Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-28 19:17 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 75 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)
LH	Broken out	361.57	332.34	-3.3	-8.08%	8.87	2.45%	343.83	11	$3,977	314.1
GEHC	Broken out	75.9	72.3	-1.85	-4.75%	1.95	2.57%	72	51	$3,871	67.66
PPG	Broken out	118.47	114.25	-1.43	-3.56%	2.96	2.5%	112.55	33	$3,910	103.37
FTV	Broken out	63.53	61.73	-1.27	-2.84%	1.42	2.23%	60.69	70	$4,447	56.87
AON	Broken out	315.02	307.67	-0.96	-2.33%	7.66	2.43%	299.7	13	$4,095	272.04
CRL	Broken out	371.81	359.89	-0.93	-3.21%	12.81	3.45%	346.19	7	$2,603	295.4
PNR	Broken out	64.17	62.67	-0.82	-2.34%	1.84	2.87%	60.49	54	$3,465	51.33
TDY	Broken out	663.94	655.4	-0.6	-1.29%	14.21	2.14%	635.52	7	$4,648	602.47
A	Broken out	181.04	179.1	-0.39	-1.07%	4.92	2.72%	171.2	20	$3,621	169.59
WAT	Broken out	475.92	470.86	-0.37	-1.06%	13.76	2.89%	448.4	7	$3,331	427.97
WST	Broken out	401.58	398.67	-0.35	-0.72%	8.22	2.05%	385.14	12	$4,819	372.21
NI	Broken out	43.97	43.81	-0.22	-0.36%	0.74	1.68%	42.49	135	$5,936	40.93
DOV	Broken out	207.07	206.31	-0.19	-0.37%	4.01	1.94%	199.05	24	$4,970	191.56
J	Broken out	149.35	148.7	-0.18	-0.44%	3.56	2.38%	142.23	28	$4,182	136.68
EMR	Broken out	167.09	166.6	-0.12	-0.29%	4.13	2.47%	158.83	24	$4,010	154.52
EIX	Broken out	58.5	58.33	-0.1	-0.29%	1.71	2.92%	55.08	58	$3,393	53.5
HAL	Broken out	35.79	35.7	-0.09	-0.25%	0.99	2.77%	33.81	101	$3,615	32.01
VTRS	Near	18.83	18.83	0.01	0.03%	0.48	2.55%	17.87	208	$3,916	17.24
DD	Near	138.03	138.15	0.04	0.09%	2.74	1.99%	132.67	36	$4,969	127.55
EW	Near	91.19	91.33	0.07	0.15%	2.04	2.24%	87.25	49	$4,468	84.83
ORCL	Near	146.38	146.94	0.08	0.38%	7.25	4.95%	132.44	13	$1,903	122.76
DGX	Near	245.39	246	0.1	0.25%	6.06	2.47%	233.88	16	$3,926	223.5
EL	Near	109.03	109.35	0.1	0.29%	3.31	3.04%	102.73	30	$3,271	98.72
EXR	Near	145.24	145.52	0.1	0.19%	2.85	1.96%	139.82	35	$5,083	132.49
TMO	Near	703.77	705.79	0.1	0.29%	19.47	2.77%	666.85	5	$3,519	659

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 32 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)
LH	Broken out	361.57	341.8	-2.23	-5.47%	8.87	2.45%	343.83	11	$3,977	302.71
CRL	Broken out	371.81	359.89	-0.93	-3.21%	12.81	3.45%	346.19	7	$2,603	284.61
FTV	Broken out	63.53	62.63	-0.64	-1.43%	1.42	2.23%	60.69	70	$4,447	54.64
A	Broken out	181.04	179.1	-0.39	-1.07%	4.92	2.72%	171.2	20	$3,621	163.32
WAT	Broken out	475.92	470.86	-0.37	-1.06%	13.76	2.89%	448.4	7	$3,331	421.61
PPG	Broken out	118.47	117.43	-0.35	-0.88%	2.96	2.5%	112.55	33	$3,910	101.7
WST	Broken out	401.58	398.67	-0.35	-0.72%	8.22	2.05%	385.14	12	$4,819	359.49
NI	Broken out	43.97	43.81	-0.22	-0.36%	0.74	1.68%	42.49	135	$5,936	38.42
GEHC	Broken out	75.9	75.65	-0.13	-0.34%	1.95	2.57%	72	51	$3,871	63.31
EMR	Broken out	167.09	166.6	-0.12	-0.29%	4.13	2.47%	158.83	24	$4,010	153.1
VTRS	Near	18.83	18.83	0.01	0.03%	0.48	2.55%	17.87	208	$3,916	16.89
EL	Near	109.03	109.35	0.1	0.29%	3.31	3.04%	102.73	30	$3,271	88.68
TMO	Near	703.77	705.79	0.1	0.29%	19.47	2.77%	666.85	5	$3,519	635.32
ADI	Near	425.39	427.27	0.14	0.44%	13.12	3.08%	401.03	7	$2,978	382
RVTY	Near	165.4	166.25	0.15	0.52%	5.6	3.39%	155.05	17	$2,812	146.7
AMGN	Near	449.3	450.98	0.16	0.37%	10.71	2.38%	429.56	9	$4,044	396.01
NDAQ	Near	105.06	105.45	0.17	0.37%	2.23	2.12%	100.99	44	$4,623	89.67
TRGP	Near	306.55	307.94	0.18	0.45%	7.88	2.57%	292.18	12	$3,679	267
URI	Near	1171.89	1179.62	0.21	0.66%	37.49	3.2%	1104.64	2	$2,344	990.72
ALLE	Near	180.24	181.24	0.24	0.56%	4.14	2.3%	172.96	24	$4,326	142
TXN	Near	307.23	309.47	0.24	0.73%	9.24	3.01%	290.99	10	$3,072	272.01
HST	Near	25.17	25.3	0.25	0.5%	0.5	1.99%	24.3	200	$5,035	22.12
EQT	Near	56.12	56.52	0.26	0.71%	1.53	2.73%	53.46	65	$3,648	48.17
DVN	Near	51.59	51.97	0.27	0.74%	1.4	2.71%	49.17	71	$3,663	45.75
MTD	Near	1699.71	1713.39	0.34	0.8%	40.37	2.38%	1632.65	2	$3,399	1473.81

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)