The Lehman Screener Catch the Wave CAN SLIM · Value · Momentum
SPY 1Y —

Weekly CAN SLIM screen · Bottom-cap leaders

Where small-caps meet leadership.

Filtering the smallest constituents of the S&P 500 and Nasdaq-100 against William O'Neil's five growth criteria. Results refresh every Friday after the close.

CQuarterly EPS> 25% YoY
CQuarterly Sales> 25% YoY
AROE (annual)> 17%
N52w highwithin 15%
LRS rating≥ 80

CAN SLIM results

RS Ticker Company CAN SLIM EPS Δ YoY Sales Δ YoY ROE vs 52w hi Vol vs 50d Buy range 1Y Trend Filings

How to read this screen

  • RS rating — percentile (1–99) of trailing 12-month price return vs the rest of this universe. 80+ marks leadership.
  • CAN SLIM — count of the five criteria each name passes. Click any column header to sort.
  • vs 52w hi — distance from the 52-week high. O'Neil's playbook favors names within 15% of their highs.
  • Vol vs 50d — today's volume divided by ~50-day average. 1.30×+ = surge, which often precedes or accompanies a breakout. 🚨 flag marks the strongest setups.
  • Buy range — the CAN SLIM pivot point (52-week high + small buffer) through pivot + 5%. Buy a breakout inside this range; beyond +5% the stock is "extended" and risk/reward gets worse.
  • Pre-alert (🚨) — passes 3+ CAN SLIM criteria and volume is surging 1.30×+ and price is within 10% of the 52-week high. These are the names that need chart attention right now.
  • EPS / Sales Δ YoY — most-recent reported quarter vs the same quarter a year prior.
  • ROE — most recent annual return-on-equity. The fundamental quality filter.
  • Filings — direct links to each ticker's most recent 10-K and 10-Q on SEC EDGAR.