The Green Cultivar
An 11-component cannabis portfolio driven by a disciplined, deterministic factor model. Insider conviction, price momentum, fundamentals, and sector exposure — scored, optimized, and proposed. Never auto-deployed.
Activated 2026-04-19. The Cultivator is recording factor scores but will not propose rebalances until the 14-day observation window closes on 2026-05-03.
Performance
Rebased to 1,000 at inception (2026-01-02).
Composition & Factor Scores
Scores 0–100 within the 11-component universe. Composite is the factor-weighted blend.
| Ticker | Weight | Insider | Momentum | Fundamentals | Sector | Composite |
|---|---|---|---|---|---|---|
| CRON | 9.09% | 50.0 | 87.5 | 69.2 | 50.0 | 64.2 |
| CURLF | 9.09% | 50.0 | 100.0 | 40.6 | 50.0 | 60.2 |
| ACB | 9.09% | 50.0 | 50.9 | 67.9 | 50.0 | 54.7 |
| SNDL | 9.10% | 50.0 | 63.4 | 53.8 | 50.0 | 54.3 |
| GTBIF | 9.09% | 50.0 | 36.8 | 72.2 | 50.0 | 52.3 |
| TCNNF | 9.09% | 50.0 | 8.7 | 66.8 | 50.0 | 43.9 |
| CGC | 9.09% | 25.8 | 82.4 | 21.1 | 50.0 | 42.4 |
| VFF | 9.09% | 26.2 | 46.0 | 47.0 | 50.0 | 39.9 |
| VRNOF | 9.09% | 50.0 | 23.2 | 31.2 | 50.0 | 38.6 |
| TLRY | 9.09% | 50.0 | 15.9 | 35.8 | 50.0 | 37.9 |
| CRLBF | 9.09% | 50.0 | 4.2 | 45.4 | 50.0 | 37.4 |
Factor Weights
The composite is a fixed weighted blend. Catalyst and Sentiment are Phase 4 placeholders at 0% until activated.
- 35%InsiderSEC Form 4 activity, role/size/cluster weighted
- 25%Momentum20d/50d/200d returns + trend consistency
- 25%FundamentalsRevenue growth, margins, leverage — universe-relative
- 15%SectorPlaceholder at launch — Phase 2 adds regulatory exposure
- 0%CatalystPhase 4
- 0%SentimentPhase 4
Constraints
Every proposal must satisfy all constraints simultaneously. Infeasible → no change, logged as a blocked proposal.
- max 20% per position — concentration cap
- min 2% dust floor — below this, weight goes to 0
- ≥6 names at 5%+ diversification minimum
- sum = 100% fully invested at all times
- ≥30pp divergence threshold to trigger an off-cycle rebalance
The Green Cultivar is a hypothetical portfolio constructed for educational and informational purposes. Nothing on this page is a recommendation to buy or sell any security. No capital is deployed, no orders are routed, and past performance — simulated or otherwise — does not predict future results. Cannabis equities are volatile and subject to significant federal, state, and regulatory risk. Consult a licensed financial advisor before making any investment decision.