TSX Composite Momentum Algo

TSX Composite Momentum Algo

A 20-stock portfolio crafted from the strongest performers in the TSX Composite Index, spanning over 200 Canadian companies with market caps from ~C$250 billion to ~C$0.90 billion. Its unique flexibility across sectors and company sizes drives superior returns.

Index vs Momentum Portfolio

Portfolio/Index Absolute Returns CAGR Start Value (Jan 22) End Value (Jun 25)
TSX Comp Momentum Algo - - $20,000 -
TSX Composite Index - - 21,335 -
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TSX Composite Index Month-end Close
TSX Comp Momentum Algo month-end

Performance

Compare the performance of the TSX Composite Momentum Algo against the TSX Composite Index to see how our strategy consistently outperforms the market.

(As of 30-Jun)
Performance Parameters TSX Comp Momentum Algo TSX Composite
Last 1 year 36.13% 19.96%
Last 3 Years 70.93% 39.75%
Since Inception 92.30% 28.45%
CAGR 20.04% 7.24%
Max Drawdown
(from Jan ’22)
-20.01% -15.74%

Key Points

Portfolio is comprised of 20 stocks
All stocks will have equal weightage of 5% each
Stocks are selected every month-end and only the strongest stocks remain in the portfolio
Stocks in portfolio are eliminated ruthlessly, akin to survival of the fittest
Winners are allowed to run, while the losers are eliminated quickly
Historical performance has beaten the market index (TSX Composite) by a wide margin
Portfolio requires no mid-month adjustments

Join the Winning Strategy

Start outperforming the market with the TSX Composite Momentum Algo today! Subscribe now and take control of your investments.

Subscription Plans

Unlock access to our model portfolio with real-time rebalancing alerts via text messages. Contact us for any inquiries.

6-Month Trial Offer
$120 for 12 months
$19.99 for 6 months
🎉 Save 83%

Frequently Asked Questions

Why does Strides focus on Momentum strategies? +

At Strides, we believe momentum is the most practical and effective way for individual investors to grow wealth. Momentum is data-driven and unbiased — it shifts your capital toward the strongest-performing stocks and sectors, while cutting exposure to laggards. This makes it self-correcting, disciplined, and adaptable in any market cycle.

Is momentum investing risky? +

All investing carries risk, but momentum strategies are designed to manage risk dynamically. By continuously reallocating into market leaders, you avoid staying stuck in underperforming assets. The approach doesn’t eliminate risk, but it helps reduce prolonged drawdowns and keeps your portfolio aligned with strength.

What is the downside of momentum investing? +

Momentum investing can sometimes lead to higher portfolio turnover, which means more frequent trades compared to buy-and-hold strategies. In sideways or choppy markets, momentum signals may also result in “whipsaws” — moving in and out of positions more often. While these periods can reduce short-term returns, the strategy’s strength lies in capturing major trends over the long run, where winners outweigh the noise. Using a zero-commission brokerage account helps minimize costs from turnover.

How long has momentum been studied or proven in markets? +

Momentum is not a new idea — it has been studied through modern academic research (like Jegadeesh & Titman, 1993) has repeatedly confirmed that momentum is a persistent and global phenomenon. It has been documented across stocks, bonds, commodities, and even international markets, making it one of the most robust and widely researched investment strategies.

How much does it cost? +

The cost of subscribing to Strides Analytics is designed to be affordable and transparent, reflecting the value of a complete, ready-to-use momentum portfolio and ongoing updates. We offer a 6-month trial at a deep discount, so you can experience the strategy firsthand. After the trial, only a 12-month subscription is available — this ensures you commit to the strategy long enough to see meaningful results, rather than stopping too early before the momentum cycles play out. Using a zero-commission brokerage keeps trading costs minimal, so nearly all your capital is invested toward growth.

How often do I need to rebalance my portfolio? +

We recommend a scheduled rebalance based on our strategy updates (for example, monthly or bi-weekly depending on the model). This ensures you stay aligned with the latest market leaders without needing to monitor the market daily.

Do I need a special brokerage account? +

No — any standard brokerage account which allows buying stocks in Canada works, including your tax-sheltered & tax-deferred accounts like RRSP, TFSA, FHSA & RESP. Our service provides the model portfolio and updates, and you simply log in to your broker to execute the trades in minutes. However, using a zero-commission brokerage account is highly preferable, since it keeps your costs low and ensures more of your returns stay in your pocket.

How is Strides different from mutual funds or ETFs? +

Mutual funds and ETFs are static or slow to adjust. They may hold underperforming stocks for long periods due to mandates or index tracking. Strides momentum portfolios are tactical and responsive, moving faster to capture winners and exit laggards. That means your money works harder, without being stuck in yesterday’s leaders.

Can beginners use this strategy? +

Yes. Strides is built for investors who want simplicity without sacrificing performance. If you can place trades in a brokerage account, you can follow our portfolios. We package the complexity into a clear, step-by-step service that anyone can execute.

How much time does it take to manage? +

Very little. Once you receive an update, you log in to your brokerage and adjust your holdings. Rebalancing typically takes less than 15 minutes per cycle.

What if I forget to rebalance my portfolio? +

If you miss a rebalance, your portfolio will still hold momentum stocks, but you may lag behind the latest market leaders. The power of momentum comes from staying aligned with strength, so it’s best to follow updates on schedule. Don’t worry if you miss occasionally — the next rebalance will bring your portfolio back on track.

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