Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-11 17:29 UTC

Overview

Symbols scanned

503

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	90.11	85.89	-1.14	-4.69%	3.71	4.12%	82.69	26	$2,343	64.47
HPQ	Broken out	34.83	33.17	-1.1	-4.78%	1.51	4.33%	31.81	66	$2,299	26.73
AAPL	Broken out	334.06	330.81	-0.41	-0.97%	7.97	2.39%	318.12	12	$4,009	309.4
QCOM	Broken out	185.04	183.49	-0.21	-0.84%	7.56	4.09%	169.92	13	$2,406	161.9
VLO	Broken out	395.46	393.54	-0.18	-0.49%	10.94	2.77%	373.58	9	$3,559	341.25
WFC	Broken out	90.54	90.34	-0.11	-0.23%	1.83	2.02%	86.88	54	$4,889	83.72
BBY	Broken out	91.06	90.82	-0.07	-0.26%	3.2	3.51%	84.66	31	$2,823	76.7
NXPI	Near	237.47	238.18	0.08	0.3%	8.36	3.52%	221.46	11	$2,612	217.3
EXPD	Near	191.93	192.28	0.09	0.18%	3.74	1.95%	184.8	26	$4,990	184.29
DELL	Near	558.26	562.99	0.15	0.85%	32.56	5.83%	497.87	3	$1,675	421.89
MPC	Near	403.03	405.13	0.19	0.52%	11.06	2.74%	383.01	9	$3,627	356.41
DVN	Near	49.78	50.05	0.21	0.53%	1.24	2.49%	47.57	80	$3,983	46.32
IBM	Near	239.99	242.31	0.3	0.97%	7.7	3.21%	226.91	12	$2,880	229.1
PSX	Near	261.71	263.76	0.3	0.78%	6.77	2.59%	250.22	14	$3,664	237.13
VZ	Near	50.6	50.93	0.34	0.66%	0.98	1.94%	48.97	102	$5,161	48.82
CHRW	Near	152.38	154.14	0.36	1.16%	4.87	3.2%	144.4	20	$3,048	144.02
TRV	Near	373.94	376.57	0.37	0.7%	7.09	1.9%	362.39	14	$5,235	359.87
KR	Near	58.59	59.2	0.4	1.04%	1.53	2.61%	56.14	65	$3,808	56.37
AMD	Near	515.98	526.79	0.44	2.1%	24.63	4.77%	477.53	4	$2,064	440.5
DVA	Near	182.71	185.26	0.45	1.4%	5.69	3.11%	173.88	17	$3,106	175.47
ELV	Near	416.57	421.9	0.48	1.28%	11.19	2.69%	399.52	8	$3,333	390.8

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)
SWKS	Broken out	90.11	85.89	-1.14	-4.69%	3.71	4.12%	82.69	26	$2,343	63.06
HPQ	Broken out	34.83	33.17	-1.1	-4.78%	1.51	4.33%	31.81	66	$2,299	26.73
VLO	Broken out	395.46	393.54	-0.18	-0.49%	10.94	2.77%	373.58	9	$3,559	326.12
WFC	Broken out	90.54	90.34	-0.11	-0.23%	1.83	2.02%	86.88	54	$4,889	83.48
BBY	Near	91.06	91.27	0.07	0.23%	3.2	3.51%	84.87	31	$2,823	76.7
EXPD	Near	191.93	192.28	0.09	0.18%	3.74	1.95%	184.8	26	$4,990	184.29
DELL	Near	558.26	562.99	0.15	0.85%	32.56	5.83%	497.87	3	$1,675	421.89
MPC	Near	403.03	405.13	0.19	0.52%	11.06	2.74%	383.01	9	$3,627	344
DVN	Near	49.78	50.05	0.21	0.53%	1.24	2.49%	47.57	80	$3,983	43.65
PSX	Near	261.71	263.76	0.3	0.78%	6.77	2.59%	250.22	14	$3,664	223.42
VZ	Near	50.6	50.93	0.34	0.66%	0.98	1.94%	48.97	102	$5,161	47

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.