Single Strategy Control Room Mode: Paper  |  Next cycle: 10:00  |  Updated: 2026-04-13 13:18:48  |  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 date2026-04-13
Execution date2026-04-13
ModePaper
Benchmark50% VUN + 50% VCN
Benchmark statusTracking
Eligible universe1 stocks
Cash weight90.0%
Paper portfolio$9,009.77
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
SectorETF12-16-1Score200d MAStatus
MaterialsXMA.TO+93.9%+26.2%96.7%✓Active
EnergyXEG.TO+81.9%+41.5%92.2%✓Active
FinancialsXFN.TO+41.2%+6.8%71.1%✓Active
IndustrialsXGI.TO+31.5%+7.5%66.7%✓Active
Consumer StaplesXST.TO+20.4%+9.4%54.4%✓Active
UtilitiesXUT.TO+28.0%+5.4%52.2%✓Active
Real EstateXRE.TO+19.1%+1.4%30.0%✓Active
Consumer DiscretionaryXCD.TO+18.7%-5.4%18.9%✗Inactive
Health CareXHC.TO+11.3%+4.0%17.8%✓Active
Information TechnologyXIT.TO+7.6%-21.5%0.0%✗Inactive

Current Target Portfolio

Target weights and pending orders
SymbolWeightSleeveSectorCtryScorePrice
LUN.TO10.0%Canada Small SmidMaterialsCA100.0%39.03
0 buy · 1 sell orders pending

Deployment Status

Paper portfolio — positions and P&L
Total
$9,010
Cash
$9,010
Invested
$0
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
Production verdict
—
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

Alerts and Audit Log

Recent cycle and alert events
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
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.