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Home›Research›Donchian Channel and Turtle Breakout: Trading the 20/10 Rule
Published 2026-01-20 · 14 min read · Trend Following

Donchian Channel and Turtle Breakout: Trading the 20/10 Rule

The Turtle system uses Donchian breakouts and risk based sizing to capture sustained trends. This research note explains the logic, market fit, and failure modes.

BreakoutDonchianTurtle
Price pushes above the recent channel to trigger a breakout entry.

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TREND-02Donchian BreakoutKC-01Keltner Channel BreakoutTURTLE-01Turtle TradingVOL-01Volatility Breakout

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