Dual-momentum signal · book as of 2026-08-05 · rebalances monthly ·
signals are research, you execute in Wealthsimple.
⚠ Multi-year strategy — not weekly income. Expect down months and 30%+ drawdowns; the edge only shows up if you hold through them. Rebalance once a month, ignore the noise in between.
+28.1%/yr backtest — but ~half is survivorship bias. Realistic live edge ≈ index + a little (~+0.2 Sharpe).
backtest only not a forecast
Dual-momentum (backtest)Hold XIUmaxDD -35% · vs XIU +8.1%/yr
RegimeRISK-ON
XIU.TO vs 200d53.94 / 48.55
Holdings5 / 5
Live vs XIU · since 2026-06-08-7.3% / +5.4%
Paper Trade · Live
▼ behind XIU $138since 2026-06-08● live · 60s
Net of ~0.25%/side assumed spread+slippage — the basis you'd actually net at this size, not an optimistic fill.
Strategy · paper, live-marked
$916.02 -8.40%
vs Hold-XIU
$1053.73 +5.37%
Position
Qty
Entry
Live
Value
P&L
VNP.TO
5N PLUS INC.
4.259
43.88
29.55
$125.84
$-61.03 (-32.7%)
EFX.TO
ENERFLEX LTD
5.322
35.11
29.35
$156.21
$-30.66 (-16.4%)
BB.TO
BLACKBERRY LIMITED
15.880
11.88
12.33
$195.80
$+7.15 (+3.8%)
ARE.TO
AECON GROUP INC
4.783
44.41
47.66
$227.94
$+15.54 (+7.3%)
DSV.TO
DISCOVERY SILVER CORP
20.253
8.75
10.38
$210.23
$+33.01 (+18.6%)
$1,000 split equal-weight into the book at inception (2026-06-08), marked at the live 1-minute price.
Auto-refreshes every 60s while the market is open.
The honest forward scoreboard vs simply holding XIU — this is the number that ultimately counts.
Today’s Book
RISK-ON (index above 200d)equal-weight · monthly
VNP.TO5N PLUS INC.Basic MaterialsHOLD≈ 6.696 sh
12-1 Momentum
+245%
Quality
85/100
Price
29.87
Weight
$200
Disaster stop
23.90
Trend
above 200d
📊 ROE 32% · margin 14% · rev +33%
BB.TOBLACKBERRY LIMITEDTechnologyHOLD≈ 16.287 sh
12-1 Momentum
+226%
Quality
69/100
Price
12.28
Weight
$200
Disaster stop
9.82
Trend
above 200d
📊 ROE 8% · margin 10% · rev +26%
EFX.TOENERFLEX LTDEnergyHOLD≈ 6.508 sh
12-1 Momentum
+202%
Quality
71/100
Price
30.73
Weight
$200
Disaster stop
24.58
Trend
above 200d
📊 ROE 7% · margin 3% · rev +6%
DSV.TODISCOVERY SILVER CORPBasic MaterialsHOLD≈ 19.175 sh
12-1 Momentum
+185%
Quality
96/100
Price
10.43
Weight
$200
Disaster stop
8.34
Trend
above 200d
📊 ROE 53% · margin 21%
ARE.TOAECON GROUP INCIndustrialsHOLD≈ 4.168 sh
12-1 Momentum
+176%
Quality
44/100
Price
47.99
Weight
$200
Disaster stop
38.39
Trend
above 200d
📊 ROE -7% · margin -1% · rev +25%
Skipped by the 3 gates (tradeable · quality · sector):
Strongest by momentum, but each failed a gate — the next name that clears all three took its slot above.
⊘ Fractional shares: each slot is ≈ $200.
Where one share costs more than that (e.g. none today)
you’ll buy a fractional share. Wealthsimple supports fractional shares for most large TSX/US names, but a few aren’t eligible — if so you’ll see a whole-share minimum at order time (round to the nearest whole share and keep the rest in cash).
Market Watchlist
48 TSX namescontext only — not buy signals
Instrument
Last
1M
RSI
Trend
30D
ENB.TO
ENBRIDGE INC
72.25
-7.5%
26.5
TRP.TO
TC ENERGY CORP.
89.59
-8.3%
31.4
FTS.TO
FORTIS INC
78.40
-4.0%
34.4
EMA.TO
EMERA INCORPORATED
72.14
-3.6%
34.6
T.TO
TELUS CORPORATION
13.84
-6.4%
38.8
TOU.TO
TOURMALINE OIL CORP
59.71
-0.9%
40.3
L.TO
LOBLAW CO
63.44
+0.6%
43.2
NTR.TO
NUTRIEN LTD
92.50
-0.2%
43.7
SU.TO
SUNCOR ENERGY INC.
85.51
+6.2%
44.5
QSR.TO
RESTAURANT BRANDS INTERNATIONAL
103.28
-1.6%
46.6
WN.TO
WESTON GEORGE
102.12
+2.8%
47.3
WCN.TO
WASTE CONNECTIONS INC
233.46
-5.0%
47.6
CP.TO
CANADIAN PACIFIC KANSAS CITY LI
126.71
+0.5%
49.6
LSPD.TO
LIGHTSPEED COMMERCE INC
14.31
-4.9%
50.2
CVE.TO
CENOVUS ENERGY INC.
39.55
+10.5%
50.9
CNR.TO
CANADIAN NATIONAL RAILWAY CO.
177.21
+1.6%
51.6
RCI-B.TO
ROGERS COMMUNICATIONS INC., CL.
48.31
+4.7%
51.7
MG.TO
MAGNA INTERNATIONAL INC
95.65
+4.6%
52.5
NA.TO
NATIONAL BANK OF CANADA
226.94
-0.8%
52.9
CNQ.TO
CDN NATURAL RES
63.56
+10.1%
53.2
IMO.TO
IMPERIAL OIL
176.67
+6.8%
54.0
TD.TO
TORONTO-DOMINION BANK
169.92
-0.8%
54.1
CM.TO
CANADIAN IMPERIAL BANK OF COMME
166.24
+1.0%
54.5
RY.TO
ROYAL BANK OF CANADA
295.66
+0.2%
55.3
ZEB.TO
ZEB.TO
76.69
+0.3%
55.5
DSG.TO
DESCARTES SYS
106.86
+4.4%
55.8
BNS.TO
BANK OF NOVA SCOTIA
123.98
+1.4%
56.3
SLF.TO
SUN LIFE FINANCIAL INC.
115.26
+1.6%
56.8
ATD.TO
ALIMENTATION COUCHE-TARD INC
92.42
+0.9%
58.4
BCE.TO
BCE INC.
31.93
+5.1%
58.7
BMO.TO
BANK OF MONTREAL
253.45
+0.8%
58.9
FM.TO
FIRST QUANTUM MINERALS LTD
41.86
+14.2%
59.3
DOL.TO
DOLLARAMA INC
192.49
+3.6%
59.4
CTC-A.TO
CANADIAN TIRE CORPORATION, CL.
202.26
+5.9%
60.1
GIB-A.TO
CGI INC
103.44
+8.0%
61.2
CSU.TO
CONSTELLATION SOFTWARE INC.
3150.75
+10.6%
61.6
XIC.TO
XIC.TO
57.66
+2.5%
62.3
XEQT.TO
XEQT.TO
45.92
+1.6%
62.4
FNV.TO
FRANCO-NEVADA CORPORATION
322.24
+8.4%
62.7
XIU.TO
XIU.TO
53.89
+2.5%
63.5
WPM.TO
WHEATON PRECIOUS METALS CORP
175.00
+10.3%
63.5
TECK-B.TO
TECK RESOURCES LIMITED CL B
93.25
+6.8%
64.1
OTEX.TO
OPEN TEXT CORPORATION
36.97
+11.8%
64.3
ABX.TO
BARRICK MINING CORPORATION
58.05
+10.9%
64.5
AEM.TO
AGNICO EAGLE MINES LIMITED
235.92
+10.6%
64.9
MFC.TO
MANULIFE FIN
62.81
+6.8%
67.4
SHOP.TO
SHOPIFY INC
205.19
+18.5%
67.6
BAM.TO
BROOKFIELD ASSET MANAGEMENT LTD
74.04
+12.0%
70.6
Signal = dual momentum: each month hold the top-5 TSX names by 12-1 return, only while the index is above its 200-day trend (else cash).
Honest caveat: the backtest universe is current index members, so ~half the headline return is survivorship bias you can’t capture live; the real transferable edge is the ranking (≈+0.2 Sharpe over random survivors). Expect lumpy growth with 30%+ drawdowns — not weekly income. The Live-vs-XIU tracker above is the honest scoreboard; the watchlist here is market context, not a trigger.