Single Strategy Control Room Mode: Paper  |  Paper execution: True intraday  |  Next cycle: 2026-04-18T10:00:00-04:00  |  Updated: 2026-04-17 11:10:03  |  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 date2026-04-16
Execution date2026-04-17
ModePaper
Benchmark50% VUN + 50% VCN
Benchmark statusTracking
Eligible universe3 stocks
Cash weight75.0%
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
  • Utilities: missing sufficient ishares sector ETF history for XUT.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 refresh2026-04-16
Capability evaluated2026-04-17T14:12:00.413174+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+79.3%+48.5%100.0%✓Active
MaterialsXMA.TO+70.4%+9.6%87.5%✓Active
FinancialsXFN.TO+37.1%+7.8%71.2%✓Active
IndustrialsXGI.TO+32.6%+8.9%66.2%✓Active
Real EstateXRE.TO+15.7%+1.7%42.5%✓Active
Consumer StaplesXST.TO+14.0%+6.8%41.2%✓Active
Consumer DiscretionaryXCD.TO+12.2%-6.1%21.2%✓Active
Health CareXHC.TO+7.2%+2.0%20.0%✓Active
Information TechnologyXIT.TO+5.2%-23.2%0.0%✗Inactive

Current Target Portfolio

Target weights and pending orders
SymbolWeightSleeveSectorCtryScorePrice
BN.TO10.0%Canada LargeFinancialsCA90.0%35.50
LUN.TO7.5%Canada Small SmidMaterialsCA97.3%41.01
IMO.TO7.5%Canada Small SmidEnergyCA89.5%172.07
3 buy · 0 sell orders pending

Deployment Status

Paper portfolio — positions and P&L
Total
$9,010
Cash
$9,010
Invested
$0
As of 2026-04-17

No positions — strategy is in cash.

Benchmark Comparison

Strategy metrics vs benchmark
MetricStrategy
Benchmark50% VUN + 50% VCN
CAGR-0.1%
Volatility1.0%
Sharpe-0.09
Sortino-0.03
Max Drawdown-2.4%
Calmar-0.04
Excess CAGR vs Benchmark-21.8%
Information Ratio-1.66
Tracking Error12.4%
Upside Capture0.6%
Downside Capture1.0%
Monthly Hit Rate27.0%
Turnover169.8%
Rolling 12m underperf+66.0%
Rolling 3m underperf+77.9%
Rolling 6m underperf+80.6%

Verification and Tuning

Automatic daily validation, benchmark checks, and bounded tuning
Last automatic maintenance: 2026-04-17T14:16:28.016072+00:00
Verification status
Watch
6m 12m
Candidate status: Stable
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 maintenance2026-04-17 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
Daily maintenance2026-04-14 14:16:59
Maintenance
Date 2026-04-14 · backtest=ok, tuning=ok, verification=ok
Daily verification degradation2026-04-14 14:16:57
Alert
Daily verification finished with status=watch.
Benchmark underperformance alert2026-04-14 14:16:57
Alert
Daily verification detected recent benchmark-relative underperformance.
Paper deployment blocked2026-04-14 14:00:02
Alert
Blocked 1 paper orders
Paper cycle outcome2026-04-14 14:00:02
Paper cycle
Execution date 2026-04-14 · blocked · missing_intraday_price:LUN.TO

Alerts and Audit Log

Recent cycle and alert events
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
Paper deployment cycle2026-04-13 13:43:46
Executed 1 paper orders
Paper Benchmark: tracking
Materials Energy Financials
LUN.TO
Paper deployment cycle2026-04-13 13:39:10
Executed 1 paper orders
Paper Benchmark: tracking
Materials Energy Financials
LUN.TO
Paper deployment cycle2026-04-13 07:09:36
Blocked 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.