Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-04 17:21 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.04%

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.

Symbol	Status	Close	20d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (10d low)
SWKS	Broken out	74.1	73.26	-0.27	-1.13%	3.12	4.21%	67.86	32	$2,371	63.06
HPQ	Broken out	32.76	32.55	-0.16	-0.66%	1.36	4.15%	30.04	73	$2,392	26.73
NVDA	Broken out	230.66	230.47	-0.03	-0.08%	7.32	3.17%	216.02	13	$2,999	207.25
BBY	Near	90.22	90.26	0.01	0.04%	3.26	3.61%	83.74	30	$2,707	76.7
F	Near	14.54	14.55	0.02	0.06%	0.42	2.89%	13.71	238	$3,461	13.73
BNY	Near	165.56	165.69	0.04	0.08%	2.92	1.76%	159.85	34	$5,629	158.1
DELL	Near	526.2	530.78	0.15	0.87%	31.62	6.01%	467.54	3	$1,579	421.89
ULTA	Near	565.69	568.44	0.15	0.49%	17.96	3.17%	532.52	5	$2,828	503.05
CEG	Near	294.58	296.62	0.21	0.69%	9.86	3.35%	276.9	10	$2,946	268
ORCL	Near	157.7	159.26	0.22	0.99%	7.03	4.46%	145.2	14	$2,208	139.72
HOOD	Near	123.26	124.88	0.25	1.31%	6.42	5.21%	112.04	15	$1,849	98.77
KR	Near	58.78	59.2	0.3	0.71%	1.42	2.42%	56.36	70	$4,115	56.48
DG	Near	132.88	134.13	0.31	0.94%	4	3.01%	126.13	25	$3,322	120.44
VLO	Near	371.7	375.11	0.32	0.92%	10.66	2.87%	353.79	9	$3,345	335
STT	Near	194.46	195.93	0.36	0.76%	4.13	2.12%	187.67	24	$4,667	185.03
CI	Near	284.31	286.81	0.37	0.88%	6.67	2.35%	273.47	14	$3,980	274.25
VST	Near	148.02	150.18	0.38	1.46%	5.7	3.85%	138.78	17	$2,516	134.5
WFC	Near	89.59	90.34	0.42	0.84%	1.8	2.01%	86.74	55	$4,927	83.48
MDT	Near	94.36	95.41	0.47	1.11%	2.23	2.36%	90.95	44	$4,152	89.94
MOS	Near	25.81	26.31	0.47	1.94%	1.06	4.11%	24.19	94	$2,426	23.32
TECH	Near	72.41	72.62	0.47	0.29%	0.45	0.62%	71.72	138 capped	$9,993	72.14
QCOM	Near	168.13	171.38	0.48	1.93%	6.81	4.05%	157.76	14	$2,354	156.23
MET	Near	98.59	99.49	0.49	0.91%	1.85	1.88%	95.79	54	$5,324	93.91
GILD	Near	150.73	152.55	0.5	1.21%	3.68	2.44%	145.19	27	$4,070	143.18

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)
HPQ	Broken out	32.76	32.55	-0.16	-0.66%	1.36	4.15%	30.04	73	$2,392	26.73
NVDA	Broken out	230.66	230.47	-0.03	-0.08%	7.32	3.17%	216.02	13	$2,999	207.25
BNY	Near	165.56	165.69	0.04	0.08%	2.92	1.76%	159.85	34	$5,629	157
DELL	Near	526.2	530.78	0.15	0.87%	31.62	6.01%	467.54	3	$1,579	416.3
ULTA	Near	565.69	568.44	0.15	0.49%	17.96	3.17%	532.52	5	$2,828	493.11
CEG	Near	294.58	296.62	0.21	0.69%	9.86	3.35%	276.9	10	$2,946	261.37
HOOD	Near	123.26	124.88	0.25	1.31%	6.42	5.21%	112.04	15	$1,849	91.44
DG	Near	132.88	134.13	0.31	0.94%	4	3.01%	126.13	25	$3,322	117.51
BBY	Near	90.22	91.27	0.32	1.16%	3.26	3.61%	84.75	30	$2,707	76.7
VLO	Near	371.7	375.11	0.32	0.92%	10.66	2.87%	353.79	9	$3,345	291.46
STT	Near	194.46	195.93	0.36	0.76%	4.13	2.12%	187.67	24	$4,667	181.98
WFC	Near	89.59	90.34	0.42	0.84%	1.8	2.01%	86.74	55	$4,927	83.48
MDT	Near	94.36	95.41	0.47	1.11%	2.23	2.36%	90.95	44	$4,152	84.96
MOS	Near	25.81	26.31	0.47	1.94%	1.06	4.11%	24.19	94	$2,426	20.82
TECH	Near	72.41	72.62	0.47	0.29%	0.45	0.62%	71.72	138 capped	$9,993	71.96
GILD	Near	150.73	152.55	0.5	1.21%	3.68	2.44%	145.19	27	$4,070	130.59

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)