Code	Company Name	Entry Date	Closing Price (CAD) (As per Entry Date)	Current Portfolio Weights(%)	Amount Invested (CAD)	Support	Resistance
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX

Code	Company Name	Entry Date	Amount Invested (CAD)	Closing Price (CAD) (As per Entry Date)	Support	Resistance	Current Market Price (CAD)	Current Invested Amount (CAD)	Gain/ Loss	% Gain Loss
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX	XXXX	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX	XXXX	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX	XXXX	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX	XXXX	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX	XXXX	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX	XXXX	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX	XXXX	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX	XXXX	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX	XXXX	XXXX	XXXX
XXX	XXX XXXX XXXXXXX	XX-XX-XXXX	X.XX	XXXX.XX	XX.XX %	XXXX	XXXX	XXXX	XXXX	XXXX

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Kalkine's Momentum Model Portfolio follows the 'Trend is Your Friend' philosophy and aims to cover momentum stocks across diversified sectors and market capitalization. The Momentum Model Portfolio is based on back-tested quantitative strategy derived from technical indicators for selecting a suite of stocks (10 stocks) favorable from the Risk-Reward perspective. Any quantitative strategy's success primarily depends on its key metrics and defined criteria used for selection. Kalkine's Momentum Model Portfolio strategy is developed with an appropriate blend of volume, trend-following, and momentum indicators to get the desired outcome.

Kalkine’s Momentum Model Portfolio showcases opportunities to benefit from short-term (up to 2 months) price movements of the stocks that signal strength on quantitative parameters. As per the methodology defined, the positive technical indicators reflect the possibility of a positive directional movement in the stock price. The quantitative parameters are finalized based on extensive research and testing by qualified technical analysis experts. Evaluation of such stocks is based on a combination of different volume, trend-following and momentum indicators, such as:

What you get?

Exposure to a diversified pool of small, mid, and large capitalization momentum stocks.
Asset Type

Listed Equities on TSX Stock Exchange.
Objective

The goal is to identify momentum stocks which may portray relative strength and may showcase upside potential in short-term (typically up to 2 months).
Strategy

Technical analysis-driven momentum stock picks for a duration of up to 2 months for individuals with the high-risk appetite.
Stock Selection Approach

The model portfolio is constructed based on a momentum strategy, considering the short-term risk-reward ratio. The inclusion of the stocks is driven by parameters such as Simple Moving Averages (SMAs), Directional Movement Index (DMI), Relative Strength Index (RSI), MACD, and volume trend.
Target Audiences

Individuals with a short-term outlook and high-risk appetite.

Trending Sector Allocation

(Trending sectors which are showing strength or can lead the market in the short term)

Selection Universe

(TSX-listed stocks covering a broad range of market capitalization (Small, medium and large Caps))

Stock Screening*

(Momentum Indicators : MACD, Relative Strength Index (RSI), and Directional Movement Index (DMI) Trend-Following Indicator: 50-period Simple Moving Average (SMA), 20-period Simple Moving Average (SMA) Volume : Volume Trend)

Periodic Portfolio Monitoring

(As per the of achievement of Support or Resistance level mentioned, technical analysis, news, events, and geopolitical impact)

Periodic Portfolio Rebalancing

(For any change in stock allocation)

Source: Kalkine Group

* For stock selection, a set of quantitative criteria have been defined and measured. For instance, on the stock screening front – technical analysis metric such as Relative Strength Index (RSI) above the midpoint, prices above the Simple Moving Averages (SMAs), positive Moving Average Convergence Divergence (MACD) crossover, positive Directional Movement Index (DMI) are analyzed on a daily and weekly timeframe chart.

Guidelines

10 stocks weighted equally.

At a Glance

Benchmark Index
TSX Composite Index
Rebalance Frequency
As per the achievement of the Support or Resistance level mentioned, ongoing technical analysis, etc.
Last Rebalance
21-06-2024
Next Rebalance
Tentative (20-08-2024)

View Rebalance

Momentum Model Portfolio

User Profile

The Momentum Portfolio is appropriate for an individual with a high-risk appetite and a time horizon of up to 2 months. Market volatility plays a vital role in the short horizon and may impact returns; therefore, this portfolio's typical target audience may include individuals with a high risk-taking appetite who may not be looking for regular income.

Portfolio Monitoring

Periodic as per the achievement of the Support or Resistance level mentioned, ongoing technical analysis, news, events, and geopolitical impact.

Rebalance Reports

The table below shows the portfolio’s rebalances done till now.

No Reports Available

Kalkine identifies ‘Model Portfolios’ to be an opportunity area for different types of audiences as general advice only. The Model Portfolio refers to a hypothetical investment tool for selecting a suite of stocks (typically 10-15) based on low, medium, and or high-risk tolerance levels and holding tenure expectations of the target audience.

Model Portfolios are pre-built or ready-made portfolios of selected stocks that are reviewed on a regular basis based on specific pre-determined quantitative parameters.
The different types of portfolios are constructed taking into consideration the varied return and risk profiles of target audiences and the holding tenure expectations (short-term, mid-term, and or long-term).

Invested Amount

CAD 10000

21-06-2024

Current Value

XXX

05-07-2024

Gain

XXXXX

Stocks: 10Since Launch

Stocks Selection From TSX Composite Index

Disclaimer

This information should not be relied upon as personal financial advice by Kalkine on (i) the stocks or (ii) the use or suitability of the model portfolios. Only an investor knows about their circumstances to make an investment decision. Model Portfolio has been prepared for illustrative purpose only and does not take into account the objectives, financial situation or needs of any particular investor. Accordingly, investors should, before acting on the information, consider its appropriateness, having regard to their objectives, financial situation and needs. Past performance is not necessarily indicative of future performance results. Actual investment returns will vary, and the value of investments can go up or down.