A daily, rule-based CANSLIM-style stock screen that picks NYSE-listed growth stocks with strong recent momentum, then allocates equal cash to each selected stock and rebalances every day.

What it does in plain language: - It groups stocks into two pools: NYSE-listed and NASDAQ-listed. - Within each pool, it looks for stocks that fit a CANSLIM-style set of ideas (strong earnings growth, new catalysts, rising demand, industry leadership, and big investors buying). It’s not about a single indicator like RSI; it’s about a combination of growth and price action signals that suggest the stock could rise. - It picks a list of stocks from those pools that pass the screen and gives each stock an equal share of the available investment budget within that pool (equal-weighting). - It uses a 60-trading-day window to judge recent momentum (toned-down, not a fixed price target). If a stock looks better or worse, it can rise or fall out of the list. - It rebalances daily, meaning every trading day it may add or remove stocks and adjust weights to stay aligned with the screen rules. - The current setup concentrates exposure on NYSE stocks (100% weight to NYSE, 0% to NASDAQ), so NASDAQ stocks listed are not used unless weights are changed. - It is an equity-only strategy (no bonds, no options, no ETFs in this particular scan).

Out-of-sample edge: ~55% annualized return vs ~16% S&P; Sharpe ~1.34 vs ~0.89; Calmar ~1.79. Higher drawdown ~30.6% vs ~18.8%. NYSE CANSLIM-style, daily-rebalanced momentum offers stronger risk-adjusted growth.