William O'Neil's growth leaders: accelerating earnings, new highs, and institutions buying.
O'Neil studied the biggest winners of the 20th century and found they shared strong current and annual earnings growth, high return on equity, prices near new highs, top relative strength and rising institutional ownership before their big moves. The method expects you to cut losses quickly; the screen only finds candidates.
Based on How to Make Money in Stocks (William O'Neil, 1988).
$10,000 in this list since 2016
Rebuilt every month from the data public at the time
Per year
+13.1%
All stocks +9.4%, S&P 500 +13.8%
Worst fall from a peak
-44%
All stocks -35%
Months ahead of all stocks
57%
120 months tested
Stocks held, on average
11
Equal weights
Past 12 months
+2.9%
All stocks +4.1%, S&P 500 +12.4%
Volatility, per year
25%
All stocks 22%
Sharpe ratio
0.51
All stocks 0.40; return over cash per unit of volatility
Replaced each month
52%
Share of the list that changes at a rebalance
Live since Oct 19, 2026. Holding the list as published, rebought at each month end: +0.0% against +2.1% for all stocks and +0.7% for the S&P 500, to Oct 30, 2026. Too short a period to read much into.
CANSLIM
All US stocks, equal weight
S&P 500 (price only)
Year by year
Portfolio
2016from Oct 31
2017
2018
2019
2020
2021
2022
2023
2024
2025
2026to Oct 19
This list
+13%
+32%
-3%
+19%
+6%
-9%
-17%
-2%
+94%
+22%
+7%
All US stocks
+12%
+19%
11 stocks on the list today
As of the close on Oct 30, 2026; 0 joined and 2 left since Oct 29, 2026