canslim-screener

CANSLIM Stock Screener - Phase 3 (Full CANSLIM)

Overview

This skill screens US stocks using William O'Neil's proven CANSLIM methodology, a systematic approach for identifying growth stocks with strong fundamentals and price momentum. CANSLIM analyzes 7 key components: Current Earnings, Annual Growth, Newness/New Highs, Supply/Demand, Leadership/RS Rank, Institutional Sponsorship, and Market Direction.

Phase 3 implements all 7 of 7 components (C, A, N, S, L, I, M), representing 100% of the full methodology.

Two-Stage Approach:

1. Stage 1 (FMP API + Finviz): Analyze stock universe with all 7 CANSLIM components
2. Stage 2 (Reporting): Rank by composite score and generate actionable reports

Key Features:

• Composite scoring (0-100 scale) with weighted components
• Finviz fallback for institutional ownership data (automatic when FMP data incomplete)
• Progressive filtering to optimize API usage
• JSON + Markdown output formats
• Interpretation bands: Exceptional+ (90+), Exceptional (80-89), Strong (70-79), Above Average (60-69)
• Bear market protection (M component gating)

Phase 3.1 Component Weights (Original O'Neil weights):

• C (Current Earnings): 15%
• A (Annual Growth): 20%
• N (Newness): 15%
• S (Supply/Demand): 15%
• L (Leadership/RS Rank): 20% — multi-period weighted RS (3m/6m/12m vs configurable benchmark)
• I (Institutional): 10%
• M (Market Direction): 5%

Weighted RS Formula:

Weighted RS = 0.40 × rel_3m + 0.30 × rel_6m + 0.30 × rel_12m

Available periods are re-normalized when some are missing. Default benchmark is ^GSPC; override with --rs-benchmark SPY/QQQ/IWM/....

Fallback hierarchy when multi-period data is incomplete:

1. No benchmark → weighted absolute stock performance + 20% penalty.
2. All multi-period windows missing but >=50 bars of price history → fall back to the legacy 365-day full-window absolute return as the scoring input (20% penalty if no benchmark).
3. <50 bars of price history → score=0 with error set.