Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-11-04 20:39 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

217

S1 near breakout

S2 breakouts (55d)

130

S2 near breakout

Avg volatility (N%)

3.27%

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 271 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)
ZBH	Broken out	110.66	99.32	-3.67	-10.25%	3.09	2.79%	104.48	32	$3,541	94.03
MMM	Broken out	194.62	180.11	-3.11	-7.46%	4.66	2.39%	185.3	21	$4,087	167.71
SWK	Broken out	118.46	107.67	-2.97	-9.11%	3.63	3.06%	111.2	27	$3,198	93.33
GWW	Broken out	1499.65	1409	-2.73	-6.04%	33.23	2.22%	1433.19	3	$4,499	1308.22
SYK	Broken out	341.78	312.8	-2.71	-8.48%	10.68	3.12%	320.42	9	$3,076	282.18
PRU	Broken out	126.12	118.94	-2.66	-5.69%	2.7	2.14%	120.72	37	$4,666	114.12
BRK-B	Broken out	580.16	559.58	-2.64	-3.55%	7.8	1.34%	564.56	12	$6,962	538.99
JKHY	Broken out	178.1	164.95	-2.61	-7.38%	5.03	2.82%	168.04	19	$3,384	152.73
GEHC	Broken out	86.6	80.81	-2.54	-6.69%	2.28	2.63%	82.04	43	$3,724	68.7
STE	Broken out	249.08	234.34	-2.52	-5.92%	5.86	2.35%	237.36	17	$4,234	221
MCD	Broken out	279.35	265.67	-2.49	-4.9%	5.49	1.97%	268.37	18	$5,028	243.33
XYZ	Broken out	88.11	81.17	-2.43	-7.87%	2.86	3.25%	82.39	34	$2,996	73.79
MDT	Broken out	105.69	99.95	-2.31	-5.43%	2.49	2.36%	100.71	40	$4,228	92.71
MSCI	Broken out	676.34	643.49	-2.2	-4.86%	14.92	2.21%	646.5	6	$4,058	586.08
DIS	Broken out	119.28	114.46	-2.15	-4.04%	2.24	1.88%	114.8	44	$5,248	108.75
BDX	Broken out	209.44	200.47	-2.13	-4.28%	4.21	2.01%	201.02	23	$4,817	191.72
TSN	Broken out	60.15	57.78	-2.03	-3.94%	1.17	1.95%	57.81	85	$5,113	55.02
AIZ	Broken out	311.62	299.43	-2.02	-3.91%	6.03	1.94%	299.56	16	$4,986	283.11
LVS	Broken out	40.72	38.59	-2.01	-5.24%	1.06	2.6%	38.6	94	$3,828	35.03
LOW	Broken out	229.65	218.25	-1.99	-4.96%	5.72	2.49%	218.21	17	$3,904	194.43
TROW	Broken out	112.48	107.41	-1.94	-4.51%	2.61	2.32%	107.26	38	$4,274	101.73
ZTS	Broken out	87.88	83.73	-1.93	-4.72%	2.15	2.45%	83.58	46	$4,042	77.03
ABT	Broken out	116.2	110.62	-1.92	-4.8%	2.9	2.5%	110.4	34	$3,951	97.67
ISRG	Broken out	485.08	458.88	-1.84	-5.4%	14.24	2.94%	456.6	7	$3,396	398.99
DPZ	Broken out	341.07	324.14	-1.75	-4.96%	9.69	2.84%	321.69	10	$3,411	305

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 166 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)
SWK	Broken out	118.46	107.67	-2.97	-9.11%	3.63	3.06%	111.2	27	$3,198	85.71
GWW	Broken out	1499.65	1409	-2.73	-6.04%	33.23	2.22%	1433.19	3	$4,499	1258.59
BRK-B	Broken out	580.16	559.58	-2.64	-3.55%	7.8	1.34%	564.56	12	$6,962	504.3
GEHC	Broken out	86.6	80.81	-2.54	-6.69%	2.28	2.63%	82.04	43	$3,724	63.31
ZBH	Broken out	110.66	102.86	-2.52	-7.05%	3.09	2.79%	104.48	32	$3,541	87.31
MMM	Broken out	194.62	183.43	-2.4	-5.75%	4.66	2.39%	185.3	21	$4,087	159.21
MDT	Broken out	105.69	99.95	-2.31	-5.43%	2.49	2.36%	100.71	40	$4,228	85.43
MSCI	Broken out	676.34	643.49	-2.2	-4.86%	14.92	2.21%	646.5	6	$4,058	549.18
DIS	Broken out	119.28	114.46	-2.15	-4.04%	2.24	1.88%	114.8	44	$5,248	102.62
BDX	Broken out	209.44	200.47	-2.13	-4.28%	4.21	2.01%	201.02	23	$4,817	177.92
AIZ	Broken out	311.62	299.43	-2.02	-3.91%	6.03	1.94%	299.56	16	$4,986	265
ZTS	Broken out	87.88	83.73	-1.93	-4.72%	2.15	2.45%	83.58	46	$4,042	71.12
ISRG	Broken out	485.08	458.88	-1.84	-5.4%	14.24	2.94%	456.6	7	$3,396	398.99
KIM	Broken out	25.92	25.17	-1.73	-2.87%	0.43	1.66%	25.06	232	$6,012	21.74
UPS	Broken out	114.08	110.16	-1.64	-3.44%	2.39	2.1%	109.3	41	$4,677	92.03
FISV	Broken out	62.53	59.38	-1.62	-5.05%	1.95	3.12%	58.63	51	$3,189	44.74
EXR	Broken out	161.87	156.74	-1.59	-3.17%	3.22	1.99%	155.43	31	$5,018	130.54
MCK	Broken out	1070.42	1030.27	-1.58	-3.75%	25.44	2.38%	1019.54	3	$3,211	906.65
CINF	Broken out	190.67	185.19	-1.57	-2.87%	3.49	1.83%	183.69	28	$5,339	161.51
EW	Broken out	100.08	96.09	-1.53	-3.99%	2.61	2.61%	94.86	38	$3,803	82.43
PODD	Broken out	165.08	156.98	-1.53	-4.91%	5.29	3.2%	154.5	18	$2,971	132.86
HCA	Broken out	512.05	488	-1.51	-4.7%	15.95	3.11%	480.15	6	$3,072	427.59
STE	Broken out	249.08	240.34	-1.49	-3.51%	5.86	2.35%	237.36	17	$4,234	207.96
DLTR	Broken out	146.38	139.39	-1.45	-4.77%	4.82	3.29%	136.74	20	$2,928	115.56
STZ	Broken out	146.75	141.3	-1.39	-3.71%	3.93	2.68%	138.89	25	$3,669	114.1

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)