Canada Momentum
Monthly signal. Top 10 TSX stocks ranked by 12-month momentum, equal weighted.
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Current Portfolio
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2026 YTD Return
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MTD
+33.8%
CAGR (2000–2026)
1.19
Sharpe
-26.0%
Max Drawdown
Current Portfolio · 10 equal weight · Pure monthly rebalance · No stop loss
| Ticker | Name | Weight | Entry Date | Entry (CAD) | Current (CAD) | Return (since entry) |
|---|---|---|---|---|---|---|
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Monthly Breakdown 2026
| Month | Return | Holdings |
|---|---|---|
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Signal date: | eligible stocks
| # | Status | Ticker | Name | 12M Momentum | Net Income TTM ($M) | Weight | MCap (CAD B) |
|---|
Strategy: 12-month return, no skip-month | TSX top 80% by mcap (P20), NetIncome(TTM) > 0 | Top 10, equal weight | TSX < MA75 → cash | Full strategy report → | Adversarial audit (provisional) → | Sensitivity analysis → | Rebalance: monthly