Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-18 17:26 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)
VRSN	Broken out	303.58	303.41	-0.02	-0.05%	7.79	2.57%	288	12	$3,643	279.04
MPC	Near	422.8	423.83	0.08	0.24%	12.14	2.87%	399.55	8	$3,382	379.1
COIN	Near	194.79	195.85	0.09	0.54%	11.98	6.15%	171.89	8	$1,558	161.18
AMD	Near	545.68	551.42	0.23	1.05%	24.84	4.55%	501.74	4	$2,183	440.5
GOOGL	Near	349.45	351.6	0.25	0.62%	8.73	2.5%	334.14	11	$3,844	327.74
VLO	Near	410.35	413.44	0.25	0.75%	12.38	3.02%	388.68	8	$3,283	360.31
EBAY	Near	112.32	113.31	0.29	0.88%	3.41	3.04%	106.49	29	$3,257	99.85
GOOG	Near	345.53	348.08	0.3	0.74%	8.39	2.43%	331.3	11	$3,801	325.63
COHR	Near	308.13	315.7	0.31	2.46%	24.21	7.86%	267.28	4	$1,232	255.25
PSX	Near	271.54	274.21	0.36	0.98%	7.41	2.73%	259.39	13	$3,530	248
DGX	Near	246.71	248.7	0.38	0.81%	5.19	2.1%	238.32	19	$4,687	228.57
KEYS	Near	334.78	339.18	0.38	1.31%	11.63	3.47%	315.92	8	$2,678	311.43
AAPL	Near	335.41	338.34	0.39	0.87%	7.44	2.22%	323.46	13	$4,360	309.9
ISRG	Near	394.01	398.99	0.41	1.26%	12.07	3.06%	374.85	8	$3,152	345.25
HPE	Near	60.71	62.15	0.42	2.38%	3.44	5.67%	55.27	29	$1,760	45.7
DELL	Near	579.49	593.98	0.45	2.5%	32.21	5.56%	529.56	3	$1,738	478.31

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)
VRSN	Broken out	303.58	303.41	-0.02	-0.05%	7.79	2.57%	288	12	$3,643	271.1
MPC	Near	422.8	423.83	0.08	0.24%	12.14	2.87%	399.55	8	$3,382	347.67
COIN	Near	194.79	195.85	0.09	0.54%	11.98	6.15%	171.89	8	$1,558	161.18
VLO	Near	410.35	413.44	0.25	0.75%	12.38	3.02%	388.68	8	$3,283	335
PSX	Near	271.54	274.21	0.36	0.98%	7.41	2.73%	259.39	13	$3,530	233.55
DGX	Near	246.71	248.7	0.38	0.81%	5.19	2.1%	238.32	19	$4,687	228.57
DELL	Near	579.49	593.98	0.45	2.5%	32.21	5.56%	529.56	3	$1,738	421.89

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.