Side-by-side comparison

Compare investment strategies

AAPL/GOOG Hourly Divergence Mean Reversion vs Rising Rates Volatility Switch Risk-Parity Mix

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

6.3%

27.9%Best

3.6%

—

0.2%

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18.06

-30.3%

-0.0%Best

Minimum investment

$100

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Each source uses its own scale

2.26(Surmount risk score)

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Inception

2023-10-04

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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: Rising Rates Volatility Switch Risk-Parity Mix.

Every published figureShow 23 attributes

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

Classification

AI categories (Composer)

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financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equity

equities

Returns

Annual return (Surmount tracking) (model tracking)

27.85%

—

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

32.84%

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

1.75%

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

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3.62%

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

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2.81%

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

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0.34%

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

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6.30%

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

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0.95%

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

24.89%

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Total return (Surmount tracking) (model tracking)

270.28%

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Risk metrics

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

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331.36

Maximum drawdown (Surmount tracking) (model tracking)

-30.25%

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

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-0.01%

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

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18.06

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

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0.20%

Holdings

Industry weights (Surmount)

Technology: 54.6% · Communication Services: 45.4%

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Popularity

Investors following (Surmount)

336

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Cost & access

Minimum investment

$100

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Construction

Rebalance corridor width

—

5.00%

Rebalance frequency

—

none

Risk score

Risk score (Surmount)

2.26

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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