Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-27 19:11 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

2.96%

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 77 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)
PNR	Broken out	61.31	55.86	-3.1	-8.89%	1.76	2.87%	57.79	56	$3,433	51.33
UPS	Broken out	105.59	102.15	-1.49	-3.26%	2.31	2.19%	100.97	43	$4,540	94.13
URI	Broken out	1168.68	1125.9	-1.12	-3.66%	38.04	3.25%	1092.6	2	$2,337	1005.64
CINF	Broken out	181.9	179.1	-0.89	-1.54%	3.14	1.73%	175.62	31	$5,639	163.54
TXN	Broken out	307.16	298.95	-0.87	-2.67%	9.41	3.06%	288.34	10	$3,072	272.01
TSLA	Broken out	407.42	397.27	-0.76	-2.49%	13.41	3.29%	380.6	7	$2,852	349.33
CNP	Broken out	41.65	41.32	-0.49	-0.8%	0.69	1.66%	40.27	144	$5,998	38.67
NUE	Broken out	269.78	266	-0.45	-1.4%	8.43	3.12%	252.92	11	$2,968	248.29
CARR	Broken out	57.49	56.92	-0.38	-0.97%	1.46	2.54%	54.57	68	$3,909	53.58
FTV	Broken out	61.44	61.02	-0.35	-0.68%	1.2	1.95%	59.04	83	$5,099	56.87
FDX	Broken out	306.86	304.84	-0.31	-0.66%	6.52	2.12%	293.82	15	$4,603	286.38
NXPI	Broken out	252.3	249.72	-0.31	-1.02%	8.41	3.33%	235.48	11	$2,775	218.64
PSA	Broken out	312.49	310.72	-0.28	-0.57%	6.27	2.01%	299.95	15	$4,687	285.85
LUV	Broken out	43.58	43.23	-0.24	-0.8%	1.48	3.4%	40.62	67	$2,920	38.5
DOV	Broken out	205.35	204.44	-0.22	-0.44%	4.09	1.99%	197.17	24	$4,928	189.98
SLB	Broken out	53.78	53.45	-0.2	-0.62%	1.66	3.09%	50.46	60	$3,227	47.17
WAT	Broken out	467.85	465.36	-0.19	-0.53%	13.44	2.87%	440.97	7	$3,275	422.83
J	Broken out	147.88	147.29	-0.17	-0.4%	3.54	2.39%	140.8	28	$4,141	136.68
EXR	Broken out	144.43	144.02	-0.16	-0.28%	2.62	1.81%	139.19	38	$5,488	132.49
BKR	Broken out	58.2	57.97	-0.14	-0.4%	1.7	2.92%	54.8	58	$3,376	52.59
EMR	Broken out	165.73	165.24	-0.12	-0.3%	4.19	2.53%	157.35	23	$3,812	154.52
EIX	Broken out	58.17	58.05	-0.07	-0.21%	1.73	2.97%	54.71	57	$3,316	51.53
ADI	Broken out	423.42	422.67	-0.06	-0.18%	13.19	3.12%	397.04	7	$2,964	382
HAS	Broken out	119.15	119	-0.05	-0.13%	2.94	2.47%	113.27	34	$4,051	93.2
VTRS	Broken out	18.77	18.75	-0.04	-0.11%	0.48	2.56%	17.81	208	$3,904	17.21

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 29 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)
CINF	Broken out	181.9	179.1	-0.89	-1.54%	3.14	1.73%	175.62	31	$5,639	159.2
TXN	Broken out	307.16	298.95	-0.87	-2.67%	9.41	3.06%	288.34	10	$3,072	272.01
TSLA	Broken out	407.42	397.27	-0.76	-2.49%	13.41	3.29%	380.6	7	$2,852	345.88
NXPI	Broken out	252.3	249.72	-0.31	-1.02%	8.41	3.33%	235.48	11	$2,775	218.64
WAT	Broken out	467.85	465.36	-0.19	-0.53%	13.44	2.87%	440.97	7	$3,275	421.61
ADI	Broken out	423.42	422.67	-0.06	-0.18%	13.19	3.12%	397.04	7	$2,964	382
HAS	Broken out	119.15	119	-0.05	-0.13%	2.94	2.47%	113.27	34	$4,051	86.85
VTRS	Broken out	18.77	18.75	-0.04	-0.11%	0.48	2.56%	17.81	208	$3,904	16.89
CNP	Near	41.65	41.68	0.04	0.06%	0.69	1.66%	40.3	144	$5,998	36.37
BIIB	Near	253.85	254.41	0.09	0.22%	6.57	2.59%	241.27	15	$3,808	215.73
CRL	Near	356.27	357.77	0.12	0.42%	12.41	3.48%	332.95	8	$2,850	284.61
CSX	Near	52.01	52.15	0.15	0.28%	0.98	1.88%	50.19	102	$5,305	45.85
EMR	Near	165.73	166.35	0.15	0.37%	4.19	2.53%	157.97	23	$3,812	153.1
URI	Near	1168.68	1176.44	0.2	0.66%	38.04	3.25%	1100.36	2	$2,337	973.29
A	Near	178.08	179.1	0.21	0.57%	4.82	2.71%	169.46	20	$3,562	163.32
ALLE	Near	179.48	180.41	0.23	0.52%	4.11	2.29%	172.19	24	$4,308	142
TEL	Near	222.13	223.52	0.24	0.63%	5.86	2.64%	211.8	17	$3,776	204.63
WST	Near	395.18	397.16	0.24	0.5%	8.18	2.07%	380.8	12	$4,742	359.49
NDAQ	Near	104.3	104.94	0.28	0.61%	2.27	2.18%	100.4	44	$4,589	89.67
AES	Near	15.02	15.04	0.3	0.1%	0.05	0.33%	14.94	665 capped	$9,992	14.85
HST	Near	25.15	25.3	0.31	0.62%	0.5	1.99%	24.3	200	$5,029	22.12
EL	Near	108.29	109.35	0.32	0.98%	3.32	3.07%	102.71	30	$3,249	88.68
EXPD	Near	199.39	200.66	0.33	0.64%	3.9	1.96%	192.86	25	$4,985	184.32
TMO	Near	698.95	705.79	0.35	0.98%	19.41	2.78%	666.97	5	$3,495	635.32
AMGN	Near	447.17	450.98	0.36	0.85%	10.48	2.34%	430.02	9	$4,025	396.01

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)