Breakout Entry Logic

The exact mechanical trigger that starts every Turtle trade.
No emotion. No guesswork. Only confirmed price strength.

Core Rule

Enter long when price closes above the highest high of the last N days (breakout).
Enter short when price closes below the lowest low of the last N days.

System 1
20-day breakout
System 2
55-day breakout

Price Breakout Visualization

BREAKOUT

Lookback Period

Use closing prices only — ignore intra-day highs/lows for true Turtle fidelity.

No Filters

No volume, no RSI, no news — price alone decides. Pure trend-following.

Risk First

Entry only happens after volatility-based position size is calculated.