Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-11-09 23:15 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.51%

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 68 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)
CLX	Broken out	105.53	101.09	-1.46	-4.21%	3.05	2.89%	99.43	32	$3,377	85.25
FERG	Broken out	259.93	249	-1.41	-4.2%	7.74	2.98%	244.45	12	$3,119	226.18
BEN	Broken out	35.87	34.39	-1.38	-4.13%	1.07	2.98%	33.73	93	$3,336	30.94
ALGN	Broken out	174.26	166.74	-1.28	-4.32%	5.86	3.36%	162.54	17	$2,962	147.52
VTRS	Broken out	20.49	19.96	-0.96	-2.59%	0.55	2.68%	19.39	181	$3,709	18.11
TMUS	Broken out	168.71	163.35	-0.89	-3.18%	5.99	3.55%	156.73	16	$2,699	143.75
WYNN	Broken out	86.7	84.4	-0.75	-2.65%	3.08	3.55%	80.54	32	$2,774	70.79
BBY	Broken out	106.28	103.54	-0.73	-2.58%	3.73	3.51%	98.82	26	$2,763	93.18
UAL	Broken out	120.38	117.01	-0.65	-2.8%	5.16	4.29%	110.06	19	$2,287	98.37
APP	Broken out	410	398	-0.59	-2.93%	20.27	4.94%	369.46	4	$1,640	225.19
DAL	Broken out	91.8	89.92	-0.59	-2.05%	3.17	3.45%	85.46	31	$2,846	77.06
NEM	Broken out	125.16	122.98	-0.48	-1.74%	4.54	3.63%	116.08	22	$2,754	104.51
TMO	Broken out	721.63	712.17	-0.44	-1.31%	21.62	3%	678.39	4	$2,887	661.6
PEG	Broken out	75.03	74.51	-0.36	-0.69%	1.44	1.92%	72.15	69	$5,177	71.69
SPG	Broken out	233.01	231.66	-0.33	-0.58%	4.05	1.74%	224.91	24	$5,592	210.48
MPWR	Broken out	1388.05	1365.36	-0.29	-1.63%	78.19	5.63%	1231.67	1	$1,388	1125
IR	Broken out	86.88	86.19	-0.26	-0.79%	2.67	3.07%	81.54	37	$3,215	73.81
CMG	Broken out	35.74	35.47	-0.22	-0.76%	1.25	3.5%	33.24	80	$2,859	27.66
DE	Broken out	691.28	687.07	-0.22	-0.61%	19.4	2.81%	652.48	5	$3,456	625.24
EW	Broken out	104.71	104.17	-0.19	-0.52%	2.82	2.69%	99.07	35	$3,665	87.9
GE	Broken out	335.54	333.75	-0.17	-0.53%	10.52	3.14%	314.5	9	$3,020	284.57
VMRK	Broken out	66.14	65.97	-0.13	-0.26%	1.32	2%	63.5	75	$4,960	60.65
DGX	Broken out	259.67	259	-0.11	-0.26%	6.36	2.45%	246.95	15	$3,895	239.59
WAB	Broken out	298.19	297.36	-0.1	-0.28%	8.3	2.78%	281.59	12	$3,578	272.84
BDX	Broken out	215.25	214.88	-0.08	-0.17%	4.55	2.11%	206.15	21	$4,520	193.8

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 47 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)
FERG	Broken out	259.93	249	-1.41	-4.2%	7.74	2.98%	244.45	12	$3,119	216.06
ALGN	Broken out	174.26	166.74	-1.28	-4.32%	5.86	3.36%	162.54	17	$2,962	139.81
VTRS	Broken out	20.49	19.96	-0.96	-2.59%	0.55	2.68%	19.39	181	$3,709	17.21
BBY	Broken out	106.28	103.54	-0.73	-2.58%	3.73	3.51%	98.82	26	$2,763	84.83
APP	Broken out	410	398	-0.59	-2.93%	20.27	4.94%	369.46	4	$1,640	225.19
DAL	Broken out	91.8	89.92	-0.59	-2.05%	3.17	3.45%	85.46	31	$2,846	74.14
BEN	Broken out	35.87	35.39	-0.45	-1.34%	1.07	2.98%	33.73	93	$3,336	30.09
TMO	Broken out	721.63	712.17	-0.44	-1.31%	21.62	3%	678.39	4	$2,887	652.5
SPG	Broken out	233.01	231.66	-0.33	-0.58%	4.05	1.74%	224.91	24	$5,592	197.86
IR	Broken out	86.88	86.19	-0.26	-0.79%	2.67	3.07%	81.54	37	$3,215	72.36
EW	Broken out	104.71	104.17	-0.19	-0.52%	2.82	2.69%	99.07	35	$3,665	84.55
UAL	Broken out	120.38	119.73	-0.13	-0.54%	5.16	4.29%	110.06	19	$2,287	94.54
DGX	Broken out	259.67	259	-0.11	-0.26%	6.36	2.45%	246.95	15	$3,895	223.5
BDX	Broken out	215.25	214.88	-0.08	-0.17%	4.55	2.11%	206.15	21	$4,520	184.32
MRNA	Broken out	269	267.5	-0.08	-0.56%	19.97	7.42%	229.06	5	$1,345	179.53
AIZ	Broken out	317.21	316.72	-0.07	-0.15%	6.71	2.12%	303.79	14	$4,441	266.43
PEG	Broken out	75.03	74.97	-0.04	-0.08%	1.44	1.92%	72.15	69	$5,177	69.5
XYZ	Broken out	88.56	88.51	-0.02	-0.06%	3.11	3.51%	82.34	32	$2,834	73.79
JNJ	Broken out	282.11	282.02	-0.01	-0.03%	6.98	2.47%	268.15	14	$3,950	245.17
RCL	Near	336.98	337.01	0	0.01%	11.79	3.5%	313.43	8	$2,696	272.5
TECH	Near	72.83	72.83	0	0%	0.16	0.22%	72.51	137 capped	$9,978	72.44
DTE	Near	138.35	138.48	0.05	0.09%	2.6	1.88%	133.28	38	$5,257	126.08
PTC	Near	195.87	196.05	0.06	0.09%	2.8	1.43%	190.45	35	$6,855	192.76
TKO	Near	199.65	199.98	0.06	0.17%	5.83	2.92%	188.32	17	$3,394	170.14
MCD	Near	281.44	282.14	0.12	0.25%	5.81	2.06%	270.52	17	$4,784	232.5

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)