Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-07 19:42 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.95%

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 33 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)
VST	Broken out	166.93	162.69	-0.68	-2.54%	6.2	3.71%	154.53	16	$2,671	133.44
P	Broken out	152.9	149.04	-0.61	-2.52%	6.29	4.11%	140.32	15	$2,293	107.1
NTAP	Broken out	235.3	231.9	-0.41	-1.44%	8.39	3.57%	218.52	11	$2,588	192.48
TJX	Broken out	138.43	137.24	-0.41	-0.86%	2.93	2.12%	132.57	34	$4,707	128.57
HPE	Broken out	72.63	71.22	-0.4	-1.94%	3.51	4.83%	65.61	28	$2,034	60.55
ADSK	Broken out	235.52	232.64	-0.33	-1.22%	8.66	3.68%	218.2	11	$2,591	199.18
COST	Broken out	941.16	937.04	-0.26	-0.44%	15.66	1.66%	909.84	6	$5,647	883.1
ABBV	Broken out	270.79	269.39	-0.25	-0.52%	5.68	2.1%	259.43	17	$4,603	257.87
SMCI	Broken out	45.28	44.74	-0.24	-1.19%	2.29	5.06%	40.7	43	$1,947	39.85
MPC	Broken out	440.99	437.67	-0.23	-0.75%	14.25	3.23%	412.49	7	$3,087	378.8
AMZN	Broken out	259.58	259.49	-0.02	-0.04%	5.89	2.27%	247.8	16	$4,153	244.73
VLO	Broken out	422.99	422.99	0	0%	14.49	3.43%	394.01	6	$2,538	364.96
CIEN	Near	446.14	446.37	0.01	0.05%	24.73	5.54%	396.91	4	$1,785	339.33
ANET	Near	215.94	216.07	0.02	0.06%	7.33	3.39%	201.41	13	$2,807	198.76
CSCO	Near	117.78	118.4	0.22	0.53%	2.8	2.38%	112.8	35	$4,122	105.06
PYPL	Near	55.15	55.54	0.25	0.73%	1.57	2.85%	52.4	63	$3,474	51.81
FFIV	Near	468.36	472	0.28	0.78%	13.15	2.81%	445.7	7	$3,278	428.93
PNW	Near	97.83	98.32	0.28	0.5%	1.74	1.78%	94.84	57	$5,577	90.27
CHD	Near	96.92	97.42	0.29	0.52%	1.7	1.75%	94.02	58	$5,621	93.33
SNPS	Near	503.14	508.38	0.29	1.04%	18.13	3.6%	472.12	5	$2,516	403.33
COHR	Near	335.21	341.76	0.3	1.95%	21.59	6.44%	298.58	4	$1,341	275.79
PLTR	Near	192.84	194.78	0.31	1.01%	6.34	3.29%	182.1	15	$2,893	182.94
ISRG	Near	412.66	416.51	0.33	0.93%	11.68	2.83%	393.15	8	$3,301	389.11
CDNS	Near	357.79	361.91	0.35	1.15%	11.65	3.26%	338.61	8	$2,862	305.2
LITE	Near	1114.11	1137.2	0.35	2.07%	65.21	5.85%	1006.78	1	$1,114	881.23

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)
P	Broken out	152.9	149.04	-0.61	-2.52%	6.29	4.11%	140.32	15	$2,293	92.27
NTAP	Broken out	235.3	231.9	-0.41	-1.44%	8.39	3.57%	218.52	11	$2,588	182.23
HPE	Broken out	72.63	71.22	-0.4	-1.94%	3.51	4.83%	65.61	28	$2,034	55.02
ABBV	Broken out	270.79	269.39	-0.25	-0.52%	5.68	2.1%	259.43	17	$4,603	246.77
SMCI	Broken out	45.28	44.74	-0.24	-1.19%	2.29	5.06%	40.7	43	$1,947	35.36
MPC	Broken out	440.99	437.67	-0.23	-0.75%	14.25	3.23%	412.49	7	$3,087	378.8
VLO	Broken out	422.99	422.99	0	0%	14.49	3.43%	394.01	6	$2,538	364.96
ANET	Near	215.94	216.07	0.02	0.06%	7.33	3.39%	201.41	13	$2,807	186.11
FFIV	Near	468.36	472	0.28	0.78%	13.15	2.81%	445.7	7	$3,278	389.44
SNPS	Near	503.14	508.38	0.29	1.04%	18.13	3.6%	472.12	5	$2,516	362.55
PLTR	Near	192.84	194.78	0.31	1.01%	6.34	3.29%	182.1	15	$2,893	164.55
ISRG	Near	412.66	416.51	0.33	0.93%	11.68	2.83%	393.15	8	$3,301	345.25
CDNS	Near	357.79	361.91	0.35	1.15%	11.65	3.26%	338.61	8	$2,862	273.07
LITE	Near	1114.11	1137.2	0.35	2.07%	65.21	5.85%	1006.78	1	$1,114	832.11
PTC	Near	193.64	196.05	0.35	1.24%	6.79	3.51%	182.47	14	$2,711	126.79
ZBRA	Near	386.87	390.8	0.36	1.02%	10.97	2.84%	368.86	9	$3,482	336.4
AES	Near	14.92	14.94	0.4	0.13%	0.05	0.34%	14.84	670 capped	$9,996	14.78
VST	Near	166.93	169.76	0.46	1.7%	6.2	3.71%	157.36	16	$2,671	133.44
MU	Near	1085.47	1108.72	0.48	2.14%	48.92	4.51%	1010.88	2	$2,171	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.

Skipped symbols

2 symbol(s) could not be evaluated (fetch error, insufficient history, or unusable volatility):

PSKY (insufficient history), WBD (insufficient history)