CANSLIM is a growth investing strategy focused on smaller, market-leading companies. The system is named after the first letters of its basic rules, which consider fundamental indicators such as current earnings, annual earnings, year-over-year earnings performance, 5-year earnings growth rate, relative strength, price performance, and other factors. In this version of the strategy, only the annual rebalancing of the portfolio is applied. Other position maintenance parameters, such as Stop Loss or Take Profit, are not used.
Type of Positions
Long
Position Opening
Criteria for Opening a Position:
eps_qtr > 0
and eps_yoy > 18
and eps_yoy > eps_yoy[1]
and eps_5y_growth > 25
and eps > eps_y
and eps_y > eps_y[1]
and eps_y[1] > eps_y[2]
and offh_252 < 10
and shares_out <= 20
and rs252 >= 80
Order Execution Model:
Close Prices
Backtest Parameters
Initial Capital:
$10,000
Capital at Risk:
10%
per trade
Portfolio Max Size:
10 positions
Comm. per Trade:
$0.00
Avg Bid-Ask Spread:
0.02%
Close position at the end of:
Year
Period:
1/1/2026 - 12/31/2026
The backtester displays results for the current year only. Please sign up to view the full report.
