Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-14 19:00 UTC

Overview

Symbols scanned

503

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.07%

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 32 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)
BBY	Broken out	94.31	91.37	-0.9	-3.11%	3.25	3.45%	87.81	30	$2,829	79.02
KR	Broken out	60.71	59.49	-0.77	-2.01%	1.58	2.6%	57.55	63	$3,825	55.65
IBM	Broken out	249.41	243.63	-0.74	-2.32%	7.79	3.12%	233.83	12	$2,993	229.1
DVA	Broken out	189.43	185.26	-0.72	-2.2%	5.83	3.08%	177.77	17	$3,220	175.47
BRK-B	Broken out	515.09	510.63	-0.7	-0.87%	6.33	1.23%	502.43	15	$7,726	500.7
CHRW	Broken out	157.65	155	-0.54	-1.68%	4.92	3.12%	147.81	20	$3,153	144.02
VZ	Broken out	51.37	50.93	-0.44	-0.85%	0.98	1.91%	49.41	102	$5,239	48.82
CI	Broken out	289.68	286.81	-0.41	-0.99%	7.02	2.42%	275.64	14	$4,056	272.34
CNC	Broken out	69.46	68.83	-0.26	-0.91%	2.41	3.47%	64.64	41	$2,848	61.81
CRWD	Broken out	236.6	233.88	-0.22	-1.15%	12.13	5.13%	212.34	8	$1,893	200.6
T	Broken out	26.52	26.44	-0.15	-0.32%	0.57	2.15%	25.38	175	$4,642	24.8
MO	Broken out	70.75	70.53	-0.14	-0.32%	1.56	2.2%	67.63	64	$4,528	67.4
TRV	Broken out	377.52	376.57	-0.13	-0.25%	7.23	1.92%	363.06	13	$4,908	359.87
EXPD	Broken out	193.55	193.15	-0.11	-0.21%	3.74	1.93%	186.07	26	$5,032	184.29
META	Broken out	665.43	664.24	-0.06	-0.18%	21.37	3.21%	622.69	4	$2,662	556.1
RSG	Broken out	225.76	225.74	-0.01	-0.01%	3.94	1.75%	217.88	25	$5,644	219.58
ELV	Near	425.98	426.39	0.04	0.1%	11.17	2.62%	404.05	8	$3,408	390.8
APP	Near	333.25	335.45	0.12	0.66%	18.18	5.46%	299.09	5	$1,666	300.09
EBAY	Near	109.13	109.65	0.15	0.48%	3.38	3.1%	102.89	29	$3,165	99.85
ECHO	Near	94.07	94.95	0.25	0.93%	3.56	3.78%	87.83	28	$2,634	84.81
AAPL	Near	334.18	336.22	0.26	0.61%	7.78	2.33%	320.66	12	$4,010	309.9
ACN	Near	193.49	195.32	0.26	0.95%	7.12	3.68%	181.08	14	$2,709	175.49
GEN	Near	31.39	31.65	0.29	0.84%	0.92	2.93%	29.81	108	$3,390	29.55
DVN	Near	49.85	50.24	0.3	0.78%	1.28	2.57%	47.68	78	$3,888	46.65
HUM	Near	415.27	419.97	0.34	1.13%	13.78	3.32%	392.41	7	$2,907	382.11

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)
BBY	Broken out	94.31	91.37	-0.9	-3.11%	3.25	3.45%	87.81	30	$2,829	76.7
VZ	Broken out	51.37	50.93	-0.44	-0.85%	0.98	1.91%	49.41	102	$5,239	48
CRWD	Broken out	236.6	233.88	-0.22	-1.15%	12.13	5.13%	212.34	8	$1,893	181.24
T	Broken out	26.52	26.44	-0.15	-0.32%	0.57	2.15%	25.38	175	$4,642	24.58
EXPD	Broken out	193.55	193.15	-0.11	-0.21%	3.74	1.93%	186.07	26	$5,032	184.29
CNC	Broken out	69.46	69.36	-0.04	-0.14%	2.41	3.47%	64.64	41	$2,848	61.81
ACN	Near	193.49	195.32	0.26	0.95%	7.12	3.68%	181.08	14	$2,709	169.75
GEN	Near	31.39	31.65	0.29	0.84%	0.92	2.93%	29.81	108	$3,390	27.01
DVN	Near	49.85	50.24	0.3	0.78%	1.28	2.57%	47.68	78	$3,888	44.7
OXY	Near	61.72	62.24	0.34	0.84%	1.51	2.45%	59.22	66	$4,074	57.54
KR	Near	60.71	61.28	0.36	0.94%	1.58	2.6%	58.12	63	$3,825	55.05

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.