Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-11-03 20:23 UTC

Overview

Symbols scanned

501

S1 breakouts (20d)

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 72 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)
FISV	Broken out	58.87	52.33	-3.59	-11.1%	1.82	3.09%	55.23	54	$3,179	47
DD	Broken out	153.96	143.11	-3.29	-7.05%	3.3	2.14%	147.36	30	$4,619	128.8
ROL	Broken out	37.44	36.1	-1.2	-3.57%	1.11	2.97%	35.22	90	$3,369	31.8
CLX	Broken out	92.74	90.78	-0.76	-2.11%	2.58	2.78%	87.58	38	$3,524	84.43
EXPD	Broken out	204.91	203.13	-0.42	-0.87%	4.22	2.06%	196.47	23	$4,713	193.69
VRSN	Broken out	316.11	312.78	-0.41	-1.05%	8.21	2.6%	299.69	12	$3,793	289.66
DIS	Broken out	114.13	113.79	-0.17	-0.3%	2.04	1.79%	110.05	49	$5,592	108.75
IDXX	Broken out	675.45	673.19	-0.11	-0.33%	20.51	3.04%	634.43	4	$2,702	540.61
ECHO	Broken out	101.44	101.12	-0.08	-0.32%	4.08	4.02%	93.28	24	$2,435	84.47
MSCI	Broken out	641.71	640.55	-0.08	-0.18%	13.73	2.14%	614.25	7	$4,492	574.55
PODD	Broken out	155.31	154.95	-0.08	-0.23%	4.69	3.02%	145.93	21	$3,262	140.81
GEHC	Broken out	80.45	80.34	-0.06	-0.14%	2.04	2.54%	76.37	49	$3,942	68.7
MGM	Broken out	31.09	31.06	-0.03	-0.11%	1.13	3.63%	28.83	88	$2,736	26.71
REGN	Broken out	974.87	974	-0.03	-0.09%	26.06	2.67%	922.75	3	$2,925	789.69
EW	Broken out	95.78	95.75	-0.01	-0.03%	2.48	2.59%	90.82	40	$3,831	87.06
TKO	Near	186.66	186.7	0.01	0.02%	4.97	2.66%	176.76	20	$3,733	170.14
GWW	Near	1388.61	1389.23	0.02	0.04%	28.45	2.05%	1332.33	3	$4,166	1308.22
FSLR	Near	187.51	187.85	0.04	0.18%	7.92	4.22%	172.01	12	$2,250	165.86
PRU	Near	118.67	118.77	0.04	0.08%	2.36	1.99%	114.05	42	$4,984	114.12
AIZ	Near	297.45	297.76	0.06	0.1%	5.39	1.81%	286.98	18	$5,354	282.3
VLTO	Near	116.55	116.71	0.06	0.14%	2.56	2.2%	111.59	39	$4,545	100.28
J	Near	160.14	160.39	0.07	0.16%	3.75	2.34%	152.89	26	$4,164	137.6
TXN	Near	312.39	313.07	0.07	0.22%	9.92	3.18%	293.23	10	$3,124	272.01
BRK-B	Near	557.03	557.59	0.08	0.1%	7	1.26%	543.59	14	$7,798	533.5
CINF	Near	184.89	185.17	0.08	0.15%	3.34	1.81%	178.49	29	$5,362	170.01

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 38 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)
FISV	Broken out	58.87	54.04	-2.65	-8.2%	1.82	3.09%	55.23	54	$3,179	44.74
DD	Broken out	153.96	146.5	-2.26	-4.85%	3.3	2.14%	147.36	30	$4,619	127.55
EXPD	Broken out	204.91	203.13	-0.42	-0.87%	4.22	2.06%	196.47	23	$4,713	190.39
VRSN	Broken out	316.11	312.78	-0.41	-1.05%	8.21	2.6%	299.69	12	$3,793	289.66
DIS	Broken out	114.13	113.79	-0.17	-0.3%	2.04	1.79%	110.05	49	$5,592	102.62
IDXX	Broken out	675.45	673.19	-0.11	-0.33%	20.51	3.04%	634.43	4	$2,702	501.17
ECHO	Broken out	101.44	101.12	-0.08	-0.32%	4.08	4.02%	93.28	24	$2,435	82.73
MSCI	Broken out	641.71	640.55	-0.08	-0.18%	13.73	2.14%	614.25	7	$4,492	549.18
GEHC	Broken out	80.45	80.34	-0.06	-0.14%	2.04	2.54%	76.37	49	$3,942	63.31
PODD	Broken out	155.31	155.17	-0.03	-0.09%	4.69	3.02%	145.93	21	$3,262	132.86
REGN	Broken out	974.87	974	-0.03	-0.09%	26.06	2.67%	922.75	3	$2,925	723.65
EW	Broken out	95.78	95.75	-0.01	-0.03%	2.48	2.59%	90.82	40	$3,831	82.43
GWW	Near	1388.61	1389.23	0.02	0.04%	28.45	2.05%	1332.33	3	$4,166	1258.59
AIZ	Near	297.45	297.76	0.06	0.1%	5.39	1.81%	286.98	18	$5,354	265
VLTO	Near	116.55	116.71	0.06	0.14%	2.56	2.2%	111.59	39	$4,545	94.18
J	Near	160.14	160.39	0.07	0.16%	3.75	2.34%	152.89	26	$4,164	134.64
TXN	Near	312.39	313.07	0.07	0.22%	9.92	3.18%	293.23	10	$3,124	272.01
BRK-B	Near	557.03	557.59	0.08	0.1%	7	1.26%	543.59	14	$7,798	503.78
CINF	Near	184.89	185.17	0.08	0.15%	3.34	1.81%	178.49	29	$5,362	161.46
AVY	Near	186.85	187.43	0.14	0.31%	4.11	2.2%	179.21	24	$4,485	164.1
TYL	Near	407.47	409.46	0.14	0.49%	14.15	3.47%	381.16	7	$2,852	324.7
ZTS	Near	82.94	83.23	0.15	0.35%	2	2.41%	79.23	50	$4,147	70.59
YUM	Near	157.61	158.25	0.18	0.41%	3.54	2.25%	151.17	28	$4,413	136.75
PNW	Near	107.29	107.75	0.25	0.43%	1.86	1.73%	104.03	53	$5,687	96.36
ROL	Near	37.44	37.73	0.27	0.79%	1.11	2.97%	35.51	90	$3,369	29.61

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

2 symbol(s) could not be evaluated (fetch error, insufficient history, or unusable volatility):

KVUE (insufficient history), VYLR (insufficient history)