1-24-25 CANSLIM 95 NYSE
Today’s Change (Aug 6, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily‑rebalanced, equal‑weight basket of NYSE stocks that pass a CAN SLIM‑style “top growth leaders” screen (approx. 60‑day lookback). It currently holds 11 NYSE names; a NASDAQ list exists but is set to 0% weight.
Each day, it runs a growth‑stock screen (CAN SLIM style) over roughly the last 60 days. It then invests 100% of the portfolio, equally, in the NYSE names that pass the screen. The NASDAQ list is defined but gets 0% today. The mix is reset to equal weights daily.
No technical indicators like RSI are used here; it’s a prebuilt growth/leadership scan.
Daily-rebalanced NYSE CAN SLIM leaders: equal-weight rotation to top growth names. Out-of-sample: ~14%/yr with Calmar ~2.05 and ~6.8% max drawdown—diversifies and complements the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.25 | 1.34 | 0.58 | 0.76 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 75.38% | 12.64% | 2.3% | 5% | 0.77 | |
| 517.75% | 47.1% | -3.06% | 3.65% | 1.41 |
Initial Investment
$10,000.00
Final Value
$61,774.74Regulatory Fees
$38.03
Total Slippage
$67.85
Invest in this strategy
OOS Start Date
Jun 30, 2026
Trading Setting
Daily
Type
Stocks
Category
Us equities, growth, can slim, equal-weight, daily rebalance, nyse-focused, momentum/leadership
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
APP
Applovin Corporation Class A Common Stock
Stocks
ARIS
Aris Mining Corporation
Stocks
CLOV
Clover Health Investments, Corp
Stocks
CLS
Celestica, Inc.
Stocks
CRNT
Ceragon Networks Ltd
Stocks
CRS
Carpenter Technology Corp
Stocks
DOCS
Doximity, Inc.
Stocks
DXPE
DXP Enterprises Inc
Stocks
EAT
Brinker International, Inc.
Stocks
ETON
Eton Pharmaceutcials, Inc. Common Stock
Stocks