Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-10-30 18:57 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.11%

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 143 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)
REGN	Broken out	914.32	828.19	-3.42	-9.42%	25.15	2.75%	864.02	3	$2,743	780.83
VLTO	Broken out	113.28	105.61	-3.33	-6.77%	2.3	2.03%	108.68	43	$4,871	99.99
GPN	Broken out	95.74	86.71	-2.84	-9.43%	3.18	3.32%	89.38	31	$2,968	80.85
FDXF	Broken out	126.75	116.09	-2.04	-8.41%	5.22	4.12%	116.31	19	$2,408	103.48
ROP	Broken out	468.23	450.76	-1.48	-3.73%	11.81	2.52%	444.61	8	$3,746	378.6
GILD	Broken out	171.11	165.7	-1.27	-3.16%	4.25	2.48%	162.61	23	$3,936	151.71
PSA	Broken out	325.24	318.5	-1.03	-2.07%	6.58	2.02%	312.08	15	$4,879	294.88
LNT	Broken out	72.11	70.91	-1	-1.66%	1.2	1.66%	69.71	83	$5,985	66.57
DUK	Broken out	127.94	126.07	-0.98	-1.46%	1.9	1.49%	124.14	52	$6,653	118.95
VRTX	Broken out	560.17	546.61	-0.93	-2.42%	14.51	2.59%	531.15	6	$3,361	497.49
NEE	Broken out	84.21	82.84	-0.92	-1.63%	1.5	1.78%	81.21	66	$5,558	77.93
CPRT	Broken out	30.35	29.59	-0.89	-2.52%	0.86	2.83%	28.63	116	$3,521	26.66
ICE	Broken out	169.7	166.3	-0.87	-2%	3.92	2.31%	161.86	25	$4,242	153.9
MO	Broken out	78.21	76.81	-0.86	-1.8%	1.64	2.1%	74.93	60	$4,693	72.3
D	Broken out	66.85	65.85	-0.83	-1.5%	1.21	1.81%	64.43	82	$5,482	62
ACGL	Broken out	106.35	104.69	-0.79	-1.56%	2.11	1.98%	102.13	47	$4,998	98.78
XEL	Broken out	80.45	79.42	-0.74	-1.28%	1.4	1.74%	77.65	71	$5,712	74.84
KDP	Broken out	35.88	35.4	-0.62	-1.35%	0.78	2.17%	34.32	128	$4,593	34.14
FDX	Broken out	317.25	312.9	-0.61	-1.37%	7.13	2.25%	302.99	14	$4,442	291.13
AJG	Broken out	276.88	272.8	-0.57	-1.47%	7.18	2.59%	262.52	13	$3,599	249.73
GM	Broken out	87.5	85.97	-0.57	-1.75%	2.69	3.07%	82.12	37	$3,238	74.59
UPS	Broken out	108.68	107.35	-0.57	-1.22%	2.32	2.13%	104.04	43	$4,673	96.62
WY	Broken out	20.17	19.86	-0.56	-1.54%	0.55	2.73%	19.07	181	$3,651	18.89
YUM	Broken out	156.62	154.75	-0.55	-1.19%	3.42	2.18%	149.78	29	$4,542	146.14
ERIE	Broken out	263.31	258.97	-0.54	-1.65%	8.01	3.04%	247.29	12	$3,160	237.87

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 79 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)
VLTO	Broken out	113.28	105.61	-3.33	-6.77%	2.3	2.03%	108.68	43	$4,871	93.79
REGN	Broken out	914.32	859.34	-2.19	-6.01%	25.15	2.75%	864.02	3	$2,743	722.02
ROP	Broken out	468.23	450.76	-1.48	-3.73%	11.81	2.52%	444.61	8	$3,746	353.6
GILD	Broken out	171.11	165.7	-1.27	-3.16%	4.25	2.48%	162.61	23	$3,936	142.6
DUK	Broken out	127.94	126.07	-0.98	-1.46%	1.9	1.49%	124.14	52	$6,653	113.29
ICE	Broken out	169.7	166.3	-0.87	-2%	3.92	2.31%	161.86	25	$4,242	147.5
MO	Broken out	78.21	76.81	-0.86	-1.8%	1.64	2.1%	74.93	60	$4,693	65.78
ACGL	Broken out	106.35	104.69	-0.79	-1.56%	2.11	1.98%	102.13	47	$4,998	92.48
KDP	Broken out	35.88	35.4	-0.62	-1.35%	0.78	2.17%	34.32	128	$4,593	30.2
AJG	Broken out	276.88	272.8	-0.57	-1.47%	7.18	2.59%	262.52	13	$3,599	219.65
UPS	Broken out	108.68	107.35	-0.57	-1.22%	2.32	2.13%	104.04	43	$4,673	91.56
LNT	Broken out	72.11	71.46	-0.54	-0.89%	1.2	1.66%	69.71	83	$5,985	63.79
WMT	Broken out	123.68	122.4	-0.53	-1.03%	2.4	1.94%	118.88	41	$5,071	103.39
PGR	Broken out	232.85	230.34	-0.5	-1.08%	5.01	2.15%	222.83	19	$4,424	201.02
RSG	Broken out	245.48	243.22	-0.46	-0.92%	4.89	1.99%	235.7	20	$4,910	205.86
XOM	Broken out	186.58	184.88	-0.44	-0.91%	3.88	2.08%	178.82	25	$4,665	161.39
MRSH	Broken out	202.1	200.33	-0.42	-0.88%	4.26	2.11%	193.58	23	$4,648	166.48
AWK	Broken out	145	144.14	-0.29	-0.59%	2.95	2.03%	139.1	33	$4,785	126.34
EVRG	Broken out	86.14	85.78	-0.28	-0.42%	1.29	1.5%	83.56	77	$6,633	78.54
DOW	Broken out	34.65	34.38	-0.27	-0.76%	0.97	2.8%	32.71	103	$3,568	27.26
LLY	Broken out	1419.29	1408.38	-0.26	-0.77%	42.1	2.97%	1335.09	2	$2,839	1131.21
ABBV	Broken out	294.27	292.67	-0.25	-0.54%	6.28	2.13%	281.71	15	$4,414	257.87
ED	Broken out	117.19	116.71	-0.25	-0.41%	1.95	1.66%	113.29	51	$5,977	102.44
WEC	Broken out	116.37	115.92	-0.23	-0.39%	1.97	1.69%	112.43	50	$5,819	100.85
J	Broken out	154.07	153.37	-0.2	-0.46%	3.47	2.25%	147.13	28	$4,314	134.64

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)