Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-17 17:55 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 34 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)
ARE	Broken out	56.27	54.71	-0.84	-2.77%	1.86	3.31%	52.55	53	$2,982	49.23
AMD	Broken out	546.94	527.25	-0.77	-3.6%	25.55	4.67%	495.84	3	$1,641	440.5
PSX	Broken out	272.64	267.29	-0.72	-1.96%	7.43	2.73%	257.78	13	$3,544	248
INTC	Broken out	111.07	106.69	-0.71	-3.95%	6.17	5.55%	98.73	16	$1,777	87.5
AES	Broken out	14.88	14.85	-0.5	-0.17%	0.05	0.34%	14.78	672 capped	$9,996	14.75
TMO	Broken out	658.53	653.4	-0.33	-0.78%	15.61	2.37%	627.31	6	$3,951	594.82
DELL	Broken out	584.67	576.75	-0.24	-1.35%	32.87	5.62%	518.93	3	$1,754	432.27
MPC	Broken out	422.14	419.39	-0.22	-0.65%	12.28	2.91%	397.58	8	$3,377	379.1
VLO	Broken out	409.89	407.27	-0.21	-0.64%	12.53	3.06%	384.83	7	$2,869	359.52
CRWD	Broken out	247.17	245.19	-0.16	-0.8%	12.25	4.96%	222.67	8	$1,977	200.6
EBAY	Broken out	111.18	110.63	-0.16	-0.49%	3.46	3.11%	104.26	28	$3,113	99.85
RVTY	Broken out	148.12	147.5	-0.14	-0.42%	4.42	2.98%	139.28	22	$3,259	120.9
WAT	Broken out	427.67	426.22	-0.12	-0.34%	11.72	2.74%	404.23	8	$3,421	392.95
FFIV	Broken out	435.82	435.45	-0.03	-0.08%	13.96	3.2%	407.9	7	$3,051	384.95
VRSN	Broken out	303.1	302.98	-0.01	-0.04%	7.96	2.63%	287.18	12	$3,637	279.04
AAPL	Near	335.79	336.22	0.06	0.13%	7.43	2.21%	321.36	13	$4,365	309.9
DGX	Near	248.11	248.65	0.1	0.22%	5.32	2.14%	238.01	18	$4,466	228.57
UHS	Near	181.58	182.19	0.11	0.34%	5.51	3.03%	171.17	18	$3,268	166.43
QCOM	Near	190.02	191.28	0.16	0.66%	7.84	4.13%	175.6	12	$2,280	164.88
FTNT	Near	173.24	174.61	0.2	0.79%	6.99	4.03%	160.63	14	$2,425	151.8
HPE	Near	61.06	62.15	0.31	1.79%	3.54	5.8%	55.07	28	$1,710	45.7
ECHO	Near	94.55	95.7	0.34	1.22%	3.42	3.62%	88.86	29	$2,742	85.74
HCA	Near	432.05	436.5	0.35	1.03%	12.82	2.97%	410.86	7	$3,024	396
ADM	Near	87.81	88.75	0.37	1.07%	2.56	2.92%	83.63	39	$3,425	83.01
IQV	Near	270.85	273.56	0.37	1%	7.26	2.68%	259.04	13	$3,521	252.53

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)
PSX	Broken out	272.64	267.29	-0.72	-1.96%	7.43	2.73%	257.78	13	$3,544	233.55
TMO	Broken out	658.53	653.4	-0.33	-0.78%	15.61	2.37%	627.31	6	$3,951	594.82
ARE	Broken out	56.27	55.74	-0.28	-0.94%	1.86	3.31%	52.55	53	$2,982	46.74
DELL	Broken out	584.67	576.75	-0.24	-1.35%	32.87	5.62%	518.93	3	$1,754	421.89
MPC	Broken out	422.14	419.39	-0.22	-0.65%	12.28	2.91%	397.58	8	$3,377	347.67
VLO	Broken out	409.89	407.27	-0.21	-0.64%	12.53	3.06%	384.83	7	$2,869	335
CRWD	Broken out	247.17	245.19	-0.16	-0.8%	12.25	4.96%	222.67	8	$1,977	181.24
RVTY	Broken out	148.12	147.5	-0.14	-0.42%	4.42	2.98%	139.28	22	$3,259	115.29
WAT	Broken out	427.67	426.22	-0.12	-0.34%	11.72	2.74%	404.23	8	$3,421	392.95
FFIV	Broken out	435.82	435.45	-0.03	-0.08%	13.96	3.2%	407.9	7	$3,051	376.21
VRSN	Broken out	303.1	303	-0.01	-0.03%	7.96	2.63%	287.18	12	$3,637	271.1
AES	Near	14.88	14.88	0.1	0.03%	0.05	0.34%	14.78	672 capped	$9,996	14.7
DGX	Near	248.11	248.65	0.1	0.22%	5.32	2.14%	238.01	18	$4,466	228.57
UHS	Near	181.58	182.19	0.11	0.34%	5.51	3.03%	171.17	18	$3,268	166.43
FTNT	Near	173.24	174.61	0.2	0.79%	6.99	4.03%	160.63	14	$2,425	148.25
HCA	Near	432.05	436.5	0.35	1.03%	12.82	2.97%	410.86	7	$3,024	396
ADM	Near	87.81	88.75	0.37	1.07%	2.56	2.92%	83.63	39	$3,425	75.86
IQV	Near	270.85	273.56	0.37	1%	7.26	2.68%	259.04	13	$3,521	240.46
META	Near	677.63	686.08	0.41	1.25%	20.85	3.08%	644.38	4	$2,711	537.27
BBY	Near	94.33	95.81	0.46	1.57%	3.2	3.39%	89.41	31	$2,924	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.