Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-09-29 19:05 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 38 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)
AMAT	Broken out	510.99	487.68	-1.05	-4.56%	22.14	4.33%	466.71	4	$2,044	411.51
KLAC	Broken out	196.4	190.87	-0.64	-2.82%	8.67	4.41%	179.06	11	$2,160	165.89
NTAP	Broken out	209.85	204.84	-0.64	-2.39%	7.81	3.72%	194.23	12	$2,518	186.13
CCL	Broken out	25.08	24.56	-0.56	-2.05%	0.92	3.67%	23.24	108	$2,708	21.45
MAR	Broken out	362.11	359.63	-0.33	-0.68%	7.61	2.1%	346.89	13	$4,707	332.35
TXN	Broken out	281.82	279.33	-0.29	-0.88%	8.53	3.03%	264.76	11	$3,100	257.1
ADI	Broken out	398.27	396.07	-0.19	-0.55%	11.5	2.89%	375.27	8	$3,186	358.66
HLT	Broken out	322.77	321.72	-0.16	-0.33%	6.68	2.07%	309.41	14	$4,519	302.11
LRCX	Broken out	323.32	322.21	-0.07	-0.34%	15.54	4.81%	292.24	6	$1,940	265.37
BE	Broken out	294.05	292.72	-0.06	-0.45%	21.38	7.27%	251.29	4	$1,176	251.3
TER	Broken out	402.93	401.97	-0.05	-0.24%	21.31	5.29%	360.31	4	$1,612	326.37
RVTY	Broken out	152.42	152.26	-0.04	-0.1%	4.49	2.95%	143.44	22	$3,353	128.67
MCHP	Broken out	79.05	78.96	-0.03	-0.11%	2.96	3.74%	73.13	33	$2,609	68.75
P	Near	131.27	131.41	0.02	0.11%	6.48	4.94%	118.45	15	$1,969	95.43
MRNA	Near	202.33	202.67	0.03	0.17%	12.47	6.16%	177.73	8	$1,619	141.16
PWR	Near	653.09	656.51	0.15	0.52%	22.85	3.5%	610.81	4	$2,612	607.45
TT	Near	455.4	457.18	0.16	0.39%	11.11	2.44%	434.96	9	$4,099	413.97
ZBRA	Near	373.07	374.94	0.16	0.5%	11.39	3.05%	352.16	8	$2,985	338.67
A	Near	175.13	176.02	0.19	0.51%	4.75	2.71%	166.52	21	$3,678	147
CAT	Near	825.72	830.5	0.2	0.58%	24.19	2.93%	782.12	4	$3,303	774.48
WBD	Near	30.83	30.92	0.22	0.29%	0.41	1.33%	30.1	243	$7,492	27.74
MRVL	Near	264	267.48	0.24	1.32%	14.34	5.43%	238.8	6	$1,584	220.92
JCI	Near	150.04	151	0.26	0.64%	3.66	2.44%	143.68	27	$4,051	137.13
MTD	Near	1534.41	1545.45	0.27	0.72%	40.28	2.63%	1464.89	2	$3,069	1284.73
CRWD	Near	260.63	263.87	0.28	1.25%	11.71	4.49%	240.45	8	$2,085	230.85

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)
NTAP	Broken out	209.85	209.06	-0.1	-0.38%	7.81	3.72%	194.23	12	$2,518	161
BE	Broken out	294.05	292.72	-0.06	-0.45%	21.38	7.27%	251.29	4	$1,176	197.5
RVTY	Broken out	152.42	152.26	-0.04	-0.1%	4.49	2.95%	143.44	22	$3,353	120.9
P	Near	131.27	131.41	0.02	0.11%	6.48	4.94%	118.45	15	$1,969	89.64
MRNA	Near	202.33	202.67	0.03	0.17%	12.47	6.16%	177.73	8	$1,619	130.38
A	Near	175.13	176.02	0.19	0.51%	4.75	2.71%	166.52	21	$3,678	141.25
ADI	Near	398.27	400.69	0.21	0.61%	11.5	2.89%	377.69	8	$3,186	348
WBD	Near	30.83	30.92	0.22	0.29%	0.41	1.33%	30.1	243	$7,492	27.74
MRVL	Near	264	267.48	0.24	1.32%	14.34	5.43%	238.8	6	$1,584	200.62
MTD	Near	1534.41	1545.45	0.27	0.72%	40.28	2.63%	1464.89	2	$3,069	1266.55
CRWD	Near	260.63	263.87	0.28	1.25%	11.71	4.49%	240.45	8	$2,085	200.6
WAT	Near	441.9	445.48	0.3	0.81%	11.76	2.66%	421.96	8	$3,535	392.95
TMO	Near	677.55	682.98	0.35	0.8%	15.62	2.31%	651.74	6	$4,065	594.82
AES	Near	14.87	14.89	0.4	0.13%	0.05	0.34%	14.79	672 capped	$9,993	14.71
ISRG	Near	411.33	416.51	0.45	1.26%	11.57	2.81%	393.37	8	$3,291	345.25

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.