Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-11-02 22:34 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

120

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.14%

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 197 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)
IDXX	Broken out	671.64	586	-4.24	-12.75%	20.22	3.01%	631.2	4	$2,687	540.61
CRH	Broken out	96.59	91.68	-1.82	-5.08%	2.7	2.8%	91.19	37	$3,574	82.42
CPRT	Broken out	31.93	30.38	-1.7	-4.85%	0.91	2.85%	30.11	109	$3,480	26.66
PNR	Broken out	70.56	67.21	-1.7	-4.75%	1.97	2.79%	66.62	50	$3,528	52.35
J	Broken out	160.24	155.22	-1.4	-3.13%	3.59	2.24%	153.06	27	$4,326	136.68
AMCR	Broken out	49.02	47.68	-1.37	-2.73%	0.98	2%	47.06	102	$5,000	43.5
OTIS	Broken out	78.37	76.26	-1.29	-2.69%	1.64	2.09%	75.09	60	$4,702	70.74
WMT	Broken out	127.69	124.51	-1.27	-2.49%	2.51	1.97%	122.67	39	$4,980	116.63
LOW	Broken out	218.15	211.71	-1.25	-2.95%	5.14	2.36%	207.87	19	$4,145	194.43
PPG	Broken out	124.89	121.18	-1.22	-2.97%	3.04	2.43%	118.81	32	$3,996	106.19
ABT	Broken out	110.16	106.85	-1.2	-3%	2.75	2.5%	104.66	36	$3,966	97.67
ACGL	Broken out	109.31	106.68	-1.19	-2.41%	2.21	2.02%	104.89	45	$4,919	98.78
MA	Broken out	658.1	644.24	-1.18	-2.11%	11.78	1.79%	634.54	8	$5,265	605
V	Broken out	425.51	417	-1.16	-2%	7.34	1.72%	410.83	13	$5,532	394
COST	Broken out	1040.55	1021.45	-1.12	-1.84%	16.99	1.63%	1006.57	5	$5,203	980.32
WY	Broken out	21.29	20.65	-1.12	-3.01%	0.57	2.68%	20.15	175	$3,726	18.89
PSA	Broken out	333.24	326	-1.07	-2.17%	6.77	2.03%	319.7	14	$4,665	294.88
BALL	Broken out	68.07	66.57	-1.04	-2.2%	1.44	2.12%	65.19	69	$4,697	61.89
REGN	Broken out	961.26	935.35	-0.99	-2.7%	26.25	2.73%	908.76	3	$2,884	780.83
MAR	Broken out	416.3	407.34	-0.98	-2.15%	9.18	2.21%	397.94	10	$4,163	381.04
ARES	Broken out	132.96	128.96	-0.96	-3.01%	4.17	3.14%	124.62	23	$3,058	111.64
CCL	Broken out	30.05	29.14	-0.96	-3.03%	0.95	3.16%	28.15	105	$3,155	25.76
LEN	Broken out	91.02	88.11	-0.95	-3.2%	3.06	3.36%	84.9	32	$2,913	75.7
PHM	Broken out	131.29	127.63	-0.95	-2.79%	3.85	2.93%	123.59	25	$3,282	109.46
SPG	Broken out	221.73	218.4	-0.94	-1.5%	3.54	1.6%	214.65	28	$6,208	202.28

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 100 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)
IDXX	Broken out	671.64	586	-4.24	-12.75%	20.22	3.01%	631.2	4	$2,687	501.17
PNR	Broken out	70.56	67.21	-1.7	-4.75%	1.97	2.79%	66.62	50	$3,528	51.13
J	Broken out	160.24	155.22	-1.4	-3.13%	3.59	2.24%	153.06	27	$4,326	134.64
OTIS	Broken out	78.37	76.26	-1.29	-2.69%	1.64	2.09%	75.09	60	$4,702	63.61
WMT	Broken out	127.69	124.51	-1.27	-2.49%	2.51	1.97%	122.67	39	$4,980	103.39
PPG	Broken out	124.89	121.18	-1.22	-2.97%	3.04	2.43%	118.81	32	$3,996	102.75
ACGL	Broken out	109.31	106.68	-1.19	-2.41%	2.21	2.02%	104.89	45	$4,919	93.19
MA	Broken out	658.1	644.24	-1.18	-2.11%	11.78	1.79%	634.54	8	$5,265	551.15
V	Broken out	425.51	417	-1.16	-2%	7.34	1.72%	410.83	13	$5,532	359.05
COST	Broken out	1040.55	1021.45	-1.12	-1.84%	16.99	1.63%	1006.57	5	$5,203	914.75
BALL	Broken out	68.07	66.57	-1.04	-2.2%	1.44	2.12%	65.19	69	$4,697	55.91
REGN	Broken out	961.26	935.35	-0.99	-2.7%	26.25	2.73%	908.76	3	$2,884	722.02
MAR	Broken out	416.3	407.34	-0.98	-2.15%	9.18	2.21%	397.94	10	$4,163	354.62
CCL	Broken out	30.05	29.14	-0.96	-3.03%	0.95	3.16%	28.15	105	$3,155	25.34
KIM	Broken out	25.07	24.72	-0.88	-1.4%	0.4	1.6%	24.27	250	$6,267	21.74
EXR	Broken out	155.98	153.34	-0.85	-1.69%	3.12	2%	149.74	32	$4,991	130.54
KDP	Broken out	36.82	36.13	-0.85	-1.87%	0.81	2.2%	35.2	123	$4,529	30.2
BRK-B	Broken out	556.11	550.47	-0.82	-1.01%	6.92	1.24%	542.27	14	$7,786	501.3
AOS	Broken out	65.42	64.09	-0.81	-2.03%	1.64	2.51%	62.14	60	$3,925	54.55
MSCI	Broken out	637.21	626.16	-0.81	-1.73%	13.71	2.15%	609.79	7	$4,460	535.35
ROP	Broken out	479.54	470.01	-0.77	-1.99%	12.3	2.56%	454.94	8	$3,836	354.01
RCL	Broken out	321.07	313.68	-0.68	-2.3%	10.9	3.39%	299.27	9	$2,890	269.69
GEHC	Broken out	79.55	78.22	-0.65	-1.67%	2.05	2.58%	75.45	48	$3,818	63.31
MRSH	Broken out	205.38	202.7	-0.61	-1.3%	4.39	2.14%	196.6	22	$4,518	166.48
GM	Broken out	89.94	88.36	-0.59	-1.76%	2.69	2.99%	84.56	37	$3,328	74.59

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)