SleepWell Trade · Asset reports · Canada

297 Canada backtest reports

Backtest reports for Canada listings, recomputed monthly across the same ten trend-following strategies.

Snapshot 2026-07

ETFs · Canada

Global X Cash Maximizer Corporate Class ETF

SMA crossover · CAGR 2.4% · MDD -2.2% · Sharpe 1.50

Stocks · Canada

Montage Gold Corp.

SMA crossover · CAGR 71.3% · MDD -36.2% · Sharpe 1.47

ETFs · Canada

RBC Canadian Bank Yield Index ETF

Keltner breakout · CAGR 8.0% · MDD -6.7% · Sharpe 1.35

ETFs · Canada

TD Q Canadian Dividend ETF Trust Units

SMA crossover · CAGR 12.2% · MDD -14.2% · Sharpe 1.33

ETFs · Canada

Fidelity All-in-One Growth ETF Series L Trust Units

ROC momentum · CAGR 11.1% · MDD -9.4% · Sharpe 1.31

ETFs · Canada

Fidelity All-in-One Balanced ETF Series L Trust Units

SMA crossover · CAGR 8.1% · MDD -8.9% · Sharpe 1.25

Stocks · Canada

G Mining Ventures Corp

SMA crossover · CAGR 89.2% · MDD -54.3% · Sharpe 1.24

ETFs · Canada

CI Invesco NASDAQ 100 Index ETF Trust Units

Keltner breakout · CAGR 14.7% · MDD -8.6% · Sharpe 1.24

Stocks · Canada

Dollarama Inc.

Donchian breakout · CAGR 24.7% · MDD -24.9% · Sharpe 1.23

Stocks · Canada

NGEx Minerals Ltd.

EMA crossover · CAGR 75.1% · MDD -66.7% · Sharpe 1.22

Stocks · Canada

Artemis Gold Inc

Donchian breakout · CAGR 54.8% · MDD -47.0% · Sharpe 1.20

ETFs · Canada

Global X Artificial Intelligence Semiconductor Index ETF Class A

SMA crossover · CAGR 28.8% · MDD -24.9% · Sharpe 1.16

Stocks · Canada

Constellation Software Inc.

SMA crossover · CAGR 25.9% · MDD -24.5% · Sharpe 1.15

Stocks · Canada

Tenaz Energy Corp

EMA crossover · CAGR 54.3% · MDD -44.1% · Sharpe 1.12

ETFs · Canada

BMO S&P 500 Index ETF

Donchian breakout · CAGR 13.2% · MDD -19.9% · Sharpe 1.11

ETFs · Canada

Vanguard S&P 500 Index ETF

Donchian breakout · CAGR 13.2% · MDD -19.9% · Sharpe 1.10

ETFs · Canada

iShares Core S&P 500 Index ETF

Donchian breakout · CAGR 13.5% · MDD -19.7% · Sharpe 1.10

Stocks · Canada

MDA Space Ltd

ROC momentum · CAGR 29.1% · MDD -31.4% · Sharpe 1.08

ETFs · Canada

iShares Core MSCI Canadian Quality Dividend Index ETF

Donchian breakout · CAGR 10.6% · MDD -17.9% · Sharpe 1.08

Stocks · Canada

HIVE Digital Technologies Ltd

Supertrend · CAGR 64.4% · MDD -49.6% · Sharpe 1.08

ETFs · Canada

BMO Equal Weight Banks Index ETF CAD Units Trust Unit

Keltner breakout · CAGR 7.3% · MDD -16.2% · Sharpe 1.06

Stocks · Canada

Hammond Power Solutions Inc. Class A

EMA crossover · CAGR 34.4% · MDD -42.7% · Sharpe 1.03

ETFs · Canada

iShares Core Equity ETF Portfolio Trust Units

Donchian breakout · CAGR 11.0% · MDD -12.0% · Sharpe 1.02

ETFs · Canada

Vanguard All-Equity ETF Portfolio

ROC momentum · CAGR 12.7% · MDD -19.4% · Sharpe 1.01

ETFs · Canada

Vanguard FTSE Canadian High Dividend Yield Index ETF

Bollinger breakout · CAGR 4.3% · MDD -7.9% · Sharpe 1.00

Stocks · Canada

Solaris Resources Inc

Supertrend · CAGR 41.9% · MDD -70.1% · Sharpe 0.97

ETFs · Canada

iShares S&P/TSX Composite High Dividend Index ETF

Donchian breakout · CAGR 6.1% · MDD -16.6% · Sharpe 0.96

Stocks · Canada

Snowline Gold Corp.

ROC momentum · CAGR 51.1% · MDD -68.5% · Sharpe 0.96

Stocks · Canada

Collective Mining Ltd

Bollinger breakout · CAGR 26.0% · MDD -41.6% · Sharpe 0.95

Stocks · Canada

CES Energy Solutions Corp.

ADX / DI trend · CAGR 18.7% · MDD -41.9% · Sharpe 0.95

Stocks · Canada

Faraday Copper Corp

ADX / DI trend · CAGR 41.5% · MDD -50.6% · Sharpe 0.95

Stocks · Canada

Aritzia, Inc.

Supertrend · CAGR 26.1% · MDD -33.3% · Sharpe 0.92

Stocks · Canada

FirstService Corp

Supertrend · CAGR 16.7% · MDD -23.9% · Sharpe 0.91

Stocks · Canada

Air Canada

Keltner breakout · CAGR 19.7% · MDD -37.6% · Sharpe 0.91

ETFs · Canada

Vanguard FTSE Canada All Cap Index ETF

Donchian breakout · CAGR 9.1% · MDD -21.5% · Sharpe 0.89

Stocks · Canada

Cardinal Energy Ltd.

ROC momentum · CAGR 24.3% · MDD -33.7% · Sharpe 0.89

Stocks · Canada

CGI Inc. Class A

ADX / DI trend · CAGR 11.5% · MDD -19.6% · Sharpe 0.89

Stocks · Canada

Vizsla Silver Corp.

EMA crossover · CAGR 54.1% · MDD -73.1% · Sharpe 0.89

Stocks · Canada

Ero Copper Corp.

Donchian breakout · CAGR 35.4% · MDD -62.2% · Sharpe 0.88

Stocks · Canada

Trisura Group Ltd.

ADX / DI trend · CAGR 16.5% · MDD -34.6% · Sharpe 0.88

Stocks · Canada

Discovery Mining Ltd.

SMA crossover · CAGR 62.1% · MDD -69.6% · Sharpe 0.88

Stocks · Canada

NFI Group Inc.

EMA crossover · CAGR 18.6% · MDD -29.6% · Sharpe 0.87

Stocks · Canada

Triple Flag Precious Metals Corp.

SMA crossover · CAGR 22.8% · MDD -27.6% · Sharpe 0.86

Stocks · Canada

TerraVest Industries, Inc.

SMA crossover · CAGR 22.6% · MDD -41.6% · Sharpe 0.86

Stocks · Canada

Cargojet Inc.

ROC momentum · CAGR 18.4% · MDD -40.9% · Sharpe 0.85

Stocks · Canada

Trican Well Service Ltd.

EMA crossover · CAGR 24.4% · MDD -49.5% · Sharpe 0.85

Stocks · Canada

WSP Global Inc

SMA crossover · CAGR 16.0% · MDD -37.1% · Sharpe 0.85

Stocks · Canada

Premium Brands Holdings Corporation

Donchian breakout · CAGR 13.8% · MDD -38.1% · Sharpe 0.85

Stocks · Canada

Neo Performance Materials, Inc.

SMA crossover · CAGR 25.2% · MDD -33.3% · Sharpe 0.83

ETFs · Canada

Vanguard Growth ETF Portfolio

EMA crossover · CAGR 6.1% · MDD -11.4% · Sharpe 0.83

ETFs · Canada

Global X S&P/TSX 60 Index Corporate Class ETF

Donchian breakout · CAGR 8.1% · MDD -17.8% · Sharpe 0.83

ETFs · Canada

BetaPro S&P 500 2x Daily Bull ETF

Donchian breakout · CAGR 20.0% · MDD -46.7% · Sharpe 0.81

ETFs · Canada

iShares NASDAQ 100 Index ETF (CAD-Hedged)

ROC momentum · CAGR 14.0% · MDD -38.4% · Sharpe 0.81

Stocks · Canada

Gildan Activewear Inc.

SMA crossover · CAGR 18.7% · MDD -43.5% · Sharpe 0.80

ETFs · Canada

Vanguard FTSE Global All Cap ex Canada Index ETF

ROC momentum · CAGR 10.1% · MDD -22.1% · Sharpe 0.80

Stocks · Canada

Peyto Exploration & Development Corp.

SMA crossover · CAGR 30.3% · MDD -64.0% · Sharpe 0.79

ETFs · Canada

BetaPro NASDAQ-100 2x Daily Bull ETF

SMA crossover · CAGR 22.5% · MDD -52.4% · Sharpe 0.79

Stocks · Canada

Topicus.com, Inc.

EMA crossover · CAGR 16.7% · MDD -24.1% · Sharpe 0.79

Stocks · Canada

Total Energy Services Inc.

Bollinger breakout · CAGR 20.0% · MDD -71.9% · Sharpe 0.79

Stocks · Canada

Element Fleet Management Corporation

SMA crossover · CAGR 16.2% · MDD -44.9% · Sharpe 0.79

ETFs · Canada

Vanguard S&P 500 Index ETF (CAD-hedged)

Donchian breakout · CAGR 9.7% · MDD -29.8% · Sharpe 0.78

Stocks · Canada

Alimentation Couche-Tard Inc.

Donchian breakout · CAGR 20.1% · MDD -48.5% · Sharpe 0.78

Stocks · Canada

NexGen Energy Ltd.

Supertrend · CAGR 30.2% · MDD -75.2% · Sharpe 0.77

Stocks · Canada

Kraken Robotics Inc

Donchian breakout · CAGR 32.1% · MDD -67.7% · Sharpe 0.77

Stocks · Canada

Extendicare Inc.

ADX / DI trend · CAGR 8.6% · MDD -13.4% · Sharpe 0.77

Stocks · Canada

Secure Waste Infrastructure Corp.

Donchian breakout · CAGR 20.4% · MDD -61.6% · Sharpe 0.77

Stocks · Canada

Stantec Inc

Bollinger breakout · CAGR 10.9% · MDD -23.1% · Sharpe 0.77

Stocks · Canada

Waste Connections, Inc.

SMA crossover · CAGR 12.7% · MDD -32.7% · Sharpe 0.77

Stocks · Canada

K92 Mining, Inc.

EMA crossover · CAGR 26.8% · MDD -60.9% · Sharpe 0.76

Stocks · Canada

NorthIsle Copper and Gold Inc.

EMA crossover · CAGR 37.1% · MDD -65.3% · Sharpe 0.76

Stocks · Canada

Athabasca Oil Corporation

Donchian breakout · CAGR 22.1% · MDD -52.3% · Sharpe 0.75

Stocks · Canada

Hydro One Limited

SMA crossover · CAGR 9.9% · MDD -28.3% · Sharpe 0.75

Stocks · Canada

National Bank of Canada

Donchian breakout · CAGR 9.8% · MDD -24.8% · Sharpe 0.75

ETFs · Canada

BMO Covered Call Canadian Banks ETF

Keltner breakout · CAGR 3.3% · MDD -9.3% · Sharpe 0.74

Stocks · Canada

Colliers International Group Inc.

Supertrend · CAGR 15.7% · MDD -49.6% · Sharpe 0.74

ETFs · Canada

Vanguard Balanced ETF Portfolio

EMA crossover · CAGR 4.6% · MDD -9.2% · Sharpe 0.73

Stocks · Canada

Stella-Jones Inc.

SMA crossover · CAGR 18.2% · MDD -46.8% · Sharpe 0.73

Stocks · Canada

First Quantum Minerals Ltd.

SMA crossover · CAGR 24.0% · MDD -63.0% · Sharpe 0.73

Stocks · Canada

Enerflex Ltd.

Bollinger breakout · CAGR 9.2% · MDD -31.7% · Sharpe 0.72

Stocks · Canada

Baytex Energy Corp.

Supertrend · CAGR 18.6% · MDD -69.3% · Sharpe 0.72

Stocks · Canada

i-80 Gold Corp

Donchian breakout · CAGR 16.2% · MDD -25.6% · Sharpe 0.72

Stocks · Canada

Fairfax Financial Holdings Limited

Bollinger breakout · CAGR 8.3% · MDD -19.6% · Sharpe 0.71

Stocks · Canada

Royal Bank of Canada

EMA crossover · CAGR 9.7% · MDD -35.3% · Sharpe 0.71

ETFs · Canada

Canadian Banc Corp Class A

Donchian breakout · CAGR 11.3% · MDD -35.4% · Sharpe 0.71

Stocks · Canada

TFI International Inc.

Donchian breakout · CAGR 16.5% · MDD -59.0% · Sharpe 0.70

Stocks · Canada

Brookfield Infrastructure Corporation Class A

ADX / DI trend · CAGR 1.6% · MDD -0.5% · Sharpe 0.70

Stocks · Canada

Wheaton Precious Metals Corp

Donchian breakout · CAGR 20.1% · MDD -62.2% · Sharpe 0.70

Stocks · Canada

Loblaw Companies Limited

SMA crossover · CAGR 10.5% · MDD -35.6% · Sharpe 0.70

Stocks · Canada

BRP, Inc.

Donchian breakout · CAGR 19.0% · MDD -59.2% · Sharpe 0.69

Stocks · Canada

Tamarack Valley Energy Ltd.

SMA crossover · CAGR 21.5% · MDD -71.0% · Sharpe 0.69

Stocks · Canada

Kinaxis, Inc.

Supertrend · CAGR 16.2% · MDD -35.8% · Sharpe 0.69

Stocks · Canada

5N Plus Inc.

SMA crossover · CAGR 20.6% · MDD -57.4% · Sharpe 0.69

Stocks · Canada

EQB Inc

MACD · CAGR 13.2% · MDD -60.8% · Sharpe 0.69

Stocks · Canada

Omai Gold Mines Corp.

EMA crossover · CAGR 25.3% · MDD -80.0% · Sharpe 0.69

Stocks · Canada

Canadian Imperial Bank of Commerce

EMA crossover · CAGR 9.9% · MDD -37.5% · Sharpe 0.68

Stocks · Canada

Thomson Reuters Corporation

EMA crossover · CAGR 10.3% · MDD -29.8% · Sharpe 0.68

Stocks · Canada

Hudbay Minerals Inc

SMA crossover · CAGR 20.2% · MDD -49.2% · Sharpe 0.68

ETFs · Canada

Hamilton Enhanced Canadian Covered Call ETF Trust Units -E-

SMA crossover · CAGR 6.9% · MDD -15.2% · Sharpe 0.68

Stocks · Canada

SmartCentres Real Estate Investment Trust

EMA crossover · CAGR 8.3% · MDD -22.7% · Sharpe 0.67

Stocks · Canada

Amerigo Resources Ltd

SMA crossover · CAGR 21.7% · MDD -74.4% · Sharpe 0.67

ETFs · Canada

iShares S&P/TSX Capped Financials Index ETF

Donchian breakout · CAGR 7.0% · MDD -29.4% · Sharpe 0.67

Stocks · Canada

Ivanhoe Mines Ltd. Class A

EMA crossover · CAGR 19.1% · MDD -42.0% · Sharpe 0.67

Stocks · Canada

OceanaGold Corporation

ADX / DI trend · CAGR 17.3% · MDD -42.5% · Sharpe 0.66

Stocks · Canada

Silvercorp Metals Inc.

EMA crossover · CAGR 24.5% · MDD -77.3% · Sharpe 0.66

Stocks · Canada

Descartes Systems Group Inc.

EMA crossover · CAGR 17.5% · MDD -79.4% · Sharpe 0.66

Stocks · Canada

Aya Gold & Silver Inc.

SMA crossover · CAGR 23.4% · MDD -55.9% · Sharpe 0.66

Stocks · Canada

Badger Infrastructure Solutions Ltd

Bollinger breakout · CAGR 13.8% · MDD -53.4% · Sharpe 0.66

Stocks · Canada

Southern Cross Gold Consolidated Ltd.

SMA crossover · CAGR 25.0% · MDD -65.5% · Sharpe 0.66

Stocks · Canada

Santacruz Silver Mining Ltd.

SMA crossover · CAGR 24.2% · MDD -67.4% · Sharpe 0.65

Stocks · Canada

Lightspeed Commerce Inc

ROC momentum · CAGR 16.0% · MDD -33.9% · Sharpe 0.65

Stocks · Canada

Topaz Energy Corp

ROC momentum · CAGR 12.2% · MDD -34.1% · Sharpe 0.65

ETFs · Canada

BMO S&P/TSX Capped Composite Index ETF

Donchian breakout · CAGR 5.7% · MDD -19.6% · Sharpe 0.65

Stocks · Canada

Surge Energy Inc.

SMA crossover · CAGR 19.1% · MDD -61.4% · Sharpe 0.65

Stocks · Canada

Metro Inc.

SMA crossover · CAGR 10.1% · MDD -40.2% · Sharpe 0.64

Stocks · Canada

Bank of Montreal

Donchian breakout · CAGR 8.6% · MDD -30.1% · Sharpe 0.64

Stocks · Canada

George Weston Limited

EMA crossover · CAGR 10.1% · MDD -33.2% · Sharpe 0.64

Stocks · Canada

Strathcona Resources Ltd.

ADX / DI trend · CAGR 22.7% · MDD -77.9% · Sharpe 0.64

Stocks · Canada

Intact Financial Corporation

EMA crossover · CAGR 9.5% · MDD -31.0% · Sharpe 0.64

Stocks · Canada

Linamar Corporation

SMA crossover · CAGR 14.4% · MDD -62.6% · Sharpe 0.63

Stocks · Canada

Gogold Resources, Inc.

SMA crossover · CAGR 19.6% · MDD -77.1% · Sharpe 0.63

Stocks · Canada

Capstone Copper Corp.

SMA crossover · CAGR 21.2% · MDD -80.4% · Sharpe 0.62

ETFs · Canada

iShares Core MSCI EAFE IMI Index ETF

SMA crossover · CAGR 6.2% · MDD -18.5% · Sharpe 0.62

Stocks · Canada

Sprott Inc.

Keltner breakout · CAGR 11.1% · MDD -35.1% · Sharpe 0.62

Stocks · Canada

Richelieu Hardware Ltd

SMA crossover · CAGR 12.3% · MDD -39.8% · Sharpe 0.62

Stocks · Canada

ATCO Ltd. Class I

Donchian breakout · CAGR 8.4% · MDD -32.4% · Sharpe 0.62

Stocks · Canada

DPM Metals Inc.

SMA crossover · CAGR 15.4% · MDD -82.3% · Sharpe 0.61

Stocks · Canada

Toronto-Dominion Bank

ROC momentum · CAGR 11.1% · MDD -53.2% · Sharpe 0.61

Stocks · Canada

iA Financial Corporation Inc.

Donchian breakout · CAGR 9.9% · MDD -38.7% · Sharpe 0.61

Stocks · Canada

Altus Group Limited

Keltner breakout · CAGR 10.2% · MDD -46.6% · Sharpe 0.60

Stocks · Canada

Boardwalk Real Estate Investment Trust

Donchian breakout · CAGR 9.9% · MDD -35.8% · Sharpe 0.60

Stocks · Canada

Tourmaline Oil Corp.

SMA crossover · CAGR 12.4% · MDD -63.1% · Sharpe 0.60

Stocks · Canada

Paramount Resources Ltd. Class A

ROC momentum · CAGR 14.4% · MDD -67.0% · Sharpe 0.60

Stocks · Canada

PrairieSky Royalty Ltd

SMA crossover · CAGR 10.2% · MDD -23.4% · Sharpe 0.60

Stocks · Canada

Bank of Nova Scotia

SMA crossover · CAGR 8.4% · MDD -37.5% · Sharpe 0.60

Stocks · Canada

BlackBerry Limited

Bollinger breakout · CAGR 14.8% · MDD -70.9% · Sharpe 0.60

Stocks · Canada

Bombardier Inc. Class A

Bollinger breakout · CAGR 12.5% · MDD -41.6% · Sharpe 0.60

Stocks · Canada

Capital Power Corporation

Donchian breakout · CAGR 6.2% · MDD -17.9% · Sharpe 0.60

Stocks · Canada

Kelt Exploration Ltd.

Donchian breakout · CAGR 15.6% · MDD -58.1% · Sharpe 0.59

Stocks · Canada

Precision Drilling Corporation

Donchian breakout · CAGR 13.4% · MDD -49.5% · Sharpe 0.59

Stocks · Canada

Headwater Exploration Inc.

SMA crossover · CAGR 20.2% · MDD -78.9% · Sharpe 0.59

ETFs · Canada

iShares Core S&P/TSX Capped Composite Index ETF

SMA crossover · CAGR 5.3% · MDD -26.7% · Sharpe 0.59

Stocks · Canada

Trekor Metals Limited

EMA crossover · CAGR 17.4% · MDD -57.3% · Sharpe 0.59

Stocks · Canada

Vermilion Energy Inc.

SMA crossover · CAGR 13.5% · MDD -56.6% · Sharpe 0.59

Stocks · Canada

Cogeco Communications Inc.

Keltner breakout · CAGR 7.0% · MDD -23.7% · Sharpe 0.58

Stocks · Canada

Boyd Group Services Inc

EMA crossover · CAGR 12.5% · MDD -60.8% · Sharpe 0.58

Stocks · Canada

Altius Minerals Corporation

SMA crossover · CAGR 14.3% · MDD -71.9% · Sharpe 0.58

Stocks · Canada

Canadian Pacific Kansas City Limited

Donchian breakout · CAGR 10.9% · MDD -42.8% · Sharpe 0.58

Stocks · Canada

Orezone Gold Corporation

Donchian breakout · CAGR 17.6% · MDD -65.2% · Sharpe 0.58

ETFs · Canada

iShares Gold Bullion ETF Hedged

Bollinger breakout · CAGR 3.0% · MDD -10.8% · Sharpe 0.57

Stocks · Canada

Enbridge Inc.

SMA crossover · CAGR 8.5% · MDD -49.8% · Sharpe 0.57

Stocks · Canada

TMX Group Ltd.

Donchian breakout · CAGR 10.1% · MDD -57.9% · Sharpe 0.57

Stocks · Canada

Manulife Financial Corporation

EMA crossover · CAGR 8.6% · MDD -36.2% · Sharpe 0.57

Stocks · Canada

AltaGas Ltd.

Donchian breakout · CAGR 7.4% · MDD -38.4% · Sharpe 0.56

Stocks · Canada

TC Energy Corporation

SMA crossover · CAGR 7.8% · MDD -36.3% · Sharpe 0.56

Stocks · Canada

First Mining Gold Corp.

SMA crossover · CAGR 16.2% · MDD -57.3% · Sharpe 0.56

Stocks · Canada

Nutrien Ltd.

Donchian breakout · CAGR 9.5% · MDD -37.7% · Sharpe 0.56

Stocks · Canada

Celestica Inc.

EMA crossover · CAGR 14.4% · MDD -81.8% · Sharpe 0.56

Stocks · Canada

Major Drilling Group International Inc.

Bollinger breakout · CAGR 10.4% · MDD -59.2% · Sharpe 0.56

Stocks · Canada

Exchange Income Corporation

SMA crossover · CAGR 10.7% · MDD -39.8% · Sharpe 0.56

Stocks · Canada

Fortis Inc.

SMA crossover · CAGR 6.8% · MDD -28.3% · Sharpe 0.55

Stocks · Canada

Energy Fuels Inc.

SMA crossover · CAGR 10.3% · MDD -93.7% · Sharpe 0.55

Stocks · Canada

Valeura Energy Inc.

Donchian breakout · CAGR 18.5% · MDD -86.3% · Sharpe 0.55

ETFs · Canada

BetaPro Silver 2X Daily Bull ETF

Bollinger breakout · CAGR 14.3% · MDD -65.8% · Sharpe 0.55

Stocks · Canada

Magna International Inc.

SMA crossover · CAGR 10.1% · MDD -48.2% · Sharpe 0.55

ETFs · Canada

iShares S&P/TSX 60 Index ETF

SMA crossover · CAGR 5.3% · MDD -26.2% · Sharpe 0.55

Stocks · Canada

Russel Metals Inc.

SMA crossover · CAGR 10.8% · MDD -35.0% · Sharpe 0.55

Stocks · Canada

Canadian Natural Resources Limited

Bollinger breakout · CAGR 4.6% · MDD -23.0% · Sharpe 0.55

Stocks · Canada

Power Corporation of Canada

Donchian breakout · CAGR 8.8% · MDD -47.0% · Sharpe 0.54

Stocks · Canada

Osisko Metals Incorporated

SMA crossover · CAGR 13.0% · MDD -89.3% · Sharpe 0.54

Stocks · Canada

Franco-Nevada Corporation

Donchian breakout · CAGR 12.5% · MDD -47.4% · Sharpe 0.54

Stocks · Canada

Curaleaf Holdings, Inc.

SMA crossover · CAGR 16.1% · MDD -59.8% · Sharpe 0.54

Stocks · Canada

Dream Industrial Real Estate Investment Trust

Supertrend · CAGR 6.4% · MDD -22.2% · Sharpe 0.54

Stocks · Canada

Savaria Corporation

SMA crossover · CAGR 12.9% · MDD -56.6% · Sharpe 0.54

Stocks · Canada

Parex Resources Inc.

Keltner breakout · CAGR 9.5% · MDD -36.5% · Sharpe 0.54

Stocks · Canada

Suncor Energy Inc.

Donchian breakout · CAGR 12.2% · MDD -57.1% · Sharpe 0.54

Stocks · Canada

Onex Corporation

SMA crossover · CAGR 9.5% · MDD -44.1% · Sharpe 0.53

Stocks · Canada

Imperial Oil Limited

EMA crossover · CAGR 9.6% · MDD -58.7% · Sharpe 0.53

Stocks · Canada

Bausch Health Companies Inc.

Donchian breakout · CAGR 10.8% · MDD -58.3% · Sharpe 0.53

Stocks · Canada

Cameco Corporation

Supertrend · CAGR 11.5% · MDD -69.1% · Sharpe 0.53

Stocks · Canada

Keyera Corp.

Donchian breakout · CAGR 9.6% · MDD -60.3% · Sharpe 0.53

Stocks · Canada

Canadian National Railway Company

SMA crossover · CAGR 8.5% · MDD -46.2% · Sharpe 0.53

Stocks · Canada

AGF Management Limited Class B

SMA crossover · CAGR 9.9% · MDD -49.4% · Sharpe 0.53

Stocks · Canada

First Capital Real Estate Investment Trust

SMA crossover · CAGR 6.1% · MDD -29.0% · Sharpe 0.52

Stocks · Canada

Canaccord Genuity Group Inc.

Keltner breakout · CAGR 10.2% · MDD -47.4% · Sharpe 0.52

Stocks · Canada

Saputo Inc.

Supertrend · CAGR 7.9% · MDD -43.4% · Sharpe 0.52

Stocks · Canada

Sienna Senior Living Inc.

ROC momentum · CAGR 7.6% · MDD -34.7% · Sharpe 0.52

Stocks · Canada

Skeena Resources Limited

SMA crossover · CAGR 7.7% · MDD -89.8% · Sharpe 0.52

Stocks · Canada

Centerra Gold Inc.

SMA crossover · CAGR 13.1% · MDD -76.3% · Sharpe 0.52

ETFs · Canada

iShares Core S&P 500 Index ETF (CAD-Hedged)

SMA crossover · CAGR 5.9% · MDD -31.6% · Sharpe 0.52

Stocks · Canada

Methanex Corporation

Donchian breakout · CAGR 11.9% · MDD -63.1% · Sharpe 0.51

Stocks · Canada

OR Royalties Inc.

Donchian breakout · CAGR 9.8% · MDD -45.7% · Sharpe 0.51

Stocks · Canada

Chartwell Retirement Residences

SMA crossover · CAGR 7.3% · MDD -31.8% · Sharpe 0.51

Stocks · Canada

Jamieson Wellness, Inc.

EMA crossover · CAGR 8.3% · MDD -34.0% · Sharpe 0.51

Stocks · Canada

TELUS Corporation

SMA crossover · CAGR 7.3% · MDD -33.4% · Sharpe 0.51

Stocks · Canada

Great-West Lifeco Inc.

EMA crossover · CAGR 6.3% · MDD -36.5% · Sharpe 0.51

Stocks · Canada

North West Company Inc.

ROC momentum · CAGR 9.3% · MDD -42.7% · Sharpe 0.51

Stocks · Canada

Torex Gold Resources Inc.

Bollinger breakout · CAGR 9.7% · MDD -36.0% · Sharpe 0.50

Stocks · Canada

Endeavour Silver Corp.

EMA crossover · CAGR 15.0% · MDD -85.7% · Sharpe 0.50

Stocks · Canada

Empire Co Ltd Class A

SMA crossover · CAGR 8.0% · MDD -31.8% · Sharpe 0.50

Stocks · Canada

Bird Construction Inc.

Donchian breakout · CAGR 11.2% · MDD -77.0% · Sharpe 0.50

Stocks · Canada

Aris Mining Corp

Donchian breakout · CAGR 11.6% · MDD -62.1% · Sharpe 0.49

Stocks · Canada

Sun Life Financial Inc.

Donchian breakout · CAGR 7.8% · MDD -45.3% · Sharpe 0.49

Stocks · Canada

Aecon Group Inc.

Donchian breakout · CAGR 10.2% · MDD -59.9% · Sharpe 0.48

Stocks · Canada

CAE Inc.

Donchian breakout · CAGR 10.4% · MDD -58.5% · Sharpe 0.48

Stocks · Canada

First Majestic Silver Corp.

SMA crossover · CAGR 11.4% · MDD -93.0% · Sharpe 0.48

Stocks · Canada

Spartan Delta Corp

SMA crossover · CAGR 5.6% · MDD -96.5% · Sharpe 0.47

ETFs · Canada

iShares Core Growth ETF Portfolio

Donchian breakout · CAGR 3.4% · MDD -13.3% · Sharpe 0.47

Stocks · Canada

Hemlo Mining Corp

SMA crossover · CAGR -5.0% · MDD -99.8% · Sharpe 0.47

Stocks · Canada

Avino Silver & Gold Mines Ltd.

SMA crossover · CAGR 10.8% · MDD -78.0% · Sharpe 0.47

Stocks · Canada

Atkinsrealis Group Inc.

SMA crossover · CAGR 8.3% · MDD -60.1% · Sharpe 0.47

Stocks · Canada

Killam Apartment REIT

EMA crossover · CAGR 10.6% · MDD -50.3% · Sharpe 0.47

Stocks · Canada

Eldorado Gold Corporation

SMA crossover · CAGR 11.1% · MDD -84.0% · Sharpe 0.46

Stocks · Canada

Mullen Group Ltd.

Donchian breakout · CAGR 8.2% · MDD -42.7% · Sharpe 0.46

ETFs · Canada

BetaPro Natural Gas Inverse Leveraged Daily Bear ETF

SMA crossover · CAGR 7.4% · MDD -94.1% · Sharpe 0.46

Stocks · Canada

Magellan Aerospace Corporation

SMA crossover · CAGR 10.2% · MDD -66.9% · Sharpe 0.46

Stocks · Canada

Granite Real Estate Investment Trust

SMA crossover · CAGR 7.3% · MDD -45.1% · Sharpe 0.46

ETFs · Canada

iShares S&P/TSX Capped Energy Index ETF

SMA crossover · CAGR 7.0% · MDD -43.9% · Sharpe 0.46

Stocks · Canada

Brookfield Wealth Solutions Ltd. Class A

Parabolic SAR · CAGR 7.2% · MDD -21.7% · Sharpe 0.45

Stocks · Canada

ATS Corporation

Donchian breakout · CAGR 10.4% · MDD -66.2% · Sharpe 0.45

Stocks · Canada

Lundin Mining Corporation

SMA crossover · CAGR 10.9% · MDD -84.7% · Sharpe 0.45

Stocks · Canada

B2Gold Corp.

SMA crossover · CAGR 10.5% · MDD -65.0% · Sharpe 0.45

Stocks · Canada

Alamos Gold Inc.

SMA crossover · CAGR 10.3% · MDD -69.2% · Sharpe 0.45

Stocks · Canada

Kinross Gold Corporation

Donchian breakout · CAGR 7.9% · MDD -47.6% · Sharpe 0.45

Stocks · Canada

Cenovus Energy Inc.

ROC momentum · CAGR 7.3% · MDD -49.5% · Sharpe 0.45

ETFs · Canada

BetaPro Canadian Gold Miners 2x Daily Bull ETF

Bollinger breakout · CAGR 4.5% · MDD -27.5% · Sharpe 0.45

Stocks · Canada

Wesdome Gold Mines Ltd.

EMA crossover · CAGR 10.6% · MDD -68.3% · Sharpe 0.44

ETFs · Canada

Dividend 15 Split Corp. Class A

Donchian breakout · CAGR 5.6% · MDD -42.6% · Sharpe 0.44

Stocks · Canada

ARC Resources Ltd.

EMA crossover · CAGR 7.6% · MDD -43.0% · Sharpe 0.44

Stocks · Canada

IAMGOLD Corporation

EMA crossover · CAGR 9.6% · MDD -66.1% · Sharpe 0.44

Stocks · Canada

IGM Financial Inc.

SMA crossover · CAGR 6.1% · MDD -43.4% · Sharpe 0.43

Stocks · Canada

Freehold Royalties Ltd.

Bollinger breakout · CAGR 3.5% · MDD -17.0% · Sharpe 0.43

Stocks · Canada

Toromont Industries Ltd.

Donchian breakout · CAGR 7.9% · MDD -64.1% · Sharpe 0.43

Stocks · Canada

Pembina Pipeline Corporation

ROC momentum · CAGR 7.4% · MDD -57.7% · Sharpe 0.43

Stocks · Canada

Endeavour Mining PLC

Bollinger breakout · CAGR 7.0% · MDD -51.0% · Sharpe 0.43

Stocks · Canada

Finning International Inc.

Donchian breakout · CAGR 6.8% · MDD -41.0% · Sharpe 0.43

Stocks · Canada

Advantage Energy Ltd

Bollinger breakout · CAGR 7.1% · MDD -34.8% · Sharpe 0.42

Stocks · Canada

Emera Incorporated

ROC momentum · CAGR 6.0% · MDD -44.7% · Sharpe 0.42

Stocks · Canada

Saturn Oil & Gas Inc.

SMA crossover · CAGR 3.9% · MDD -85.5% · Sharpe 0.42

Stocks · Canada

Cascades Inc.

Donchian breakout · CAGR 7.1% · MDD -47.7% · Sharpe 0.41

Stocks · Canada

RioCan Real Estate Investment Trust

EMA crossover · CAGR 4.6% · MDD -42.7% · Sharpe 0.41

ETFs · Canada

Financial 15 Split Corp. Class A

Keltner breakout · CAGR 5.7% · MDD -34.8% · Sharpe 0.41

ETFs · Canada

iShares S&P/TSX Capped Utilities Index Fund

Donchian breakout · CAGR 2.7% · MDD -21.1% · Sharpe 0.41

Stocks · Canada

Talon Metals Corp.

SMA crossover · CAGR 31.3% · MDD -86.9% · Sharpe 0.40

ETFs · Canada

Canoe EIT Income Fund

Donchian breakout · CAGR 2.0% · MDD -14.0% · Sharpe 0.40

Stocks · Canada

Denison Mines Corp.

Donchian breakout · CAGR 6.1% · MDD -93.0% · Sharpe 0.39

ETFs · Canada

BetaPro Crude Oil Inverse Leveraged Daily Bear ETF

SMA crossover · CAGR 6.4% · MDD -93.2% · Sharpe 0.39

ETFs · Canada

RBC Canadian Discount Bond ETF Trust Units

SMA crossover · CAGR 0.8% · MDD -2.9% · Sharpe 0.39

Stocks · Canada

H&R Real Estate Investment Trust

SMA crossover · CAGR 4.7% · MDD -37.3% · Sharpe 0.39

Stocks · Canada

BCE Inc.

Bollinger breakout · CAGR 2.9% · MDD -22.7% · Sharpe 0.39

ETFs · Canada

BetaPro Crude Oil Leveraged Daily Bull ETF

Bollinger breakout · CAGR 5.5% · MDD -33.4% · Sharpe 0.38

Stocks · Canada

Seabridge Gold Inc

SMA crossover · CAGR 7.2% · MDD -94.0% · Sharpe 0.38

Stocks · Canada

Fortuna Mining Corp.

EMA crossover · CAGR 7.8% · MDD -80.0% · Sharpe 0.38

Stocks · Canada

RIO2 Limited

SMA crossover · CAGR -0.7% · MDD -99.8% · Sharpe 0.38

Stocks · Canada

Pan American Silver Corp.

EMA crossover · CAGR 7.4% · MDD -59.3% · Sharpe 0.38

Stocks · Canada

Whitecap Resources Inc.

EMA crossover · CAGR 7.2% · MDD -60.9% · Sharpe 0.37

Stocks · Canada

Open Text Corporation

SMA crossover · CAGR 6.8% · MDD -64.7% · Sharpe 0.37

Stocks · Canada

Crombie Real Estate Investment Trust

SMA crossover · CAGR 3.8% · MDD -28.0% · Sharpe 0.37

Stocks · Canada

West Fraser Timber Co. Ltd.

Donchian breakout · CAGR 6.5% · MDD -68.8% · Sharpe 0.36

Stocks · Canada

Troilus Mining Corp

EMA crossover · CAGR 4.9% · MDD -82.4% · Sharpe 0.36

Stocks · Canada

RB Global, Inc.

SMA crossover · CAGR 5.8% · MDD -49.8% · Sharpe 0.36

Stocks · Canada

Chemtrade Logistics Income Fund

ADX / DI trend · CAGR 2.2% · MDD -21.4% · Sharpe 0.35

Stocks · Canada

Labrador Iron Ore Royalty Corporation

Donchian breakout · CAGR 5.2% · MDD -42.5% · Sharpe 0.34

Stocks · Canada

Winpak Ltd.

Donchian breakout · CAGR 5.7% · MDD -63.8% · Sharpe 0.34

Stocks · Canada

CT Real Estate Investment Trust

ADX / DI trend · CAGR 0.8% · MDD -4.2% · Sharpe 0.34

ETFs · Canada

BMO Covered Call Utilities ETF

ROC momentum · CAGR 0.5% · MDD -0.5% · Sharpe 0.34

Stocks · Canada

Canadian Utilities Limited Class A

Donchian breakout · CAGR 3.8% · MDD -36.7% · Sharpe 0.34

Stocks · Canada

Algonquin Power & Utilities Corp.

SMA crossover · CAGR 4.5% · MDD -37.4% · Sharpe 0.34

Stocks · Canada

Lundin Gold Inc.

SMA crossover · CAGR 4.0% · MDD -90.6% · Sharpe 0.33

Stocks · Canada

Agnico Eagle Mines Limited

ADX / DI trend · CAGR 3.0% · MDD -27.0% · Sharpe 0.33

Stocks · Canada

Birchcliff Energy Ltd.

SMA crossover · CAGR 8.1% · MDD -97.8% · Sharpe 0.33

Stocks · Canada

Canfor Corporation

EMA crossover · CAGR 4.7% · MDD -57.5% · Sharpe 0.32

ETFs · Canada

iShares MSCI Emerging Markets Index ETF

SMA crossover · CAGR 3.3% · MDD -25.3% · Sharpe 0.32

Stocks · Canada

Northland Power Inc.

ADX / DI trend · CAGR 0.6% · MDD -5.3% · Sharpe 0.32

Stocks · Canada

Canadian Apartment Properties Real Estate Investment Trust

SMA crossover · CAGR 3.5% · MDD -44.1% · Sharpe 0.31

Stocks · Canada

Brookfield Renewable Partners LP

Bollinger breakout · CAGR 2.4% · MDD -27.5% · Sharpe 0.31

Stocks · Canada

Gibson Energy Inc.

ROC momentum · CAGR 4.7% · MDD -61.6% · Sharpe 0.31

Stocks · Canada

Barrick Mining Corporation

ADX / DI trend · CAGR 1.5% · MDD -13.4% · Sharpe 0.30

Stocks · Canada

Choice Properties Real Estate Investment Trust

Keltner breakout · CAGR 0.9% · MDD -8.0% · Sharpe 0.30

ETFs · Canada

iShares S&P/TSX Global Gold Index ETF

Bollinger breakout · CAGR 2.3% · MDD -19.0% · Sharpe 0.30

Stocks · Canada

Green Thumb Industries Inc.

SMA crossover · CAGR -2.8% · MDD -94.0% · Sharpe 0.29

Stocks · Canada

Allied Properties Real Estate Investment Trust

EMA crossover · CAGR 3.1% · MDD -49.9% · Sharpe 0.29

ETFs · Canada

PIMCO Monthly Income Fund (Canada)

ROC momentum · CAGR 0.1% · MDD -0.5% · Sharpe 0.27

Stocks · Canada

TransAlta Corporation

Keltner breakout · CAGR 2.4% · MDD -47.1% · Sharpe 0.26

Stocks · Canada

Maple Leaf Foods Inc.

EMA crossover · CAGR 3.1% · MDD -66.7% · Sharpe 0.25

ETFs · Canada

iShares Core Canadian Corporate Bond Index ETF

ADX / DI trend · CAGR 0.1% · MDD -1.2% · Sharpe 0.25

ETFs · Canada

BetaPro Natural Gas Leveraged Daily Bull ETF

Bollinger breakout · CAGR 2.6% · MDD -38.3% · Sharpe 0.24

ETFs · Canada

Global X US Dollar Currency ETF Trust Units

Donchian breakout · CAGR 1.0% · MDD -19.5% · Sharpe 0.18

ETFs · Canada

BetaPro NASDAQ-100 -2x Daily Bear ETF

ADX / DI trend · CAGR 1.3% · MDD -31.6% · Sharpe 0.17

ETFs · Canada

BMO Aggregate Bond Index ETF

ROC momentum · CAGR 0.1% · MDD -0.5% · Sharpe 0.16

ETFs · Canada

Harvest Healthcare Leaders Income ETF

ROC momentum · CAGR 0.2% · MDD -4.1% · Sharpe 0.14

Stocks · Canada

Vital Infrastructure Property Trust

Donchian breakout · CAGR -0.4% · MDD -41.4% · Sharpe 0.05

ETFs · Canada

iShares Core Canadian Universe Bond Index ETF

Keltner breakout · CAGR 0.0% · MDD -3.8% · Sharpe 0.02

ETFs · Canada

Vanguard Canadian Aggregate Bond Index ETF

SMA crossover · CAGR -0.1% · MDD -13.7% · Sharpe 0.00

ETFs · Canada

iShares Premium Money Market ETF Trust Units

ROC momentum · CAGR 0.0% · MDD 0.0% · Sharpe 0.00

ETFs · Canada

Scotia Canadian Bond Index Tracker ETF

ADX / DI trend · CAGR -0.0% · MDD -0.5% · Sharpe -0.00

ETFs · Canada

BetaPro Canadian Gold Miners -2x Daily Bear ETF

SMA crossover · CAGR -10.0% · MDD -91.4% · Sharpe -0.01

ETFs · Canada

Purpose High Interest Savings Fund

ROC momentum · CAGR -0.1% · MDD -3.9% · Sharpe -0.08

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