Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-13 20:01 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 92 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)
IFF	Broken out	88.21	86.68	-0.84	-1.74%	1.83	2.07%	84.55	54	$4,764	81.54
PNW	Broken out	101.61	100.15	-0.84	-1.43%	1.73	1.7%	98.15	57	$5,791	90.73
PSX	Broken out	292.73	286.57	-0.73	-2.1%	8.49	2.9%	275.75	11	$3,220	248.51
GWW	Broken out	1325.87	1307.88	-0.72	-1.36%	25.12	1.89%	1275.63	3	$3,978	1240
HST	Broken out	23.22	22.9	-0.71	-1.38%	0.45	1.94%	22.32	222	$5,155	22.12
SO	Broken out	88.14	87.22	-0.69	-1.04%	1.34	1.52%	85.46	74	$6,522	81.69
AEP	Broken out	125.65	124.3	-0.66	-1.07%	2.04	1.62%	121.57	49	$6,157	117.26
V	Broken out	396.11	391.81	-0.66	-1.09%	6.55	1.65%	383.01	15	$5,942	356.75
MA	Broken out	604.87	598.95	-0.59	-0.98%	10.07	1.66%	584.73	9	$5,444	545.41
ULTA	Broken out	579	571	-0.52	-1.38%	15.51	2.68%	547.98	6	$3,474	534.17
KMI	Broken out	33.44	33.1	-0.49	-1.03%	0.7	2.09%	32.04	142	$4,749	29.43
EQT	Broken out	54.47	53.84	-0.47	-1.15%	1.32	2.42%	51.83	75	$4,085	48.17
ETR	Broken out	104.99	104.1	-0.47	-0.84%	1.9	1.81%	101.19	52	$5,459	97.04
EVRG	Broken out	82.13	81.56	-0.47	-0.69%	1.21	1.47%	79.71	82	$6,735	77.24
PPL	Broken out	34.63	34.37	-0.47	-0.74%	0.54	1.56%	33.54	185	$6,406	31.92
MPC	Broken out	476.87	470	-0.45	-1.44%	15.2	3.19%	446.47	6	$2,861	380
XOM	Broken out	174.14	172.55	-0.45	-0.91%	3.51	2.02%	167.12	28	$4,876	159.27
CNP	Broken out	39.37	39.08	-0.43	-0.74%	0.67	1.7%	38.03	149	$5,866	36.37
HAS	Broken out	95.94	94.96	-0.43	-1.02%	2.28	2.38%	91.38	43	$4,125	86.85
VLO	Broken out	456.37	449.77	-0.42	-1.45%	15.59	3.42%	425.19	6	$2,738	379.57
BF-B	Broken out	27.29	27.02	-0.39	-0.99%	0.7	2.57%	25.89	142	$3,875	25.69
APA	Broken out	48.01	47.44	-0.37	-1.19%	1.53	3.19%	44.95	65	$3,121	41.23
MTD	Broken out	1598.73	1585.72	-0.32	-0.81%	41.12	2.57%	1516.49	2	$3,197	1473.81
XEL	Broken out	74.64	74.23	-0.32	-0.55%	1.28	1.71%	72.08	78	$5,822	68.9
ED	Broken out	107.82	107.3	-0.31	-0.48%	1.67	1.55%	104.48	59	$6,361	102

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)
PSX	Broken out	292.73	286.57	-0.73	-2.1%	8.49	2.9%	275.75	11	$3,220	248.51
V	Broken out	396.11	391.81	-0.66	-1.09%	6.55	1.65%	383.01	15	$5,942	356.75
ULTA	Broken out	579	571	-0.52	-1.38%	15.51	2.68%	547.98	6	$3,474	529.01
KMI	Broken out	33.44	33.1	-0.49	-1.03%	0.7	2.09%	32.04	142	$4,749	29.43
MPC	Broken out	476.87	470	-0.45	-1.44%	15.2	3.19%	446.47	6	$2,861	378.8
XOM	Broken out	174.14	172.55	-0.45	-0.91%	3.51	2.02%	167.12	28	$4,876	155.85
VLO	Broken out	456.37	449.77	-0.42	-1.45%	15.59	3.42%	425.19	6	$2,738	364.96
APA	Broken out	48.01	47.44	-0.37	-1.19%	1.53	3.19%	44.95	65	$3,121	41.23
MA	Broken out	604.87	601.23	-0.36	-0.6%	10.07	1.66%	584.73	9	$5,444	545.41
MTD	Broken out	1598.73	1585.72	-0.32	-0.81%	41.12	2.57%	1516.49	2	$3,197	1284.73
MCK	Broken out	961.85	956.24	-0.24	-0.58%	23.08	2.4%	915.69	4	$3,847	847.29
VEEV	Broken out	301.7	300.63	-0.12	-0.35%	9.24	3.06%	283.22	10	$3,017	257.87
MSFT	Broken out	543.45	542.74	-0.06	-0.13%	11.55	2.13%	520.35	8	$4,348	487.23
HCA	Broken out	460.74	460.28	-0.04	-0.1%	11.91	2.58%	436.92	8	$3,686	409.74
CVX	Broken out	217.82	217.78	-0.01	-0.02%	4.31	1.98%	209.2	23	$5,010	200.78
P	Near	156.95	157.05	0.02	0.06%	6.39	4.07%	144.27	15	$2,354	95.43
AES	Near	14.98	14.98	0.1	0.03%	0.05	0.33%	14.88	667 capped	$9,988	14.8
NTAP	Near	239.01	239.8	0.1	0.33%	8.12	3.4%	223.56	12	$2,868	186.13
MET	Near	100.65	100.93	0.14	0.28%	1.94	1.93%	97.05	51	$5,133	92.21
ELV	Near	425.41	427.17	0.17	0.41%	10.56	2.48%	406.05	9	$3,829	375.74
EXPD	Near	195.06	195.73	0.17	0.34%	3.85	1.97%	188.03	25	$4,876	183.36
COP	Near	140.9	141.62	0.22	0.51%	3.28	2.33%	135.06	30	$4,227	123.46
PG	Near	153.04	153.68	0.26	0.42%	2.46	1.61%	148.76	40	$6,122	143.4
EOG	Near	153.15	154.16	0.29	0.66%	3.52	2.3%	147.12	28	$4,288	137.35
CNC	Near	68.88	69.63	0.33	1.09%	2.26	3.28%	65.11	44	$3,031	59.46

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)