Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-14 18:17 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 95 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)
BF-B	Broken out	28.18	27.49	-0.97	-2.45%	0.71	2.52%	26.76	140	$3,945	25.69
KO	Broken out	91.81	90.56	-0.93	-1.36%	1.35	1.47%	89.11	74	$6,794	85.13
PFE	Broken out	29.39	28.95	-0.79	-1.48%	0.55	1.87%	28.29	181	$5,319	27.12
COST	Broken out	977.1	966	-0.72	-1.14%	15.47	1.58%	946.16	6	$5,863	903.78
ED	Broken out	109.37	108.2	-0.68	-1.07%	1.72	1.57%	105.93	58	$6,343	102.08
HCA	Broken out	470.48	462.44	-0.67	-1.71%	11.96	2.54%	446.56	8	$3,764	422.45
SO	Broken out	89.23	88.34	-0.65	-1%	1.37	1.54%	86.49	72	$6,425	82.01
CVX	Broken out	221.53	218.79	-0.63	-1.24%	4.32	1.95%	212.89	23	$5,095	201.96
XOM	Broken out	177.08	174.89	-0.63	-1.24%	3.5	1.98%	170.08	28	$4,958	160.81
CL	Broken out	91.96	91.05	-0.58	-0.99%	1.58	1.72%	88.8	63	$5,794	83.99
CNP	Broken out	39.88	39.5	-0.57	-0.97%	0.67	1.68%	38.54	149	$5,943	36.39
CHD	Broken out	101.64	100.84	-0.47	-0.78%	1.68	1.65%	98.28	59	$5,996	93.33
CB	Broken out	350.61	348.13	-0.46	-0.71%	5.43	1.55%	339.75	18	$6,311	325
CAH	Broken out	244.42	241.96	-0.44	-1.01%	5.62	2.3%	233.18	17	$4,155	222.07
CME	Broken out	286.2	283.52	-0.44	-0.94%	6.15	2.15%	273.9	16	$4,579	260.06
MO	Broken out	72.89	72.35	-0.39	-0.75%	1.4	1.92%	70.09	71	$5,176	65.78
EVRG	Broken out	82.66	82.23	-0.36	-0.52%	1.21	1.46%	80.24	82	$6,778	77.51
MTD	Broken out	1618.38	1604.39	-0.35	-0.86%	40.4	2.5%	1537.58	2	$3,237	1473.81
COP	Broken out	142.13	141.06	-0.34	-0.76%	3.2	2.25%	135.73	31	$4,406	124.23
XEL	Broken out	75.23	74.8	-0.34	-0.57%	1.28	1.7%	72.67	78	$5,868	69.5
EOG	Broken out	154.54	153.38	-0.33	-0.75%	3.45	2.23%	147.64	28	$4,327	137.35
MCK	Broken out	977.08	969.48	-0.33	-0.78%	22.73	2.33%	931.62	4	$3,908	847.3
WEC	Broken out	106.68	106.15	-0.32	-0.5%	1.67	1.57%	103.34	59	$6,294	99.8
COR	Broken out	333.89	331.6	-0.31	-0.68%	7.47	2.24%	318.95	13	$4,341	295.01
PG	Broken out	155.51	154.75	-0.3	-0.49%	2.48	1.59%	150.55	40	$6,220	143.4

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)
HCA	Broken out	470.48	462.44	-0.67	-1.71%	11.96	2.54%	446.56	8	$3,764	420
CVX	Broken out	221.53	218.79	-0.63	-1.24%	4.32	1.95%	212.89	23	$5,095	200.78
XOM	Broken out	177.08	174.89	-0.63	-1.24%	3.5	1.98%	170.08	28	$4,958	155.85
MTD	Broken out	1618.38	1604.39	-0.35	-0.86%	40.4	2.5%	1537.58	2	$3,237	1331.24
MCK	Broken out	977.08	969.48	-0.33	-0.78%	22.73	2.33%	931.62	4	$3,908	847.29
PFE	Broken out	29.39	29.21	-0.32	-0.6%	0.55	1.87%	28.29	181	$5,319	27.12
PG	Broken out	155.51	154.75	-0.3	-0.49%	2.48	1.59%	150.55	40	$6,220	143.4
ULTA	Broken out	588.39	583.67	-0.3	-0.8%	15.61	2.65%	557.17	6	$3,530	529.01
ABBV	Broken out	285.11	283.43	-0.27	-0.59%	6.24	2.19%	272.63	16	$4,562	257.87
PSX	Broken out	294.95	292.88	-0.25	-0.7%	8.35	2.83%	278.25	11	$3,244	248.51
COP	Broken out	142.13	141.62	-0.16	-0.36%	3.2	2.25%	135.73	31	$4,406	123.46
MPC	Broken out	479.97	477.73	-0.15	-0.47%	14.84	3.09%	450.29	6	$2,880	378.8
KDP	Broken out	33.28	33.17	-0.13	-0.32%	0.82	2.46%	31.64	121	$4,026	30.06
EOG	Broken out	154.54	154.16	-0.11	-0.24%	3.45	2.23%	147.64	28	$4,327	137.35
VLO	Broken out	458.6	457.2	-0.09	-0.3%	15.32	3.34%	427.96	6	$2,752	364.96
EXPD	Broken out	196.13	195.9	-0.06	-0.12%	3.82	1.95%	188.49	26	$5,099	183.36
CNC	Near	69.52	69.7	0.08	0.26%	2.24	3.22%	65.22	44	$3,059	59.46
KMI	Near	33.4	33.47	0.09	0.19%	0.69	2.07%	32.09	144	$4,810	29.43
GILD	Near	153.64	154.2	0.15	0.36%	3.67	2.39%	146.86	27	$4,148	142.6
UHS	Near	185.22	186.06	0.18	0.45%	4.79	2.59%	176.48	20	$3,704	173.39
APA	Near	47.79	48.08	0.19	0.61%	1.51	3.16%	45.06	66	$3,154	41.23
MA	Near	603.59	605.6	0.2	0.33%	9.84	1.63%	585.92	10	$6,036	545.41
MRNA	Near	223.66	227.46	0.27	1.7%	14.28	6.38%	198.9	7	$1,566	142.3
IFF	Near	88.8	89.32	0.29	0.59%	1.81	2.04%	85.7	55	$4,884	81.54
PTC	Near	193.58	196.05	0.45	1.28%	5.49	2.84%	185.07	18	$3,484	129.89

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)