Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-11-12 21:17 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.43%

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 41 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)
ANET	Broken out	206.63	199.46	-0.66	-3.47%	10.79	5.22%	185.05	9	$1,860	158.35
AVGO	Broken out	364.36	356.85	-0.47	-2.06%	15.89	4.36%	332.58	6	$2,186	289.77
CEG	Broken out	282.4	277.66	-0.36	-1.68%	13.33	4.72%	255.74	7	$1,977	231.3
CF	Broken out	124.92	123.8	-0.24	-0.9%	4.65	3.72%	115.62	21	$2,623	110.61
AMD	Broken out	585.3	579.18	-0.17	-1.05%	36.99	6.32%	511.32	2	$1,171	402.1
BRK-B	Broken out	589.92	588.54	-0.15	-0.23%	9.18	1.56%	571.56	10	$5,899	541.8
JNJ	Broken out	283.52	283.25	-0.04	-0.1%	6.67	2.35%	270.18	14	$3,969	265.28
COST	Broken out	1092.21	1091.92	-0.02	-0.03%	18.98	1.74%	1054.25	5	$5,461	984.55
FAST	Near	55.55	55.62	0.05	0.13%	1.28	2.3%	53.06	78	$4,333	51.71
EW	Near	105.8	106.05	0.09	0.24%	2.77	2.62%	100.51	36	$3,809	87.9
CME	Near	315.5	316.27	0.11	0.24%	6.73	2.13%	302.81	14	$4,417	292.37
DGX	Near	259.65	260.29	0.11	0.25%	6.06	2.33%	248.17	16	$4,154	244.58
SWKS	Near	90.03	90.5	0.11	0.52%	4.3	4.78%	81.9	23	$2,071	72.89
AAPL	Near	354.88	355.91	0.13	0.29%	8.1	2.28%	339.71	12	$4,259	325.33
LH	Near	372.32	373.76	0.15	0.39%	9.45	2.54%	354.86	10	$3,723	350.66
XEL	Near	81.5	81.76	0.18	0.32%	1.47	1.8%	78.82	68	$5,542	76.97
CBOE	Near	368.89	371.21	0.19	0.63%	12.35	3.35%	346.51	8	$2,951	309.72
EQIX	Near	1072.77	1079.13	0.19	0.59%	33.74	3.15%	1011.65	2	$2,146	977.11
TMUS	Near	171.03	172.22	0.2	0.7%	5.81	3.4%	160.6	17	$2,908	146.59
NI	Near	45.81	45.99	0.21	0.38%	0.82	1.79%	44.35	121	$5,544	43.66
PTC	Near	196.25	196.79	0.21	0.28%	2.54	1.29%	191.71	39	$7,654	193.94
BDX	Near	215.71	216.74	0.23	0.48%	4.51	2.09%	207.72	22	$4,746	194.53
KO	Near	97.44	97.83	0.23	0.4%	1.67	1.71%	94.49	59	$5,749	92.03
MGM	Near	33.24	33.5	0.23	0.78%	1.13	3.4%	31.24	88	$2,925	26.71
DTE	Near	139.2	139.89	0.27	0.5%	2.53	1.82%	134.83	39	$5,429	130.64

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 27 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)
BRK-B	Broken out	589.92	588.54	-0.15	-0.23%	9.18	1.56%	571.56	10	$5,899	525.53
JNJ	Broken out	283.52	283.25	-0.04	-0.1%	6.67	2.35%	270.18	14	$3,969	251.5
COST	Broken out	1092.21	1091.92	-0.02	-0.03%	18.98	1.74%	1054.25	5	$5,461	977.24
FAST	Near	55.55	55.62	0.05	0.13%	1.28	2.3%	53.06	78	$4,333	49.79
EW	Near	105.8	106.05	0.09	0.24%	2.77	2.62%	100.51	36	$3,809	85.54
CME	Near	315.5	316.27	0.11	0.24%	6.73	2.13%	302.81	14	$4,417	285.95
DGX	Near	259.65	260.29	0.11	0.25%	6.06	2.33%	248.17	16	$4,154	223.5
AAPL	Near	354.88	355.91	0.13	0.29%	8.1	2.28%	339.71	12	$4,259	325.33
LH	Near	372.32	373.76	0.15	0.39%	9.45	2.54%	354.86	10	$3,723	314.69
XEL	Near	81.5	81.76	0.18	0.32%	1.47	1.8%	78.82	68	$5,542	74.84
CBOE	Near	368.89	371.21	0.19	0.63%	12.35	3.35%	346.51	8	$2,951	301
NI	Near	45.81	45.99	0.21	0.38%	0.82	1.79%	44.35	121	$5,544	41.13
PTC	Near	196.25	196.79	0.21	0.28%	2.54	1.29%	191.71	39	$7,654	192.76
BDX	Near	215.71	216.74	0.23	0.48%	4.51	2.09%	207.72	22	$4,746	189.49
KO	Near	97.44	97.83	0.23	0.4%	1.67	1.71%	94.49	59	$5,749	90.58
DTE	Near	139.2	139.89	0.27	0.5%	2.53	1.82%	134.83	39	$5,429	126.51
TECH	Near	72.84	72.88	0.27	0.05%	0.15	0.21%	72.58	137 capped	$9,979	72.45
RSG	Near	253	254.39	0.28	0.55%	4.95	1.96%	244.49	20	$5,060	228.41
AIG	Near	82.57	83.11	0.31	0.65%	1.75	2.12%	79.61	57	$4,706	77.73
CDW	Near	172.79	175.19	0.32	1.39%	7.44	4.31%	160.31	13	$2,246	144.34
AIZ	Near	321.09	323.41	0.36	0.72%	6.52	2.03%	310.37	15	$4,816	278.63
TXN	Near	312.48	317.2	0.39	1.51%	12.07	3.86%	293.06	8	$2,500	271.23
ADP	Near	307.92	310.98	0.43	0.99%	7.04	2.29%	296.9	14	$4,311	282.73
CSX	Near	52.4	52.9	0.44	0.95%	1.13	2.16%	50.64	88	$4,611	47.5
SPG	Near	233.61	235.37	0.44	0.75%	3.99	1.71%	227.39	25	$5,840	200.18

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)