Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-16 17:47 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.95%

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 133 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)
NI	Broken out	42.65	41.8	-1.16	-1.99%	0.73	1.71%	41.19	136	$5,800	39.27
COP	Broken out	146.23	143.13	-0.96	-2.12%	3.24	2.22%	139.75	30	$4,387	124.81
IDXX	Broken out	559.62	547.83	-0.85	-2.11%	13.83	2.47%	531.96	7	$3,917	501.17
LMT	Broken out	548.16	538.1	-0.85	-1.84%	11.91	2.17%	524.34	8	$4,385	497
CMS	Broken out	68.69	67.93	-0.68	-1.11%	1.12	1.63%	66.45	89	$6,113	63.37
EOG	Broken out	157.21	155	-0.63	-1.41%	3.52	2.24%	150.17	28	$4,402	139.46
VMC	Broken out	256.49	252.7	-0.58	-1.48%	6.59	2.57%	243.31	15	$3,847	238.38
HST	Broken out	24.23	23.94	-0.57	-1.18%	0.5	2.06%	23.23	200	$4,845	22.12
AZO	Broken out	3110.79	3066.93	-0.54	-1.41%	81.31	2.61%	2948.17	1	$3,111	2730.65
TRV	Broken out	388.89	385.37	-0.47	-0.9%	7.54	1.94%	373.81	13	$5,056	357.09
AIG	Broken out	80.15	79.56	-0.42	-0.74%	1.42	1.77%	77.31	70	$5,611	74.35
FANG	Broken out	202.57	200.65	-0.36	-0.95%	5.35	2.64%	191.87	18	$3,646	181.85
ATO	Broken out	166.9	166.06	-0.35	-0.51%	2.41	1.44%	162.08	41	$6,843	156.09
CME	Broken out	292.3	290.2	-0.35	-0.72%	5.92	2.03%	280.46	16	$4,677	260.06
EXE	Broken out	93.7	92.9	-0.35	-0.85%	2.27	2.42%	89.16	44	$4,123	84.16
DOV	Broken out	195.91	194.77	-0.31	-0.58%	3.75	1.91%	188.41	26	$5,094	186.65
HD	Broken out	311.25	309.1	-0.31	-0.69%	6.91	2.22%	297.43	14	$4,358	279.76
TDG	Broken out	1144.25	1136.34	-0.31	-0.69%	25.43	2.22%	1093.39	3	$3,433	1078
SRE	Broken out	83.36	82.92	-0.29	-0.53%	1.53	1.84%	80.3	65	$5,418	77.62
CBOE	Broken out	314	310.99	-0.27	-0.96%	11.23	3.58%	291.54	8	$2,512	266.32
KMI	Broken out	33.96	33.75	-0.27	-0.6%	0.75	2.21%	32.46	133	$4,516	30.33
FERG	Broken out	231.11	229.63	-0.25	-0.64%	5.83	2.52%	219.45	17	$3,929	212.49
APTV	Broken out	45.69	45.38	-0.22	-0.68%	1.39	3.04%	42.91	71	$3,244	42.76
BLK	Broken out	1130.36	1124.58	-0.22	-0.51%	25.94	2.29%	1078.48	3	$3,391	1040.42
LYB	Broken out	64.01	63.62	-0.21	-0.61%	1.82	2.84%	60.37	54	$3,457	57.11

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 33 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)
COP	Broken out	146.23	143.13	-0.96	-2.12%	3.24	2.22%	139.75	30	$4,387	123.46
EOG	Broken out	157.21	155	-0.63	-1.41%	3.52	2.24%	150.17	28	$4,402	137.35
CME	Broken out	292.3	290.2	-0.35	-0.72%	5.92	2.03%	280.46	16	$4,677	258.87
KMI	Broken out	33.96	33.75	-0.27	-0.6%	0.75	2.21%	32.46	133	$4,516	29.43
TRV	Broken out	388.89	386.95	-0.26	-0.5%	7.54	1.94%	373.81	13	$5,056	353.79
CVX	Broken out	224.36	223.46	-0.2	-0.4%	4.44	1.98%	215.48	22	$4,936	200.78
APA	Broken out	48.85	48.6	-0.17	-0.51%	1.51	3.09%	45.83	66	$3,224	41.23
HLT	Broken out	345.58	344.46	-0.17	-0.33%	6.69	1.94%	332.2	14	$4,838	302.11
MAR	Broken out	390.43	389.18	-0.17	-0.32%	7.57	1.94%	375.29	13	$5,076	332.35
AMT	Broken out	185.37	184.75	-0.14	-0.33%	4.49	2.42%	176.39	22	$4,078	160.3
CCI	Broken out	82.57	82.28	-0.11	-0.35%	2.49	3.02%	77.59	40	$3,303	65.32
CI	Broken out	300.58	300.11	-0.06	-0.16%	7.36	2.45%	285.86	13	$3,908	262.85
MET	Near	101.44	101.44	0	0%	1.97	1.94%	97.5	50	$5,072	92.21
VTRS	Near	18.42	18.43	0.01	0.03%	0.48	2.61%	17.47	208	$3,832	16.87
MCK	Near	1002.59	1003.21	0.03	0.06%	22.68	2.26%	957.85	4	$4,010	847.29
ED	Near	111.95	112.03	0.05	0.07%	1.77	1.58%	108.49	56	$6,269	102
ISRG	Near	428.79	430	0.11	0.28%	11.24	2.62%	407.52	8	$3,430	379.5
XOM	Near	178.12	178.69	0.16	0.32%	3.59	2.02%	171.51	27	$4,809	155.85
PNW	Near	103.19	103.55	0.2	0.35%	1.76	1.71%	100.03	56	$5,779	90.27
V	Near	401.77	403.21	0.21	0.36%	6.77	1.69%	389.67	14	$5,625	356.75
KDP	Near	34.28	34.49	0.26	0.63%	0.83	2.42%	32.83	120	$4,113	30.06
ACN	Near	225.25	227.86	0.3	1.16%	8.57	3.8%	210.72	11	$2,478	172.11
RSG	Near	229.62	230.82	0.31	0.52%	3.84	1.67%	223.14	26	$5,970	205.86
CBOE	Near	314	317.74	0.33	1.19%	11.23	3.58%	295.28	8	$2,512	252.82
WST	Near	381.35	384.4	0.35	0.8%	8.67	2.27%	367.06	11	$4,195	359.49

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)