Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-21 19:02 UTC

Overview

Symbols scanned

503

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

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 45 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)
WBD	Broken out	30.81	28.99	-3.42	-5.89%	0.53	1.72%	29.75	188	$5,791	27.74
META	Broken out	744.41	690.15	-2.22	-7.29%	24.4	3.28%	695.61	4	$2,978	605.27
AMD	Broken out	611.95	559.91	-1.95	-8.5%	26.74	4.37%	558.47	3	$1,836	458
INTC	Broken out	121.28	111.37	-1.51	-8.17%	6.57	5.42%	108.14	15	$1,819	91.87
MRNA	Broken out	174.52	161.96	-1.06	-7.2%	11.86	6.8%	150.8	8	$1,396	130.38
AKAM	Broken out	116.21	112.76	-0.64	-2.97%	5.42	4.66%	105.37	18	$2,092	100.77
ISRG	Broken out	401.54	394.91	-0.55	-1.65%	12.04	3%	377.46	8	$3,212	345.25
COIN	Broken out	202.54	196.21	-0.52	-3.13%	12.11	5.98%	178.32	8	$1,620	161.18
FFIV	Broken out	447.2	439.83	-0.52	-1.65%	14.17	3.17%	418.86	7	$3,130	386.03
ETN	Broken out	436.78	430.25	-0.42	-1.5%	15.5	3.55%	405.78	6	$2,621	387
MRVL	Broken out	259.12	254.6	-0.29	-1.74%	15.37	5.93%	228.38	6	$1,555	210.87
KEYS	Broken out	342.2	339.18	-0.26	-0.88%	11.47	3.35%	319.26	8	$2,738	311.43
COHR	Broken out	324.38	318.45	-0.25	-1.83%	24.01	7.4%	276.36	4	$1,298	264.1
QCOM	Broken out	193.63	192.12	-0.17	-0.78%	8.65	4.47%	176.32	11	$2,130	167.04
MU	Broken out	1049.51	1042.4	-0.13	-0.68%	53.48	5.1%	942.55	1	$1,050	902.6
ADI	Broken out	381.54	380.36	-0.1	-0.31%	11.87	3.11%	357.8	8	$3,052	356.12
ECHO	Broken out	95.91	95.7	-0.06	-0.22%	3.38	3.52%	89.15	29	$2,781	88.64
AAPL	Broken out	338.54	338.49	-0.01	-0.02%	7.38	2.18%	323.78	13	$4,401	309.9
CRWD	Near	249.63	250.32	0.05	0.28%	12.61	5.05%	225.1	7	$1,747	204.27
HONA	Near	169.29	169.74	0.05	0.26%	8.94	5.28%	151.86	11	$1,862	149.19
VTRS	Near	17.28	17.31	0.06	0.14%	0.43	2.49%	16.45	232	$4,010	16.15
ANET	Near	205.44	206.13	0.08	0.34%	8.39	4.08%	189.35	11	$2,260	186.11
HOOD	Near	124.61	125.25	0.1	0.52%	6.69	5.37%	111.87	14	$1,744	101.71
SMCI	Near	41.12	41.53	0.17	1%	2.44	5.93%	36.65	40	$1,645	35.36
TER	Near	381.25	385.68	0.2	1.16%	22.52	5.91%	340.64	4	$1,525	326.37

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)
WBD	Broken out	30.81	28.99	-3.42	-5.89%	0.53	1.72%	29.75	188	$5,791	27.74
META	Broken out	744.41	690.15	-2.22	-7.29%	24.4	3.28%	695.61	4	$2,978	543.23
AMD	Broken out	611.95	574.2	-1.41	-6.17%	26.74	4.37%	558.47	3	$1,836	440.5
COIN	Broken out	202.54	196.21	-0.52	-3.13%	12.11	5.98%	178.32	8	$1,620	161.18
FFIV	Broken out	447.2	439.83	-0.52	-1.65%	14.17	3.17%	418.86	7	$3,130	376.54
CRWD	Near	249.63	250.32	0.05	0.28%	12.61	5.05%	225.1	7	$1,747	181.24
HOOD	Near	124.61	125.25	0.1	0.52%	6.69	5.37%	111.87	14	$1,744	98.77
MRNA	Near	174.52	176.66	0.18	1.23%	11.86	6.8%	152.94	8	$1,396	130
FTNT	Near	174.61	176.1	0.21	0.85%	7.01	4.01%	162.08	14	$2,445	148.25
VRSN	Near	305.56	307.2	0.21	0.54%	7.82	2.56%	291.56	12	$3,667	275.94
GDDY	Near	104.85	106	0.26	1.1%	4.42	4.22%	97.16	22	$2,307	91.6
MU	Near	1049.51	1064.64	0.28	1.44%	53.48	5.1%	957.68	1	$1,050	887.61
QCOM	Near	193.63	196.09	0.28	1.27%	8.65	4.47%	178.79	11	$2,130	156.23
EXPD	Near	193.38	194.59	0.32	0.62%	3.77	1.95%	187.05	26	$5,028	184.29
TMO	Near	657.75	663.57	0.38	0.88%	15.41	2.34%	632.75	6	$3,946	594.82
TECH	Near	72.48	72.62	0.4	0.19%	0.35	0.48%	71.92	137 capped	$9,930	72.08
ABBV	Near	265.16	267.47	0.41	0.87%	5.61	2.12%	256.25	17	$4,508	246.77
GILD	Near	151.66	153.23	0.44	1.04%	3.59	2.37%	146.05	27	$4,095	142.94
HCA	Near	430.51	436.5	0.48	1.39%	12.61	2.93%	411.28	7	$3,014	396
SMCI	Near	41.12	42.31	0.49	2.89%	2.44	5.93%	37.43	40	$1,645	34.09
A	Near	161.63	163.75	0.5	1.31%	4.25	2.63%	155.25	23	$3,717	141.25

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.