Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-21 18:21 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.88%

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 152 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)
CRL	Broken out	347.68	333.3	-1.16	-4.14%	12.43	3.58%	322.82	8	$2,781	288.43
MAR	Broken out	406.26	397.72	-1.11	-2.1%	7.68	1.89%	390.9	13	$5,281	354.62
UDR	Broken out	35.16	34.56	-0.97	-1.72%	0.62	1.76%	33.92	161	$5,661	33.14
COF	Broken out	208.38	204.01	-0.88	-2.1%	4.97	2.39%	198.44	20	$4,168	192.43
HAS	Broken out	112.18	109.81	-0.82	-2.11%	2.9	2.59%	106.38	34	$3,814	90.03
CTAS	Broken out	220.14	217.09	-0.77	-1.39%	3.98	1.81%	212.18	25	$5,504	195.84
WST	Broken out	395.19	389.75	-0.63	-1.38%	8.59	2.17%	378.01	11	$4,347	359.49
KEY	Broken out	21.08	20.82	-0.62	-1.26%	0.43	2.04%	20.22	232	$4,892	19.45
HST	Broken out	25.24	24.98	-0.51	-1.01%	0.5	1.98%	24.24	200	$5,047	22.12
FDS	Broken out	319.62	314.34	-0.47	-1.65%	11.23	3.51%	297.16	8	$2,557	271.38
CMI	Broken out	546.71	540.49	-0.41	-1.14%	15.13	2.77%	516.45	6	$3,280	512.02
MRNA	Broken out	250.63	243.98	-0.41	-2.66%	16.2	6.46%	218.23	6	$1,504	182.5
IBM	Broken out	245.16	242.53	-0.4	-1.07%	6.64	2.71%	231.88	15	$3,677	217.8
HLT	Broken out	362.87	360.4	-0.35	-0.68%	7.01	1.93%	348.85	14	$5,080	318.95
AMCR	Broken out	45.17	44.86	-0.34	-0.7%	0.94	2.08%	43.29	106	$4,789	40.79
MTD	Broken out	1672.28	1659.7	-0.31	-0.75%	40.97	2.45%	1590.34	2	$3,345	1500.9
SPGI	Broken out	442.47	439.45	-0.31	-0.68%	9.72	2.2%	423.03	10	$4,425	389.28
VMC	Broken out	265.39	263.76	-0.25	-0.61%	6.42	2.42%	252.55	15	$3,981	238.72
ITW	Broken out	277.61	276.39	-0.24	-0.44%	5.15	1.86%	267.31	19	$5,275	259.09
AXP	Broken out	323.9	322.5	-0.23	-0.43%	6.06	1.87%	311.78	16	$5,182	299.36
DD	Broken out	134.62	134	-0.22	-0.46%	2.77	2.06%	129.08	36	$4,846	127.55
WAT	Broken out	457.48	454.54	-0.22	-0.64%	13.3	2.91%	430.88	7	$3,202	421.61
UPS	Broken out	100.21	99.78	-0.21	-0.43%	2.02	2.02%	96.17	49	$4,910	92.03
ETR	Broken out	106.34	105.96	-0.2	-0.36%	1.91	1.8%	102.52	52	$5,530	101.74
MMM	Broken out	173.76	172.95	-0.2	-0.46%	3.93	2.26%	165.9	25	$4,344	159.21

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 55 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)
CRL	Broken out	347.68	333.3	-1.16	-4.14%	12.43	3.58%	322.82	8	$2,781	276.64
MAR	Broken out	406.26	397.72	-1.11	-2.1%	7.68	1.89%	390.9	13	$5,281	345.37
HAS	Broken out	112.18	109.81	-0.82	-2.11%	2.9	2.59%	106.38	34	$3,814	85.37
CTAS	Broken out	220.14	217.09	-0.77	-1.39%	3.98	1.81%	212.18	25	$5,504	191.09
WST	Broken out	395.19	389.75	-0.63	-1.38%	8.59	2.17%	378.01	11	$4,347	359.49
MRNA	Broken out	250.63	243.98	-0.41	-2.66%	16.2	6.46%	218.23	6	$1,504	180.39
HLT	Broken out	362.87	360.4	-0.35	-0.68%	7.01	1.93%	348.85	14	$5,080	305.82
MTD	Broken out	1672.28	1659.7	-0.31	-0.75%	40.97	2.45%	1590.34	2	$3,345	1473.81
WAT	Broken out	457.48	454.54	-0.22	-0.64%	13.3	2.91%	430.88	7	$3,202	418
ZBRA	Broken out	392.78	390.8	-0.19	-0.5%	10.46	2.66%	371.86	9	$3,535	360.51
CTSH	Broken out	69.08	68.75	-0.14	-0.48%	2.33	3.37%	64.42	42	$2,901	54.7
BRK-B	Broken out	541.8	541	-0.13	-0.15%	6.04	1.11%	529.72	16	$8,669	495.96
A	Broken out	177.88	177.47	-0.08	-0.23%	4.78	2.69%	168.32	20	$3,558	163.27
ELV	Broken out	441.45	440.67	-0.07	-0.18%	11.04	2.5%	419.37	9	$3,973	375.74
RMD	Broken out	246.8	246.48	-0.06	-0.13%	5.5	2.23%	235.8	18	$4,442	218.03
TRMB	Broken out	62.56	62.45	-0.06	-0.18%	1.71	2.73%	59.14	58	$3,628	56.01
GWW	Broken out	1356.35	1355	-0.05	-0.1%	26.73	1.97%	1302.89	3	$4,069	1236.29
PNW	Broken out	103.79	103.71	-0.04	-0.08%	1.8	1.73%	100.19	55	$5,708	90.27
V	Broken out	408.76	408.59	-0.03	-0.04%	6.6	1.61%	395.56	15	$6,131	356.75
ADP	Broken out	294.33	294.27	-0.01	-0.02%	5.65	1.92%	283.03	17	$5,004	255.96
MET	Near	102.34	102.43	0.05	0.09%	1.91	1.87%	98.61	52	$5,322	92.21
MSCI	Near	604.6	605.61	0.07	0.17%	13.67	2.26%	578.27	7	$4,232	533.45
CDW	Near	157.62	158.05	0.08	0.27%	5.36	3.4%	147.33	18	$2,837	127.77
FDS	Near	319.62	320.48	0.08	0.27%	11.23	3.51%	298.02	8	$2,557	252.05
MA	Near	623.26	624.29	0.1	0.17%	9.86	1.58%	604.57	10	$6,233	545.41

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)