	-0.2	-0.65%	13.65	3.32%	383.68	7	$2,877	371.5
TMUS	Broken out	188.85	188.07	-0.16	-0.42%	4.98	2.64%	178.89	20	$3,777	176.22
VLO	Broken out	371.2	370.11	-0.1	-0.29%	10.91	2.94%	349.38	9	$3,341	335
CNC	Broken out	68.56	68.38	-0.08	-0.26%	2.3	3.35%	63.96	43	$2,948	63.42
COR	Broken out	338.36	337.91	-0.06	-0.13%	7.95	2.35%	322.46	12	$4,060	312.02
DELL	Broken out	515.36	514	-0.04	-0.26%	31.99	6.21%	451.38	3	$1,546	421.89
CRM	Broken out	264.87	264.55	-0.03	-0.12%	9.98	3.77%	244.91	10	$2,649	198.95
META	Broken out	613.02	612.43	-0.03	-0.1%	20.99	3.42%	571.04	4	$2,452	539.31
SBAC	Broken out	191.65	191.55	-0.02	-0.05%	5.26	2.74%	181.13	19	$3,641	179.16
RSG	Broken out	224.65	224.59	-0.01	-0.02%	4.13	1.84%	216.39	24	$5,391	215.73
MPC	Near	391.84	391.98	0.01	0.04%	11.02	2.81%	369.94	9	$3,527	347.67
PSX	Near	258.37	258.48	0.02	0.04%	7.01	2.71%	244.46	14	$3,617	233.55
EXE	Near	100.06	100.13	0.03	0.07%	2.33	2.33%	95.47	42	$4,202	93.74
EQT	Near	56.41	56.47	0.04	0.11%	1.39	2.46%	53.69	71	$4,005	52.57
COIN	Near	193.02	193.81	0.07	0.41%	11.19	5.8%	171.43	8	$1,544	166.11
CVX	Near	212.49	212.79	0.08	0.14%	3.97	1.87%	204.85	25	$5,312	197.82
ICE	Near	163.11	163.39	0.08	0.17%	3.66	2.24%	156.07	27	$4,404	155

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 39 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)
PFG	Broken out	118.74	116.61	-0.81	-1.8%	2.62	2.21%	113.5	38	$4,512	108.65
HOOD	Broken out	123.01	120.05	-0.46	-2.41%	6.45	5.24%	110.11	15	$1,845	90.21
CDW	Broken out	157.3	154.5	-0.42	-1.78%	6.64	4.22%	144.02	15	$2,360	113
ACN	Broken out	194.33	191.46	-0.4	-1.48%	7.2	3.71%	179.93	13	$2,526	157.76
IQV	Broken out	268.09	266.08	-0.26	-0.75%	7.66	2.86%	252.77	13	$3,485	228.76
VLO	Broken out	371.2	370.11	-0.1	-0.29%	10.91	2.94%	349.38	9	$3,341	291.46
COR	Broken out	338.36	337.91	-0.06	-0.13%	7.95	2.35%	322.46	12	$4,060	302.01
DELL	Broken out	515.36	514	-0.04	-0.26%	31.99	6.21%	451.38	3	$1,546	416.3
CRM	Broken out	264.87	264.55	-0.03	-0.12%	9.98	3.77%	244.91	10	$2,649	183
MPC	Near	391.84	391.98	0.01	0.04%	11.02	2.81%	369.94	9	$3,527	290.36
PSX	Near	258.37	258.48	0.02	0.04%	7.01	2.71%	244.46	14	$3,617	200.31
EXE	Near	100.06	100.13	0.03	0.07%	2.33	2.33%	95.47	42	$4,202	90.52
EQT	Near	56.41	56.47	0.04	0.11%	1.39	2.46%	53.69	71	$4,005	51.08
COIN	Near	193.02	193.81	0.07	0.41%	11.19	5.8%	171.43	8	$1,544	145.14
CVX	Near	212.49	212.79	0.08	0.14%	3.97	1.87%	204.85	25	$5,312	185.87
ICE	Near	163.11	163.39	0.08	0.17%	3.66	2.24%	156.07	27	$4,404	147.47
MCK	Near	926.61	928.49	0.08	0.2%	24.2	2.61%	880.09	4	$3,706	837.88
GEN	Near	31.06	31.16	0.11	0.32%	0.95	3.06%	29.26	105	$3,261	27.01
VRTX	Near	556.35	558.36	0.15	0.36%	13.61	2.45%	531.14	7	$3,894	479.02
CTSH	Near	64.66	65.08	0.19	0.65%	2.24	3.46%	60.6	44	$2,845	52.8
VZ	Near	50.7	50.93	0.23	0.45%	1.01	1.99%	48.91	99	$5,019	45.09
BIIB	Near	224.1	225.59	0.24	0.66%	6.34	2.83%	212.91	15	$3,362	201
NFLX	Near	82.52	83.12	0.26	0.73%	2.29	2.78%	78.54	43	$3,548	73.08
HPQ	Near	32.18	32.55	0.27	1.15%	1.36	4.23%	29.83	73	$2,349	26.73
AMGN	Near	444.07	447.03	0.29	0.67%	10.04	2.26%	426.95	9	$3,997	391

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)