Investment Analytics That Matter
Real insights from decades of analyzing Canadian markets. We break down complex indicators into actionable intelligence for serious investors.
Market Momentum Indicators
The moving average convergence divergence tells you when momentum shifts before most investors notice. We've tracked MACD patterns across 15 years of TSX data, and the results show clear entry points that often precede major moves by 3-5 trading days.
Our momentum analysis correctly identified 78% of significant market reversals in Canadian equities during 2024's volatile periods.
But here's what most people miss: MACD works best when combined with volume analysis. High-volume breakouts with MACD confirmation have shown 2.3x higher success rates than standard technical signals alone.
The key insight came when we realized that Canadian resource stocks respond differently to momentum indicators than financial stocks. This changes everything about portfolio timing.
Elena Thornfield, Senior Market Analyst
Volatility Prediction Models
Standard deviation only tells part of the story. We've developed proprietary volatility clusters that predict when calm markets are about to experience turbulence. This matters because position sizing during low-volatility periods can make or break annual returns.
Our volatility model predicted the March 2024 energy sector volatility spike 12 days before it occurred, allowing clients to adjust positions accordingly.
The most interesting discovery? Canadian dividend aristocrats show volatility patterns that differ significantly from their US counterparts, particularly during currency fluctuation periods. This creates unique hedging opportunities that most cross-border investors overlook.
When we mapped volatility clusters against seasonal patterns, we found that Canadian markets behave uniquely during tax-loss selling season - this insight alone has improved our December positioning strategies tremendously.
Dr. Sarah Blackwood, Quantitative Researcher
Sector Rotation Intelligence
Understanding when money flows between sectors can add 3-4% annually to portfolio performance. Our sector rotation model tracks institutional money movement across 11 major Canadian industry groups.
- Real-time fund flow analysis from major Canadian institutions
- Seasonal rotation patterns specific to TSX sectors
- Early warning signals for sector leadership changes
- Integration with commodity price cycles
- Currency impact modeling on sector performance
Risk-Adjusted Returns
Sharpe ratios don't account for tail risk - especially important in resource-heavy Canadian markets. Our risk models incorporate downside deviation and maximum drawdown recovery times to give you the complete picture.
- Tail risk measurement for Canadian equity portfolios
- Drawdown recovery analysis by sector and time period
- Currency-hedged return calculations for international exposure
- Stress testing against historical Canadian market events
- Custom benchmarking against relevant Canadian indices