Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-08 17:42 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)
VST	Broken out	153.67	150.18	-0.61	-2.27%	5.72	3.72%	142.23	17	$2,612	134.5
VLO	Broken out	381.61	375.11	-0.6	-1.7%	10.76	2.82%	360.09	9	$3,434	335
ORCL	Broken out	162.61	159.7	-0.4	-1.79%	7.28	4.48%	148.05	13	$2,114	139.72
QCOM	Broken out	173.69	171.38	-0.32	-1.33%	7.24	4.17%	159.21	13	$2,258	156.23
CEG	Broken out	300.95	299.73	-0.12	-0.41%	10.02	3.33%	280.91	9	$2,709	268
MOS	Broken out	26.38	26.31	-0.06	-0.25%	1.06	4.02%	24.26	94	$2,479	23.32
META	Near	617.72	619.46	0.09	0.28%	20.02	3.24%	579.42	4	$2,471	546.3
DELL	Near	531.78	534.99	0.1	0.6%	30.95	5.82%	473.09	3	$1,595	421.89
MPC	Near	396.76	398.52	0.16	0.44%	10.72	2.7%	377.08	9	$3,571	347.67
LITE	Near	983.95	999.67	0.22	1.6%	72.31	7.35%	855.05	1	$984	784.47
SWKS	Near	74.06	74.8	0.24	1%	3.08	4.16%	68.64	32	$2,370	63.06
BG	Near	122.79	123.89	0.26	0.9%	4.18	3.4%	115.53	23	$2,824	106.57
PSX	Near	258.77	260.68	0.28	0.74%	6.87	2.65%	246.94	14	$3,623	233.55
AMD	Near	509.77	517.35	0.3	1.49%	25.45	4.99%	466.45	3	$1,529	440.5
CHRW	Near	151.68	153.25	0.3	1.03%	5.14	3.39%	142.97	19	$2,882	141.57
MU	Near	1017.18	1036.13	0.32	1.86%	58.36	5.74%	919.41	1	$1,017	887.61
SNDK	Near	1784.36	1827.99	0.32	2.45%	135.83	7.61%	1556.33	0	$0	1416.56
INTC	Near	105.52	107.57	0.34	1.94%	5.97	5.66%	95.63	16	$1,688	85.14
HUM	Near	407.62	413.5	0.44	1.44%	13.32	3.27%	386.86	7	$2,853	379.27
STT	Near	194.07	195.93	0.45	0.96%	4.15	2.14%	187.63	24	$4,658	186.71
AWK	Near	140.87	142.27	0.47	0.99%	2.96	2.1%	136.35	33	$4,649	135.04
VRT	Near	292.82	300.3	0.49	2.55%	15.14	5.17%	270.02	6	$1,757	248.75
BNY	Near	164.4	165.84	0.5	0.88%	2.9	1.76%	160.04	34	$5,590	158.5

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)
VLO	Broken out	381.61	375.11	-0.6	-1.7%	10.76	2.82%	360.09	9	$3,434	301.35
CEG	Broken out	300.95	299.73	-0.12	-0.41%	10.02	3.33%	280.91	9	$2,709	264.82
MOS	Broken out	26.38	26.31	-0.06	-0.25%	1.06	4.02%	24.26	94	$2,479	20.82
DELL	Near	531.78	534.99	0.1	0.6%	30.95	5.82%	473.09	3	$1,595	421.89
MPC	Near	396.76	398.52	0.16	0.44%	10.72	2.7%	377.08	9	$3,571	302.2
LITE	Near	983.95	999.67	0.22	1.6%	72.31	7.35%	855.05	1	$984	784.47
PSX	Near	258.77	260.68	0.28	0.74%	6.87	2.65%	246.94	14	$3,623	206.97
STT	Near	194.07	195.93	0.45	0.96%	4.15	2.14%	187.63	24	$4,658	182.96
AWK	Near	140.87	142.27	0.47	0.99%	2.96	2.1%	136.35	33	$4,649	131.9
BNY	Near	164.4	165.84	0.5	0.88%	2.9	1.76%	160.04	34	$5,590	157.15

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)