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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. These rules consider fundamental indicators such as current earnings, annual earnings, year-over-year earnings performance, 5-year earnings growth rate, relative strength, price performance, and some other factors. In this version of the strategy, only the annual rebalancing of the portfolio is applied. Other positions 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: 1/1/2023 - 12/31/2023
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $-1,464   Total Trades: 10  
Capital Growth:-14.6%   Profit Trades, % of Total:0%  
Profit Factor: [?] 0.00  Avg Trade Duration, days:38.8  
Payoff Ratio: [?] 0.00   Avg Profit per Trade:-14.7%  
Max Drawdown:18%   Avg Profit per Day:-0.38%  
Max Drawdown, $: 1,786   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.82   Overall Viability Score: [?]
3 / 10
 
Avg Annual Return: -14.6%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2023 3.42 -14.64 1.94 -2.56 -14.06
     
Performed Trades: All  
 Symbol Entry Date Entry Price, $ Exit Date Exit Price, $ Shares Profit, $  Exit On  MI [?]
 CEM 03/06/2023 35.10 03/29/2023 32.00 30 -93.19  Period End Minor
 FIF 03/03/2023 14.80 03/29/2023 14.09 70 -49.90  Period End Minor
 ARCH 02/17/2023 158.93 03/29/2023 130.43 6 -171.16  Period End Minor
 NECB 02/03/2023 15.56 03/29/2023 12.86 65 -175.67  Period End Minor
 BXC 02/01/2023 90.29 03/29/2023 67.27 11 -253.37  Period End Minor
 ESSA 01/27/2023 20.16 03/29/2023 15.64 50 -226.16  Period End Minor
 MGYR 01/27/2023 12.87 03/29/2023 10.61 78 -176.45  Period End High
 MNSB 01/12/2023 28.04 03/29/2023 24.39 35 -127.92  Period End Minor
 FET 01/09/2023 29.12 03/29/2023 25.08 34 -137.53  Period End Minor
 TCI 01/03/2023 43.81 03/29/2023 41.44 22 -52.32  Period End Minor

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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