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Compare investment strategies

NVDA and Eli Lilly 50/50 with 3x Inverse Hedges vs Quantum Computing Leaders Monthly Custom-Weighted

At a glance

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

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

20.0%

26.2%Best

49.8%Best

40.8%

32.6%

—

1.41

—

-26.3%Best

-33.2%

Minimum investment

—

$100

Each source uses its own scale

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2.64(Surmount risk score)

Inception

2023-12-09

2024-06-05

Holdings

60%

91%Best

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.

Quantum Computing Leaders Monthly Custom-WeightedModelup 177.9%
S&P 500 ETFup 42.9%

No published history to chart: NVDA and Eli Lilly 50/50 with 3x Inverse Hedges.

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-11

as of 2026-10-20

Asset mix

Stocks 100%

Stocks 86% · Other 14%

Top 5 holdings

LLY50.3%
NVDA49.7%

MSFT11.6%
IBM10.8%
NVDA10.7%
BABA10.6%
GOOGL10.5%
of 13 positions

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	NVDA and Eli Lilly 50/50 with 3x Inverse Hedges	Quantum Computing Leaders Monthly Custom-Weighted
NVDA and Eli Lilly 50/50 with 3x Inverse Hedges		11%
Quantum Computing Leaders Monthly Custom-Weighted	11%

Every published figureShow 52 attributes

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

Classification

AI categories (Composer)

concentrated equities, daily rebalance, leveraged inverse etfs, momentum/mean reversion, tactical hedging, volatility trigger

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Asset classes / instruments

equities

equity

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.20

—

Beta vs SPY, out-of-sample (out-of-sample)

1.21

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.57

—

Returns

Annual return (Surmount tracking) (model tracking)

—

40.78%

Backtest length

3,924

—

Out-of-sample length

709

—

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

—

26.24%

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

—

9.76%

Return, backtest period (annualized) (backtest)

52.60%

—

Return, backtest period (cumulative) (backtest)

72k%

—

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

49.85%

—

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

212.54%

—

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

0.15%

—

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

3.87%

—

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

0.59%

—

Return, trailing 1 year (backtest)

20.02%

—

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

20.01%

—

Return, trailing 2 weeks (out-of-sample)

0.80%

—

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

5.70%

—

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

—

30.68%

SPY annualized return over the backtest window (backtest)

13.99%

—

Total return (Surmount tracking) (model tracking)

—

449.20%

Trading activity

Annualized turnover, backtest period (backtest)

7.32

—

Annualized turnover, out-of-sample period (out-of-sample)

9.24

—

Daily win rate, backtest period (backtest)

54.03%

—

Daily win rate, out-of-sample period (out-of-sample)

56.14%

—

Backtest

Backtest final value (from $10,000)

$7.2M

—

Backtest regulatory fees

$4,164

—

Backtest slippage cost

$36k

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.59

—

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

1.90

—

Maximum drawdown (Surmount tracking) (model tracking)

—

-33.23%

Maximum drawdown, backtest period (backtest)

-32.99%

—

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

-26.25%

—

Sharpe ratio, backtest period (backtest)

1.44

—

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

1.41

—

Sortino ratio, backtest period (backtest)

2.38

—

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

2.13

—

Standard deviation, backtest period (backtest)

33.16%

—

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

32.58%

—

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.52

—

Industry weights (Surmount)

—

Technology: 74.0% · Industrials: 5.2% · Consumer Cyclical: 10.4% · Communication Services: 10.4%

Popularity

Investors following (Surmount)

—

Remixes (copies)

—

Watchers

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

—

Cost & access

Minimum investment

—

$100

Risk score

Risk score (Surmount)

—

2.64

NVDA and Eli Lilly 50/50 with 3x Inverse Hedges

11%

Quantum Computing Leaders Monthly Custom-Weighted

11%

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources