Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-15 17:58 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

114

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.92%

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 172 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)
MRSH	Broken out	187.66	179.4	-2.1	-4.4%	3.94	2.1%	179.78	25	$4,692	166.48
HLT	Broken out	342.73	330.38	-1.88	-3.6%	6.55	1.91%	329.63	15	$5,141	313.67
MAR	Broken out	386.85	373.26	-1.84	-3.51%	7.39	1.91%	372.07	13	$5,029	352.29
WM	Broken out	222.04	215.8	-1.68	-2.81%	3.72	1.68%	214.6	26	$5,773	200.58
KMB	Broken out	103.68	99.92	-1.64	-3.62%	2.29	2.21%	99.1	43	$4,458	93.95
EL	Broken out	106.9	101.65	-1.6	-4.92%	3.28	3.07%	100.34	30	$3,207	88.68
KVUE	Broken out	18.61	18.1	-1.5	-2.74%	0.34	1.83%	17.93	294	$5,471	17.16
CSGP	Broken out	32.26	30.59	-1.44	-5.19%	1.16	3.6%	29.94	86	$2,775	27.1
GILD	Broken out	159.36	154.2	-1.34	-3.24%	3.84	2.41%	151.68	26	$4,143	142.6
LLY	Broken out	1264.81	1216.71	-1.34	-3.8%	35.98	2.84%	1192.85	2	$2,530	1131.21
ZTS	Broken out	78.71	75.99	-1.34	-3.45%	2.03	2.58%	74.65	49	$3,857	68.77
ADP	Broken out	288.08	280.59	-1.31	-2.6%	5.72	1.99%	276.64	17	$4,897	255.96
RL	Broken out	391.78	379.32	-1.26	-3.18%	9.86	2.52%	372.06	10	$3,918	353.43
MAS	Broken out	72.56	70.33	-1.22	-3.07%	1.83	2.52%	68.9	54	$3,918	66.26
AMGN	Broken out	440.83	428.05	-1.19	-2.9%	10.75	2.44%	419.33	9	$3,967	396.01
CTAS	Broken out	213.23	208.78	-1.15	-2.09%	3.87	1.81%	205.49	25	$5,331	191.85
HST	Broken out	23.82	23.28	-1.14	-2.25%	0.47	1.97%	22.88	212	$5,049	22.12
EBAY	Broken out	122.78	118.81	-1.13	-3.23%	3.51	2.86%	115.76	28	$3,438	104.64
RSG	Broken out	229.03	224.65	-1.13	-1.91%	3.89	1.7%	221.25	25	$5,726	205.86
BR	Broken out	174.3	169.82	-1.1	-2.57%	4.06	2.33%	166.18	24	$4,183	155.68
CI	Broken out	298.34	290.08	-1.1	-2.77%	7.49	2.51%	283.36	13	$3,878	262.85
HAS	Broken out	98.96	96.38	-1.07	-2.61%	2.42	2.45%	94.12	41	$4,057	86.85
ULTA	Broken out	608.72	592.63	-1.02	-2.64%	15.8	2.6%	577.12	6	$3,652	534.17
MA	Broken out	616.3	606.61	-0.97	-1.57%	10.04	1.63%	596.22	9	$5,547	545.41
UNH	Broken out	410.23	399.88	-0.93	-2.52%	11.07	2.7%	388.09	9	$3,692	362.6

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 48 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)
GILD	Broken out	159.36	154.2	-1.34	-3.24%	3.84	2.41%	151.68	26	$4,143	142.6
EBAY	Broken out	122.78	118.81	-1.13	-3.23%	3.51	2.86%	115.76	28	$3,438	104.61
HLT	Broken out	342.73	335.8	-1.06	-2.02%	6.55	1.91%	329.63	15	$5,141	302.11
ULTA	Broken out	608.72	592.63	-1.02	-2.64%	15.8	2.6%	577.12	6	$3,652	534.05
MA	Broken out	616.3	606.61	-0.97	-1.57%	10.04	1.63%	596.22	9	$5,547	545.41
MTD	Broken out	1656.68	1619.58	-0.91	-2.24%	40.8	2.46%	1575.08	2	$3,313	1380.44
MRNA	Broken out	238.23	227.46	-0.72	-4.52%	14.93	6.27%	208.37	6	$1,429	149.5
MCK	Broken out	993.85	979.82	-0.61	-1.41%	23.01	2.32%	947.83	4	$3,975	847.29
DHR	Broken out	232.07	228.38	-0.6	-1.59%	6.18	2.66%	219.71	16	$3,713	206.69
KDP	Broken out	33.87	33.37	-0.59	-1.46%	0.84	2.48%	32.19	119	$4,030	30.06
WMT	Broken out	118.31	116.87	-0.59	-1.22%	2.46	2.08%	113.39	40	$4,732	103.39
V	Broken out	401.06	397.19	-0.57	-0.96%	6.79	1.69%	387.48	14	$5,615	356.75
MAR	Broken out	386.85	383.26	-0.49	-0.93%	7.39	1.91%	372.07	13	$5,029	332.35
PG	Broken out	157.8	156.63	-0.46	-0.74%	2.56	1.62%	152.68	39	$6,154	143.4
UHS	Broken out	189.15	186.9	-0.46	-1.19%	4.86	2.57%	179.43	20	$3,783	173.39
PFE	Broken out	29.74	29.49	-0.44	-0.82%	0.56	1.88%	28.62	178	$5,293	27.12
RSG	Broken out	229.03	227.32	-0.44	-0.75%	3.89	1.7%	221.25	25	$5,726	205.86
IT	Broken out	207.59	204.29	-0.41	-1.59%	7.96	3.83%	191.67	12	$2,491	176.04
IFF	Broken out	90.43	89.7	-0.39	-0.81%	1.87	2.07%	86.69	53	$4,793	81.54
COST	Broken out	988.59	982.64	-0.37	-0.6%	16.21	1.64%	956.17	6	$5,932	883.1
HAS	Broken out	98.96	98.2	-0.31	-0.77%	2.42	2.45%	94.12	41	$4,057	85.37
ABBV	Broken out	286.79	285.4	-0.22	-0.48%	6.32	2.2%	274.15	15	$4,302	257.87
VEEV	Broken out	311.36	309.32	-0.21	-0.66%	9.56	3.07%	292.24	10	$3,114	257.87
COR	Broken out	339.83	338.71	-0.15	-0.33%	7.61	2.24%	324.61	13	$4,418	295.01
MDT	Broken out	95.71	95.41	-0.13	-0.32%	2.33	2.43%	91.05	42	$4,020	85.22

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)