One fixed benchmark-aware momentum strategy for Canadian and U.S. equities. ETF-ranked sector selection, country/size sleeves, continuous verification against the benchmark.
Strategy Overview
Signal date, mode, active sectors, exposure
Signal date2026-04-13
Execution date2026-04-13
ModePaper
Benchmark50% VUN + 50% VCN
Benchmark statusTracking
Eligible universe1 stocks
Cash weight90.0%
Paper portfolio$10,000.00
Active sectors
Materials Energy Financials- CA: no point-in-time universe source configured; backtests have survivorship bias
- CA: using static fallback symbols; backtests are survivorship-biased
- US: no point-in-time universe source configured; backtests have survivorship bias
- US: using static fallback symbols; backtests are survivorship-biased
- No sector ETF history available for Communication Services
Active Sectors
ETF-ranked sector momentum scores
| Sector | ETF | 12-1 | 6-1 | Score | 200d MA | Status |
|---|
| Materials | XMA.TO | +105.1% | +31.4% | 96.7% | ✓ | Active |
| Energy | XEG.TO | +69.6% | +36.7% | 92.2% | ✓ | Active |
| Financials | XFN.TO | +36.6% | +6.0% | 71.1% | ✓ | Active |
| Industrials | XGI.TO | +31.5% | +7.5% | 66.7% | ✓ | Active |
| Utilities | XUT.TO | +25.8% | +5.6% | 52.2% | ✓ | Active |
| Consumer Staples | XST.TO | +18.1% | +9.1% | 46.7% | ✓ | Active |
| Consumer Discretionary | XCD.TO | +18.7% | -5.4% | 34.4% | ✗ | Inactive |
| Real Estate | XRE.TO | +14.9% | +0.4% | 22.2% | ✓ | Active |
| Health Care | XHC.TO | +7.9% | +2.2% | 17.8% | ✓ | Active |
| Information Technology | XIT.TO | +2.6% | -23.9% | 0.0% | ✗ | Inactive |
Current Target Portfolio
Target weights and pending orders
| Symbol | Weight | Sleeve | Sector | Ctry | Score | Price |
|---|
| LUN.TO | 10.0% | Canada Small Smid | Materials | CA | 100.0% | 39.20 |
1 buy · 0 sell orders pending
Deployment Status
Paper portfolio — positions and P&L
As of 2026-04-13
No positions — strategy is in cash.
Benchmark Comparison
Strategy metrics vs benchmark
Run a backtest to see benchmark comparison metrics.
Verification and Tuning
Production vs baseline vs candidate
No verification run yet. Run strategy verify to compare.
No tuning run yet. Run strategy tune to search parameters.
Alerts and Audit Log
Recent cycle and alert events
Paper deployment cycle2026-04-13 07:09:36
Blocked 1 paper orders
Paper Benchmark: tracking
Materials Energy Financials
LUN.TO
Paper deployment cycle2026-04-13 06:45:15
Blocked 0 paper orders
Paper Benchmark: tracking
Materials Energy Financials
Paper deployment cycle2026-04-13 06:40:25
Blocked 0 paper orders
Paper Benchmark: tracking
Materials Energy Financials
Paper deployment cycle2026-04-13 06:33:35
Blocked 0 paper orders
Paper Benchmark: tracking
Materials Energy Financials
Excluded Holdings
Live account carve-outs
Live mode not active. No excluded holdings to show.