Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-12 21:57 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.85%

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 77 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)
CHD	Broken out	99.87	98.28	-0.94	-1.59%	1.69	1.69%	96.49	59	$5,892	93.33
CL	Broken out	89.98	88.71	-0.82	-1.41%	1.54	1.71%	86.9	64	$5,759	83.99
TJX	Broken out	141.92	139.62	-0.78	-1.62%	2.93	2.06%	136.06	34	$4,825	129
KDP	Broken out	32.75	32.14	-0.73	-1.86%	0.83	2.53%	31.09	120	$3,930	30.06
WMT	Broken out	113.08	111.51	-0.71	-1.39%	2.21	1.95%	108.66	45	$5,089	103.39
KMI	Broken out	33.08	32.6	-0.67	-1.45%	0.72	2.18%	31.64	138	$4,565	29.43
PG	Broken out	153.2	151.6	-0.65	-1.04%	2.46	1.61%	148.28	40	$6,128	143.4
ABBV	Broken out	281.12	277.6	-0.61	-1.25%	5.78	2.06%	269.56	17	$4,779	257.87
MET	Broken out	100.17	99.06	-0.57	-1.11%	1.96	1.96%	96.25	51	$5,109	92.21
PNW	Broken out	99.91	99.01	-0.54	-0.9%	1.68	1.68%	96.55	59	$5,895	90.68
XOM	Broken out	172.15	170.29	-0.52	-1.08%	3.55	2.06%	165.05	28	$4,820	159.27
CCI	Broken out	81.01	79.79	-0.51	-1.51%	2.38	2.94%	76.25	42	$3,402	65.32
HCA	Broken out	458.6	452.39	-0.51	-1.35%	12.19	2.66%	434.22	8	$3,669	422.45
MCK	Broken out	955.76	943.97	-0.5	-1.23%	23.48	2.46%	908.8	4	$3,823	847.29
STE	Broken out	218.98	216.67	-0.49	-1.05%	4.68	2.14%	209.62	21	$4,599	206.53
COST	Broken out	959.44	953.25	-0.41	-0.65%	15.16	1.58%	929.12	6	$5,757	903.78
MAR	Broken out	369.3	366.38	-0.41	-0.79%	7.19	1.95%	354.92	13	$4,801	349.68
ZTS	Broken out	75.65	74.85	-0.41	-1.06%	1.97	2.6%	71.71	50	$3,783	68.77
GEHC	Broken out	67.74	67.1	-0.39	-0.94%	1.64	2.42%	64.46	60	$4,064	63.31
WMB	Broken out	74.17	73.45	-0.39	-0.97%	1.84	2.48%	70.49	54	$4,005	67.38
MA	Broken out	595.09	591.28	-0.38	-0.64%	10.05	1.69%	574.99	9	$5,356	545.41
DECK	Broken out	84.27	83.38	-0.37	-1.06%	2.39	2.84%	79.49	41	$3,455	77.2
V	Broken out	389.27	386.84	-0.37	-0.62%	6.53	1.68%	376.21	15	$5,839	356.75
BDX	Broken out	188.89	187.45	-0.35	-0.76%	4.09	2.17%	180.71	24	$4,533	175.71
MSFT	Broken out	541.15	537.22	-0.34	-0.73%	11.63	2.15%	517.89	8	$4,329	502.22

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)
ABBV	Broken out	281.12	277.6	-0.61	-1.25%	5.78	2.06%	269.56	17	$4,779	257.8
XOM	Broken out	172.15	170.29	-0.52	-1.08%	3.55	2.06%	165.05	28	$4,820	155.85
HCA	Broken out	458.6	452.39	-0.51	-1.35%	12.19	2.66%	434.22	8	$3,669	409.74
MCK	Broken out	955.76	943.97	-0.5	-1.23%	23.48	2.46%	908.8	4	$3,823	847.29
CCI	Broken out	81.01	79.95	-0.45	-1.31%	2.38	2.94%	76.25	42	$3,402	65.32
V	Broken out	389.27	386.84	-0.37	-0.62%	6.53	1.68%	376.21	15	$5,839	356.75
MSFT	Broken out	541.15	537.22	-0.34	-0.73%	11.63	2.15%	517.89	8	$4,329	487.23
NTAP	Broken out	239.18	238.08	-0.14	-0.46%	8.11	3.39%	222.96	12	$2,870	186.13
AMT	Broken out	182.56	182.52	-0.01	-0.02%	4.4	2.41%	173.76	22	$4,016	160.3
ISRG	Broken out	427.64	427.53	-0.01	-0.03%	11.4	2.67%	404.84	8	$3,421	368.85
KR	Broken out	62.56	62.55	-0.01	-0.02%	1.49	2.38%	59.58	67	$4,192	57.56
AES	Near	14.98	14.98	0	0%	0.05	0.33%	14.88	667 capped	$9,992	14.8
PLTR	Near	209	209.58	0.09	0.28%	6.78	3.24%	196.02	14	$2,926	166.42
BIIB	Near	229.41	230.49	0.17	0.47%	6.37	2.78%	217.75	15	$3,441	213.54
VEEV	Near	295.85	297.45	0.18	0.54%	9.02	3.05%	279.41	11	$3,254	257.87
PG	Near	153.2	153.68	0.2	0.31%	2.46	1.61%	148.76	40	$6,128	143.4
ULTA	Near	567.47	571	0.23	0.62%	15.52	2.73%	539.96	6	$3,405	529.01
KMI	Near	33.08	33.26	0.25	0.54%	0.72	2.18%	31.82	138	$4,565	29.43
ZBRA	Near	388.12	390.8	0.26	0.69%	10.34	2.66%	370.12	9	$3,493	338.67
P	Near	155.31	157.05	0.28	1.12%	6.27	4.04%	144.51	15	$2,330	92.27
PTC	Near	194.39	196.05	0.28	0.85%	5.98	3.08%	184.09	16	$3,110	129.89
FTNT	Near	192.94	194.95	0.33	1.04%	6.17	3.2%	182.61	16	$3,087	160.08
APA	Near	46.84	47.44	0.39	1.28%	1.55	3.31%	44.34	64	$2,998	41.23
MET	Near	100.17	100.93	0.39	0.76%	1.96	1.96%	97.01	51	$5,109	92.21
ELV	Near	422.09	427.17	0.49	1.2%	10.44	2.47%	406.29	9	$3,799	375.74

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)