Turtle Trading Scan

S&P 500 · trend-following breakout screen · generated 2026-11-13 20:44 UTC

Overview

Symbols scanned

502

S1 breakouts (20d)

S1 near breakout

S2 breakouts (55d)

S2 near breakout

Avg volatility (N%)

3.4%

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 33 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)
STE	Broken out	263.33	259.25	-0.63	-1.55%	6.45	2.45%	250.43	15	$3,950	225.65
KO	Broken out	99.14	98.38	-0.46	-0.77%	1.68	1.69%	95.78	59	$5,850	93
PEG	Broken out	75.69	75.42	-0.2	-0.36%	1.35	1.78%	72.99	74	$5,601	71.69
EW	Broken out	107.31	106.8	-0.19	-0.48%	2.72	2.53%	101.87	36	$3,863	87.9
COST	Broken out	1104.83	1102.84	-0.11	-0.18%	18.9	1.71%	1067.03	5	$5,524	1006.56
BDX	Broken out	217.05	216.85	-0.05	-0.09%	4.49	2.07%	208.07	22	$4,775	196.24
JNJ	Broken out	286.34	286.08	-0.04	-0.09%	6.57	2.29%	273.2	15	$4,295	265.28
PEP	Near	145.21	145.55	0.11	0.24%	3.1	2.13%	139.35	32	$4,647	135.8
CHTR	Near	138.16	139.04	0.13	0.64%	6.65	4.81%	125.74	15	$2,072	109.26
NI	Near	46.04	46.15	0.13	0.23%	0.8	1.74%	44.55	125	$5,756	43.66
DPZ	Near	343.69	345.01	0.14	0.38%	9.66	2.81%	325.69	10	$3,437	312.17
XEL	Near	81.76	81.97	0.15	0.26%	1.44	1.76%	79.09	69	$5,641	78.15
CLX	Near	109.26	109.83	0.17	0.52%	3.36	3.08%	103.11	29	$3,169	87.44
HUM	Near	447.95	451	0.18	0.68%	16.97	3.79%	417.06	5	$2,240	399.35
CF	Near	125.43	126.29	0.19	0.69%	4.55	3.63%	117.19	21	$2,634	110.61
MGM	Near	33.44	33.67	0.2	0.67%	1.1	3.29%	31.47	90	$3,010	28.38
CBOE	Near	375.67	378.35	0.22	0.71%	12.2	3.25%	353.95	8	$3,005	320.01
PG	Near	169.79	170.52	0.23	0.43%	3.12	1.84%	164.28	32	$5,433	161.03
APP	Near	408.5	413.6	0.25	1.25%	20.41	5%	372.78	4	$1,634	225.19
RSG	Near	253.05	254.39	0.28	0.53%	4.85	1.92%	244.69	20	$5,061	240.37
JBHT	Near	232.42	234.35	0.29	0.83%	6.76	2.91%	220.83	14	$3,254	215.53
CEG	Near	278.42	282.7	0.33	1.54%	13.14	4.72%	256.42	7	$1,949	231.3
CMCSA	Near	25.11	25.35	0.33	0.94%	0.72	2.87%	23.91	138	$3,466	22.6
PTC	Near	195.96	196.79	0.34	0.42%	2.44	1.25%	191.91	40	$7,839	193.94
FISV	Near	63.55	64.24	0.35	1.09%	1.99	3.13%	60.26	50	$3,177	48.17

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)
STE	Broken out	263.33	259.25	-0.63	-1.55%	6.45	2.45%	250.43	15	$3,950	219.8
KO	Broken out	99.14	98.38	-0.46	-0.77%	1.68	1.69%	95.78	59	$5,850	90.58
PEG	Broken out	75.69	75.42	-0.2	-0.36%	1.35	1.78%	72.99	74	$5,601	69.79
EW	Broken out	107.31	106.8	-0.19	-0.48%	2.72	2.53%	101.87	36	$3,863	86.09
COST	Broken out	1104.83	1102.84	-0.11	-0.18%	18.9	1.71%	1067.03	5	$5,524	980.32
BDX	Broken out	217.05	216.85	-0.05	-0.09%	4.49	2.07%	208.07	22	$4,775	189.49
JNJ	Broken out	286.34	286.08	-0.04	-0.09%	6.57	2.29%	273.2	15	$4,295	251.5
PEP	Near	145.21	145.55	0.11	0.24%	3.1	2.13%	139.35	32	$4,647	128.82
NI	Near	46.04	46.15	0.13	0.23%	0.8	1.74%	44.55	125	$5,756	41.67
XEL	Near	81.76	81.97	0.15	0.26%	1.44	1.76%	79.09	69	$5,641	74.84
CLX	Near	109.26	109.83	0.17	0.52%	3.36	3.08%	103.11	29	$3,169	84.43
CBOE	Near	375.67	378.35	0.22	0.71%	12.2	3.25%	353.95	8	$3,005	303.54
PG	Near	169.79	170.52	0.23	0.43%	3.12	1.84%	164.28	32	$5,433	156.8
APP	Near	408.5	413.6	0.25	1.25%	20.41	5%	372.78	4	$1,634	225.19
RSG	Near	253.05	254.39	0.28	0.53%	4.85	1.92%	244.69	20	$5,061	228.53
PTC	Near	195.96	196.79	0.34	0.42%	2.44	1.25%	191.91	40	$7,839	192.76
FISV	Near	63.55	64.24	0.35	1.09%	1.99	3.13%	60.26	50	$3,177	47
KR	Near	70.98	71.64	0.36	0.93%	1.81	2.55%	68.02	55	$3,904	61.82
AAPL	Near	356.02	359.37	0.42	0.94%	7.99	2.24%	343.39	12	$4,272	325.33
FDXF	Near	133.52	135.7	0.42	1.64%	5.26	3.94%	125.18	19	$2,537	103.48
LLY	Near	1441.9	1460	0.42	1.26%	42.99	2.98%	1374.02	2	$2,884	1239.1
ADP	Near	308.93	311.89	0.43	0.96%	6.85	2.22%	298.19	14	$4,325	282.73
IDXX	Near	703.93	713.74	0.43	1.39%	22.57	3.21%	668.6	4	$2,816	540.61
TECH	Near	72.81	72.88	0.5	0.1%	0.15	0.21%	72.58	137 capped	$9,974	72.45

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)