Breakout Proof — VCP/CANSLIM Momentum Screener

Screens any watchlist for Minervini VCP and O'Neil CANSLIM breakout setups, then stress-tests every candidate that clears the bar against a historical backtest — so you get a graded shortlist with a plain Deploy / Refine / Abandon call, not a raw stock tip.

Who it's for

Swing/position traders already using momentum-breakout methods (VCP, SEPA, CANSLIM) who want their watchlist scored consistently and cross-checked against historical performance before committing capital. Not for buy-and-hold investors, day traders, or options-income traders. US equities only.

What makes it different

• Fully transparent scoring — every factor and its point weight is shown, never a black-box number
• Every shortlisted candidate gets backtested, not just screened — most screeners stop at the scan
• Market-regime gate — checks SPY vs its 200-day MA before treating any individual signal as actionable
• Honest about its own limits — CANSLIM ships as a 55-pt price/volume-only score in this phase, always labeled "(partial)," never padded to look like the full 115-pt model

Example — real output, not a mockup

Ask: "Screen AAPL, NVDA, and MSFT for breakout setups"

### Screen results (period: 2y)

Shortlist threshold used: VCP >= 60 or CANSLIM (partial) >= 38

| Ticker | VCP | Stage2 | RS | 52wHigh | VCPSignal | State        | CANSLIM (partial) | N  | S  | L  | M  | Shortlisted |
|--------|-----|--------|----|---------|-----------|--------------|--------------------|----|----|----|----|-------------|
| AAPL   | 78  | 30     | 20 | 28      | 0         | Below high   | 51/55              | 10 | 11 | 20 | 10 | yes         |
| NVDA   | 65  | 25     | 12 | 18      | 10        | Pre-breakout | 34/55              | 6  | 6  | 12 | 10 | yes         |
| MSFT   | 0   | 0      | 0  | 0       | 0         | Below high   | 19/55              | 2  | 7  | 0  | 10 | no          |

Shortlisted candidates then get backtested and scored across 5 dimensions — sample size, expectancy, risk management, robustness, execution realism — and reduced to one plain call per strategy:

DEPLOYCO - Momentum: [Deploy] - sample size, expectancy, and risk management all green
  - Sample size: green - 150 trades
  - Expectancy: green - positive expectancy (3.34%/trade)
  - Risk management: green - max drawdown is 12% of total return

REFINECO - Golden Cross: [Refine] - core logic survives but needs work on: Sample size, Robustness
  - Sample size: yellow - 50 trades - below the 100+ green threshold
  - Expectancy: green - positive expectancy (2.90%/trade)

ABANDONCO - VCP: [Abandon] - Sample size failed outright
  - Sample size: red - only 8 trades - too few to trust the other stats
  - Expectancy: red - negative expectancy (-2.25%/trade)

How to use it

Just describe what you want — no command syntax:

• "Screen AAPL, NVDA, and MSFT for breakout setups"
• "Check TSLA, AMZN, GOOGL, META over the last 2 years"
• "Screen mega cap tech stocks" (group screening by market/sector/cap-tier — currently covers US mega-cap >$200B only)

Up to 20 tickers per request. If a requested group exceeds that, you'll get the real match count and a request to narrow it — never a silently-trimmed list.

Known limitations (stated plainly)

• CANSLIM is a 4-of-7-factor partial score (55/115 pts) — the fundamentals-dependent factors aren't available on free data tiers yet
• Backtest set covers 3 strategies (Golden Cross, Momentum, VCP), not the full suite
• Execution-realism modeling uses a flat 0.1% slippage assumption
• "Robustness" stress-testing currently only covers the Momentum strategy
• US-listed equities only — benchmarked against SPY (S&P 500)
• No market-cap filter, but only verified against large, liquid names so far

Disclaimer

This output is for educational and research purposes only. It does not constitute investment advice, a recommendation, or a solicitation to buy or sell any security. Scores and backtest results are historical and do not guarantee future performance. Do your own research and consult a licensed financial advisor before making investment decisions.