Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-11-05 20:55 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.57%

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 100 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)
APP	Broken out	355.78	283.66	-3.92	-20.27%	18.4	5.17%	318.98	5	$1,779	225.19
CPAY	Broken out	452.51	421.44	-2.58	-6.87%	12.04	2.66%	428.43	8	$3,620	391.01
TPR	Broken out	134.43	125.69	-2.03	-6.5%	4.3	3.2%	125.83	23	$3,092	109.13
MSI	Broken out	517.72	499	-1.72	-3.62%	10.86	2.1%	496	9	$4,659	467.31
VRSK	Broken out	211.19	204.19	-0.98	-3.31%	7.16	3.39%	196.87	13	$2,745	185.75
VMRK	Broken out	65.29	64.15	-0.88	-1.75%	1.29	1.98%	62.71	77	$5,027	60.65
CAH	Broken out	268.11	262.29	-0.86	-2.17%	6.79	2.53%	254.53	14	$3,754	243.49
AWK	Broken out	152.32	149.68	-0.83	-1.73%	3.2	2.1%	145.92	31	$4,722	135.04
STE	Broken out	254.08	249.28	-0.78	-1.89%	6.15	2.42%	241.78	16	$4,065	222.07
MOS	Broken out	22.36	21.65	-0.75	-3.18%	0.95	4.25%	20.46	105	$2,348	16.99
BDX	Broken out	213.07	209.84	-0.73	-1.52%	4.42	2.07%	204.23	22	$4,688	193.8
CHTR	Broken out	126.63	123.13	-0.63	-2.76%	5.56	4.39%	115.51	17	$2,153	101.11
COST	Broken out	1064.49	1053.66	-0.57	-1.02%	18.92	1.78%	1026.65	5	$5,322	980.32
ERIE	Broken out	284.86	280.5	-0.5	-1.53%	8.79	3.09%	267.28	11	$3,134	242.16
EVRG	Broken out	87.33	86.73	-0.4	-0.69%	1.49	1.71%	84.35	67	$5,851	83.24
ED	Broken out	121.63	120.93	-0.33	-0.58%	2.14	1.76%	117.35	46	$5,595	112.46
ES	Broken out	71.96	71.54	-0.31	-0.58%	1.35	1.88%	69.26	74	$5,325	65.42
TYL	Broken out	430.17	425.75	-0.3	-1.03%	14.5	3.37%	401.17	6	$2,581	348.52
HSY	Broken out	177.05	175.75	-0.29	-0.73%	4.46	2.52%	168.13	22	$3,895	159.88
JKHY	Broken out	180.63	179.36	-0.25	-0.71%	5.11	2.83%	170.41	19	$3,432	154.38
BR	Broken out	194.5	193.67	-0.18	-0.43%	4.72	2.43%	185.06	21	$4,084	174.8
WRB	Broken out	76.96	76.75	-0.14	-0.28%	1.56	2.03%	73.84	64	$4,926	71.36
O	Broken out	59.46	59.34	-0.12	-0.2%	0.98	1.65%	57.5	102	$6,065	55.52
UHS	Broken out	198.38	197.63	-0.11	-0.38%	6.89	3.47%	184.6	14	$2,777	169.13
WEC	Broken out	118.54	118.31	-0.11	-0.19%	2.11	1.78%	114.32	47	$5,571	108.48

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)
CPAY	Broken out	452.51	427.46	-2.08	-5.54%	12.04	2.66%	428.43	8	$3,620	389.76
MSI	Broken out	517.72	499	-1.72	-3.62%	10.86	2.1%	496	9	$4,659	441.05
VRSK	Broken out	211.19	204.19	-0.98	-3.31%	7.16	3.39%	196.87	13	$2,745	169.39
APP	Broken out	355.78	338.34	-0.95	-4.9%	18.4	5.17%	318.98	5	$1,779	225.19
CAH	Broken out	268.11	262.29	-0.86	-2.17%	6.79	2.53%	254.53	14	$3,754	231.25
AWK	Broken out	152.32	149.68	-0.83	-1.73%	3.2	2.1%	145.92	31	$4,722	126.34
STE	Broken out	254.08	249.28	-0.78	-1.89%	6.15	2.42%	241.78	16	$4,065	207.96
BDX	Broken out	213.07	209.84	-0.73	-1.52%	4.42	2.07%	204.23	22	$4,688	178.9
COST	Broken out	1064.49	1053.66	-0.57	-1.02%	18.92	1.78%	1026.65	5	$5,322	939.6
ERIE	Broken out	284.86	280.5	-0.5	-1.53%	8.79	3.09%	267.28	11	$3,134	218
EVRG	Broken out	87.33	86.73	-0.4	-0.69%	1.49	1.71%	84.35	67	$5,851	79.62
ED	Broken out	121.63	120.93	-0.33	-0.58%	2.14	1.76%	117.35	46	$5,595	104.17
TYL	Broken out	430.17	425.75	-0.3	-1.03%	14.5	3.37%	401.17	6	$2,581	324.7
JKHY	Broken out	180.63	179.36	-0.25	-0.71%	5.11	2.83%	170.41	19	$3,432	145.45
BR	Broken out	194.5	193.67	-0.18	-0.43%	4.72	2.43%	185.06	21	$4,084	159.4
WRB	Broken out	76.96	76.75	-0.14	-0.28%	1.56	2.03%	73.84	64	$4,926	70.01
UHS	Broken out	198.38	197.63	-0.11	-0.38%	6.89	3.47%	184.6	14	$2,777	169.13
WEC	Broken out	118.54	118.31	-0.11	-0.19%	2.11	1.78%	114.32	47	$5,571	102.45
BF-B	Broken out	31.02	30.93	-0.1	-0.29%	0.9	2.9%	29.22	111	$3,443	25.94
CBOE	Broken out	352.8	351.58	-0.1	-0.34%	12.62	3.58%	327.56	7	$2,470	278.81
DUK	Broken out	130.42	130.22	-0.1	-0.15%	2.09	1.6%	126.24	47	$6,130	114.87
MCK	Broken out	1076.34	1073.95	-0.09	-0.22%	26.88	2.5%	1022.58	3	$3,229	906.65
EW	Broken out	100.44	100.25	-0.07	-0.19%	2.74	2.73%	94.96	36	$3,616	82.43
KR	Broken out	69.56	69.44	-0.07	-0.17%	1.83	2.63%	65.9	54	$3,756	59.68
FISV	Broken out	62.71	62.67	-0.02	-0.06%	1.93	3.08%	58.85	51	$3,198	44.74

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)