Side-by-side comparison

Compare investment strategies

Opening Range Breakout Day Trading Model vs Short-Term Volatility: SVIX, VXX or Cash on SPY RSI

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.

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58.7%

17.6%

66.4%Best

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21.5%

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2.49

-30.2%

-7.1%Best

Minimum investment

$100

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Each source uses its own scale

2.16(Surmount risk score)

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Inception

2026-08-26

2025-02-23

Holdings

82%Best

80%

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.

Opening Range Breakout Day Trading ModelModeldown -1.9%
S&P 500 ETFdown -0.8%

No published history to chart: Short-Term Volatility: SVIX, VXX or Cash on SPY RSI.

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 2026-10-20

as of 2026-10-11

Asset mix

Other 100%

ETFs 100%

Top 5 holdings

CASH100.0%

BIL69.8%
SVIX30.2%

Overlap

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

	Opening Range Breakout Day Trading Model	Short-Term Volatility: SVIX, VXX or Cash on SPY RSI
Opening Range Breakout Day Trading Model		0%
Short-Term Volatility: SVIX, VXX or Cash on SPY RSI	0%

Every published figureShow 49 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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daily rebalanced, mean reversion, risk-managed, short-term volatility, systematic, tactical etf, vix etp rotation

Asset classes / instruments

equity

equities

Market-relative

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

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0.23

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

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1.10

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

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0.64

Returns

Annual return (Surmount tracking) (model tracking)

17.63%

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Backtest length

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1,136

Out-of-sample length

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368

Return, backtest period (annualized) (backtest)

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75.35%

Return, backtest period (cumulative) (backtest)

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1160%

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

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66.41%

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

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110.81%

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

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0.45%

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

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2.71%

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

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0.30%

Return, trailing 1 year (backtest)

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58.70%

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

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58.71%

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

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-0.22%

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

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11.54%

SPY annualized return over the backtest window (backtest)

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13.95%

Total return (Surmount tracking) (model tracking)

260.70%

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Trading activity

Annualized turnover, backtest period (backtest)

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41.28

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

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40.11

Daily win rate, backtest period (backtest)

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59.15%

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

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57.34%

Backtest

Backtest final value (from $10,000)

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$126k

Backtest regulatory fees

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$255

Backtest slippage cost

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$1,783

Risk metrics

Calmar ratio, backtest period (backtest)

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5.83

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

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9.35

Maximum drawdown (Surmount tracking) (model tracking)

-30.16%

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Maximum drawdown, backtest period (backtest)

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-12.91%

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

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-7.10%

Sharpe ratio, backtest period (backtest)

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2.36

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

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2.49

Sortino ratio, backtest period (backtest)

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4.27

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

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4.54

Standard deviation, backtest period (backtest)

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25.11%

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

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21.48%

Quality

Community review status

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ACTIVE

Holdings

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

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0.53

Industry weights (Surmount)

Financial Services: 100.0%

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Popularity

Investors following (Surmount)

—

Remixes (copies)

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406

Watchers

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160

Construction

Logic complexity (node count)

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336

Rebalance frequency

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daily

Cost & access

Minimum investment

$100

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Risk score

Risk score (Surmount)

2.16

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Opening Range Breakout Day Trading Model

Short-Term Volatility: SVIX, VXX or Cash on SPY RSI

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