Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-23 18:04 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.01%

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 115 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)
COP	Broken out	151.61	147.55	-1.16	-2.68%	3.51	2.32%	144.59	28	$4,245	132.94
CCI	Broken out	86.24	83.26	-0.97	-3.46%	3.07	3.56%	80.1	32	$2,760	73.75
DOW	Broken out	32.71	31.83	-0.95	-2.71%	0.93	2.84%	30.85	107	$3,500	27.93
EOG	Broken out	163.93	160.31	-0.94	-2.21%	3.87	2.36%	156.19	25	$4,098	147.97
APA	Broken out	51.92	50.5	-0.88	-2.74%	1.62	3.12%	48.68	61	$3,167	45.37
ISRG	Broken out	454.83	444.15	-0.83	-2.35%	12.79	2.81%	429.25	7	$3,184	398.99
OKE	Broken out	96.32	94.38	-0.81	-2.01%	2.4	2.49%	91.52	41	$3,949	89.62
CVX	Broken out	232.71	229.04	-0.79	-1.58%	4.64	1.99%	223.43	21	$4,887	210.71
CBOE	Broken out	339.23	330.56	-0.77	-2.56%	11.31	3.33%	316.61	8	$2,714	292.25
EQT	Broken out	55.81	54.96	-0.61	-1.52%	1.4	2.51%	53.01	71	$3,963	51.73
XOM	Broken out	182.65	180.31	-0.61	-1.28%	3.8	2.08%	175.05	26	$4,749	167.82
OXY	Broken out	64.54	63.63	-0.57	-1.42%	1.61	2.49%	61.32	62	$4,002	59.79
ALLE	Broken out	179.28	176.94	-0.56	-1.31%	4.2	2.34%	170.88	23	$4,123	149.71
TRGP	Broken out	302.46	297.98	-0.55	-1.48%	8.2	2.71%	286.06	12	$3,630	277.13
HAL	Broken out	34.94	34.41	-0.52	-1.5%	1.01	2.89%	32.92	99	$3,459	32.01
SLB	Broken out	53.07	52.29	-0.47	-1.47%	1.67	3.15%	49.73	59	$3,131	47.17
LYB	Broken out	66.49	65.65	-0.45	-1.26%	1.86	2.8%	62.77	53	$3,524	59.17
LDOS	Broken out	136.39	134.92	-0.4	-1.08%	3.69	2.71%	129.01	27	$3,683	117.84
FTV	Broken out	60.44	60.12	-0.27	-0.53%	1.19	1.97%	58.06	84	$5,077	56.43
AMT	Broken out	187.42	186	-0.26	-0.76%	5.39	2.88%	176.64	18	$3,374	175.02
DD	Broken out	135.88	135.16	-0.25	-0.53%	2.83	2.08%	130.22	35	$4,756	127.55
HON	Broken out	219.83	218.55	-0.25	-0.58%	5.05	2.3%	209.73	19	$4,177	205.2
IFF	Broken out	94.24	93.89	-0.19	-0.37%	1.86	1.97%	90.52	53	$4,995	84.04
RMD	Broken out	254.49	253.62	-0.15	-0.34%	5.77	2.27%	242.95	17	$4,326	226.42
NWS	Broken out	34.08	33.99	-0.13	-0.26%	0.71	2.08%	32.66	140	$4,771	31.85

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 46 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	151.61	147.55	-1.16	-2.68%	3.51	2.32%	144.59	28	$4,245	123.46
CCI	Broken out	86.24	83.26	-0.97	-3.46%	3.07	3.56%	80.1	32	$2,760	65.32
EOG	Broken out	163.93	160.31	-0.94	-2.21%	3.87	2.36%	156.19	25	$4,098	137.35
APA	Broken out	51.92	50.5	-0.88	-2.74%	1.62	3.12%	48.68	61	$3,167	41.23
ISRG	Broken out	454.83	444.15	-0.83	-2.35%	12.79	2.81%	429.25	7	$3,184	389.11
CVX	Broken out	232.71	229.04	-0.79	-1.58%	4.64	1.99%	223.43	21	$4,887	201.96
CBOE	Broken out	339.23	330.56	-0.77	-2.56%	11.31	3.33%	316.61	8	$2,714	252.82
XOM	Broken out	182.65	180.31	-0.61	-1.28%	3.8	2.08%	175.05	26	$4,749	159.27
ALLE	Broken out	179.28	176.94	-0.56	-1.31%	4.2	2.34%	170.88	23	$4,123	142
OXY	Broken out	64.54	63.77	-0.48	-1.2%	1.61	2.49%	61.32	62	$4,002	54.76
AMT	Broken out	187.42	186	-0.26	-0.76%	5.39	2.88%	176.64	18	$3,374	160.3
IFF	Broken out	94.24	93.89	-0.19	-0.37%	1.86	1.97%	90.52	53	$4,995	81.54
RMD	Broken out	254.49	253.62	-0.15	-0.34%	5.77	2.27%	242.95	17	$4,326	218.03
NOW	Broken out	158.03	157.6	-0.07	-0.27%	6.07	3.84%	145.89	16	$2,528	126.75
HAS	Broken out	117.4	117.25	-0.05	-0.13%	3.01	2.56%	111.38	33	$3,874	86.57
KMI	Broken out	34.63	34.6	-0.03	-0.07%	0.83	2.4%	32.96	120	$4,155	29.43
NDAQ	Near	103.39	103.39	0	0%	2.29	2.21%	98.81	43	$4,446	89.67
BBY	Near	99.75	99.92	0.06	0.17%	3.07	3.08%	93.78	32	$3,192	83.65
CME	Near	306.39	307.27	0.14	0.29%	6.18	2.02%	294.91	16	$4,902	258.87
DVN	Near	51.49	51.7	0.14	0.4%	1.47	2.85%	48.76	68	$3,502	45.56
VEEV	Near	324.08	325.99	0.2	0.59%	9.43	2.91%	307.13	10	$3,241	272.54
TRMB	Near	63.74	64.12	0.23	0.6%	1.67	2.62%	60.78	59	$3,760	56.01
PGR	Near	228.4	229.81	0.27	0.62%	5.3	2.32%	219.21	18	$4,111	201.02
CDW	Near	163.94	165.56	0.29	0.99%	5.64	3.44%	154.28	17	$2,787	127.77
DIS	Near	112.78	113.38	0.29	0.54%	2.06	1.83%	109.26	48	$5,413	101.15

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)