Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-09 19:13 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.86%

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 75 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)
HUM	Broken out	434.87	415.77	-1.12	-4.39%	17.13	3.94%	400.61	5	$2,174	375.86
CCI	Broken out	78.11	75.92	-0.93	-2.8%	2.36	3.02%	73.39	42	$3,281	65.32
V	Broken out	385.13	379.99	-0.8	-1.33%	6.42	1.67%	372.28	15	$5,777	356.75
ISRG	Broken out	425.59	416.81	-0.76	-2.06%	11.58	2.72%	402.43	8	$3,405	389.11
CBOE	Broken out	306.13	298	-0.71	-2.66%	11.43	3.73%	283.27	8	$2,449	252.82
FFIV	Broken out	481.18	472.25	-0.67	-1.86%	13.42	2.79%	454.34	7	$3,368	428.93
MA	Broken out	588.25	581.59	-0.67	-1.13%	9.92	1.69%	568.41	10	$5,882	545.41
MRNA	Broken out	221.17	212.22	-0.63	-4.05%	14.14	6.39%	192.89	7	$1,548	182.5
VEEV	Broken out	296.11	291.4	-0.52	-1.59%	9.07	3.06%	277.97	11	$3,257	272.54
DDOG	Broken out	291.2	285.68	-0.46	-1.9%	12.01	4.12%	267.18	8	$2,330	255.5
HCA	Broken out	452.04	446.48	-0.46	-1.23%	11.98	2.65%	428.08	8	$3,616	420
HAS	Broken out	94.07	93.03	-0.45	-1.11%	2.33	2.48%	89.41	42	$3,951	86.57
PLTR	Broken out	207.16	204.44	-0.41	-1.32%	6.69	3.23%	193.78	14	$2,900	184.81
FTNT	Broken out	194.46	192.41	-0.33	-1.05%	6.2	3.19%	182.06	16	$3,111	169.56
AMT	Broken out	180.93	179.8	-0.26	-0.62%	4.43	2.45%	172.07	22	$3,980	160.3
ABBV	Broken out	276.37	274.94	-0.25	-0.52%	5.81	2.1%	264.75	17	$4,698	257.87
PG	Broken out	151.38	150.76	-0.25	-0.41%	2.46	1.63%	146.46	40	$6,055	143.4
RL	Broken out	371.45	368.92	-0.25	-0.68%	9.99	2.69%	351.47	10	$3,715	345.21
HLT	Broken out	327.35	325.93	-0.22	-0.43%	6.31	1.93%	314.73	15	$4,910	310.35
AMZN	Broken out	261.42	260.14	-0.21	-0.49%	6	2.3%	249.42	16	$4,183	244.73
PNW	Broken out	98.78	98.42	-0.21	-0.36%	1.68	1.7%	95.42	59	$5,828	90.27
KMI	Broken out	32.55	32.43	-0.17	-0.37%	0.72	2.21%	31.11	138	$4,492	29.43
MCK	Broken out	941.46	938.51	-0.12	-0.31%	23.69	2.52%	894.08	4	$3,766	847.29
ULTA	Broken out	569.14	567.32	-0.12	-0.32%	15.51	2.73%	538.12	6	$3,415	534.05
DECK	Broken out	83.26	83.02	-0.1	-0.29%	2.4	2.88%	78.46	41	$3,414	77.2

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 27 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)
HUM	Broken out	434.87	419.97	-0.87	-3.43%	17.13	3.94%	400.61	5	$2,174	369.13
ISRG	Broken out	425.59	416.81	-0.76	-2.06%	11.58	2.72%	402.43	8	$3,405	363.56
FFIV	Broken out	481.18	472.25	-0.67	-1.86%	13.42	2.79%	454.34	7	$3,368	400.74
MRNA	Broken out	221.17	212.22	-0.63	-4.05%	14.14	6.39%	192.89	7	$1,548	135.01
HCA	Broken out	452.04	446.48	-0.46	-1.23%	11.98	2.65%	428.08	8	$3,616	409.74
PLTR	Broken out	207.16	204.44	-0.41	-1.32%	6.69	3.23%	193.78	14	$2,900	165.4
FTNT	Broken out	194.46	192.41	-0.33	-1.05%	6.2	3.19%	182.06	16	$3,111	155.18
ABBV	Broken out	276.37	274.94	-0.25	-0.52%	5.81	2.1%	264.75	17	$4,698	253.92
MCK	Broken out	941.46	938.51	-0.12	-0.31%	23.69	2.52%	894.08	4	$3,766	847.29
ULTA	Broken out	569.14	568.44	-0.05	-0.12%	15.51	2.73%	538.12	6	$3,415	529.01
MSFT	Broken out	535.95	535.69	-0.02	-0.05%	11.84	2.21%	512.27	8	$4,288	487.23
AMT	Near	180.93	180.98	0.01	0.03%	4.43	2.45%	172.12	22	$3,980	160.3
VEEV	Near	296.11	296.24	0.01	0.04%	9.07	3.06%	278.1	11	$3,257	257.87
HPE	Near	73.21	73.28	0.02	0.1%	3.44	4.7%	66.4	29	$2,123	55.02
V	Near	385.13	385.57	0.07	0.12%	6.42	1.67%	372.73	15	$5,777	356.75
ANET	Near	216.55	217.32	0.11	0.36%	7.31	3.38%	202.7	13	$2,815	186.11
DDOG	Near	291.2	292.72	0.13	0.52%	12.01	4.12%	268.7	8	$2,330	218.27
NTAP	Near	236.71	238.08	0.17	0.58%	8.28	3.5%	221.52	12	$2,841	185.43
PTC	Near	194.64	196.05	0.23	0.72%	6.23	3.2%	183.59	16	$3,114	127.06
XOM	Near	168.82	169.64	0.23	0.49%	3.54	2.1%	162.56	28	$4,727	155.85
TSLA	Near	383.83	386.83	0.24	0.78%	12.33	3.21%	362.17	8	$3,071	345.88
SNPS	Near	507.31	511.95	0.26	0.91%	17.87	3.52%	476.21	5	$2,537	362.55
LITE	Near	1115.47	1137.2	0.32	1.95%	67.57	6.06%	1002.06	1	$1,115	832.11
ZBRA	Near	387.41	390.8	0.32	0.88%	10.56	2.73%	369.68	9	$3,487	338.67
DELL	Near	585.75	595.51	0.34	1.67%	28.68	4.9%	538.15	3	$1,757	517.52

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)