Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-11-06 20:13 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.58%

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.

Symbol	Status	Close	20d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (10d low)
ABNB	Broken out	191.4	180.06	-1.81	-5.92%	6.25	3.27%	178.9	16	$3,062	164.1
APP	Broken out	396.85	365.33	-1.58	-7.94%	19.93	5.02%	356.99	5	$1,984	225.19
MRNA	Broken out	265.13	261	-0.21	-1.56%	19.58	7.39%	225.97	5	$1,326	179.53
SOLV	Broken out	91.17	90.61	-0.2	-0.62%	2.8	3.07%	85.57	35	$3,191	80.76
FISV	Broken out	63.6	63.33	-0.14	-0.42%	1.99	3.13%	59.62	50	$3,180	47
WYNN	Broken out	83.32	83.17	-0.05	-0.17%	2.99	3.59%	77.34	33	$2,749	70.79
MOS	Broken out	22.53	22.5	-0.04	-0.16%	0.95	4.22%	20.63	105	$2,366	17.1
HSY	Broken out	178.61	178.55	-0.01	-0.03%	4.67	2.61%	169.27	21	$3,751	159.88
CBOE	Near	354.51	355.98	0.12	0.41%	12.56	3.54%	330.86	7	$2,482	309.72
PPL	Near	36.13	36.22	0.16	0.26%	0.6	1.66%	35.02	166	$5,997	34.73
TMUS	Near	162.33	163.35	0.17	0.63%	5.9	3.63%	151.55	16	$2,597	143.75
PTC	Near	195.01	195.71	0.24	0.36%	2.88	1.48%	189.95	34	$6,630	193.76
DGX	Near	257.01	259	0.31	0.77%	6.4	2.49%	246.2	15	$3,855	239.59
NEM	Near	121.38	122.86	0.33	1.22%	4.45	3.67%	113.96	22	$2,670	104.51
MTD	Near	1742.46	1759.48	0.37	0.98%	45.59	2.62%	1668.3	2	$3,485	1648.36
TTWO	Near	216.04	218.78	0.38	1.27%	7.18	3.32%	204.42	13	$2,809	183.86
TECH	Near	72.76	72.83	0.41	0.1%	0.17	0.23%	72.49	137 capped	$9,968	72.55
CLX	Near	99.87	101.09	0.42	1.22%	2.89	2.89%	95.31	34	$3,396	85.25
VMRK	Near	65.4	65.97	0.43	0.87%	1.32	2.02%	63.33	75	$4,905	60.65
BEN	Near	33.91	34.39	0.48	1.42%	0.99	2.92%	32.41	101	$3,425	30.94

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.

Symbol	Status	Close	55d high	Distance (×N)	Distance (%)	N ($)	N (%)	2N stop	Unit (shares)	Unit cost	Exit (20d low)
APP	Broken out	396.85	365.33	-1.58	-7.94%	19.93	5.02%	356.99	5	$1,984	225.19
MRNA	Broken out	265.13	261	-0.21	-1.56%	19.58	7.39%	225.97	5	$1,326	179.53
FISV	Broken out	63.6	63.33	-0.14	-0.42%	1.99	3.13%	59.62	50	$3,180	45.28
CBOE	Near	354.51	355.98	0.12	0.41%	12.56	3.54%	330.86	7	$2,482	292.25
PPL	Near	36.13	36.22	0.16	0.26%	0.6	1.66%	35.02	166	$5,997	33.9
DGX	Near	257.01	259	0.31	0.77%	6.4	2.49%	246.2	15	$3,855	223.5
ABNB	Near	191.4	193.45	0.33	1.07%	6.25	3.27%	180.95	16	$3,062	162.16
PTC	Near	195.01	196.05	0.36	0.53%	2.88	1.48%	190.29	34	$6,630	192.76
MTD	Near	1742.46	1759.48	0.37	0.98%	45.59	2.62%	1668.3	2	$3,485	1527.53
TECH	Near	72.76	72.83	0.41	0.1%	0.17	0.23%	72.49	137 capped	$9,968	72.44

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)