Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-16 17:55 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.

Showing the top 25 of 27 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	146.12	140.22	-1.33	-4.04%	4.43	3.03%	137.26	22	$3,215	120.9
BRK-B	Broken out	522.78	516.87	-0.94	-1.13%	6.3	1.21%	510.18	15	$7,842	500.7
VLO	Broken out	405.17	399.76	-0.44	-1.33%	12.28	3.03%	380.61	8	$3,241	356.23
DVA	Broken out	193.4	191.4	-0.35	-1.03%	5.69	2.94%	182.02	17	$3,288	175.47
MPC	Broken out	417.21	413.28	-0.33	-0.94%	12.06	2.89%	393.09	8	$3,338	373
TMO	Broken out	650.19	647	-0.2	-0.49%	15.7	2.41%	618.79	6	$3,901	594.82
UHS	Broken out	180.39	179.94	-0.08	-0.25%	5.59	3.1%	169.21	17	$3,067	166.43
IQV	Broken out	272.39	272.35	-0.01	-0.02%	7.33	2.69%	257.73	13	$3,541	252.53
DELL	Near	566.75	568.67	0.06	0.34%	33.08	5.84%	502.51	3	$1,700	421.89
PSKY	Near	11.18	11.21	0.09	0.31%	0.41	3.67%	10.39	243	$2,716	10.17
PG	Near	148.09	148.36	0.11	0.18%	2.55	1.72%	143.26	39	$5,776	141.86
PSX	Near	265.89	266.7	0.11	0.3%	7.15	2.69%	252.4	13	$3,457	247.14
AMD	Near	523.48	526.79	0.13	0.63%	24.84	4.75%	477.11	4	$2,094	440.5
CRWD	Near	241.72	243.98	0.19	0.93%	11.99	4.96%	220	8	$1,934	200.6
DGX	Near	247.39	248.65	0.23	0.51%	5.42	2.19%	237.81	18	$4,453	228.57
META	Near	673.84	678.87	0.24	0.75%	21.11	3.13%	636.65	4	$2,695	556.1
VRSN	Near	300.97	302.98	0.26	0.67%	7.86	2.61%	287.26	12	$3,612	279.04
WAT	Near	422.56	426.22	0.31	0.87%	11.65	2.76%	402.92	8	$3,380	392.95
HCA	Near	432.34	436.5	0.32	0.96%	13.06	3.02%	410.38	7	$3,026	396
FTNT	Near	171.69	174.05	0.34	1.37%	6.92	4.03%	160.21	14	$2,404	151.8
MO	Near	70.49	71.05	0.36	0.8%	1.57	2.23%	67.91	63	$4,441	67.4
QCOM	Near	186.93	190.06	0.41	1.67%	7.7	4.12%	174.66	12	$2,243	162.21
AAPL	Near	333.1	336.22	0.42	0.94%	7.45	2.24%	321.32	13	$4,330	309.9
ECHO	Near	94.17	95.7	0.44	1.62%	3.49	3.71%	88.72	28	$2,637	85.28
PANW	Near	378.8	387.33	0.47	2.25%	18.09	4.78%	351.15	5	$1,894	321.39

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	146.12	140.22	-1.33	-4.04%	4.43	3.03%	137.26	22	$3,215	113.69
VLO	Broken out	405.17	399.76	-0.44	-1.33%	12.28	3.03%	380.61	8	$3,241	335
MPC	Broken out	417.21	413.28	-0.33	-0.94%	12.06	2.89%	393.09	8	$3,338	347.67
TMO	Broken out	650.19	647	-0.2	-0.49%	15.7	2.41%	618.79	6	$3,901	584.86
UHS	Broken out	180.39	179.94	-0.08	-0.25%	5.59	3.1%	169.21	17	$3,067	166.43
IQV	Broken out	272.39	272.35	-0.01	-0.02%	7.33	2.69%	257.73	13	$3,541	239.98
DELL	Near	566.75	568.67	0.06	0.34%	33.08	5.84%	502.51	3	$1,700	421.89
PSKY	Near	11.18	11.21	0.09	0.31%	0.41	3.67%	10.39	243	$2,716	10.13
PSX	Near	265.89	266.7	0.11	0.3%	7.15	2.69%	252.4	13	$3,457	233.55
CRWD	Near	241.72	243.98	0.19	0.93%	11.99	4.96%	220	8	$1,934	181.24
DGX	Near	247.39	248.65	0.23	0.51%	5.42	2.19%	237.81	18	$4,453	228.57
VRSN	Near	300.97	303	0.26	0.67%	7.86	2.61%	287.28	12	$3,612	271.1
WAT	Near	422.56	426.22	0.31	0.87%	11.65	2.76%	402.92	8	$3,380	392.95
HCA	Near	432.34	436.5	0.32	0.96%	13.06	3.02%	410.38	7	$3,026	396
FTNT	Near	171.69	174.05	0.34	1.37%	6.92	4.03%	160.21	14	$2,404	148.25
AMT	Near	178.88	180.98	0.5	1.17%	4.23	2.36%	172.52	23	$4,114	171.73

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.