Canslim Screener
Screen US stocks using William O'Neil's CANSLIM growth stock methodology.
Install
npx skills add tradermonty/claude-trading-skills --skill canslim-screener -g -a claude-code -y- Repository
- tradermonty/claude-trading-skills3.5k
- Category
- Marketing
- Updated
- 3d ago
- License
- MIT
- Context cost
- Mediumabout 3,000 tokens
- Runs scripts
- Yes, review before use
What it does
Screen US stocks using William O'Neil's CANSLIM growth stock methodology. Use when user requests CANSLIM stock screening, growth stock analysis, momentum stock identification, or wants to find stocks with strong earnings and price momentum following O'Neil's investment system.
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:
- Stage 1 (FMP API + Finviz): Analyze stock universe with all 7 CANSLIM components
- 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/....
