Enters on a close above the highest close of the previous 55 sessions. No opinion, no fundamentals: the rule is the whole method.
-1.00%
Booked, per closed position
12 closed · average excess vs the market
42%
Closed positions ahead of the market
median -0.07%
0.00%
Open book, marked to market
12 names still held
1
Average sessions held
window is 20 sessions
Only 12 positions have closed. That is a blotter, not evidence — a handful of trades tells you almost nothing about a rule set, and the numbers above will move a lot as it fills.
The rule, as implemented here
every condition, in the order it is applied
Today’s close above the highest close of the previous 55 sessions.
Nothing else.
Ranking: Largest breakout in units of the stock’s own daily range first. Portfolio is the top 12 names, equal-weighted.
Where our version differs: System 2 entry only. The Turtles sized by volatility and exited on a 20-day low; here every pick is held for the standard twenty sessions like every other row, so the exit rule is not applied.
How these numbers were made. Computed here from NSE and BSE end-of-day bhavcopy, adjusted for splits and bonuses, not supplied by anyone being measured. Portfolios are recorded on the day they are published and scored forward from that date, so no figure on this page could have been chosen after the outcome was known. The code that produced them is stamped in build.json.
This is our implementation, not The Turtles (Donchian 55)’s portfolio. System 2 entry only. The Turtles sized by volatility and exited on a 20-day low; here every pick is held for the standard twenty sessions like every other row, so the exit rule is not applied. None of the authors named on this site are associated with it, and nothing here is advice or a recommendation to buy or sell anything.