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QQQ Trend with Berkshire and Defensive Sector Fallback 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.

26.6%Best

26.2%

32.8%

40.8%Best

17.5%

—

1.71

—

-12.4%Best

-33.2%

Minimum investment

—

$100

Each source uses its own scale

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2.64(Surmount risk score)

Inception

2024-08-27

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: QQQ Trend with Berkshire and Defensive Sector Fallback.

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

ETFs 100%

Stocks 86% · Other 14%

Top 5 holdings

QQQ100.0%

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).

	QQQ Trend with Berkshire and Defensive Sector Fallback	Quantum Computing Leaders Monthly Custom-Weighted
QQQ Trend with Berkshire and Defensive Sector Fallback		0%
Quantum Computing Leaders Monthly Custom-Weighted	0%

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)

equities-only, mean reversion, risk management, sector rotation, tactical asset allocation, trend following

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Asset classes / instruments

equities

equity

Market-relative

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

0.16

—

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

0.77

—

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

0.72

—

Returns

Annual return (Surmount tracking) (model tracking)

—

40.78%

Backtest length

6,879

—

Out-of-sample length

530

—

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

—

26.24%

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

—

9.76%

Return, backtest period (annualized) (backtest)

26.47%

—

Return, backtest period (cumulative) (backtest)

61k%

—

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

32.76%

—

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

81.70%

—

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

0.49%

—

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

5.77%

—

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

0.23%

—

Return, trailing 1 year (backtest)

29.77%

—

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

26.55%

—

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

0.91%

—

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

4.58%

—

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

—

30.68%

SPY annualized return over the backtest window (backtest)

8.57%

—

Total return (Surmount tracking) (model tracking)

—

449.20%

Trading activity

Annualized turnover, backtest period (backtest)

41.90

—

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

36.22

—

Daily win rate, backtest period (backtest)

49.19%

—

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

46.79%

—

Backtest

Backtest final value (from $10,000)

$6.1M

—

Backtest regulatory fees

$23k

—

Backtest slippage cost

$216k

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.71

—

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

2.65

—

Maximum drawdown (Surmount tracking) (model tracking)

—

-33.23%

Maximum drawdown, backtest period (backtest)

-37.54%

—

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

-12.38%

—

Sharpe ratio, backtest period (backtest)

1.27

—

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

1.71

—

Sortino ratio, backtest period (backtest)

1.97

—

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

2.82

—

Standard deviation, backtest period (backtest)

20.01%

—

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

17.48%

—

Quality

Community review status

ACTIVE

—

Holdings

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

0.73

—

Industry weights (Surmount)

—

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

Popularity

Investors following (Surmount)

—

Remixes (copies)

130

—

Watchers

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

—

Cost & access

Minimum investment

—

$100

Risk score

Risk score (Surmount)

—

2.64

QQQ Trend with Berkshire and Defensive Sector Fallback

Quantum Computing Leaders Monthly Custom-Weighted

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