Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-23 18:12 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 51 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	1491.51	1440.22	-1.29	-3.44%	39.65	2.66%	1412.21	2	$2,983	1266.55
CRWD	Broken out	261.48	250.32	-0.88	-4.27%	12.73	4.87%	236.02	7	$1,830	204.27
KEYS	Broken out	350.74	342.97	-0.68	-2.22%	11.42	3.26%	327.9	8	$2,806	311.43
MRNA	Broken out	183.17	176.86	-0.52	-3.44%	12.23	6.68%	158.71	8	$1,465	130.38
DHR	Broken out	221.2	218.57	-0.44	-1.19%	6.02	2.72%	209.16	16	$3,539	199.09
ZBRA	Broken out	374.02	369	-0.42	-1.34%	11.91	3.18%	350.2	8	$2,992	336.4
FFIV	Broken out	456.43	451.02	-0.38	-1.19%	14.18	3.11%	428.07	7	$3,195	386.03
WST	Broken out	373.59	370.67	-0.35	-0.78%	8.38	2.24%	356.83	11	$4,109	331.99
A	Broken out	165.01	163.75	-0.29	-0.76%	4.39	2.66%	156.23	22	$3,630	141.25
PLTR	Broken out	190.54	188.37	-0.29	-1.14%	7.4	3.88%	175.74	13	$2,477	164.55
ILMN	Broken out	252.58	250.06	-0.25	-1%	10.09	3.99%	232.4	9	$2,273	200.01
FTNT	Broken out	177.74	176.1	-0.24	-0.92%	6.94	3.9%	163.86	14	$2,488	152
QCOM	Broken out	197.26	195.31	-0.23	-0.99%	8.6	4.36%	180.06	11	$2,170	170.51
WMT	Broken out	110.25	109.74	-0.22	-0.46%	2.26	2.05%	105.73	44	$4,851	105.16
TEL	Broken out	214.99	213.71	-0.21	-0.6%	6.21	2.89%	202.57	16	$3,440	200.43
MU	Broken out	1072.71	1064.49	-0.15	-0.77%	53.88	5.02%	964.95	1	$1,073	902.6
MPWR	Broken out	1338.32	1332	-0.11	-0.47%	59.19	4.42%	1219.94	1	$1,338	1133.83
AME	Broken out	247.9	247.4	-0.09	-0.2%	5.31	2.14%	237.28	18	$4,462	230.01
DE	Broken out	707.2	705.88	-0.07	-0.19%	18.35	2.59%	670.5	5	$3,536	665.45
TER	Broken out	386.76	385.68	-0.05	-0.28%	22.51	5.82%	341.74	4	$1,547	326.37
UHS	Broken out	183.2	182.88	-0.05	-0.17%	5.81	3.17%	171.58	17	$3,114	168
DDOG	Broken out	252.43	251.99	-0.03	-0.17%	12.7	5.03%	227.03	7	$1,767	203.24
ETN	Broken out	438.41	438.26	-0.01	-0.03%	15.14	3.45%	408.13	6	$2,630	387
HCA	Broken out	436.65	436.5	-0.01	-0.03%	13.01	2.98%	410.63	7	$3,057	396
PANW	Broken out	387.42	387.33	0	-0.02%	18.26	4.71%	350.9	5	$1,937	325.32

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.

Showing the top 25 of 26 signals (sorted by distance to breakout).

Symbol	Status	Close	55d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (20d low)
CRWD	Broken out	261.48	250.32	-0.88	-4.27%	12.73	4.87%	236.02	7	$1,830	181.24
MRNA	Broken out	183.17	176.86	-0.52	-3.44%	12.23	6.68%	158.71	8	$1,465	130
MTD	Broken out	1491.51	1474.19	-0.44	-1.16%	39.65	2.66%	1412.21	2	$2,983	1266.55
FFIV	Broken out	456.43	451.02	-0.38	-1.19%	14.18	3.11%	428.07	7	$3,195	378.29
A	Broken out	165.01	163.75	-0.29	-0.76%	4.39	2.66%	156.23	22	$3,630	141.25
PLTR	Broken out	190.54	188.37	-0.29	-1.14%	7.4	3.88%	175.74	13	$2,477	164.55
ILMN	Broken out	252.58	250.06	-0.25	-1%	10.09	3.99%	232.4	9	$2,273	200.01
FTNT	Broken out	177.74	176.1	-0.24	-0.92%	6.94	3.9%	163.86	14	$2,488	149.5
MU	Broken out	1072.71	1064.49	-0.15	-0.77%	53.88	5.02%	964.95	1	$1,073	887.61
QCOM	Broken out	197.26	196.09	-0.14	-0.59%	8.6	4.36%	180.06	11	$2,170	156.23
DHR	Broken out	221.2	220.67	-0.09	-0.24%	6.02	2.72%	209.16	16	$3,539	199.09
DE	Broken out	707.2	705.88	-0.07	-0.19%	18.35	2.59%	670.5	5	$3,536	617.21
UHS	Broken out	183.2	182.88	-0.05	-0.17%	5.81	3.17%	171.58	17	$3,114	166.43
HCA	Broken out	436.65	436.5	-0.01	-0.03%	13.01	2.98%	410.63	7	$3,057	396
MRVL	Near	259.23	261.18	0.13	0.75%	15.12	5.83%	230.94	6	$1,555	200.62
AMD	Near	612.57	616.69	0.16	0.67%	26.27	4.29%	564.15	3	$1,838	440.5
META	Near	747.53	753	0.22	0.73%	24.57	3.29%	703.86	4	$2,990	546.3
HOOD	Near	124.84	126.41	0.24	1.26%	6.57	5.26%	113.27	15	$1,873	100.68
TECH	Near	72.54	72.62	0.24	0.11%	0.34	0.47%	71.94	137 capped	$9,938	72.08
TMO	Near	658.86	663.57	0.3	0.71%	15.48	2.35%	632.61	6	$3,953	594.82
BIIB	Near	223.77	225.8	0.33	0.91%	6.14	2.74%	213.52	16	$3,580	208.93
SWKS	Near	90.69	92.3	0.36	1.78%	4.44	4.9%	83.42	22	$1,995	63.06
SMCI	Near	41.4	42.31	0.37	2.19%	2.42	5.84%	37.47	41	$1,698	34.09
HPE	Near	62.55	63.86	0.39	2.09%	3.4	5.44%	57.06	29	$1,814	45.7
ABBV	Near	265.21	267.47	0.4	0.85%	5.62	2.12%	256.23	17	$4,509	246.77

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.