Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-02 18:55 UTC

Overview

Symbols scanned

503

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.02%

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 55 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)
TER	Broken out	451.7	419.37	-1.5	-7.16%	21.54	4.77%	408.62	4	$1,807	356.97
NTAP	Broken out	227.72	216.81	-1.33	-4.79%	8.23	3.61%	211.26	12	$2,733	190.89
TXN	Broken out	294.14	284.39	-1.14	-3.31%	8.57	2.91%	277	11	$3,236	259.83
MPWR	Broken out	1442.9	1387.46	-0.97	-3.84%	57.4	3.98%	1328.1	1	$1,443	1176.21
ADI	Broken out	416.87	406.19	-0.92	-2.56%	11.59	2.78%	393.69	8	$3,335	363.13
ROK	Broken out	452.21	443.15	-0.87	-2%	10.47	2.32%	431.27	9	$4,070	407.47
HPE	Broken out	70.16	67.1	-0.85	-4.36%	3.61	5.15%	62.94	27	$1,894	59.65
JCI	Broken out	155.17	152.06	-0.85	-2%	3.65	2.35%	147.87	27	$4,190	140.49
ON	Broken out	83.59	80.46	-0.83	-3.74%	3.78	4.52%	76.03	26	$2,173	68.17
P	Broken out	140.16	135.68	-0.71	-3.2%	6.3	4.49%	127.56	15	$2,102	102.13
KEYS	Broken out	384.6	376.67	-0.7	-2.06%	11.31	2.94%	361.98	8	$3,077	331.76
Q	Broken out	131.8	128.5	-0.64	-2.5%	5.16	3.92%	121.48	19	$2,504	118.08
PWR	Broken out	678.02	664.36	-0.6	-2.01%	22.65	3.34%	632.72	4	$2,712	617.64
URI	Broken out	1076.32	1056.99	-0.58	-1.8%	33.15	3.08%	1010.02	3	$3,229	973.29
CIEN	Broken out	393.89	381	-0.55	-3.27%	23.3	5.92%	347.29	4	$1,576	338.25
KLAC	Broken out	206.48	201.98	-0.54	-2.18%	8.36	4.05%	189.76	11	$2,271	169.72
CAT	Broken out	846.68	833.62	-0.53	-1.54%	24.84	2.93%	797	4	$3,387	794.2
RCL	Broken out	275.7	270.86	-0.48	-1.75%	10.04	3.64%	255.62	9	$2,481	222.22
MCHP	Broken out	81.72	80.37	-0.45	-1.65%	2.99	3.66%	75.74	33	$2,697	71.06
LRCX	Broken out	348.2	341.64	-0.44	-1.88%	14.96	4.3%	318.28	6	$2,089	272.64
EME	Broken out	791.69	782.6	-0.37	-1.15%	24.36	3.08%	742.97	4	$3,167	729.91
FIX	Broken out	1738.01	1712.6	-0.35	-1.46%	73.43	4.22%	1591.15	1	$1,738	1570
EMR	Broken out	161.65	160.29	-0.34	-0.84%	3.96	2.45%	153.73	25	$4,041	147.12
NXPI	Broken out	245.01	242.34	-0.34	-1.09%	7.89	3.22%	229.23	12	$2,940	224.86
MRVL	Broken out	273.95	270.28	-0.26	-1.34%	13.89	5.07%	246.17	7	$1,918	235.96

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	227.72	216.81	-1.33	-4.79%	8.23	3.61%	211.26	12	$2,733	161
ADI	Broken out	416.87	406.19	-0.92	-2.56%	11.59	2.78%	393.69	8	$3,335	348
HPE	Broken out	70.16	67.1	-0.85	-4.36%	3.61	5.15%	62.94	27	$1,894	45.7
P	Broken out	140.16	135.68	-0.71	-3.2%	6.3	4.49%	127.56	15	$2,102	91.36
KEYS	Broken out	384.6	376.67	-0.7	-2.06%	11.31	2.94%	361.98	8	$3,077	311.43
TER	Broken out	451.7	444.17	-0.35	-1.67%	21.54	4.77%	408.62	4	$1,807	326
MRVL	Broken out	273.95	270.28	-0.26	-1.34%	13.89	5.07%	246.17	7	$1,918	201.1
LRCX	Broken out	348.2	345.28	-0.2	-0.84%	14.96	4.3%	318.28	6	$2,089	265.37
LITE	Broken out	1087.94	1078.04	-0.15	-0.91%	67.37	6.19%	953.2	1	$1,088	818.89
SMCI	Near	43.75	43.76	0	0.02%	2.32	5.3%	39.12	43	$1,881	35.36
NVDA	Near	234.55	234.76	0.03	0.09%	6.14	2.62%	222.48	16	$3,753	208.93
WBD	Near	30.95	30.97	0.06	0.06%	0.36	1.16%	30.25	277	$8,573	27.74
CRWD	Near	268.42	269.3	0.08	0.33%	11.46	4.27%	246.38	8	$2,147	203.76
FTNT	Near	180.43	181.37	0.15	0.52%	6.44	3.57%	168.49	15	$2,706	152
PANW	Near	401.47	404.69	0.19	0.8%	17.3	4.31%	370.09	5	$2,007	321.42
TEL	Near	220.85	221.98	0.19	0.51%	6.07	2.75%	209.84	16	$3,534	200.43
AMD	Near	632.89	639	0.24	0.97%	24.99	3.95%	589.02	4	$2,532	440.5
APH	Near	87.05	88.17	0.39	1.28%	2.84	3.26%	82.49	35	$3,047	76.74
TXN	Near	294.14	297.59	0.4	1.17%	8.57	2.91%	280.45	11	$3,236	248.13
SNPS	Near	488.52	496.95	0.47	1.73%	17.99	3.68%	460.97	5	$2,443	362.55
AES	Near	14.91	14.94	0.5	0.17%	0.05	0.34%	14.84	670 capped	$9,993	14.78

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.