Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-22 18:15 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

185

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.99%

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 252 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)
ALLE	Broken out	173.58	159	-3.53	-8.4%	4.13	2.38%	165.32	24	$4,166	146.52
ROP	Broken out	437.3	398.92	-3.5	-8.78%	10.98	2.51%	415.34	9	$3,936	354.37
CSX	Broken out	51.69	49.22	-2.57	-4.78%	0.96	1.86%	49.77	104	$5,376	46.76
NDAQ	Broken out	102.14	96.56	-2.47	-5.46%	2.26	2.21%	97.62	44	$4,494	91.1
PG	Broken out	166.24	159.98	-2.16	-3.77%	2.9	1.74%	160.44	34	$5,652	147.05
RSG	Broken out	241.6	233.2	-1.99	-3.48%	4.22	1.75%	233.16	23	$5,557	214.81
ADP	Broken out	307.38	296.14	-1.87	-3.66%	6.01	1.96%	295.36	16	$4,918	263.45
OTIS	Broken out	75.35	72.62	-1.84	-3.62%	1.48	1.96%	72.39	67	$5,048	65.03
LMT	Broken out	585.38	559.48	-1.81	-4.42%	14.34	2.45%	556.7	6	$3,512	497
ATO	Broken out	172.45	168.13	-1.65	-2.51%	2.62	1.52%	167.21	38	$6,553	158.37
DUK	Broken out	124.87	121.74	-1.63	-2.51%	1.92	1.54%	121.03	52	$6,493	114.87
WM	Broken out	238.87	232.16	-1.62	-2.81%	4.13	1.73%	230.61	24	$5,733	207.3
ED	Broken out	115.75	112.7	-1.57	-2.64%	1.95	1.68%	111.85	51	$5,904	104.17
CINF	Broken out	178.56	173.94	-1.53	-2.59%	3.02	1.69%	172.52	33	$5,892	161.66
CSGP	Broken out	35.16	33.31	-1.52	-5.26%	1.22	3.47%	32.72	81	$2,848	27.58
EFX	Broken out	186.99	177.8	-1.46	-4.91%	6.3	3.37%	174.39	15	$2,805	141.57
EG	Broken out	407.87	396.91	-1.46	-2.69%	7.52	1.84%	392.83	13	$5,302	361.92
STZ	Broken out	138.23	133.61	-1.41	-3.34%	3.27	2.37%	131.69	30	$4,147	116.51
PAYX	Broken out	117.93	113.94	-1.4	-3.38%	2.85	2.42%	112.23	35	$4,128	101.41
FISV	Broken out	50.53	48.56	-1.39	-3.89%	1.41	2.79%	47.71	70	$3,537	44.74
CHD	Broken out	108.58	106	-1.36	-2.38%	1.9	1.75%	104.78	52	$5,646	96.22
SO	Broken out	93.28	91.22	-1.36	-2.21%	1.52	1.63%	90.24	65	$6,063	84.95
FDS	Broken out	336.49	320.7	-1.35	-4.69%	11.7	3.48%	313.09	8	$2,692	273.13
KHC	Broken out	24.84	24	-1.33	-3.38%	0.63	2.54%	23.58	158	$3,926	21.9
AWK	Broken out	140.95	137.2	-1.32	-2.66%	2.84	2.01%	135.27	35	$4,933	126.34

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 94 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)
PG	Broken out	166.24	159.98	-2.16	-3.77%	2.9	1.74%	160.44	34	$5,652	143.4
RSG	Broken out	241.6	233.2	-1.99	-3.48%	4.22	1.75%	233.16	23	$5,557	205.86
ADP	Broken out	307.38	296.14	-1.87	-3.66%	6.01	1.96%	295.36	16	$4,918	255.96
WM	Broken out	238.87	232.16	-1.62	-2.81%	4.13	1.73%	230.61	24	$5,733	200.58
ED	Broken out	115.75	112.7	-1.57	-2.64%	1.95	1.68%	111.85	51	$5,904	102
EG	Broken out	407.87	396.91	-1.46	-2.69%	7.52	1.84%	392.83	13	$5,302	361.25
CHD	Broken out	108.58	106	-1.36	-2.38%	1.9	1.75%	104.78	52	$5,646	93.33
FDS	Broken out	336.49	320.7	-1.35	-4.69%	11.7	3.48%	313.09	8	$2,692	252.05
KR	Broken out	66.97	64.76	-1.3	-3.31%	1.71	2.55%	63.55	58	$3,885	57.7
CL	Broken out	97.34	95.33	-1.15	-2.06%	1.75	1.8%	93.84	57	$5,548	83.99
ULTA	Broken out	633.22	615	-1.13	-2.88%	16.15	2.55%	600.92	6	$3,799	534.05
CSGP	Broken out	35.16	33.82	-1.1	-3.81%	1.22	3.47%	32.72	81	$2,848	26.52
PNW	Broken out	106.13	104.17	-1.07	-1.84%	1.83	1.72%	102.46	54	$5,731	90.27
BIIB	Broken out	251.37	244.65	-1.02	-2.67%	6.61	2.63%	238.15	15	$3,771	215.73
BRK-B	Broken out	549.78	543.34	-1.02	-1.17%	6.3	1.15%	537.18	15	$8,247	495.96
TRV	Broken out	407.44	399.71	-1.02	-1.9%	7.61	1.87%	392.22	13	$5,297	353.79
CME	Broken out	306.15	299.92	-0.99	-2.03%	6.3	2.06%	293.55	15	$4,592	258.87
CTSH	Broken out	72.16	69.81	-0.99	-3.26%	2.37	3.28%	67.42	42	$3,031	54.7
CTAS	Broken out	224.61	220.64	-0.98	-1.77%	4.05	1.8%	216.51	24	$5,391	191.09
MSCI	Broken out	621.62	607.95	-0.97	-2.2%	14.16	2.28%	593.3	7	$4,351	533.45
IT	Broken out	229.58	221.84	-0.94	-3.37%	8.23	3.58%	213.12	12	$2,755	176.04
ACN	Broken out	251.81	243.67	-0.93	-3.23%	8.79	3.49%	234.23	11	$2,770	172.11
VRSK	Broken out	202.78	197.21	-0.93	-2.75%	5.97	2.94%	190.84	16	$3,244	161.51
CI	Broken out	313.36	307	-0.88	-2.03%	7.23	2.31%	298.9	13	$4,074	262.85
AZO	Broken out	3253.96	3187.63	-0.84	-2.04%	79.24	2.44%	3095.48	1	$3,254	2730.65

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)