Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-24 18:07 UTC

Overview

Symbols scanned

503

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.05%

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 30 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)
P	Broken out	124.47	113.8	-1.61	-8.57%	6.64	5.33%	111.19	15	$1,867	92.27
ILMN	Broken out	268.33	256.17	-1.15	-4.53%	10.55	3.93%	247.23	9	$2,415	200.01
A	Broken out	171.48	168.94	-0.55	-1.48%	4.63	2.7%	162.22	21	$3,601	141.25
META	Broken out	771.98	763.9	-0.32	-1.05%	25.16	3.26%	721.66	3	$2,316	642.14
KEYS	Broken out	355.49	353.67	-0.16	-0.51%	11.68	3.29%	332.13	8	$2,844	311.43
TMO	Broken out	673.98	671.47	-0.16	-0.37%	15.99	2.37%	642	6	$4,044	594.82
MTD	Broken out	1515.98	1512.88	-0.08	-0.2%	40.8	2.69%	1434.38	2	$3,032	1266.55
FTNT	Near	179.28	179.35	0.01	0.04%	6.88	3.84%	165.59	14	$2,510	154
INTC	Near	124.39	124.73	0.05	0.27%	6.38	5.13%	111.97	15	$1,866	94.52
DHR	Near	222.71	223.42	0.12	0.32%	6.1	2.74%	211.22	16	$3,563	199.09
PANW	Near	390.43	393.52	0.17	0.79%	17.99	4.61%	357.54	5	$1,952	327.05
CRWD	Near	260.97	263.19	0.18	0.85%	12.36	4.74%	238.47	8	$2,088	204.27
AES	Near	14.87	14.88	0.2	0.07%	0.05	0.34%	14.78	672 capped	$9,993	14.78
HPE	Near	63.19	63.86	0.2	1.06%	3.38	5.35%	57.1	29	$1,833	55.02
WAT	Near	429.5	431.78	0.2	0.53%	11.68	2.72%	408.42	8	$3,436	392.95
DDOG	Near	253.95	256.71	0.22	1.09%	12.56	4.95%	231.59	7	$1,778	209.04
WST	Near	374.17	376.06	0.22	0.5%	8.65	2.31%	358.76	11	$4,116	331.99
TECH	Near	72.57	72.64	0.23	0.1%	0.33	0.45%	71.98	137 capped	$9,941	72.08
WBD	Near	30.8	30.92	0.24	0.39%	0.49	1.59%	29.94	204	$6,283	27.74
ISRG	Near	401.39	404.44	0.26	0.76%	11.78	2.93%	380.88	8	$3,211	345.25
LUV	Near	41.51	41.84	0.26	0.81%	1.28	3.08%	39.28	78	$3,237	37.75
AMD	Near	617.69	624.69	0.27	1.13%	26.05	4.22%	572.59	3	$1,853	480.33
PLTR	Near	191.85	193.79	0.27	1.01%	7.18	3.74%	179.43	13	$2,494	164.55
TEL	Near	213.63	215.28	0.27	0.77%	6.19	2.9%	202.9	16	$3,418	200.43
ANET	Near	204.16	206.48	0.28	1.14%	8.24	4.04%	190	12	$2,450	186.11

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)
ILMN	Broken out	268.33	256.17	-1.15	-4.53%	10.55	3.93%	247.23	9	$2,415	200.01
P	Broken out	124.47	119.1	-0.81	-4.31%	6.64	5.33%	111.19	15	$1,867	89.64
A	Broken out	171.48	168.94	-0.55	-1.48%	4.63	2.7%	162.22	21	$3,601	141.25
META	Broken out	771.98	763.9	-0.32	-1.05%	25.16	3.26%	721.66	3	$2,316	556.1
TMO	Broken out	673.98	671.47	-0.16	-0.37%	15.99	2.37%	642	6	$4,044	594.82
MTD	Broken out	1515.98	1512.88	-0.08	-0.2%	40.8	2.69%	1434.38	2	$3,032	1266.55
FTNT	Near	179.28	179.35	0.01	0.04%	6.88	3.84%	165.59	14	$2,510	149.5
INTC	Near	124.39	124.73	0.05	0.27%	6.38	5.13%	111.97	15	$1,866	85.63
DHR	Near	222.71	223.42	0.12	0.32%	6.1	2.74%	211.22	16	$3,563	199.09
CRWD	Near	260.97	263.19	0.18	0.85%	12.36	4.74%	238.47	8	$2,088	181.24
AES	Near	14.87	14.88	0.2	0.07%	0.05	0.34%	14.78	672 capped	$9,993	14.71
HPE	Near	63.19	63.86	0.2	1.06%	3.38	5.35%	57.1	29	$1,833	45.7
WAT	Near	429.5	431.78	0.2	0.53%	11.68	2.72%	408.42	8	$3,436	392.95
TECH	Near	72.57	72.64	0.23	0.1%	0.33	0.45%	71.98	137 capped	$9,941	72.08
WBD	Near	30.8	30.92	0.24	0.39%	0.49	1.59%	29.94	204	$6,283	27.74
AMD	Near	617.69	624.69	0.27	1.13%	26.05	4.22%	572.59	3	$1,853	440.5
PLTR	Near	191.85	193.79	0.27	1.01%	7.18	3.74%	179.43	13	$2,494	164.55
BIIB	Near	226.72	229.19	0.41	1.09%	6.06	2.67%	217.07	16	$3,628	208.93
PANW	Near	390.43	398.88	0.47	2.16%	17.99	4.61%	362.9	5	$1,952	321.39

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.