One fixed benchmark-aware momentum strategy for Canadian and U.S. equities. ETF-ranked sector selection, country/size sleeves, continuous verification against the benchmark.
| Sector | ETF | 12-1 | 6-1 | Score | 200d MA | Status |
|---|---|---|---|---|---|---|
| Materials | XMA.TO | +93.9% | +26.2% | 96.7% | ✓ | Active |
| Energy | XEG.TO | +81.9% | +41.5% | 92.2% | ✓ | Active |
| Financials | XFN.TO | +41.2% | +6.8% | 71.1% | ✓ | Active |
| Industrials | XGI.TO | +31.5% | +7.5% | 66.7% | ✓ | Active |
| Consumer Staples | XST.TO | +20.4% | +9.4% | 54.4% | ✓ | Active |
| Utilities | XUT.TO | +28.0% | +5.4% | 52.2% | ✓ | Active |
| Real Estate | XRE.TO | +19.1% | +1.4% | 30.0% | ✓ | Active |
| Consumer Discretionary | XCD.TO | +18.7% | -5.4% | 18.9% | ✗ | Inactive |
| Health Care | XHC.TO | +11.3% | +4.0% | 17.8% | ✓ | Active |
| Information Technology | XIT.TO | +7.6% | -21.5% | 0.0% | ✗ | Inactive |
| Symbol | Weight | Sleeve | Sector | Ctry | Score | Price |
|---|---|---|---|---|---|---|
| LUN.TO | 10.0% | Canada Small Smid | Materials | CA | 100.0% | 39.03 |
No positions — strategy is in cash.
Run a backtest to see benchmark comparison metrics.
| entry_percentile | 0.8 |
| hold_percentile | 0.7 |
| max_position_weight | 0.08 |
| max_sector_weight | 0.45 |
| near_high_filter_enabled | False |
| rebalance_weeks | 4 |
| sector_long_ma_window | 180 |
| stock_fast_ma_window | 50 |
| stock_slow_ma_window | 180 |
| stock_weight_12_1 | 0.6 |
| stock_weight_6_1 | 0.4 |
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