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January 23, 2018
Ultimate Price Momentum v1
 Portfolio Inception Date
 September 13, 2004

 S&P/TSX Composite Index

 Portfolio Objectives
 To provide a long-term total return above the benchmark index by investing in Canadian stocks selected by the Super Stock Picker system, a rigorous and disciplined approach to stock selection based on their strong price momentum.

  • The Ultimate Price Momentum v1 portfolio follows a disciplined approach, selecting Canadian stocks based on their strong price momentum every week. It reproduces the Price Momentum Weekly portfolio with a 1-week delay filter. This approach is based on the Super Stock Picker system that automatically and systematically manages this portfolio, it:
    • Uses a clearly defined investment process.
    • Provides diversification by investment style, including both growth and value stocks from the Canadian market.
    • Does not change based on market conditions or investment trends.
  • Canadian stocks are selected based on research of the Toronto Stock Exchange from 2003 onwards.

 Return Since Inception

Strategy Return Since Inception
  Download history as csv:

 Company And Performance

 Valeura Energy Inc. 30.82 % TSX:VLE  
 Canada Goose Holdings Inc. 20.32 % TSX:GOOS  
 Immunovaccine Inc -9.4 % TSX:IMV  
 Aurora Cannabis Inc. 2 % TSX:ACB  
 Calfrac Well Services Ltd. 8.33 % TSX:CFW  
 Black Diamond Group Ltd 6.78 % TSX:BDI  

 * You can get all the historical orders since the portfolio's inception.

 Compounded Returns

Strategy Monthly Compounded Returns
  Note: 3-year and since inception returns are annualized.

 Sector Mix

Strategy Sector Mix

 Historical Orders Since Inception

 All buy and sell orders generated to build this portfolio since inception can be found here.
Strategy Volatility Classification
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