O'Neil Cup & Handle Tearsheet
William O'Neil's CANSLIM cup-with-handle base: a rounded 7-65 week consolidation, depth 12-33% (up to 40% in a weak market), then a handle breakout on volume. The institutional-edge setup. Mandate cup_oneil · v1 · legend: oneil.
Total Return
+5.17%
1 resolved trades · ? days
CAGR
—
SPY: —
Sharpe
—
annualized, per-trade
Max Drawdown
0.0%
peak-to-trough on trade equity
Win Rate
100.0%
profit factor —
Excess vs SPY
—
SPY total: —
Resolved trades — newest 1
| Date | Ticker | Return |
|---|---|---|
| 2026-07-13 | CHRW | +5.17% |
Mandate rules v1
| Filter | Threshold |
|---|---|
min_trend_score | 6 |
min_rs | 65.0 |
pattern_min_confidence | 0.6 |
max_patterns_per_symbol | 1 |
require_price_above_sma50 | True |
min_price | 5.0 |
min_avg_volume_50d | 200000 |
dead_stock_filter | True |
Depth ceiling widens from 33% to 40% when the market phase is a correction or downtrend (see scanner/gate_sweep.py WEAK_MARKET_PHASES).
Trades are resolved BreakoutAttempt outcomes (pivot to resolution close), compounded in chronological order — point-in-time data only, no lookahead. Sharpe annualizes per-trade returns assuming a ~20-session average hold. Benchmark is SPY buy-and-hold over the same date span.
Research and education only — not investment advice. Back to validation.