Own the right ETFs for the current market environment.
Our model portfolios are built with a cascading model: which asset classes are leading, and which ETFs are leading within each asset class.
How It Works
The Market Regime framework decides which asset classes to own, the ETF Model decides which ETF carries each one. Each recommended ETF is the current leader of its class, held until it is no longer near the front of the pack.
Every week, ten asset classes are ranked by relative strength and money flow. We look for durable leadership — the average position is held five to eight months.
For every asset class the framework favours, the model scans the full audited shelf of Canadian-listed ETFs in that class and holds the current leader.
Each favoured class holds one ETF, its champion, the current leader of the peer group.
The champion is retained while it remains near the front of the pack, it is not dropped for slipping from first place because the model values continuity and consistency.
Only when it falls below the top five is it replaced — by whichever ETF leads the class at that time.
Nine trades per year on average. The portfolio itself moves at most once a month, even when asset class leadership shifts more often.
The model scans the entire Canadian ETF universe and qualifies each ETF. Exotic options are removed and pure beta is distilled. Factors can still be invested in, and sector ETFs are ignored.
Winners are held for as long as they keep winning. Historical champions run the majority of the year. Failed picks are cut within a few months.
What the model holds right now.
Asset classes and weights are the live model as published. ETF identities, scores, holding periods and rankings are published to ETF Research subscribers.
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Independent macro and equity research built for professional investors navigating regime change, market risk, and capital allocation.