Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-26 19:42 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.98%

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 114 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)
LMT	Broken out	632.15	609.32	-1.44	-3.61%	15.8	2.5%	600.55	6	$3,793	502.17
DOW	Broken out	34.15	32.92	-1.23	-3.57%	0.99	2.9%	32.17	101	$3,449	27.93
LHX	Broken out	259.4	254.79	-0.84	-1.78%	5.49	2.12%	248.42	18	$4,669	233.61
GD	Broken out	355.67	351.15	-0.73	-1.27%	6.19	1.74%	343.29	16	$5,691	328.98
PKG	Broken out	252.88	249.58	-0.64	-1.31%	5.17	2.04%	242.54	19	$4,805	227.11
LDOS	Broken out	139.27	136.9	-0.63	-1.7%	3.79	2.72%	131.69	26	$3,621	117.84
DOV	Broken out	202.42	200.07	-0.58	-1.16%	4.08	2.02%	194.26	24	$4,858	188.99
NOC	Broken out	564.47	556.56	-0.58	-1.4%	13.52	2.4%	537.43	7	$3,951	479
AES	Broken out	15.02	15	-0.4	-0.13%	0.05	0.33%	14.92	665 capped	$9,988	14.93
TSLA	Broken out	394.2	388.86	-0.4	-1.35%	13.27	3.37%	367.66	7	$2,759	349.33
MSI	Broken out	484.99	482.41	-0.3	-0.53%	8.56	1.76%	467.87	11	$5,335	441.05
TFC	Broken out	48.9	48.61	-0.3	-0.58%	0.95	1.94%	47	105	$5,134	45.06
CRL	Broken out	354.47	351.21	-0.26	-0.92%	12.68	3.58%	329.11	7	$2,481	295.15
LYB	Broken out	67.37	67.03	-0.18	-0.5%	1.9	2.82%	63.57	52	$3,503	59.17
HAL	Broken out	35.42	35.27	-0.15	-0.44%	1.02	2.88%	33.38	98	$3,472	32.01
NDAQ	Broken out	104.51	104.21	-0.13	-0.29%	2.28	2.18%	99.95	43	$4,494	91.73
RF	Broken out	28.6	28.53	-0.13	-0.26%	0.57	1.99%	27.46	175	$5,006	26.49
GEHC	Broken out	72.07	71.86	-0.12	-0.29%	1.7	2.36%	68.67	58	$4,180	65.74
TRGP	Broken out	304.55	303.6	-0.12	-0.31%	8.04	2.64%	288.47	12	$3,655	277.13
SBUX	Broken out	102.43	102.2	-0.1	-0.22%	2.38	2.32%	97.67	42	$4,302	90.52
HAS	Broken out	118.04	117.77	-0.09	-0.22%	2.98	2.52%	112.08	33	$3,895	93.16
PHM	Broken out	121.5	121.24	-0.07	-0.21%	3.61	2.97%	114.28	27	$3,280	107.16
WM	Broken out	240.87	240.6	-0.07	-0.11%	4.01	1.66%	232.85	24	$5,781	208.49
J	Broken out	146.91	146.69	-0.06	-0.15%	3.6	2.45%	139.71	27	$3,967	136.68
SWK	Broken out	99.79	99.63	-0.06	-0.16%	2.75	2.76%	94.29	36	$3,592	87.86

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 39 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)
LMT	Broken out	632.15	612.75	-1.23	-3.07%	15.8	2.5%	600.55	6	$3,793	497
DOW	Broken out	34.15	33.4	-0.75	-2.18%	0.99	2.9%	32.17	101	$3,449	26.6
AES	Broken out	15.02	15	-0.4	-0.13%	0.05	0.33%	14.92	665 capped	$9,988	14.85
TSLA	Broken out	394.2	388.86	-0.4	-1.35%	13.27	3.37%	367.66	7	$2,759	345.88
CRL	Broken out	354.47	351.21	-0.26	-0.92%	12.68	3.58%	329.11	7	$2,481	284.61
NDAQ	Broken out	104.51	104.21	-0.13	-0.29%	2.28	2.18%	99.95	43	$4,494	89.67
HAS	Broken out	118.04	117.77	-0.09	-0.22%	2.98	2.52%	112.08	33	$3,895	86.85
WM	Broken out	240.87	240.6	-0.07	-0.11%	4.01	1.66%	232.85	24	$5,781	200.58
XOM	Broken out	183.91	183.75	-0.04	-0.09%	3.77	2.05%	176.37	26	$4,782	159.27
CTAS	Broken out	225.91	225.79	-0.03	-0.06%	3.94	1.74%	218.03	25	$5,648	191.85
TECH	Near	72.68	72.69	0.05	0.01%	0.19	0.26%	72.31	137 capped	$9,957	72.33
TXN	Near	298.32	298.75	0.05	0.14%	9.37	3.14%	280.01	10	$2,983	272.01
EL	Near	109.13	109.35	0.07	0.21%	3.38	3.1%	102.59	29	$3,165	88.68
GWW	Near	1362.01	1363.79	0.07	0.13%	27.22	2%	1309.35	3	$4,086	1236.29
DVN	Near	51.57	51.7	0.09	0.25%	1.45	2.81%	48.8	68	$3,507	45.56
CME	Near	306.92	307.78	0.14	0.28%	6.15	2%	295.48	16	$4,911	260.06
NXPI	Near	247.32	248.86	0.18	0.62%	8.5	3.44%	231.86	11	$2,721	218.64
PGR	Near	228.85	230.28	0.28	0.62%	5.15	2.25%	219.98	19	$4,348	201.02
HST	Near	25.14	25.29	0.29	0.6%	0.51	2.03%	24.27	196	$4,927	22.12
ROP	Near	441.06	444.77	0.33	0.84%	11.25	2.55%	422.27	8	$3,528	347.45
MSCI	Near	619.32	624.18	0.36	0.78%	13.55	2.19%	597.08	7	$4,335	533.45
NOW	Near	157.34	159.5	0.36	1.37%	6.04	3.84%	147.42	16	$2,517	126.75
ALLE	Near	178.74	180.32	0.38	0.88%	4.16	2.33%	172	24	$4,290	142
BIIB	Near	251.89	254.41	0.38	1%	6.62	2.63%	241.17	15	$3,778	215.73
FAST	Near	52.44	52.92	0.38	0.91%	1.25	2.38%	50.42	80	$4,196	47.3

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)