Single Strategy Control Room Mode: Paper  |  Paper execution: True intraday  |  Next cycle: 2026-04-19T10:00:00-04:00  |  Updated: 2026-04-18 21:29:57  |  Auto-refreshes every 5 min

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 date2026-04-17
Execution date2026-04-20
ModePaper
Benchmark50% VUN + 50% VCN
Benchmark statusTracking
Eligible universe4 stocks
Cash weight66.2%
Paper portfolio$9,009.77
Active sectors
Energy Materials 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
  • Communication Services: missing sufficient ishares sector ETF history for XTL.TO

Market Data Capability

Decision-time execution support and research limitations
ProviderYahoo Finance
Provider typeyfinance
Deployment targetPaper
Capability classTrue Intraday Post 10Am Supported
Paper execution modeTrue Intraday 10Am
True post-10:00 supportSupported
Daily-bar backtestsSupported
ComplianceFully strategy-compliant
Last successful data refresh2026-04-17
Capability evaluated2026-04-18T14:12:07.726986+00:00
Why this mode is activeProvider supports intraday prices at or after 10:00 ET.

Active Sectors

ETF-ranked sector momentum scores
SectorETF12-16-1Score200d MAStatus
EnergyXEG.TO+80.6%+52.8%100.0%✓Active
MaterialsXMA.TO+59.8%+10.7%88.9%✓Active
FinancialsXFN.TO+35.8%+6.7%74.4%✓Active
IndustrialsXGI.TO+31.5%+7.4%70.0%✓Active
UtilitiesXUT.TO+22.1%+2.5%52.2%✓Active
Real EstateXRE.TO+12.9%-0.9%37.8%✓Active
Consumer StaplesXST.TO+10.7%+2.7%32.2%✓Active
Consumer DiscretionaryXCD.TO+12.8%-8.7%26.7%✓Active
Health CareXHC.TO+7.6%+0.8%17.8%✓Active
Information TechnologyXIT.TO+5.8%-22.6%0.0%✗Inactive

Current Target Portfolio

Target weights and pending orders
SymbolWeightSleeveSectorCtryScorePrice
SU.TO10.0%Canada LargeEnergyCA88.6%83.69
LUN.TO7.9%Canada Small SmidMaterialsCA92.9%40.32
CVE.TO7.9%Canada Small SmidEnergyCA92.4%33.55
IMO.TO7.9%Canada Small SmidEnergyCA90.5%167.04
4 buy · 0 sell orders pending

Deployment Status

Paper portfolio — positions and P&L
Total
$9,010
Cash
$9,010
Invested
$0
As of 2026-04-18

No positions — strategy is in cash.

Benchmark Comparison

Strategy metrics vs benchmark
MetricStrategy
Benchmark50% VUN + 50% VCN
CAGR0.2%
Volatility1.2%
Sharpe0.20
Sortino0.10
Max Drawdown-2.0%
Calmar0.12
Excess CAGR vs Benchmark-21.6%
Information Ratio-1.64
Tracking Error12.4%
Upside Capture0.6%
Downside Capture0.4%
Monthly Hit Rate27.0%
Turnover160.2%
Rolling 12m underperf+65.9%
Rolling 3m underperf+77.3%
Rolling 6m underperf+80.9%

Verification and Tuning

Automatic daily validation, benchmark checks, and bounded tuning
Last automatic maintenance: 2026-04-18T14:16:15.939241+00:00
Verification status
Fail
6m 12m
Candidate status: Unstable
Latest tuned parameters
entry_percentile0.8
hold_percentile0.7
max_position_weight0.08
max_sector_weight0.45
near_high_filter_enabledFalse
rebalance_weeks4
sector_long_ma_window180
stock_fast_ma_window50
stock_slow_ma_window180
stock_weight_12_10.6
stock_weight_6_10.4
3456 candidate parameter sets evaluated

Operational History

Capability changes, maintenance runs, blocked/skipped paper cycles, and restarts
Daily maintenance2026-04-18 14:16:15
Maintenance
Date 2026-04-18 · backtest=ok, tuning=ok, verification=ok
Daily verification degradation2026-04-18 14:16:13
Alert
Daily verification finished with status=fail.
Benchmark underperformance alert2026-04-18 14:16:13
Alert
Daily verification detected recent benchmark-relative underperformance.
Paper deployment blocked2026-04-18 14:00:07
Alert
Blocked 4 paper orders
Paper cycle outcome2026-04-18 14:00:07
Paper cycle
Execution date 2026-04-20 · blocked market window · outside_execution_window
Daily maintenance2026-04-17 14:16:28
Maintenance
Date 2026-04-17 · backtest=ok, tuning=ok, verification=ok
Daily verification degradation2026-04-17 14:16:26
Alert
Daily verification finished with status=watch.
Benchmark underperformance alert2026-04-17 14:16:26
Alert
Daily verification detected recent benchmark-relative underperformance.
Paper deployment blocked2026-04-17 14:00:07
Alert
Blocked 3 paper orders
Paper cycle outcome2026-04-17 14:00:07
Paper cycle
Execution date 2026-04-17 · blocked · missing_intraday_price:BN.TO, missing_intraday_price:LUN.TO, missing_intraday_price:IMO.TO
Daily maintenance2026-04-16 14:04:22
Maintenance
Date 2026-04-16 · backtest=failed, tuning=ok, verification=failed
Paper deployment blocked2026-04-16 14:00:08
Alert
Blocked 1 paper orders
Paper cycle outcome2026-04-16 14:00:08
Paper cycle
Execution date 2026-04-16 · blocked · missing_intraday_price:LUN.TO
Daily maintenance2026-04-15 14:49:48
Maintenance
Date 2026-04-15 · backtest=ok, tuning=ok, verification=ok
Daily verification degradation2026-04-15 14:49:46
Alert
Daily verification finished with status=watch.
Benchmark underperformance alert2026-04-15 14:49:46
Alert
Daily verification detected recent benchmark-relative underperformance.
Paper deployment blocked2026-04-15 14:01:45
Alert
Blocked 0 paper orders
Paper cycle outcome2026-04-15 14:01:45
Paper cycle
Execution date 2026-04-15 · no orders

Alerts and Audit Log

Recent cycle and alert events
Daily verification degradation2026-04-18 14:16:13
Daily verification finished with status=fail.
Paper Benchmark: watch
Benchmark underperformance alert2026-04-18 14:16:13
Daily verification detected recent benchmark-relative underperformance.
Paper Benchmark: lagging
Paper deployment blocked2026-04-18 14:00:07
Blocked 4 paper orders
Paper Benchmark: tracking
Energy Materials Financials
SU.TO LUN.TO CVE.TO IMO.TO
Daily verification degradation2026-04-17 14:16:26
Daily verification finished with status=watch.
Paper Benchmark: watch
Benchmark underperformance alert2026-04-17 14:16:26
Daily verification detected recent benchmark-relative underperformance.
Paper Benchmark: lagging
Paper deployment blocked2026-04-17 14:00:07
Blocked 3 paper orders
Paper Benchmark: tracking
Energy Materials Financials
BN.TO LUN.TO IMO.TO
Paper deployment blocked2026-04-16 14:00:08
Blocked 1 paper orders
Paper Benchmark: tracking
Materials Energy Financials
LUN.TO
Daily verification degradation2026-04-15 14:49:46
Daily verification finished with status=watch.
Paper Benchmark: watch
Benchmark underperformance alert2026-04-15 14:49:46
Daily verification detected recent benchmark-relative underperformance.
Paper Benchmark: lagging
Paper deployment blocked2026-04-15 14:01:45
Blocked 0 paper orders
Paper Benchmark: tracking
Utilities
Daily verification degradation2026-04-14 14:16:57
Daily verification finished with status=watch.
Paper Benchmark: watch
Benchmark underperformance alert2026-04-14 14:16:57
Daily verification detected recent benchmark-relative underperformance.
Paper Benchmark: lagging
Paper deployment blocked2026-04-14 14:00:02
Blocked 1 paper orders
Paper Benchmark: tracking
Materials Energy Financials
LUN.TO
Paper deployment blocked2026-04-14 05:21:29
Blocked 1 paper orders
Paper Benchmark: tracking
Materials Energy Financials
LUN.TO
Paper deployment blocked2026-04-14 03:08:03
Blocked 1 paper orders
Paper Benchmark: tracking
Materials Energy Financials
LUN.TO
Paper deployment blocked2026-04-13 21:52:54
Blocked 1 paper orders
Paper Benchmark: tracking
Materials Energy Financials
LUN.TO
Daily verification degradation2026-04-13 20:43:55
Daily verification finished with status=watch.
Paper Benchmark: watch
Benchmark underperformance alert2026-04-13 20:43:55
Daily verification detected recent benchmark-relative underperformance.
Paper Benchmark: lagging
Paper deployment blocked2026-04-13 20:30:03
Blocked 1 paper orders
Paper Benchmark: tracking
Materials Energy Financials
LUN.TO
Paper deployment cycle2026-04-13 14:00:09
Executed 1 paper orders
Paper Benchmark: tracking
Materials Energy Financials
LUN.TO

Excluded Holdings

Live account carve-outs

Live mode not active. No excluded holdings to show.