Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-01 19:13 UTC

Overview

Symbols scanned

503

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.04%

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 43 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)
SNPS	Broken out	491.73	445.92	-2.54	-9.32%	18.06	3.67%	455.61	5	$2,459	377.36
ACN	Broken out	214.66	197.63	-1.92	-7.93%	8.88	4.14%	196.9	11	$2,361	172.11
CDNS	Broken out	350.27	335	-1.26	-4.36%	12.08	3.45%	326.11	8	$2,802	278.3
AMAT	Broken out	530.46	515.42	-0.7	-2.84%	21.58	4.07%	487.3	4	$2,122	413.56
KEYS	Broken out	374.09	366.88	-0.65	-1.93%	11.16	2.98%	351.77	8	$2,993	327.97
LRCX	Broken out	338.42	330.5	-0.53	-2.34%	15.03	4.44%	308.36	6	$2,031	266.9
ON	Broken out	79	77.68	-0.37	-1.68%	3.59	4.54%	71.82	27	$2,133	66.05
KLAC	Broken out	200.33	197.6	-0.33	-1.36%	8.36	4.17%	183.61	11	$2,204	167.26
LITE	Broken out	1048.31	1026.76	-0.32	-2.06%	68.05	6.49%	912.21	1	$1,048	881.23
P	Broken out	135.04	133.32	-0.27	-1.28%	6.29	4.66%	122.46	15	$2,026	99.65
HON	Broken out	214.72	213.64	-0.23	-0.5%	4.74	2.21%	205.24	21	$4,509	204.26
RL	Broken out	363.47	361.1	-0.23	-0.65%	10.53	2.9%	342.41	9	$3,271	330.93
CIEN	Broken out	379.64	376.74	-0.12	-0.77%	23.64	6.23%	332.36	4	$1,519	338.25
AES	Broken out	14.93	14.92	-0.1	-0.03%	0.05	0.34%	14.83	670 capped	$10,000	14.8
NXPI	Broken out	240.54	239.83	-0.09	-0.3%	7.79	3.24%	224.96	12	$2,887	220.67
GEV	Broken out	983.96	983.34	-0.02	-0.06%	38.69	3.93%	906.58	2	$1,968	921.53
PWR	Near	659.66	659.85	0.01	0.03%	22.64	3.43%	614.57	4	$2,639	607.45
TT	Near	459.61	459.78	0.01	0.04%	11.13	2.42%	437.52	8	$3,677	417.8
APH	Near	86.11	86.22	0.04	0.13%	2.86	3.32%	80.5	34	$2,928	77.08
MRVL	Near	266.7	267.48	0.06	0.29%	13.99	5.25%	239.5	7	$1,867	235.96
TER	Near	414.14	415.61	0.07	0.36%	20.76	5.01%	374.09	4	$1,657	350
WBD	Near	30.94	30.97	0.07	0.08%	0.38	1.23%	30.21	263	$8,139	27.74
ROK	Near	439.16	439.95	0.08	0.18%	10.33	2.35%	419.29	9	$3,952	406.92
JCI	Near	151.19	151.51	0.09	0.21%	3.58	2.37%	144.35	27	$4,082	140.49
ADI	Near	403.67	405.38	0.15	0.42%	11.26	2.79%	382.86	8	$3,229	360.58

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)
ACN	Broken out	214.66	197.63	-1.92	-7.93%	8.88	4.14%	196.9	11	$2,361	172.11
SNPS	Broken out	491.73	464.98	-1.48	-5.44%	18.06	3.67%	455.61	5	$2,459	362.55
KEYS	Broken out	374.09	366.88	-0.65	-1.93%	11.16	2.98%	351.77	8	$2,993	311.43
LITE	Broken out	1048.31	1026.76	-0.32	-2.06%	68.05	6.49%	912.21	1	$1,048	818.89
P	Broken out	135.04	133.32	-0.27	-1.28%	6.29	4.66%	122.46	15	$2,026	91.36
AES	Broken out	14.93	14.92	-0.1	-0.03%	0.05	0.34%	14.83	670 capped	$10,000	14.75
MRVL	Near	266.7	267.48	0.06	0.29%	13.99	5.25%	239.5	7	$1,867	201.1
WBD	Near	30.94	30.97	0.07	0.08%	0.38	1.23%	30.21	263	$8,139	27.74
ADI	Near	403.67	405.38	0.15	0.42%	11.26	2.79%	382.86	8	$3,229	348
CRWD	Near	266.86	268.95	0.18	0.78%	11.67	4.37%	245.61	8	$2,135	200.6
MSFT	Near	516.14	519.83	0.31	0.72%	11.79	2.28%	496.25	8	$4,129	486
NTAP	Near	213.18	216.81	0.47	1.7%	7.75	3.64%	201.31	12	$2,558	161
MU	Near	1084.04	1108.72	0.49	2.28%	50.42	4.65%	1007.88	1	$1,084	902.6

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.