Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-07 18:33 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.03%

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	74.02	73.26	-0.24	-1.03%	3.14	4.24%	67.74	31	$2,295	63.06
CEG	Broken out	298.96	296.62	-0.23	-0.78%	10.06	3.36%	278.84	9	$2,691	268
F	Broken out	14.62	14.55	-0.17	-0.48%	0.42	2.87%	13.78	238	$3,480	13.73
HPQ	Broken out	32.64	32.55	-0.07	-0.28%	1.36	4.17%	29.92	73	$2,383	26.73
BBY	Broken out	90.27	90.26	0	-0.01%	3.28	3.63%	83.71	30	$2,708	76.7
NVDA	Near	230.36	230.47	0.02	0.05%	7.32	3.18%	215.83	13	$2,995	207.25
ORCL	Near	158.78	159.26	0.07	0.3%	7.03	4.43%	145.2	14	$2,223	139.72
META	Near	616.77	619.46	0.13	0.44%	20.56	3.33%	578.34	4	$2,467	543.23
VST	Near	149.3	150.18	0.15	0.59%	5.73	3.84%	138.72	17	$2,538	134.5
WFC	Near	89.97	90.34	0.2	0.41%	1.81	2.01%	86.72	55	$4,948	83.48
DELL	Near	524.14	530.78	0.21	1.27%	31.63	6.03%	467.52	3	$1,572	421.89
DG	Near	133.21	134.13	0.23	0.69%	4.03	3.03%	126.07	24	$3,197	120.44
ULTA	Near	564.12	568.44	0.24	0.77%	17.97	3.19%	532.5	5	$2,821	503.05
BNY	Near	164.84	165.69	0.29	0.52%	2.93	1.78%	159.83	34	$5,605	158.1
MU	Near	1016.59	1036.13	0.33	1.92%	59.74	5.88%	916.65	1	$1,017	887.61
QCOM	Near	168.74	171.38	0.39	1.56%	6.84	4.05%	157.7	14	$2,362	156.23
STT	Near	194.26	195.93	0.4	0.86%	4.18	2.15%	187.57	23	$4,468	185.03
VLO	Near	370.72	375.11	0.41	1.18%	10.67	2.88%	353.77	9	$3,336	335
GILD	Near	151	152.55	0.42	1.03%	3.68	2.44%	145.19	27	$4,077	143.18
TECH	Near	72.43	72.62	0.42	0.26%	0.45	0.62%	71.72	138 capped	$9,995	72.14
HOOD	Near	122.11	124.88	0.43	2.27%	6.42	5.26%	112.04	15	$1,832	98.77
KR	Near	58.59	59.2	0.43	1.04%	1.42	2.42%	56.36	70	$4,101	56.48
MOS	Near	25.85	26.31	0.43	1.78%	1.07	4.14%	24.17	93	$2,404	23.32
MSCI	Near	573.01	579.36	0.46	1.11%	13.92	2.43%	551.52	7	$4,011	555.01
GWW	Near	1324.49	1337.96	0.48	1.02%	27.96	2.11%	1282.04	3	$3,973	1283.48

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.

Symbol	Status	Close	55d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (20d low)
CEG	Broken out	298.96	296.62	-0.23	-0.78%	10.06	3.36%	278.84	9	$2,691	261.37
HPQ	Broken out	32.64	32.55	-0.07	-0.28%	1.36	4.17%	29.92	73	$2,383	26.73
NVDA	Near	230.36	230.47	0.02	0.05%	7.32	3.18%	215.83	13	$2,995	207.25
WFC	Near	89.97	90.34	0.2	0.41%	1.81	2.01%	86.72	55	$4,948	83.48
DELL	Near	524.14	530.78	0.21	1.27%	31.63	6.03%	467.52	3	$1,572	416.3
DG	Near	133.21	134.13	0.23	0.69%	4.03	3.03%	126.07	24	$3,197	117.51
ULTA	Near	564.12	568.44	0.24	0.77%	17.97	3.19%	532.5	5	$2,821	493.11
BNY	Near	164.84	165.69	0.29	0.52%	2.93	1.78%	159.83	34	$5,605	157
BBY	Near	90.27	91.27	0.3	1.11%	3.28	3.63%	84.71	30	$2,708	76.7
STT	Near	194.26	195.93	0.4	0.86%	4.18	2.15%	187.57	23	$4,468	181.98
VLO	Near	370.72	375.11	0.41	1.18%	10.67	2.88%	353.77	9	$3,336	291.46
GILD	Near	151	152.55	0.42	1.03%	3.68	2.44%	145.19	27	$4,077	130.59
TECH	Near	72.43	72.62	0.42	0.26%	0.45	0.62%	71.72	138 capped	$9,995	71.96
HOOD	Near	122.11	124.88	0.43	2.27%	6.42	5.26%	112.04	15	$1,832	91.44
MOS	Near	25.85	26.31	0.43	1.78%	1.07	4.14%	24.17	93	$2,404	20.82

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)