canslim-screener

Scores stocks using eight metrics to identify outperformers.

2.6k|600|Updated Oct 19, 2025
One-click install
npx skills add https://github.com/tradermonty/claude-trading-skills --skill canslim-screener
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: canslim-screener
Source: https://github.com/tradermonty/claude-trading-skills/tree/main/skills/canslim-screener
Command: npx skills add https://github.com/tradermonty/claude-trading-skills --skill canslim-screener

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires requests, beautifulsoup4, lxml, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This CANSLIM screener helps investors identify high-conviction growth stocks by applying William O'Neil's CANSLIM framework, filtering for earnings momentum, growth consistency, price action near highs, and market direction.

Core Features & Use Cases

  • Phase 2 enhancements: adds S (Supply/Demand) and I (Institutional) signals to improve filtering; Phase 3 will include L (Leadership) for full CANSLIM.
  • Automated ranking: computes composite CANSLIM scores, identifies the weakest component, and outputs ranked top candidates.
  • Report generation: produces machine-readable JSON and human-friendly Markdown reports for quick review and portfolio planning.
  • Use cases include screening a 40-stock universe, backtesting across bull/bear markets, and building execution-ready watchlists.

Quick Start

To run the canslim-screener, install Python 3.7+, provide a Financial Modeling Prep API key, and execute the screening script. Then review the generated JSON/Markdown reports for top CANSLIM candidates.

Frequently Asked Questions about canslim-screener

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I screen stocks using the CANSLIM methodology in Python?

To screen stocks using the CANSLIM methodology, this tool analyzes earnings momentum, growth consistency, price action, and institutional ownership to identify high-conviction growth candidates. It computes composite scores and outputs ranked reports in JSON and Markdown formats.

What data do I need to rank CANSLIM stocks and generate a watchlist?

Ranking CANSLIM stocks requires a Financial Modeling Prep API key and Python 3.7+ with libraries like requests, beautifulsoup4, and lxml. The screener processes market data to output automated rankings and execution-ready watchlists for a default 40-stock universe.

Does the CANSLIM screener analyze institutional ownership and supply demand?

Yes, the CANSLIM screener analyzes institutional ownership and supply demand. Phase 2 enhancements specifically add S (Supply/Demand) and I (Institutional) signals to improve filtering, while Phase 3 will include L (Leadership) for full CANSLIM coverage.

Can I backtest CANSLIM stock screening strategies across different markets?

Yes, you can backtest CANSLIM stock screening strategies across bull and bear markets. The automated ranking computes composite scores, identifies the weakest component, and produces machine-readable JSON outputs suitable for backtesting analysis.

How does automated CANSLIM scoring identify the weakest stock components?

Automated CANSLIM scoring evaluates C, A, N, S, I, and M components to calculate a composite score. During the ranking process, it explicitly identifies the weakest component for each stock to help investors quickly evaluate high-conviction growth candidates.

What is the best way to identify high-conviction growth stocks near price highs?

The best way to identify high-conviction growth stocks near price highs is applying William O'Neil's CANSLIM framework. This screener filters for earnings momentum, growth consistency, and price action, ranking candidates by composite CANSLIM scores.