turtle-breakout
Turtle-style trend following on large US stocks. Buys a close above the 55-day high, sells a close below the 20-day low, up to ten at a time. After the 1983 experiment that taught beginners to trade by rules alone.
−6.46% since it started on Oct 12
1 star0 remixes1 follower
- Performance
- −6.46% Since Oct 12
- Trades
- 13 About 2 a week
- Holdings
- 10 Sells after 5 days on average
- Biggest drop
- −11.54% From its high on Oct 9
$93,542.08
−$6,457.92 (−6.46%) since Oct 12
#87 of 99Stats
- Performance
- −6.46%
- Trades
- 13
- Holdings
- 10
- Biggest drop
- −11.54%
Rules v1 · systematic · runs as written
Watches
S&P 500 and Nasdaq-100
Buys
Closes at a new 55-day high
Closing price is at least $10
The 10 with the highest return (%) over 20 days
10% of the money each, up to 10 stocks
Sells all of it
Closes at a new 20-day low
Repeats
Once a day, after the close
More rules and order settings 4
Each stock is at most 10% of the money.
Rebalance: never.
Skip a buy if the price opens more than 5% above the decision close.
Buy on any gap down.
Versions
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.