1-24-25 CANSLIM 95 NYSE
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Selects NYSE stocks that fit the CANSLIM style—fast growth, clear momentum, and strong demand—and splits money evenly across them. The list refreshes daily, so holdings can change often.
Each day a scanner looks across NYSE stocks for CANSLIM traits: fast recent growth, clear business momentum or new products, strong demand for shares, and a rising market. It invests equally in the matches and rebalances daily. Only the NYSE list is used; the NASDAQ list shown is 0%. A ~60‑day lookback guides the scan.
Out-of-sample, this NYSE CANSLIM strategy beats the S&P on risk-adjusted terms: Sharpe 1.34 vs 0.89, Calmar 1.79, annualized return 54.7% vs 16.5%, albeit with higher drawdowns from daily rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.27 | 1.33 | 0.58 | 0.76 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 55.52% | 10.83% | -0.15% | 0.4% | 0.67 | |
| 406.86% | 45.94% | -0.51% | -0.89% | 1.38 |
Initial Investment
$10,000.00
Final Value
$50,686.10Regulatory Fees
$24.25
Total Slippage
$52.49
Invest in this strategy
OOS Start Date
Jan 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Growth stocks, canslim, nyse-only, equal-weight, daily rebalance, multi-sector, mid/small-cap tilt
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