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Strategy Name CANSLIM System
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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.
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: 1/1/2025 - 12/31/2025
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $1,314   Total Trades: 11  
Capital Growth:13.1%   Profit Trades, % of Total:55%  
Profit Factor: [?] 3.53  Avg Trade Duration, days:77.1  
Payoff Ratio: [?] 2.95   Avg Profit per Trade:12.5%  
Max Drawdown:3%   Avg Profit per Day:0.16%  
Max Drawdown, $: 393   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] 3.35   Overall Viability Score: [?]
10 / 10
 
Avg Annual Return: 13.1%   CAGR: [?]13.1%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 10.28 13.14 -0.55 0.44 -1.44 -0.64 7.35 1.71 0.82 3.31 1.70
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
Exit Date
Exit
Price, $
Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
 MI [?]
 NGS 09/04/2025 27.10 09/08/2025 26.08 36 -36.91  Period End  Minor 
 COHN 08/13/2025 12.01 09/08/2025 11.78 83 -19.29  Period End  Minor 
 IRMD 08/01/2025 66.01 09/08/2025 71.72 15 85.43  Period End  Minor 
 IESC 06/24/2025 291.09 09/08/2025 360.84 3 209.03  Period End  Minor 
 AGX 06/06/2025 242.67 09/08/2025 204.76 4 -151.80  Period End  Minor 
 TRAK 05/15/2025 22.89 09/08/2025 17.29 43 -240.95  Period End  Minor 
 ESP 05/12/2025 31.45 09/08/2025 47.80 31 506.55  Period End  Minor 
 NEN 03/18/2025 77.78 08/27/2025 72.00 12 -69.53  Period End  High 
 IBEX 02/07/2025 24.49 09/08/2025 29.54 40 201.76  Period End  Minor 
 MGYR 01/27/2025 14.41 09/08/2025 17.50 69 212.97  Period End  High 
 BBW 01/02/2025 43.64 09/08/2025 71.69 22 616.78  Period End  Minor 
11 trades

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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