Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-29 19:23 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

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 172 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)
TXT	Broken out	87.25	78.67	-3.95	-9.83%	2.17	2.49%	82.91	46	$4,014	74.1
HII	Broken out	316.25	282.11	-3.71	-10.8%	9.21	2.91%	297.83	10	$3,162	263.63
NCLH	Broken out	18.35	16.15	-3.02	-12.01%	0.73	3.98%	16.89	136	$2,496	14.54
LHX	Broken out	277.5	260.82	-2.73	-6.01%	6.1	2.2%	265.3	16	$4,440	238.88
GEN	Broken out	27.76	25.23	-2.46	-9.11%	1.03	3.71%	25.7	97	$2,693	23.6
VMC	Broken out	280.11	269.15	-1.53	-3.91%	7.15	2.55%	265.81	13	$3,641	243.91
WST	Broken out	418.93	404.99	-1.46	-3.33%	9.55	2.28%	399.83	10	$4,189	376.1
GD	Broken out	366.45	357.46	-1.39	-2.45%	6.49	1.77%	353.47	15	$5,497	335.28
CRH	Broken out	90.44	86.99	-1.37	-3.81%	2.51	2.78%	85.42	39	$3,527	80.34
EW	Broken out	94.77	92.12	-1.26	-2.8%	2.11	2.23%	90.55	47	$4,454	85.54
MLM	Broken out	535.5	518.66	-1.24	-3.14%	13.56	2.53%	508.38	7	$3,748	477.83
EXC	Broken out	45.92	44.96	-1.21	-2.08%	0.79	1.72%	44.34	126	$5,785	42.28
LLY	Broken out	1366.8	1321.21	-1.13	-3.34%	40.31	2.95%	1286.18	2	$2,734	1230.66
KIM	Broken out	24.31	23.87	-1.12	-1.79%	0.39	1.6%	23.53	256	$6,222	22.58
WEC	Broken out	114.44	112.24	-1.12	-1.92%	1.96	1.71%	110.52	51	$5,836	105.92
ECL	Broken out	302.1	295.95	-1.05	-2.04%	5.87	1.94%	290.36	17	$5,136	283.74
MCD	Broken out	257.37	252.88	-0.97	-1.74%	4.63	1.8%	248.11	21	$5,405	240.01
ALLE	Broken out	186.57	182.66	-0.92	-2.1%	4.27	2.29%	178.03	23	$4,291	154.02
IP	Broken out	35.96	34.85	-0.92	-3.07%	1.2	3.34%	33.56	83	$2,984	31.15
LULU	Broken out	110.03	106.48	-0.87	-3.23%	4.1	3.73%	101.83	24	$2,641	95.09
NXPI	Broken out	263.52	255.31	-0.87	-3.12%	9.45	3.59%	244.62	10	$2,635	218.7
CCL	Broken out	28.89	28.12	-0.84	-2.67%	0.92	3.18%	27.05	108	$3,120	25.76
FRT	Broken out	111.56	110.08	-0.84	-1.32%	1.76	1.58%	108.04	56	$6,247	104.57
CVNA	Broken out	68.61	66.02	-0.77	-3.78%	3.38	4.93%	61.85	29	$1,990	55.92
VICI	Broken out	24.47	24.11	-0.77	-1.45%	0.46	1.88%	23.55	217	$5,310	22.93

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 69 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)
WST	Broken out	418.93	404.99	-1.46	-3.33%	9.55	2.28%	399.83	10	$4,189	359.49
LLY	Broken out	1366.8	1321.21	-1.13	-3.34%	40.31	2.95%	1286.18	2	$2,734	1131.21
WEC	Broken out	114.44	112.24	-1.12	-1.92%	1.96	1.71%	110.52	51	$5,836	99.8
ECL	Broken out	302.1	295.95	-1.05	-2.04%	5.87	1.94%	290.36	17	$5,136	267.46
ALLE	Broken out	186.57	182.66	-0.92	-2.1%	4.27	2.29%	178.03	23	$4,291	142
NXPI	Broken out	263.52	255.31	-0.87	-3.12%	9.45	3.59%	244.62	10	$2,635	218.64
HST	Broken out	25.75	25.4	-0.71	-1.38%	0.5	1.94%	24.75	200	$5,151	22.12
ULTA	Broken out	649.02	637.26	-0.71	-1.81%	16.6	2.56%	615.82	6	$3,894	534.17
LMT	Broken out	646.94	636.56	-0.64	-1.6%	16.24	2.51%	614.46	6	$3,882	497
GILD	Broken out	162.96	160.83	-0.55	-1.31%	3.86	2.37%	155.24	25	$4,074	142.6
AMGN	Broken out	460.07	454.66	-0.49	-1.17%	11	2.39%	438.07	9	$4,141	396.01
EW	Broken out	94.77	93.75	-0.48	-1.08%	2.11	2.23%	90.55	47	$4,454	82.43
TRMB	Broken out	65.09	64.43	-0.4	-1.01%	1.64	2.52%	61.81	60	$3,905	57.17
VTRS	Broken out	19.1	18.93	-0.36	-0.89%	0.47	2.46%	18.16	212	$4,049	16.89
DGX	Broken out	251.88	249.73	-0.35	-0.85%	6.08	2.41%	239.72	16	$4,030	223.5
EMR	Broken out	169.94	168.62	-0.32	-0.78%	4.14	2.44%	161.66	24	$4,079	153.1
AIZ	Broken out	292	290.5	-0.28	-0.51%	5.3	1.82%	281.4	18	$5,256	261.17
MA	Broken out	636.27	633.29	-0.27	-0.47%	11.19	1.76%	613.89	8	$5,090	545.41
NI	Broken out	44.78	44.61	-0.23	-0.39%	0.75	1.67%	43.28	133	$5,956	38.42
TRGP	Broken out	310	308.46	-0.2	-0.5%	7.86	2.54%	294.28	12	$3,720	267
CCL	Broken out	28.89	28.79	-0.11	-0.35%	0.92	3.18%	27.05	108	$3,120	24.52
MO	Broken out	76.22	76.09	-0.09	-0.18%	1.54	2.02%	73.14	64	$4,878	65.78
URI	Broken out	1192.29	1189.01	-0.09	-0.28%	36.93	3.1%	1118.43	2	$2,385	990.72
ACGL	Broken out	104	103.84	-0.08	-0.15%	2.08	2%	99.84	48	$4,992	92.28
ADI	Broken out	430.12	429.64	-0.04	-0.11%	12.91	3%	404.3	7	$3,011	382

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)