Side-by-side comparison

Compare investment strategies

AAPL/GOOG Hourly Divergence Mean Reversion vs Macro-Filtered Short-Term Momentum with Mean Reversion

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Model, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

32.8%Best

0.0%

27.9%

76.5%Best

—

6.7%

—

9.00

-30.3%

-0.4%Best

Minimum investment

$100

—

Each source uses its own scale

2.26(Surmount risk score)

—

Inception

2023-10-04

—

Holdings

—

82%Best

40%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

AAPL/GOOG Hourly Divergence Mean ReversionModelup 173.1%
S&P 500 ETFup 79.9%

No published history to chart: Macro-Filtered Short-Term Momentum with Mean Reversion.

Every published figureShow 22 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

—

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equity

equities

Returns

Annual return (Surmount tracking) (model tracking)

27.85%

—

Return, 1 year (Surmount tracking) (model tracking)

32.84%

—

Return, 3 months (Surmount tracking) (model tracking)

1.75%

—

Return, out-of-sample period (annualized) (out-of-sample)

—

76.55%

Return, out-of-sample period (cumulative) (out-of-sample)

—

3.91%

Return, trailing 1 month (out-of-sample)

—

0.00%

Return, trailing 1 year (out-of-sample)

—

0.00%

Return, trailing 3 months (out-of-sample)

—

0.00%

Return, year to date (Surmount tracking) (model tracking)

24.89%

—

Total return (Surmount tracking) (model tracking)

270.28%

—

Risk metrics

Calmar ratio, out-of-sample period (out-of-sample)

—

180.23

Maximum drawdown (Surmount tracking) (model tracking)

-30.25%

—

Maximum drawdown, out-of-sample period (out-of-sample)

—

-0.42%

Sharpe ratio, out-of-sample period (out-of-sample)

—

9.00

Standard deviation, out-of-sample period (out-of-sample)

—

6.75%

Holdings

Industry weights (Surmount)

Technology: 54.6% · Communication Services: 45.4%

—

Popularity

Investors following (Surmount)

336

—

Cost & access

Minimum investment

$100

—

Construction

Rebalance frequency

—

daily

Risk score

Risk score (Surmount)

2.26

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources