Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-22 17:54 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 52 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)
MTD	Broken out	1492.64	1440.22	-1.35	-3.51%	38.97	2.61%	1414.7	2	$2,985	1266.55
MPWR	Broken out	1369.49	1332	-0.62	-2.74%	60.12	4.39%	1249.25	1	$1,369	1133.83
A	Broken out	166.16	163.75	-0.56	-1.45%	4.31	2.59%	157.54	23	$3,822	141.25
DHR	Broken out	221.82	218.57	-0.54	-1.46%	6.05	2.73%	209.72	16	$3,549	199.09
MRNA	Broken out	182.9	176.86	-0.49	-3.3%	12.21	6.68%	158.48	8	$1,463	130.38
SNDK	Broken out	1895.55	1834.49	-0.49	-3.22%	125.33	6.61%	1644.89	0	$0	1504.2
TER	Broken out	394.53	385.68	-0.39	-2.24%	22.7	5.75%	349.13	4	$1,578	326.37
MU	Broken out	1084.8	1064.49	-0.38	-1.87%	53.58	4.94%	977.64	1	$1,085	902.6
LUV	Broken out	42.24	41.84	-0.3	-0.94%	1.31	3.1%	39.62	76	$3,210	37.75
WST	Broken out	373.13	370.67	-0.29	-0.66%	8.44	2.26%	356.25	11	$4,104	331.99
ADI	Broken out	386.61	384.12	-0.21	-0.64%	11.74	3.04%	363.13	8	$3,093	356.12
KEYS	Broken out	345.05	342.97	-0.19	-0.6%	11.23	3.25%	322.59	8	$2,760	311.43
HCA	Broken out	438.68	436.5	-0.17	-0.5%	12.64	2.88%	413.4	7	$3,071	396
TECH	Broken out	72.63	72.58	-0.15	-0.07%	0.34	0.47%	71.95	137 capped	$9,950	72.08
AAPL	Broken out	340.61	339.64	-0.13	-0.28%	7.36	2.16%	325.89	13	$4,428	309.9
ETN	Broken out	440.24	438.26	-0.13	-0.45%	15.23	3.46%	409.78	6	$2,641	387
QCOM	Broken out	196.4	195.31	-0.13	-0.55%	8.57	4.36%	179.26	11	$2,160	170.51
AMD	Broken out	619.64	616.69	-0.11	-0.48%	26.22	4.23%	567.2	3	$1,859	480.33
MRVL	Broken out	262.87	261.18	-0.11	-0.64%	15.22	5.79%	232.43	6	$1,577	213.63
WMT	Broken out	109.82	109.74	-0.04	-0.08%	2.2	2%	105.42	45	$4,942	105.16
MCHP	Near	75.56	75.58	0.01	0.03%	3.02	4%	69.54	33	$2,493	68.75
FFIV	Near	450.04	451.02	0.07	0.22%	14.1	3.13%	422.82	7	$3,150	386.03
CRWD	Near	249.16	250.32	0.09	0.47%	12.25	4.92%	225.82	8	$1,993	204.27
BIIB	Near	225.06	225.8	0.12	0.33%	6.01	2.67%	213.78	16	$3,601	208.93
GILD	Near	152.73	153.23	0.14	0.33%	3.63	2.38%	145.97	27	$4,124	142.94

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)
A	Broken out	166.16	163.75	-0.56	-1.45%	4.31	2.59%	157.54	23	$3,822	141.25
MRNA	Broken out	182.9	176.86	-0.49	-3.3%	12.21	6.68%	158.48	8	$1,463	130
MTD	Broken out	1492.64	1474.19	-0.47	-1.24%	38.97	2.61%	1414.7	2	$2,985	1266.55
MU	Broken out	1084.8	1064.49	-0.38	-1.87%	53.58	4.94%	977.64	1	$1,085	887.61
DHR	Broken out	221.82	220.67	-0.19	-0.52%	6.05	2.73%	209.72	16	$3,549	199.09
HCA	Broken out	438.68	436.5	-0.17	-0.5%	12.64	2.88%	413.4	7	$3,071	396
AMD	Broken out	619.64	616.69	-0.11	-0.48%	26.22	4.23%	567.2	3	$1,859	440.5
MRVL	Broken out	262.87	261.18	-0.11	-0.64%	15.22	5.79%	232.43	6	$1,577	200.62
QCOM	Broken out	196.4	196.09	-0.04	-0.16%	8.57	4.36%	179.26	11	$2,160	156.23
TECH	Broken out	72.63	72.62	-0.03	-0.01%	0.34	0.47%	71.95	137 capped	$9,950	72.08
FFIV	Near	450.04	451.02	0.07	0.22%	14.1	3.13%	422.82	7	$3,150	378.29
CRWD	Near	249.16	250.32	0.09	0.47%	12.25	4.92%	225.82	8	$1,993	181.24
BIIB	Near	225.06	225.8	0.12	0.33%	6.01	2.67%	213.78	16	$3,601	208.93
GILD	Near	152.73	153.23	0.14	0.33%	3.63	2.38%	145.97	27	$4,124	142.94
WBD	Near	30.8	30.92	0.24	0.39%	0.5	1.62%	29.92	200	$6,160	27.74
BBY	Near	95.06	95.85	0.26	0.84%	3.03	3.19%	89.79	33	$3,137	76.7
HOOD	Near	124.63	126.41	0.27	1.43%	6.54	5.25%	113.33	15	$1,869	100.68
WAT	Near	428.59	431.78	0.28	0.74%	11.31	2.64%	409.16	8	$3,429	392.95
FTNT	Near	174.07	176.1	0.29	1.17%	6.99	4.02%	162.12	14	$2,437	149.5
TMO	Near	659.01	663.57	0.3	0.69%	15.25	2.31%	633.07	6	$3,954	594.82
ILMN	Near	246.67	250.06	0.34	1.37%	9.94	4.03%	230.18	10	$2,467	200.01
IQV	Near	271.07	273.88	0.4	1.04%	6.99	2.58%	259.9	14	$3,795	252.53
ABBV	Near	265.19	267.47	0.41	0.86%	5.56	2.1%	256.35	17	$4,508	246.77
META	Near	742.39	753	0.43	1.43%	24.71	3.33%	703.58	4	$2,970	546.3
SNDK	Near	1895.55	1952.59	0.46	3.01%	125.33	6.61%	1701.93	0	$0	1416.56

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.