The Turtle Trading Experiment · 1983Great traders aren't born. They're trained.

In 1983, a famous Chicago trader bet his partner that he could teach complete beginners to trade, and then hand them his own money. The people he trained became known as the Turtles, and their results settled one of the oldest arguments in finance. This is their story, their system, and the books that tell it best.

1983The year of the bet
1,000+Applicants per ad
2 weeksOf classroom training
$175M+Reported group profits
Nature vs. Nurture

The bet that built the Turtles

Richard Dennis was one of the most successful commodity traders of his era, a man who reportedly turned a small borrowed stake into a fortune measured in the hundreds of millions on the Chicago trading floors. His friend and partner, William Eckhardt, was a mathematician who believed exceptional traders possessed something innate that couldn't be transferred.

Dennis disagreed. He was convinced that trading could be broken down into a set of teachable rules, and that discipline, not talent, was the scarce ingredient. So the two made a wager, often compared to the movie Trading Places: recruit ordinary people, teach them a system in a couple of weeks, fund them with real capital, and see what happens.

Classified ads placed in major financial newspapers drew over a thousand applications. The group Dennis selected was deliberately eclectic. Among them were a game designer, a security guard, an accountant, and a professional card player. He called his trainees "Turtles", a nickname inspired by a turtle farm he'd visited in Singapore: he intended to grow traders the way farms grew turtles.

After roughly two weeks of training in a rules-based, trend-following approach, the Turtles traded Dennis's own money. Over the following years the group is reported to have produced more than $175 million in profits, and several went on to run successful investment firms of their own, most notably Jerry Parker's Chesapeake Capital. Dennis, by most accounts, won the bet.

  • 1983The wager. Dennis and Eckhardt agree to test whether trading can be taught. Ads run in the financial press.
  • 1984Second class. A follow-up group is recruited and trained on the same rules.
  • 1988Program ends. The experiment winds down; many Turtles strike out on their own.
  • TodayThe legacy. The original rules are public, and the experiment remains the most cited proof that systematic trading is learnable.
The System

The Turtle Trading rules, in plain English

The Turtles traded a complete, mechanical trend-following system. Every decision, from what to trade and when to enter to how much to buy and where to exit, was answered by a rule, not a feeling. The original rules have since been published openly; here is the essence.

01 · Markets

Trade liquid futures

The Turtles traded a broad basket of deep, liquid futures markets, from bonds and currencies to metals, energies, and agricultural commodities, so trends could be caught wherever they appeared.

02 · Entries

Buy breakouts

Enter long when price breaks above the highest high of the last 20 or 55 days (short on the mirror-image low). No forecasting is required. The breakout itself is the signal that a trend may be starting.

03 · Position Size

Size by volatility

Position size was normalized using "N", a 20-day measure of average true range. Volatile markets got smaller positions, quiet markets larger ones, so every position carried similar risk.

04 · Risk

Risk a fixed fraction

Each trade risked only a small, fixed percentage of the account (roughly 2% at a 2N stop). Losing streaks were expected and survivable by design.

05 · Pyramiding

Add to winners

As a trend moved in their favor, the Turtles added units at intervals of ½N, up to a maximum, pressing their edge in the trades that were working and never in the ones that weren't.

06 · Exits

Cut losses, ride trends

A hard stop sat 2N from entry. Winning trades were held until price broke back through a 10- or 20-day extreme. Exits stayed wide so the rare huge trend could pay for many small losses.

Parameter System 1 (shorter-term) System 2 (longer-term)
Entry20-day breakout55-day breakout
Entry filterSkip if the previous breakout wonAlways taken
Initial stop2N from entry2N from entry
Trend exit10-day opposite extreme20-day opposite extreme
Adding unitsEvery ½N in profit, cappedEvery ½N in profit, capped

Simplified summary for education only. N = 20-day average true range. The full original rules are covered in detail in the books below.

Why It Still Matters

Six lessons the Turtles left behind

Four decades on, the experiment's real product wasn't the profits. It was a set of principles that still underpin systematic trading today.

I

Systems beat instincts

Novices with rules outperformed most intuition-driven professionals. A written system removes the daily temptation to improvise.

II

Position sizing is the real edge

The entry gets the attention, but volatility-based sizing and small fixed risk per trade are what kept the Turtles solvent through losing streaks.

III

Losses are a business expense

Most trend-following trades lose. The system profits anyway, because losses are cut at 2N while the occasional monster trend runs for months.

IV

Discipline is the scarce skill

Every Turtle got the same rules; results still varied. The ones who thrived were the ones who executed every signal, especially the uncomfortable ones.

V

Don't predict. React.

The Turtles never forecast where a market was going. They positioned to profit if a trend appeared and stepped aside when it didn't.

It can be taught

The experiment's headline result: ordinary people, two weeks of training, extraordinary outcomes. The rules were never the secret. Following them was.

The Reading List

The essential Turtle Trading library

The full story and the complete original rules are best learned from the people who lived it and the researchers who documented it. These are the books we recommend, in reading order.

The Complete TurtleTrader Michael W. Covel
Start Here · The Story

The definitive account of the experiment: who the Turtles were, how they were picked, what they were taught, and what happened after the program ended.

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Way of the Turtle Curtis M. Faith
Insider Account · The Rules

Written by the youngest of the original Turtles. A first-person walkthrough of the system, the psychology, and why some Turtles succeeded while others struggled.

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Trend Following Michael W. Covel
The Big Picture

The broader case for the strategy behind the Turtles: decades of data, manager track records, and the philosophy of riding trends instead of predicting markets.

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Following the Trend Andreas F. Clenow
Quantitative · Modern

A hedge-fund manager rebuilds a Turtle-style diversified futures strategy with modern data, including honest coverage of drawdowns and what's changed since the 1980s.

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Market Wizards Jack D. Schwager
Classic Interviews

The legendary interview collection featuring Richard Dennis himself, in his own words, alongside the other great traders of his generation.

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Inside the Mind of the Turtles Curtis M. Faith
Psychology · Risk

Faith's follow-up, focused on how the Turtles thought about risk and how to master the fear-driven mistakes that undo most traders.

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Trade Your Way to Financial Freedom Van K. Tharp
Position Sizing

The deepest treatment of the Turtles' most underrated idea: expectancy and position sizing matter more than any entry signal ever will.

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Reminiscences of a Stock Operator Edwin Lefèvre
The Original Classic

The 1923 classic that shaped Richard Dennis and generations of trend followers, proof that riding the big move has always been the game.

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Questions

Frequently asked questions

Does turtle trading still work today?
The exact 1980s parameters are far better known now, and markets are more efficient, so blindly running the original numbers is unlikely to reproduce the original results. But the underlying approach of diversified trend following with volatility-based sizing is still used by managed-futures funds running billions of dollars. The principles have aged far better than the parameters.
Were the Turtle rules ever made public?
Yes. After years of leaks and disputes, the original rules were published openly, most completely in Curtis Faith's Way of the Turtle, which walks through the entries, exits, sizing, and pyramiding in full detail. We summarize them in our complete rules guide. The "secret system" has been public knowledge for two decades; the hard part was never the rules.
Who were the most successful Turtles?
Several Turtles went on to manage money professionally. Jerry Parker founded Chesapeake Capital, which grew into one of the larger trend-following firms. Others, including Liz Cheval, Paul Rabar, and Howard Seidler, also launched their own investment businesses. Curtis Faith, the youngest of the group, is reported to have earned over $30 million for Dennis while still in his early twenties.
Can I trade the system with a small account?
The original program traded a large basket of futures markets, which requires substantial capital to do properly. Modern traders adapt the ideas to smaller accounts using ETFs, micro futures, or fewer markets, but diversification is a core part of why the system worked, and cutting it back changes the risk profile. The books above cover practical adaptations.
Is this site affiliated with Richard Dennis or the original Turtles?
No. TheTurtleTrader.com is an independent educational site. We summarize the publicly documented history of the experiment and point readers to the best published resources on it. We are not affiliated with Richard Dennis, William Eckhardt, any of the original Turtles, or turtletrader.com.
Is anything on this site financial advice?
No. Everything here is for education and historical interest only. Futures trading involves substantial risk of loss and is not suitable for everyone. Past performance, including the Turtles', is no guarantee of future results. Consult a licensed financial advisor before trading.