Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-15 17:54 UTC

Overview

Symbols scanned

503

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.06%

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 36 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)
RVTY	Broken out	138.39	133	-1.28	-3.89%	4.22	3.05%	129.95	23	$3,183	120.9
WST	Broken out	367.37	360.29	-0.83	-1.93%	8.58	2.34%	350.21	11	$4,041	331.99
KR	Broken out	62.31	61.1	-0.76	-1.94%	1.6	2.57%	59.11	62	$3,863	55.65
FFIV	Broken out	423.83	415.99	-0.59	-1.85%	13.4	3.16%	397.03	7	$2,967	384.95
COP	Broken out	141.59	139.82	-0.55	-1.25%	3.24	2.29%	135.11	30	$4,248	131.1
APA	Broken out	47.4	46.59	-0.54	-1.71%	1.51	3.19%	44.38	66	$3,128	42.42
QCOM	Broken out	189.53	185.46	-0.52	-2.15%	7.86	4.15%	173.81	12	$2,274	162.21
OXY	Broken out	63.75	62.98	-0.5	-1.21%	1.53	2.4%	60.69	65	$4,144	59.35
T	Broken out	26.82	26.62	-0.34	-0.73%	0.57	2.13%	25.68	175	$4,693	24.8
MPC	Broken out	413.16	409.5	-0.31	-0.88%	11.83	2.86%	389.5	8	$3,305	366.68
CRWD	Broken out	242.9	239.37	-0.29	-1.45%	12.12	4.99%	218.66	8	$1,943	200.6
ACN	Broken out	197.2	195.47	-0.24	-0.87%	7.14	3.62%	182.92	14	$2,761	175.49
EXPD	Broken out	194.38	193.82	-0.15	-0.29%	3.66	1.88%	187.06	27	$5,248	184.29
PSX	Broken out	266.42	265.43	-0.14	-0.37%	7.14	2.68%	252.14	14	$3,730	243.15
VZ	Broken out	51.56	51.49	-0.07	-0.13%	0.95	1.84%	49.66	105	$5,413	48.82
EOG	Broken out	153.87	153.67	-0.05	-0.13%	3.71	2.41%	146.45	26	$4,001	142.82
DVA	Near	189.89	189.95	0.01	0.03%	5.8	3.05%	178.35	17	$3,228	175.47
XOM	Near	169.32	169.45	0.04	0.08%	3.7	2.19%	162.05	27	$4,572	158.74
IBM	Near	250.98	251.37	0.05	0.16%	7.68	3.06%	236.01	13	$3,263	229.1
TTD	Near	15.2	15.26	0.08	0.39%	0.78	5.13%	13.7	128	$1,946	13.37
META	Near	666.47	668.6	0.1	0.32%	21.44	3.22%	625.72	4	$2,666	556.1
CI	Near	290.19	290.94	0.11	0.26%	6.93	2.39%	277.08	14	$4,063	272.34
FTNT	Near	173.11	173.89	0.11	0.45%	6.92	4%	160.05	14	$2,424	151.8
CVX	Near	217.14	217.65	0.12	0.23%	4.32	1.99%	209.01	23	$4,994	203.84
IT	Near	201.48	203.03	0.17	0.77%	9.15	4.54%	184.73	10	$2,015	166.01

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)
RVTY	Broken out	138.39	133	-1.28	-3.89%	4.22	3.05%	129.95	23	$3,183	113.69
KR	Broken out	62.31	61.28	-0.64	-1.65%	1.6	2.57%	59.11	62	$3,863	55.05
COP	Broken out	141.59	139.82	-0.55	-1.25%	3.24	2.29%	135.11	30	$4,248	125.14
APA	Broken out	47.4	46.59	-0.54	-1.71%	1.51	3.19%	44.38	66	$3,128	40.41
OXY	Broken out	63.75	62.98	-0.5	-1.21%	1.53	2.4%	60.69	65	$4,144	57.54
T	Broken out	26.82	26.62	-0.34	-0.73%	0.57	2.13%	25.68	175	$4,693	24.62
MPC	Broken out	413.16	409.5	-0.31	-0.88%	11.83	2.86%	389.5	8	$3,305	347.67
CRWD	Broken out	242.9	239.37	-0.29	-1.45%	12.12	4.99%	218.66	8	$1,943	181.24
ACN	Broken out	197.2	195.47	-0.24	-0.87%	7.14	3.62%	182.92	14	$2,761	169.75
EXPD	Broken out	194.38	193.82	-0.15	-0.29%	3.66	1.88%	187.06	27	$5,248	184.29
PSX	Broken out	266.42	265.43	-0.14	-0.37%	7.14	2.68%	252.14	14	$3,730	232.96
VZ	Broken out	51.56	51.49	-0.07	-0.13%	0.95	1.84%	49.66	105	$5,413	48
EOG	Broken out	153.87	153.67	-0.05	-0.13%	3.71	2.41%	146.45	26	$4,001	142.31
XOM	Near	169.32	169.45	0.04	0.08%	3.7	2.19%	162.05	27	$4,572	155.32
FTNT	Near	173.11	173.89	0.11	0.45%	6.92	4%	160.05	14	$2,424	148.25
CVX	Near	217.14	217.65	0.12	0.23%	4.32	1.99%	209.01	23	$4,994	197.82
IT	Near	201.48	203.03	0.17	0.77%	9.15	4.54%	184.73	10	$2,015	166.01
VLO	Near	397.72	399.76	0.17	0.51%	11.88	2.99%	376	8	$3,182	335
DGX	Near	246.15	247.19	0.19	0.42%	5.54	2.25%	236.11	18	$4,431	228.57
DVN	Near	51.46	51.7	0.19	0.48%	1.31	2.55%	49.08	76	$3,911	46.04
IQV	Near	269.93	271.8	0.25	0.69%	7.5	2.78%	256.8	13	$3,509	233.76
GEN	Near	31.32	31.65	0.36	1.05%	0.91	2.91%	29.83	109	$3,414	27.01
GDDY	Near	104.27	106	0.39	1.66%	4.38	4.2%	97.24	22	$2,294	91.6
BBY	Near	93.32	94.92	0.49	1.71%	3.25	3.48%	88.42	30	$2,800	76.7

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.