Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-20 18:16 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

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 169 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)
HAS	Broken out	108.51	100.05	-3	-7.8%	2.82	2.6%	102.87	35	$3,798	90.03
EFX	Broken out	175.38	164.33	-1.82	-6.3%	6.08	3.47%	163.22	16	$2,806	140.84
HLT	Broken out	358.2	350.91	-1.05	-2.04%	6.96	1.94%	344.28	14	$5,015	317.95
IT	Broken out	218.77	211.54	-0.88	-3.3%	8.18	3.74%	202.41	12	$2,625	184.61
BR	Broken out	179.46	175.96	-0.87	-1.95%	4.02	2.24%	171.42	24	$4,307	157.52
WM	Broken out	230.4	227.18	-0.85	-1.4%	3.8	1.65%	222.8	26	$5,990	206.31
MSCI	Broken out	587.98	577	-0.83	-1.87%	13.24	2.25%	561.5	7	$4,116	549.18
BRK-B	Broken out	538.1	533.55	-0.75	-0.85%	6.04	1.12%	526.02	16	$8,610	503.78
KVUE	Broken out	19.19	18.94	-0.74	-1.28%	0.33	1.72%	18.53	303	$5,815	17.41
KMB	Broken out	107.5	105.95	-0.69	-1.45%	2.26	2.1%	102.98	44	$4,730	95.6
PFE	Broken out	30.24	29.88	-0.64	-1.19%	0.56	1.85%	29.12	178	$5,383	27.2
RMD	Broken out	246.2	242.63	-0.64	-1.45%	5.57	2.26%	235.06	17	$4,185	219.96
NOC	Broken out	537	529	-0.59	-1.49%	13.54	2.52%	509.92	7	$3,759	471.36
FOXA	Broken out	67.03	66	-0.58	-1.54%	1.77	2.64%	63.49	56	$3,754	61.08
UNH	Broken out	420.74	414.12	-0.58	-1.57%	11.47	2.73%	397.8	8	$3,366	368.5
BRO	Broken out	70.51	69.47	-0.57	-1.48%	1.82	2.58%	66.87	54	$3,808	60.38
TYL	Broken out	375.78	369.93	-0.49	-1.56%	11.88	3.16%	352.02	8	$3,006	324.7
COO	Broken out	59.06	58.27	-0.47	-1.35%	1.69	2.86%	55.68	59	$3,485	53.71
SBUX	Broken out	99.44	98.4	-0.44	-1.05%	2.39	2.4%	94.66	41	$4,077	87.35
ROP	Broken out	395.05	391.01	-0.43	-1.02%	9.46	2.39%	376.13	10	$3,950	354.37
VMC	Broken out	262.43	259.62	-0.43	-1.07%	6.51	2.48%	249.41	15	$3,936	238.72
SYK	Broken out	304.64	301.15	-0.42	-1.15%	8.37	2.75%	287.9	11	$3,351	271.67
AJG	Broken out	258.19	255.4	-0.41	-1.08%	6.73	2.61%	244.73	14	$3,615	225.08
ISRG	Broken out	439.23	434.89	-0.39	-0.99%	11.02	2.51%	417.19	9	$3,953	402
SPGI	Broken out	437.23	433.67	-0.38	-0.81%	9.32	2.13%	418.59	10	$4,372	389.28

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 52 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)
HAS	Broken out	108.51	100.05	-3	-7.8%	2.82	2.6%	102.87	35	$3,798	85.37
HLT	Broken out	358.2	350.91	-1.05	-2.04%	6.96	1.94%	344.28	14	$5,015	305.82
IT	Broken out	218.77	211.54	-0.88	-3.3%	8.18	3.74%	202.41	12	$2,625	176.04
PFE	Broken out	30.24	29.88	-0.64	-1.19%	0.56	1.85%	29.12	178	$5,383	27.12
RMD	Broken out	246.2	242.63	-0.64	-1.45%	5.57	2.26%	235.06	17	$4,185	218.03
ISRG	Broken out	439.23	434.89	-0.39	-0.99%	11.02	2.51%	417.19	9	$3,953	389.11
MSCI	Broken out	587.98	582.91	-0.38	-0.86%	13.24	2.25%	561.5	7	$4,116	533.45
V	Broken out	407.16	404.74	-0.36	-0.59%	6.66	1.64%	393.84	15	$6,107	356.75
CI	Broken out	305.65	303.08	-0.35	-0.84%	7.34	2.4%	290.97	13	$3,973	262.85
MCK	Broken out	1022.9	1014.99	-0.35	-0.77%	22.82	2.23%	977.26	4	$4,092	847.29
BIIB	Broken out	243.14	240.99	-0.33	-0.88%	6.45	2.65%	230.24	15	$3,647	215.73
TRV	Broken out	393.39	390.91	-0.32	-0.63%	7.66	1.95%	378.07	13	$5,114	353.79
ELV	Broken out	438.62	435.5	-0.3	-0.71%	10.33	2.36%	417.96	9	$3,948	375.74
CTSH	Broken out	68.11	67.43	-0.29	-1%	2.36	3.46%	63.39	42	$2,861	54.7
CME	Broken out	295.6	294.1	-0.26	-0.51%	5.86	1.98%	283.88	17	$5,025	258.87
MAR	Broken out	396.6	394.74	-0.25	-0.47%	7.51	1.89%	381.58	13	$5,156	343.15
ACN	Broken out	239.32	237.23	-0.24	-0.88%	8.59	3.59%	222.14	11	$2,633	172.11
ADP	Broken out	291.35	290.12	-0.22	-0.42%	5.64	1.94%	280.07	17	$4,953	255.96
AIG	Broken out	81.52	81.33	-0.14	-0.23%	1.4	1.72%	78.72	71	$5,788	72.63
WST	Broken out	388.15	387.01	-0.14	-0.29%	8.28	2.13%	371.59	12	$4,658	359.49
UNH	Broken out	420.74	419.34	-0.12	-0.33%	11.47	2.73%	397.8	8	$3,366	362.6
BRK-B	Broken out	538.1	537.74	-0.06	-0.07%	6.04	1.12%	526.02	16	$8,610	495.96
AZO	Near	3159.02	3160	0.01	0.03%	80.35	2.54%	2999.3	1	$3,159	2730.65
EG	Near	391.93	392.01	0.01	0.02%	7.3	1.86%	377.41	13	$5,095	361.25
APA	Near	49.83	49.85	0.02	0.05%	1.53	3.07%	46.79	65	$3,239	41.23

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)