Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-19 19:37 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.94%

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 67 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)
ACN	Broken out	235.94	231.36	-0.53	-1.94%	8.63	3.66%	218.68	11	$2,595	192.58
MNST	Broken out	46.83	46.42	-0.38	-0.86%	1.06	2.26%	44.71	94	$4,402	42.56
APA	Broken out	49.69	49.26	-0.29	-0.88%	1.5	3.02%	46.69	66	$3,280	42.69
OXY	Broken out	62.76	62.51	-0.16	-0.39%	1.51	2.41%	59.74	66	$4,142	57.31
CASY	Broken out	693.7	691.29	-0.12	-0.35%	20.94	3.02%	651.82	4	$2,775	600.31
LIN	Broken out	502.73	502.14	-0.07	-0.12%	7.99	1.59%	486.75	12	$6,033	476.58
PEP	Broken out	133.31	133.15	-0.06	-0.12%	2.68	2.01%	127.95	37	$4,932	123.47
SBUX	Broken out	98.11	97.98	-0.05	-0.13%	2.38	2.43%	93.35	42	$4,120	87.35
EG	Broken out	389.41	389.11	-0.04	-0.08%	7.25	1.86%	374.91	13	$5,062	361.25
DVN	Broken out	50.79	50.76	-0.02	-0.06%	1.34	2.64%	48.11	74	$3,758	46.81
AMZN	Near	263.58	263.7	0.02	0.05%	6.43	2.44%	250.84	15	$3,954	248.6
TJX	Near	147.37	147.45	0.03	0.05%	2.88	1.95%	141.69	34	$5,011	133.34
ISRG	Near	434.4	434.89	0.04	0.11%	11.15	2.57%	412.59	8	$3,475	389.11
AIG	Near	80.79	80.87	0.06	0.1%	1.4	1.73%	78.07	71	$5,736	74.53
COO	Near	58.13	58.25	0.07	0.21%	1.71	2.94%	54.83	58	$3,372	53.71
DOW	Near	30.08	30.15	0.08	0.23%	0.84	2.79%	28.47	119	$3,580	27.63
IBM	Near	237.31	237.86	0.08	0.23%	6.73	2.84%	224.4	14	$3,322	217.8
LMT	Near	551.92	553.14	0.1	0.22%	12.25	2.22%	528.64	8	$4,415	497
CVX	Near	224.77	225.31	0.12	0.24%	4.37	1.94%	216.57	22	$4,945	201.96
DECK	Near	87.28	87.57	0.12	0.34%	2.56	2.93%	82.45	39	$3,404	78.72
ERIE	Near	242.99	244	0.13	0.42%	7.54	3.1%	228.92	13	$3,159	217.2
SYK	Near	298.53	299.67	0.13	0.38%	8.45	2.83%	282.77	11	$3,284	271.67
BRO	Near	69.2	69.47	0.15	0.39%	1.8	2.6%	65.87	55	$3,806	59.3
LYB	Near	63.87	64.14	0.15	0.43%	1.79	2.8%	60.56	55	$3,513	57.94
EQT	Near	54.39	54.6	0.16	0.39%	1.35	2.48%	51.9	74	$4,025	49.33

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)
ACN	Broken out	235.94	231.36	-0.53	-1.94%	8.63	3.66%	218.68	11	$2,595	172.11
APA	Broken out	49.69	49.26	-0.29	-0.88%	1.5	3.02%	46.69	66	$3,280	41.23
LIN	Broken out	502.73	502.14	-0.07	-0.12%	7.99	1.59%	486.75	12	$6,033	455.27
EG	Broken out	389.41	389.11	-0.04	-0.08%	7.25	1.86%	374.91	13	$5,062	361.25
ISRG	Near	434.4	434.89	0.04	0.11%	11.15	2.57%	412.59	8	$3,475	389.11
CVX	Near	224.77	225.31	0.12	0.24%	4.37	1.94%	216.57	22	$4,945	200.78
CME	Near	292.98	293.97	0.17	0.34%	5.84	1.99%	282.29	17	$4,981	258.87
XOM	Near	178.54	179.16	0.17	0.35%	3.55	1.99%	172.06	28	$4,999	155.85
AIG	Near	80.79	81.04	0.18	0.31%	1.4	1.73%	78.24	71	$5,736	72.63
WST	Near	384.59	386.26	0.2	0.43%	8.43	2.19%	369.4	11	$4,230	359.49
EOG	Near	157.54	158.37	0.23	0.52%	3.52	2.23%	151.33	28	$4,411	137.35
KDP	Near	34.51	34.71	0.24	0.56%	0.82	2.38%	33.07	121	$4,176	30.06
V	Near	403.09	404.74	0.25	0.41%	6.72	1.67%	391.3	14	$5,643	356.75
VEEV	Near	317.2	319.95	0.28	0.87%	9.74	3.07%	300.47	10	$3,172	257.87
MCK	Near	1008.13	1014.99	0.3	0.68%	23.12	2.29%	968.75	4	$4,033	847.29
CTSH	Near	66.6	67.43	0.35	1.25%	2.38	3.57%	62.67	42	$2,797	54.7
ELV	Near	430.15	434	0.37	0.9%	10.32	2.4%	413.36	9	$3,871	375.74
IFF	Near	91.17	91.88	0.39	0.78%	1.84	2.02%	88.2	54	$4,923	81.54
VRSN	Near	307.09	310	0.39	0.95%	7.55	2.46%	294.9	13	$3,992	275.23
COP	Near	145.32	146.59	0.4	0.87%	3.2	2.2%	140.19	31	$4,505	123.46
ZTS	Near	79.71	80.59	0.43	1.1%	2.03	2.55%	76.53	49	$3,906	68.77
KO	Near	93.44	94.1	0.46	0.71%	1.42	1.52%	91.26	70	$6,541	85.13
IT	Near	207.63	211.54	0.49	1.88%	7.99	3.85%	195.56	12	$2,492	176.04

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)