Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-25 18:12 UTC

Overview

Symbols scanned

503

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.98%

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 48 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)
DDOG	Broken out	271.18	258.39	-1	-4.72%	12.77	4.71%	245.64	7	$1,898	218.27
JCI	Broken out	149.45	147.23	-0.6	-1.49%	3.73	2.5%	141.99	26	$3,886	135.79
KEYS	Broken out	365.46	358.74	-0.58	-1.84%	11.53	3.15%	342.4	8	$2,924	311.43
QCOM	Broken out	204.38	199.61	-0.56	-2.33%	8.56	4.19%	187.26	11	$2,248	170.51
MCHP	Broken out	77.98	76.55	-0.48	-1.83%	2.98	3.82%	72.02	33	$2,573	68.75
AME	Broken out	250.83	248.58	-0.43	-0.9%	5.21	2.08%	240.41	19	$4,766	230.01
TEL	Broken out	218.1	215.78	-0.38	-1.06%	6.14	2.82%	205.82	16	$3,490	200.43
TXN	Broken out	276.69	273.33	-0.38	-1.21%	8.83	3.19%	259.03	11	$3,044	256.78
VTRS	Broken out	17.76	17.6	-0.37	-0.9%	0.43	2.42%	16.9	232	$4,120	16.32
ADI	Broken out	394.46	390.55	-0.33	-0.99%	11.76	2.98%	370.94	8	$3,156	358.66
SMCI	Broken out	43.48	42.7	-0.33	-1.79%	2.36	5.43%	38.76	42	$1,826	35.36
ON	Broken out	77.18	76.19	-0.26	-1.28%	3.8	4.92%	69.58	26	$2,007	65.8
MRNA	Broken out	197.65	195.71	-0.16	-0.98%	12.2	6.17%	173.25	8	$1,581	135.01
BE	Broken out	289.69	288	-0.08	-0.58%	19.95	6.89%	249.79	5	$1,448	249.05
ANET	Broken out	208.54	208.26	-0.03	-0.13%	8	3.84%	192.54	12	$2,502	186.11
DAL	Broken out	84.96	84.88	-0.03	-0.09%	2.41	2.84%	80.14	41	$3,483	76.89
MSFT	Broken out	517.92	517.78	-0.01	-0.03%	11.82	2.28%	494.28	8	$4,143	487.23
AES	Near	14.88	14.88	0	0%	0.05	0.34%	14.78	672 capped	$9,999	14.78
AMD	Near	629.54	630.8	0.05	0.2%	25.51	4.05%	579.78	3	$1,889	480.33
AMAT	Near	483.48	484.98	0.07	0.31%	22.27	4.61%	440.44	4	$1,934	411.51
EMR	Near	158.64	158.98	0.09	0.21%	3.78	2.38%	151.42	26	$4,125	144.4
JBL	Near	318.71	319.87	0.09	0.36%	12.84	4.03%	294.19	7	$2,231	293.6
MRVL	Near	264.7	266	0.09	0.49%	14.47	5.47%	237.06	6	$1,588	213.63
WAT	Near	435.09	436.34	0.11	0.29%	11.56	2.66%	413.22	8	$3,481	402.13
ISRG	Near	403.11	404.44	0.12	0.33%	11.54	2.86%	381.36	8	$3,225	363.56

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)
QCOM	Broken out	204.38	199.61	-0.56	-2.33%	8.56	4.19%	187.26	11	$2,248	161.9
SMCI	Broken out	43.48	42.7	-0.33	-1.79%	2.36	5.43%	38.76	42	$1,826	35.36
MRNA	Broken out	197.65	195.71	-0.16	-0.98%	12.2	6.17%	173.25	8	$1,581	130.38
BE	Broken out	289.69	288	-0.08	-0.58%	19.95	6.89%	249.79	5	$1,448	197.5
MSFT	Broken out	517.92	517.78	-0.01	-0.03%	11.82	2.28%	494.28	8	$4,143	486
AES	Near	14.88	14.88	0	0%	0.05	0.34%	14.78	672 capped	$9,999	14.71
AMD	Near	629.54	630.8	0.05	0.2%	25.51	4.05%	579.78	3	$1,889	440.5
KEYS	Near	365.46	366.41	0.08	0.26%	11.53	3.15%	343.35	8	$2,924	311.43
MRVL	Near	264.7	266	0.09	0.49%	14.47	5.47%	237.06	6	$1,588	200.62
WAT	Near	435.09	436.34	0.11	0.29%	11.56	2.66%	413.22	8	$3,481	392.95
WBD	Near	30.85	30.92	0.16	0.23%	0.45	1.46%	30.02	222	$6,849	27.74
ILMN	Near	275.68	277.95	0.21	0.82%	10.71	3.88%	256.53	9	$2,481	200.01
TECH	Near	72.59	72.69	0.32	0.14%	0.31	0.43%	72.07	137 capped	$9,945	72.08
PLTR	Near	191.77	194.68	0.41	1.51%	7.02	3.66%	180.64	14	$2,685	164.55
MU	Near	1082.56	1105.5	0.44	2.12%	51.85	4.79%	1001.8	1	$1,083	902.6
BIIB	Near	226.52	229.19	0.45	1.18%	5.93	2.62%	217.33	16	$3,624	208.93
HPE	Near	63.96	65.48	0.45	2.38%	3.39	5.3%	58.7	29	$1,855	45.7
DHR	Near	223.8	226.65	0.49	1.27%	5.86	2.62%	214.93	17	$3,805	199.09
INTC	Near	124.29	127.44	0.5	2.53%	6.34	5.1%	114.76	15	$1,864	85.72

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.