Not every breakout is created equal. At Turtle Signals our goal is to find the ones that do, helping you stack your returns and build your wealth.

Using the years of data we’ve collected on all of our signals, we’ve built a backtesting engine to find the signals that provide consistent returns while minimizing drawdown and risk. We’re calling it Turtle Select, and it’s now live for all S&P 500 subscribers as a dedicated Telegram channel.

In this post, we’ll break down why we built it, how it works, and what the numbers say.

Let’s dive in.

The Problem: Not All Breakouts Follow Through

The Turtle Trading system generates a lot of signals. It casts a wide net, knowing that the few big winners will more than pay for the many small losers. This was the cornerstone of the original system created by Richard Dennis.

In our case, instead of the futures market, we’re looking at 500 stocks across the S&P 500 – which produces a lot of signals and a lot of noise.

But what if you could identify which breakouts are most likely to follow through, before you enter?

This is what our filtered signals do. Instead of trading every breakout, Turtle Select only fires when the market conditions confirm the probability of that signal is likely to continue on to a formidable trend.

The raw signals still work. They still follow the original Turtle system rules. But they are noisy, can be over-whelming, and difficult to track. For traders who want fewer, higher-conviction entries, the filtered signals deliver.

How Filtered Signals Are Determined

With the help of AI, we run tens of thousands of simulations to help us determine which filters, or combination of filters, increase the overall value of a trading account over time. The filters are generally a mix of leading and lagging indicators, but also include machine learning algorithms to help “predict” probabilities of outcomes.

After the simulations are complete and the top 100 outcomes are identified, we then run each through a Monte Carlo simulation. This simulation randomizes each trade within the backtests over and over, again for tens of thousands of runs, to help determine the worst (and best) outcomes. This gives us the variability any particular strategy (filter) might have with respect to returns, drawdowns, number of trades, profit factor, average winner/loser, etc. These are all done while keeping the same Turtle trading principles as the basis for the trading strategy.

In the end, we choose the strategy that delivers the best overall outcome. Our current selection, Turtle Select, doubled the profit factor against raw signals alone, increased annualized returns by 80%, and decreased maximum drawdown in half. While doing this, the number of trades were also reduced by two thirds.

We must also keep in mind market regimes change, and with it, the filters needed to maintain a successful strategy may also change. The above process is run repeatedly every few weeks to ensure the strategy is still working, and we make adjustments as needed to adapt to market changes.

Current Signals

At the time of posting, we’re tracking two main filters – Turtle Select, and Turtle Beta, the latter being experimental and not available for trading. Live rolling returns for both can be seen on our home page. At the time of this post, the rolling 12 month return for Turtle Select is over 80%!

What This Means for You

If you’re already a subscriber, the Turtle Select channel is being added to your S&P 500 subscription at no extra cost. You’ll see a new Telegram channel appear alongside your existing System 1 and System 2 channels. Visit the orders page in your account, click on your order, and look for the “Turtle Select” Telegram link. If you don’t see it, please contact us immediately.

You’ll now receive three types of signals:

• System 1 Channel: All 20-day breakout signals (raw)
• System 2 Channel: All 55-day breakout signals (raw)
• Turtle Select Channel: Filtered, high-conviction signals only

You can choose to trade just the Turtle Select signals, combine them with the raw signals, or use the raw channels for awareness while only acting on Turtle Select entries. It’s up to you. Because of the noise, our recommendation is to mute the System 1 and System 2 channels and listen only to the signals from Turtle Select.

If you’re not yet a subscriber, this is the perfect time to join. Turtle Select gives you a curated, backtested signal stream. Fewer signals, higher conviction, dramatically better historical performance.

Why Choose Turtle Select?

• Fewer signals, better results. Turtle Select trades less often but wins bigger.
• Same proven system, smarter entry. The underlying Turtle Trading rules haven’t changed, we’ve just added a quality gate.
• Lower drawdown, higher returns. Filtered out low probability raw signals means a smoother ride.
• Included for all S&P 500 subscribers. No extra cost, no upgrades needed.

Ready to trade smarter signals? Sign up now and get instant access to Turtle Select alongside the full S&P 500 signal suite.

Past performance does not guarantee future results. Turtle Signals is a systematic trading research service, not financial advice.

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