| Strategy |
CANSLIM System Backtest |
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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. |
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| Type of Positions |
Long |
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| 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
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| Order Execution Model: |
Close Prices
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| Initial Capital: |
$10,000 |
| Capital at Risk: |
10%
per trade
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| Portfolio Max Size: |
10 positions |
| Comm. per Trade: |
$0.00
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| Avg Bid-Ask Spread: |
0.02% |
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| Close position at the end of: |
Year |
| Period: |
1/1/2026 - 12/31/2026 |
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| Total Profit: |
$-926 |
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Total Trades: |
10 |
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| Capital Growth: | -9.26% |
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Profit Trades, % of Total: | 20% |
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| Profit Factor: [?] |
0.27 | |
Avg Trade Duration, days: | 183 |
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| Payoff Ratio: [?] |
1.08 |
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Avg Profit per Trade: | -11.1% |
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| Max Drawdown: | 25% |
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Avg Profit per Day: | -0.061% |
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| Max Drawdown, $: |
3,015 |
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Avg Market Impact: [?] |
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| Restoration Factor: [?] |
-0.31 |
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Overall Viability Score: [?] |
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| Avg Annual Return: |
-9.26% |
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CAGR: [?] | 0% |
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| Year |
S&P 500 |
Equity |
Jan | Feb |
Mar | Apr | May |
Jun | Jul | Aug |
Sep | Oct | Nov |
Dec |
| 2026 |
10.73 |
-9.26 |
1.18
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0.33
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-8.15
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13.74
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2.59
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11.39
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-11.42
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-6.94
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1.22
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-10.26
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| Symbol |
Entry Date |
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Exit Date |
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Shares |
Profit, $ |
Exit On |
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MI
[?] |
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05/01/2026 |
107.00 |
10/30/2026 |
97.81 |
9 |
-82.89 |
Period End |
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03/27/2026 |
564.51 |
10/30/2026 |
344.11 |
1 |
-220.47 |
Period End |
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02/10/2026 |
60.51 |
10/30/2026 |
53.20 |
16 |
-117.13 |
Period End |
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02/06/2026 |
83.24 |
10/30/2026 |
69.95 |
12 |
-159.65 |
Period End |
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02/06/2026 |
227.94 |
10/30/2026 |
205.96 |
4 |
-88.08 |
Period End |
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02/04/2026 |
175.55 |
10/30/2026 |
156.26 |
5 |
-96.61 |
Period End |
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01/12/2026 |
38.85 |
10/30/2026 |
44.73 |
25 |
146.78 |
Period End |
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01/08/2026 |
68.12 |
10/30/2026 |
55.89 |
14 |
-171.38 |
Period End |
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01/05/2026 |
103.24 |
10/30/2026 |
124.96 |
9 |
195.26 |
Period End |
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01/02/2026 |
47.58 |
10/30/2026 |
31.80 |
21 |
-331.51 |
Period End |
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Backtesting Results Disclaimer
Past hypothetical backtest results are neither an indicator nor a guarantee of future returns. Actual results may vary from the analysis. Hypothetical performance results have many inherent limitations and cannot fully account for market factors such as bid-ask spread, slippage, and commission costs. There are numerous other factors related to the markets, which cannot be fully accounted for in the backtesting algorithm, but all of which can adversely affect actual trading results.
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