Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-28 20:22 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 46 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)
ISRG	Broken out	414.79	406.39	-0.71	-2.03%	11.77	2.84%	391.25	8	$3,318	368.85
VTRS	Broken out	18.27	17.98	-0.63	-1.59%	0.46	2.52%	17.35	217	$3,965	16.38
WAT	Broken out	442.94	436.34	-0.55	-1.49%	12.06	2.72%	418.82	8	$3,544	402.13
DHR	Broken out	227.33	226.65	-0.12	-0.3%	5.89	2.59%	215.55	16	$3,637	199.09
MTD	Broken out	1545.26	1541.02	-0.1	-0.27%	40.86	2.64%	1463.54	2	$3,091	1274.51
A	Broken out	175.21	174.77	-0.09	-0.25%	4.79	2.73%	165.63	20	$3,504	144.65
NTAP	Broken out	204.41	203.91	-0.06	-0.24%	7.73	3.78%	188.95	12	$2,453	186.13
MAR	Broken out	358.57	358.16	-0.05	-0.11%	7.54	2.1%	343.49	13	$4,661	332.04
TER	Broken out	401.3	400.46	-0.04	-0.21%	21.68	5.4%	357.94	4	$1,605	326.37
ROST	Broken out	237.09	237	-0.02	-0.04%	5.3	2.24%	226.49	18	$4,268	222.15
HST	Near	22.66	22.66	0	0%	0.45	1.99%	21.76	222	$5,031	21.53
ADI	Near	395.43	395.92	0.04	0.12%	11.58	2.93%	372.76	8	$3,163	358.66
AMAT	Near	486.76	487.68	0.04	0.19%	21.98	4.52%	443.72	4	$1,947	411.51
TXN	Near	278.31	278.69	0.04	0.14%	8.66	3.11%	261.37	11	$3,061	256.78
WBD	Near	30.9	30.92	0.05	0.06%	0.43	1.39%	30.06	232	$7,169	27.74
PG	Near	149.03	149.2	0.07	0.11%	2.46	1.65%	144.28	40	$5,961	143.92
RL	Near	357.16	358.01	0.08	0.24%	10.61	2.97%	336.79	9	$3,214	330.93
BIIB	Near	228.69	229.19	0.09	0.22%	5.88	2.57%	217.43	17	$3,888	213.54
APH	Near	84.62	85.01	0.13	0.46%	2.9	3.43%	79.21	34	$2,877	76.74
EMR	Near	159.39	159.87	0.13	0.3%	3.76	2.36%	152.35	26	$4,144	144.4
KLAC	Near	189.17	190.87	0.2	0.9%	8.69	4.59%	173.49	11	$2,081	165.89
AME	Near	251.67	252.78	0.22	0.44%	5.14	2.04%	242.5	19	$4,782	230.01
PANW	Near	392.09	396.3	0.23	1.07%	18.1	4.62%	360.1	5	$1,960	340.25
RVTY	Near	151.02	152.26	0.27	0.82%	4.57	3.03%	143.12	21	$3,171	123.95
ZBRA	Near	371.87	374.94	0.27	0.83%	11.23	3.02%	352.48	8	$2,975	338.67

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)
WAT	Broken out	442.94	436.34	-0.55	-1.49%	12.06	2.72%	418.82	8	$3,544	392.95
DHR	Broken out	227.33	226.65	-0.12	-0.3%	5.89	2.59%	215.55	16	$3,637	199.09
MTD	Broken out	1545.26	1541.02	-0.1	-0.27%	40.86	2.64%	1463.54	2	$3,091	1266.55
A	Broken out	175.21	174.77	-0.09	-0.25%	4.79	2.73%	165.63	20	$3,504	141.25
WBD	Near	30.9	30.92	0.05	0.06%	0.43	1.39%	30.06	232	$7,169	27.74
BIIB	Near	228.69	229.19	0.09	0.22%	5.88	2.57%	217.43	17	$3,888	208.93
ISRG	Near	414.79	415.91	0.1	0.27%	11.77	2.84%	392.37	8	$3,318	345.25
VTRS	Near	18.27	18.39	0.26	0.66%	0.46	2.52%	17.47	217	$3,965	16.12
RVTY	Near	151.02	152.26	0.27	0.82%	4.57	3.03%	143.12	21	$3,171	120.9
TMO	Near	678.6	682.98	0.28	0.65%	15.89	2.34%	651.2	6	$4,072	594.82
P	Near	129.4	131.41	0.31	1.55%	6.57	5.08%	118.27	15	$1,941	89.64
PANW	Near	392.09	398.88	0.38	1.73%	18.1	4.62%	362.68	5	$1,960	321.39
CRWD	Near	259.25	263.87	0.39	1.78%	11.99	4.62%	239.89	8	$2,074	200.6
AES	Near	14.87	14.89	0.4	0.13%	0.05	0.34%	14.79	672 capped	$9,993	14.71
MRNA	Near	197.28	202.67	0.44	2.73%	12.13	6.15%	178.41	8	$1,578	130.38
ADI	Near	395.43	400.69	0.45	1.33%	11.58	2.93%	377.53	8	$3,163	348

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.