Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-06 19:17 UTC

Overview

Symbols scanned

503

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.94%

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 79 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)
CSCO	Broken out	118.23	113.19	-1.77	-4.26%	2.85	2.41%	112.53	35	$4,138	104.51
CIEN	Broken out	438.92	397.47	-1.7	-9.44%	24.4	5.56%	390.12	4	$1,756	339.33
EME	Broken out	826.84	794.95	-1.24	-3.86%	25.68	3.11%	775.48	3	$2,481	730
PWR	Broken out	719.89	692.9	-1.15	-3.75%	23.51	3.27%	672.87	4	$2,880	626.41
FIX	Broken out	1817.99	1750.39	-0.91	-3.72%	74.68	4.11%	1668.63	1	$1,818	1570
RCL	Broken out	288.18	279.5	-0.86	-3.01%	10.13	3.52%	267.92	9	$2,594	222.22
FTNT	Broken out	190.02	184.63	-0.83	-2.84%	6.47	3.4%	177.08	15	$2,850	169.56
P	Broken out	148.85	144.03	-0.79	-3.24%	6.14	4.12%	136.57	16	$2,382	107.1
MRVL	Broken out	291.45	280	-0.77	-3.93%	14.79	5.07%	261.87	6	$1,749	248.14
VST	Broken out	159.25	154.9	-0.75	-2.73%	5.81	3.65%	147.63	17	$2,707	133.44
TRMB	Broken out	61.1	59.89	-0.71	-1.97%	1.69	2.77%	57.72	59	$3,605	56.01
CCL	Broken out	26.53	25.94	-0.66	-2.22%	0.9	3.39%	24.73	111	$2,945	21.45
LIN	Broken out	491.27	485.94	-0.63	-1.08%	8.51	1.73%	474.25	11	$5,404	455.27
JCI	Broken out	159.69	157.53	-0.59	-1.35%	3.67	2.3%	152.35	27	$4,312	143.57
GEV	Broken out	1028.81	1006	-0.58	-2.22%	39.46	3.84%	949.89	2	$2,058	921.53
PANW	Broken out	419.55	409.5	-0.58	-2.4%	17.31	4.13%	384.93	5	$2,098	363.58
FFIV	Broken out	469.73	462	-0.57	-1.65%	13.46	2.87%	442.81	7	$3,288	428.93
ZBRA	Broken out	389.32	383.18	-0.56	-1.58%	11.05	2.84%	367.22	9	$3,504	350.44
ANET	Broken out	215.88	212	-0.53	-1.8%	7.28	3.37%	201.32	13	$2,806	198.76
WSM	Broken out	243.72	240.46	-0.46	-1.34%	7.08	2.9%	229.56	14	$3,412	225.22
DD	Broken out	133.61	132.39	-0.44	-0.91%	2.8	2.1%	128.01	35	$4,676	127.62
CRWD	Broken out	279.07	274.23	-0.43	-1.73%	11.34	4.06%	256.39	8	$2,233	244.7
AVGO	Broken out	377.69	372.7	-0.42	-1.32%	11.76	3.11%	354.17	8	$3,022	343.29
AMD	Broken out	655.35	645.46	-0.4	-1.51%	24.75	3.78%	605.85	4	$2,621	596.07
TT	Broken out	476.21	472.77	-0.31	-0.72%	11.13	2.34%	453.95	8	$3,810	431

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 34 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)
FTNT	Broken out	190.02	184.63	-0.83	-2.84%	6.47	3.4%	177.08	15	$2,850	152
P	Broken out	148.85	144.03	-0.79	-3.24%	6.14	4.12%	136.57	16	$2,382	92.27
MRVL	Broken out	291.45	280	-0.77	-3.93%	14.79	5.07%	261.87	6	$1,749	213.63
JCI	Broken out	159.69	157.53	-0.59	-1.35%	3.67	2.3%	152.35	27	$4,312	135.79
PANW	Broken out	419.55	409.5	-0.58	-2.4%	17.31	4.13%	384.93	5	$2,098	325.32
FFIV	Broken out	469.73	462	-0.57	-1.65%	13.46	2.87%	442.81	7	$3,288	386.03
CRWD	Broken out	279.07	274.23	-0.43	-1.73%	11.34	4.06%	256.39	8	$2,233	204.27
AMD	Broken out	655.35	645.46	-0.4	-1.51%	24.75	3.78%	605.85	4	$2,621	480.33
ZBRA	Broken out	389.32	386.23	-0.28	-0.79%	11.05	2.84%	367.22	9	$3,504	336.4
APH	Broken out	88.75	88.17	-0.21	-0.66%	2.75	3.1%	83.25	36	$3,195	76.74
HPE	Broken out	70.92	70.29	-0.18	-0.89%	3.51	4.95%	63.9	28	$1,986	51.8
ANET	Broken out	215.88	214.89	-0.14	-0.46%	7.28	3.37%	201.32	13	$2,806	186.11
CDNS	Broken out	361.78	360.15	-0.14	-0.45%	11.86	3.28%	338.06	8	$2,894	273.07
LITE	Broken out	1133.95	1124.4	-0.14	-0.84%	65.95	5.82%	1002.05	1	$1,134	832.11
TXN	Broken out	298.29	297.59	-0.08	-0.23%	8.27	2.77%	281.75	12	$3,579	255.82
ADI	Broken out	421.86	421.7	-0.01	-0.04%	11.2	2.65%	399.46	8	$3,375	356.12
VLO	Broken out	422.15	421.98	-0.01	-0.04%	14.74	3.49%	392.67	6	$2,533	364.96
ECHO	Near	99.4	99.55	0.04	0.15%	3.34	3.36%	92.87	29	$2,883	87.71
NVDA	Near	239.85	240.1	0.04	0.1%	6.06	2.53%	227.98	16	$3,838	208.93
WBD	Near	30.95	30.97	0.06	0.06%	0.35	1.13%	30.27	285	$8,821	27.74
MSFT	Near	531.47	532.35	0.07	0.17%	11.77	2.21%	508.81	8	$4,252	486
SNPS	Near	507.08	508.38	0.07	0.26%	18.52	3.65%	471.34	5	$2,535	362.55
KEYS	Near	387.51	388.75	0.12	0.32%	10.75	2.77%	367.25	9	$3,488	311.43
MCK	Near	926	929.95	0.17	0.43%	23.42	2.53%	883.11	4	$3,704	847.29
BE	Near	298.36	302.35	0.2	1.34%	20.26	6.79%	261.83	4	$1,193	249.05

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.