Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-05 21:20 UTC

Overview

Symbols scanned

503

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.99%

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 64 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)
PTC	Broken out	192.26	149.38	-5.79	-22.3%	7.4	3.85%	177.46	13	$2,499	133.67
ILMN	Broken out	293.69	280.17	-1.19	-4.6%	11.38	3.87%	270.93	8	$2,350	234.57
CRL	Broken out	310.77	298.98	-1.16	-3.79%	10.16	3.27%	290.45	9	$2,797	275.88
ECHO	Broken out	98.21	96.46	-0.52	-1.78%	3.35	3.41%	91.51	29	$2,848	87.71
P	Broken out	143.88	140.83	-0.49	-2.12%	6.2	4.31%	131.48	16	$2,302	104.4
IR	Broken out	78.55	77.54	-0.47	-1.29%	2.14	2.72%	74.27	46	$3,613	71.62
MPWR	Broken out	1479.89	1455.99	-0.42	-1.61%	57.07	3.86%	1365.75	1	$1,480	1217.24
TT	Broken out	470.76	466.31	-0.4	-0.95%	11.21	2.38%	448.34	8	$3,766	425.09
IEX	Broken out	235.29	233.98	-0.27	-0.56%	4.8	2.04%	225.69	20	$4,706	220.77
CSCO	Broken out	112.82	112.23	-0.22	-0.52%	2.71	2.4%	107.4	36	$4,062	104.51
HUBB	Broken out	480.65	477.97	-0.2	-0.56%	13.22	2.75%	454.21	7	$3,365	446.24
MSFT	Broken out	525.18	522.85	-0.2	-0.44%	11.84	2.25%	501.5	8	$4,201	491.22
NVDA	Broken out	238.9	237.88	-0.17	-0.43%	6.15	2.57%	226.6	16	$3,822	221.09
FTNT	Broken out	184.13	183.09	-0.16	-0.56%	6.38	3.46%	171.37	15	$2,762	167.41
MPC	Broken out	433.47	431.08	-0.16	-0.55%	14.65	3.38%	404.17	6	$2,601	378.8
WSM	Broken out	238.7	237.84	-0.12	-0.36%	7.05	2.95%	224.6	14	$3,342	222.77
VLO	Broken out	419.33	419.04	-0.02	-0.07%	15	3.58%	389.33	6	$2,516	364.96
LITE	Broken out	1091.67	1091.61	0	-0.01%	66.63	6.1%	958.41	1	$1,092	881.23
ROK	Broken out	455.18	455.13	0	-0.01%	10.59	2.33%	434	9	$4,097	413.79
PWR	Near	683.42	683.67	0.01	0.04%	22.7	3.32%	638.27	4	$2,734	626.41
JCI	Near	156.85	156.95	0.03	0.06%	3.67	2.34%	149.61	27	$4,235	142.94
WBD	Near	30.95	30.97	0.06	0.06%	0.35	1.13%	30.27	285	$8,821	29.65
CRWD	Near	272.67	273.54	0.08	0.32%	11.18	4.1%	251.18	8	$2,181	230.85
TJX	Near	134.41	134.67	0.09	0.19%	2.96	2.2%	128.75	33	$4,436	127.05
EXPD	Near	194.12	194.59	0.12	0.24%	4.02	2.07%	186.55	24	$4,659	183.36

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.

Showing the top 25 of 29 signals (sorted by distance to breakout).

Symbol	Status	Close	55d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (20d low)
PTC	Broken out	192.26	159.46	-4.43	-17.06%	7.4	3.85%	177.46	13	$2,499	126.79
ILMN	Broken out	293.69	280.17	-1.19	-4.6%	11.38	3.87%	270.93	8	$2,350	200.01
CRL	Broken out	310.77	303.31	-0.73	-2.4%	10.16	3.27%	290.45	9	$2,797	267.27
ECHO	Broken out	98.21	96.46	-0.52	-1.78%	3.35	3.41%	91.51	29	$2,848	87.71
P	Broken out	143.88	140.83	-0.49	-2.12%	6.2	4.31%	131.48	16	$2,302	92.27
MSFT	Broken out	525.18	522.85	-0.2	-0.44%	11.84	2.25%	501.5	8	$4,201	486
NVDA	Broken out	238.9	237.88	-0.17	-0.43%	6.15	2.57%	226.6	16	$3,822	208.93
FTNT	Broken out	184.13	183.09	-0.16	-0.56%	6.38	3.46%	171.37	15	$2,762	152
MPC	Broken out	433.47	431.08	-0.16	-0.55%	14.65	3.38%	404.17	6	$2,601	378.8
VLO	Broken out	419.33	419.04	-0.02	-0.07%	15	3.58%	389.33	6	$2,516	360.31
LITE	Broken out	1091.67	1091.61	0	-0.01%	66.63	6.1%	958.41	1	$1,092	832.11
JCI	Near	156.85	157.06	0.06	0.13%	3.67	2.34%	149.72	27	$4,235	135.79
WBD	Near	30.95	30.97	0.06	0.06%	0.35	1.13%	30.27	285	$8,821	27.74
CRWD	Near	272.67	273.54	0.08	0.32%	11.18	4.1%	251.18	8	$2,181	204.27
EXPD	Near	194.12	194.59	0.12	0.24%	4.02	2.07%	186.55	24	$4,659	183.36
PANW	Near	406.76	409.5	0.16	0.67%	16.87	4.15%	375.76	5	$2,034	325.32
RVTY	Near	157.36	158.28	0.19	0.58%	4.84	3.08%	148.6	20	$3,147	120.9
ADI	Near	419.1	421.7	0.23	0.62%	11.5	2.74%	398.7	8	$3,353	356.12
CDNS	Near	353.48	356.51	0.25	0.86%	12.04	3.41%	332.43	8	$2,828	273.07
FFIV	Near	458.53	462	0.26	0.76%	13.46	2.94%	435.08	7	$3,210	386.03
MTD	Near	1541.63	1554.83	0.32	0.86%	41.8	2.71%	1471.23	2	$3,083	1266.55
TXN	Near	294.9	297.59	0.32	0.91%	8.47	2.87%	280.65	11	$3,244	255.5
APH	Near	87.27	88.17	0.33	1.03%	2.75	3.15%	82.67	36	$3,142	76.74
KEYS	Near	384.17	387.93	0.34	0.98%	11	2.86%	365.93	9	$3,458	311.43
TER	Near	444.53	451.86	0.35	1.65%	21.14	4.76%	409.58	4	$1,778	326.37

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.