Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-11-10 20:41 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.5%

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 59 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)
CHTR	Broken out	134.53	127.16	-1.12	-5.48%	6.59	4.9%	121.35	15	$2,018	101.59
TTWO	Broken out	224.52	218.78	-0.71	-2.56%	8.1	3.61%	208.32	12	$2,694	183.86
AIZ	Broken out	322.17	317.96	-0.62	-1.31%	6.79	2.11%	308.59	14	$4,510	283.59
CLX	Broken out	107.85	105.93	-0.6	-1.78%	3.21	2.98%	101.43	31	$3,343	85.25
VTRS	Broken out	20.8	20.53	-0.48	-1.27%	0.55	2.64%	19.7	181	$3,764	18.17
ECHO	Broken out	104.1	102.46	-0.35	-1.58%	4.66	4.48%	94.78	21	$2,186	87.43
WAB	Broken out	302.86	300.17	-0.32	-0.89%	8.28	2.73%	286.3	12	$3,634	277.11
GPN	Broken out	102.13	101.32	-0.23	-0.79%	3.46	3.39%	95.21	28	$2,860	80.85
SPG	Broken out	234.64	233.97	-0.16	-0.29%	4.08	1.74%	226.48	24	$5,631	210.48
BEN	Broken out	36.28	36.15	-0.12	-0.36%	1.07	2.95%	34.14	93	$3,374	31.08
PTC	Broken out	196.35	196.05	-0.11	-0.15%	2.69	1.37%	190.97	37	$7,265	193.8
DD	Broken out	156.19	155.96	-0.06	-0.15%	3.86	2.47%	148.47	25	$3,905	135.67
GE	Broken out	337.81	337.55	-0.02	-0.08%	10.48	3.1%	316.85	9	$3,040	288.54
OMC	Near	89.07	89.15	0.03	0.1%	2.51	2.82%	84.13	39	$3,474	76.47
CBOE	Near	361.31	361.91	0.05	0.17%	12.37	3.42%	337.17	8	$2,890	309.72
CMG	Near	35.97	36.04	0.06	0.19%	1.23	3.42%	33.58	81	$2,914	27.89
TMUS	Near	168.64	169.26	0.1	0.37%	5.93	3.52%	157.4	16	$2,698	143.75
TSCO	Near	37.58	37.72	0.11	0.39%	1.35	3.59%	35.02	74	$2,781	31.36
DAL	Near	92.1	92.49	0.13	0.43%	3.1	3.37%	86.29	32	$2,947	78.49
RCL	Near	340.8	342.32	0.13	0.45%	11.53	3.38%	319.26	8	$2,726	292.42
DGX	Near	258.78	259.84	0.17	0.41%	6.28	2.43%	247.28	15	$3,882	239.59
FAST	Near	54.76	54.99	0.18	0.43%	1.32	2.41%	52.35	75	$4,107	50.76
LH	Near	371.96	373.76	0.18	0.48%	9.93	2.67%	353.9	10	$3,720	326.32
VTR	Near	90.24	90.62	0.18	0.43%	2.17	2.4%	86.28	46	$4,151	76.75
TKO	Near	198.89	199.98	0.19	0.55%	5.89	2.96%	188.2	16	$3,182	170.14

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 45 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)
AIZ	Broken out	322.17	317.96	-0.62	-1.31%	6.79	2.11%	308.59	14	$4,510	268.66
VTRS	Broken out	20.8	20.53	-0.48	-1.27%	0.55	2.64%	19.7	181	$3,764	17.21
ECHO	Broken out	104.1	102.46	-0.35	-1.58%	4.66	4.48%	94.78	21	$2,186	82.73
GPN	Broken out	102.13	101.32	-0.23	-0.79%	3.46	3.39%	95.21	28	$2,860	79.35
SPG	Broken out	234.64	233.97	-0.16	-0.29%	4.08	1.74%	226.48	24	$5,631	197.86
BEN	Broken out	36.28	36.15	-0.12	-0.36%	1.07	2.95%	34.14	93	$3,374	30.09
PTC	Broken out	196.35	196.05	-0.11	-0.15%	2.69	1.37%	190.97	37	$7,265	192.76
DD	Broken out	156.19	155.96	-0.06	-0.15%	3.86	2.47%	148.47	25	$3,905	127.55
WAB	Near	302.86	302.9	0	0.01%	8.28	2.73%	286.34	12	$3,634	271.14
CBOE	Near	361.31	361.91	0.05	0.17%	12.37	3.42%	337.17	8	$2,890	292.25
TSCO	Near	37.58	37.72	0.11	0.39%	1.35	3.59%	35.02	74	$2,781	29.9
DAL	Near	92.1	92.49	0.13	0.43%	3.1	3.37%	86.29	32	$2,947	74.14
RCL	Near	340.8	342.32	0.13	0.45%	11.53	3.38%	319.26	8	$2,726	272.5
DGX	Near	258.78	259.84	0.17	0.41%	6.28	2.43%	247.28	15	$3,882	223.5
FAST	Near	54.76	54.99	0.18	0.43%	1.32	2.41%	52.35	75	$4,107	47.3
LH	Near	371.96	373.76	0.18	0.48%	9.93	2.67%	353.9	10	$3,720	312.22
TKO	Near	198.89	199.98	0.19	0.55%	5.89	2.96%	188.2	16	$3,182	170.14
OMC	Near	89.07	89.57	0.2	0.57%	2.51	2.82%	84.55	39	$3,474	76.47
KDP	Near	37.69	37.89	0.21	0.54%	0.99	2.63%	35.91	101	$3,806	32.49
BRK-B	Near	584.2	586.3	0.23	0.36%	9.07	1.55%	568.16	11	$6,426	517.34
BR	Near	194.13	195.25	0.24	0.58%	4.71	2.43%	185.83	21	$4,077	166.9
TMO	Near	717.59	723.08	0.26	0.76%	21.09	2.94%	680.9	4	$2,870	655.73
TDG	Near	1233.62	1242.83	0.27	0.75%	34.04	2.76%	1174.75	2	$2,467	1082.59
KO	Near	96.92	97.39	0.28	0.49%	1.68	1.73%	94.03	59	$5,718	89.67
MCD	Near	281.63	283.26	0.28	0.58%	5.82	2.07%	271.62	17	$4,788	234.23

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)