Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-11-11 21:02 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.41%

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 72 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)
MPWR	Broken out	1478.69	1396.55	-0.99	-5.55%	83.05	5.62%	1312.59	1	$1,479	1125
ICE	Broken out	180.57	177.94	-0.65	-1.46%	4.04	2.24%	172.49	24	$4,334	153.9
CME	Broken out	315.86	312.8	-0.45	-0.97%	6.74	2.13%	302.38	14	$4,422	291.37
TMUS	Broken out	172.16	169.74	-0.41	-1.41%	5.87	3.41%	160.42	17	$2,927	143.75
FAST	Broken out	55.49	54.99	-0.38	-0.9%	1.31	2.36%	52.87	76	$4,217	50.76
CMG	Broken out	36.63	36.19	-0.36	-1.2%	1.22	3.33%	34.19	81	$2,967	28.07
KDP	Broken out	38.25	37.89	-0.36	-0.94%	1.01	2.64%	36.23	99	$3,787	34.37
VTRS	Broken out	21.06	20.86	-0.36	-0.95%	0.55	2.61%	19.96	181	$3,812	18.46
CBOE	Broken out	369.22	364.95	-0.34	-1.16%	12.45	3.37%	344.32	8	$2,954	309.72
COST	Broken out	1087.61	1081.55	-0.32	-0.56%	19.18	1.76%	1049.25	5	$5,438	980.32
TTWO	Broken out	231.31	229.46	-0.22	-0.8%	8.32	3.6%	214.67	12	$2,776	183.86
BRK-B	Broken out	588.39	586.45	-0.21	-0.33%	9.2	1.56%	569.99	10	$5,884	539.23
CHTR	Broken out	136.31	134.92	-0.21	-1.02%	6.57	4.82%	123.17	15	$2,045	104.06
GE	Broken out	342.63	340.53	-0.2	-0.61%	10.27	3%	322.09	9	$3,084	295.97
EW	Broken out	105.81	105.37	-0.16	-0.42%	2.81	2.66%	100.19	35	$3,703	87.9
KO	Broken out	97.57	97.39	-0.11	-0.18%	1.71	1.75%	94.15	58	$5,659	90.58
CDW	Broken out	173.08	172.47	-0.08	-0.35%	7.62	4.4%	157.84	13	$2,250	144.34
MGM	Broken out	33.45	33.36	-0.08	-0.27%	1.15	3.44%	31.15	86	$2,877	26.71
AIZ	Broken out	323.23	322.93	-0.05	-0.09%	6.66	2.06%	309.91	15	$4,848	283.59
WAB	Broken out	304.29	303.9	-0.05	-0.13%	8.2	2.69%	287.89	12	$3,651	277.85
Q	Broken out	126.57	126.35	-0.04	-0.18%	6.08	4.8%	114.41	16	$2,025	108.5
AAPL	Broken out	355.63	355.38	-0.03	-0.07%	8.26	2.32%	339.11	12	$4,268	325.33
HAS	Broken out	124.02	124	-0.01	-0.02%	3.14	2.53%	117.74	31	$3,845	117.13
EQIX	Near	1068.06	1069.24	0.03	0.11%	34.31	3.21%	1000.62	2	$2,136	977.11
NCLH	Near	18.81	18.83	0.03	0.13%	0.77	4.09%	17.29	129	$2,426	15.67

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 50 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)
ICE	Broken out	180.57	177.94	-0.65	-1.46%	4.04	2.24%	172.49	24	$4,334	153.9
CME	Broken out	315.86	312.8	-0.45	-0.97%	6.74	2.13%	302.38	14	$4,422	278.5
FAST	Broken out	55.49	54.99	-0.38	-0.9%	1.31	2.36%	52.87	76	$4,217	47.3
KDP	Broken out	38.25	37.89	-0.36	-0.94%	1.01	2.64%	36.23	99	$3,787	32.55
VTRS	Broken out	21.06	20.86	-0.36	-0.95%	0.55	2.61%	19.96	181	$3,812	17.24
CBOE	Broken out	369.22	364.95	-0.34	-1.16%	12.45	3.37%	344.32	8	$2,954	293.84
COST	Broken out	1087.61	1081.55	-0.32	-0.56%	19.18	1.76%	1049.25	5	$5,438	960
BRK-B	Broken out	588.39	586.45	-0.21	-0.33%	9.2	1.56%	569.99	10	$5,884	518.19
EW	Broken out	105.81	105.37	-0.16	-0.42%	2.81	2.66%	100.19	35	$3,703	84.83
KO	Broken out	97.57	97.39	-0.11	-0.18%	1.71	1.75%	94.15	58	$5,659	90.55
CDW	Broken out	173.08	172.47	-0.08	-0.35%	7.62	4.4%	157.84	13	$2,250	144.34
AIZ	Broken out	323.23	322.93	-0.05	-0.09%	6.66	2.06%	309.91	15	$4,848	268.92
WAB	Broken out	304.29	303.9	-0.05	-0.13%	8.2	2.69%	287.89	12	$3,651	271.14
AAPL	Broken out	355.63	355.38	-0.03	-0.07%	8.26	2.32%	339.11	12	$4,268	325.33
HAS	Broken out	124.02	124	-0.01	-0.02%	3.14	2.53%	117.74	31	$3,845	93.2
NCLH	Near	18.81	18.83	0.03	0.13%	0.77	4.09%	17.29	129	$2,426	14.54
SPG	Near	234.76	235.05	0.07	0.13%	3.99	1.7%	227.07	25	$5,869	197.86
FERG	Near	264.64	265.29	0.08	0.25%	7.67	2.9%	249.95	13	$3,440	217.87
FISV	Near	63.9	64.06	0.08	0.25%	1.91	2.99%	60.24	52	$3,323	45.54
TKO	Near	199.53	199.98	0.08	0.23%	5.84	2.93%	188.3	17	$3,392	170.14
DTE	Near	139.63	139.89	0.1	0.18%	2.57	1.84%	134.75	38	$5,306	126.51
VLTO	Near	118.73	119.03	0.11	0.25%	2.59	2.18%	113.85	38	$4,512	98.79
AIG	Near	82.83	83.07	0.13	0.28%	1.77	2.14%	79.53	56	$4,639	76.49
LH	Near	372.17	373.76	0.16	0.43%	9.69	2.6%	354.38	10	$3,722	314.1
MPWR	Near	1478.69	1491.64	0.16	0.88%	83.05	5.62%	1325.54	1	$1,479	1125

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)