I still think hockey season is your best cover. I've been to Montreal for hockey weekends. No matter what you tell them, you are still a lone male traveling to a city with liberal views on sexuality. That's always going to raise an eyebrow, but don't get yourself caught in a lie (i.e. unidentifiable friends, etc.).
Only recommended if it's (1) the truth or (2) you actually know a lot about hockey. I went up one weekend with friends with intentions to see Flyers v. Habs, on one other occasion to see the Rangers get shut out. We did not have tickets (admitted that- we ultimately bought them from a scalper for $180 each) and the guards on those occasions proceeded to ask a lot of hockey questions. Most of the border guards know more about hockey than the average American tourist. Me and my friends are sports fans who can hold our own. The conversation could easily go down like this:
Customs Agent: Where are you going?
Tourist: Montreal.
Customs Agent: The purpose of your visit?
Tourist: Going to the hockey game.
Customs Agent: Are you a fan of the Montreal Canadiens?
Tourist: Oh Yeah!!!!!!!! Go Habs!!!!!!!!!!!!!!!!!!!!
Customs Agent: That Nikita Scherbak, he is really something, isn't he?
Tourist: You bet!!!!!!!!!!!!!!!!!!
Customs Agent. Sir, Montreal waived Nikita Scherbak yesterday. Please park your car up ahead next to the one with license plate "Bred Sob" for your secondary inspection with Customs.
Here is how that same conversation went down with me:
Customs Agent: Where are you going?
Me: Montreal.
Customs Agent: The purpose of your visit?
Me: Going to the hockey game.
Customs Agent: Are you a fan of the Montreal Canadiens?
Me: I like the Habs, but to tell you the truth they are playing the Flyers and I want to see the Broad Street Bullies get beat. We are Rangers fans.
Customs Agent: Henrik Lundqvist is having a pretty good season, huh?
Me: The King! Yeah, his save % and GAA are both down from last year, although he does not have as many shutouts, percentage wise, as he did in his younger days.
Customs Agent: Enjoy the game. Hope you have tickets?
Me: We do not, but we anticipate we will be able to purchase some, hopefully.
Customs Agent: Have a nice trip.