Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-08 19:38 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.9%

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 44 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)
MPC	Broken out	465.36	444.99	-1.37	-4.38%	14.82	3.18%	435.72	6	$2,792	380
PM	Broken out	201.85	195.49	-1.36	-3.15%	4.68	2.32%	192.49	21	$4,239	184.11
VLO	Broken out	443.99	428.99	-1.01	-3.38%	14.89	3.35%	414.21	6	$2,664	370.59
PSX	Broken out	281.78	277.12	-0.56	-1.65%	8.3	2.95%	265.18	12	$3,381	248.51
PLTR	Broken out	198.13	194.78	-0.51	-1.69%	6.54	3.3%	185.05	15	$2,972	184.81
WRB	Broken out	72.08	71.46	-0.45	-0.86%	1.39	1.93%	69.3	71	$5,118	66.26
MO	Broken out	71.65	71.05	-0.41	-0.84%	1.45	2.02%	68.75	68	$4,872	65.78
PG	Broken out	150.59	149.68	-0.36	-0.6%	2.5	1.66%	145.59	40	$6,023	143.4
AIG	Broken out	76.94	76.6	-0.23	-0.44%	1.45	1.88%	74.04	68	$5,232	72.63
CHD	Broken out	97.86	97.55	-0.18	-0.31%	1.71	1.75%	94.44	58	$5,676	93.33
COST	Broken out	950.19	948.77	-0.09	-0.15%	15.56	1.64%	919.07	6	$5,701	883.1
CBOE	Broken out	296.68	295.9	-0.07	-0.26%	11.31	3.81%	274.06	8	$2,373	252.82
KMI	Broken out	32.33	32.31	-0.02	-0.05%	0.74	2.29%	30.85	135	$4,364	29.43
AES	Near	14.94	14.94	0	0%	0.05	0.33%	14.84	669 capped	$9,995	14.81
ULTA	Near	566.07	566.1	0	0.01%	15.67	2.77%	534.76	6	$3,396	534.05
MCK	Near	933.67	933.99	0.01	0.03%	23.9	2.56%	886.19	4	$3,735	847.29
DECK	Near	82.94	83	0.02	0.07%	2.43	2.93%	78.14	41	$3,401	77.2
CB	Near	343.95	344.52	0.1	0.16%	5.49	1.6%	333.54	18	$6,191	325
HCA	Near	445.11	446.36	0.1	0.28%	12.12	2.72%	422.12	8	$3,561	420
PNW	Near	98.25	98.42	0.1	0.18%	1.72	1.75%	94.98	58	$5,698	90.27
ISRG	Near	415.21	416.81	0.14	0.38%	11.55	2.78%	393.71	8	$3,322	389.11
WMT	Near	110.89	111.23	0.15	0.31%	2.26	2.04%	106.71	44	$4,879	103.39
EXPD	Near	194.63	195.32	0.18	0.36%	3.93	2.02%	187.46	25	$4,866	183.36
MSCI	Near	562.39	564.77	0.19	0.42%	12.48	2.22%	539.81	8	$4,499	533.45
ECL	Near	281.28	282.44	0.21	0.41%	5.47	1.94%	271.5	18	$5,063	267.46

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)
MPC	Broken out	465.36	444.99	-1.37	-4.38%	14.82	3.18%	435.72	6	$2,792	378.8
VLO	Broken out	443.99	428.99	-1.01	-3.38%	14.89	3.35%	414.21	6	$2,664	364.96
PSX	Broken out	281.78	277.12	-0.56	-1.65%	8.3	2.95%	265.18	12	$3,381	248.51
PLTR	Broken out	198.13	194.78	-0.51	-1.69%	6.54	3.3%	185.05	15	$2,972	164.55
AES	Near	14.94	14.94	0	0%	0.05	0.33%	14.84	669 capped	$9,995	14.78
MCK	Near	933.67	933.99	0.01	0.03%	23.9	2.56%	886.19	4	$3,735	847.29
HCA	Near	445.11	446.36	0.1	0.28%	12.12	2.72%	422.12	8	$3,561	409.74
ISRG	Near	415.21	416.81	0.14	0.38%	11.55	2.78%	393.71	8	$3,322	345.25
ULTA	Near	566.07	568.44	0.15	0.42%	15.67	2.77%	537.1	6	$3,396	529.01
EXPD	Near	194.63	195.32	0.18	0.36%	3.93	2.02%	187.46	25	$4,866	183.36
XOM	Near	168.77	169.64	0.24	0.52%	3.6	2.13%	162.44	27	$4,557	155.85
P	Near	151.18	153.46	0.36	1.51%	6.33	4.19%	140.8	15	$2,268	92.27
PTC	Near	193.71	196.05	0.36	1.21%	6.48	3.35%	183.09	15	$2,906	126.79

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

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

VYLR (insufficient history)