Side-by-side comparison

Compare investment strategies

Wide Moat Quality Stocks with Weekly Hedge Switch 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.

41.1%Best

26.2%

25.4%

40.8%Best

35.2%

—

0.82

—

-34.7%

-33.2%Best

Minimum investment

—

$100

Each source uses its own scale

—

2.64(Surmount risk score)

Inception

2023-03-20

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: Wide Moat Quality Stocks with Weekly Hedge Switch.

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 98% · ETFs 2%

Stocks 86% · Other 14%

Top 5 holdings

KLAC44.7%
LLY32.2%
NVDA21.2%
QQQ1.7%
SPMD0.1%
of 7 positions

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).

	Wide Moat Quality Stocks with Weekly Hedge Switch	Quantum Computing Leaders Monthly Custom-Weighted
Wide Moat Quality Stocks with Weekly Hedge Switch		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)

equities + etfs, hedged (inverse, risk-managed, tactical momentum, treasuries), volatility, weekly rebalance

—

Asset classes / instruments

equities

equity

Market-relative

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

0.11

—

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

0.83

—

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

0.35

—

Returns

Annual return (Surmount tracking) (model tracking)

—

40.78%

Backtest length

1,846

—

Out-of-sample length

905

—

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

—

26.24%

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

—

9.76%

Return, backtest period (annualized) (backtest)

100.22%

—

Return, backtest period (cumulative) (backtest)

16k%

—

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

25.36%

—

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

125.37%

—

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

-0.11%

—

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

-4.41%

—

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

-2.27%

—

Return, trailing 1 year (backtest)

41.05%

—

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

41.05%

—

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

0.22%

—

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

-13.71%

—

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

—

30.68%

SPY annualized return over the backtest window (backtest)

16.43%

—

Total return (Surmount tracking) (model tracking)

—

449.20%

Trading activity

Annualized turnover, backtest period (backtest)

20.78

—

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

22.05

—

Daily win rate, backtest period (backtest)

54.39%

—

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

51.82%

—

Backtest

Backtest final value (from $10,000)

$1.6M

—

Backtest regulatory fees

$2,476

—

Backtest slippage cost

$20k

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.84

—

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

0.73

—

Maximum drawdown (Surmount tracking) (model tracking)

—

-33.23%

Maximum drawdown, backtest period (backtest)

-35.28%

—

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

-34.69%

—

Sharpe ratio, backtest period (backtest)

1.66

—

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

0.82

—

Sortino ratio, backtest period (backtest)

3.02

—

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

1.23

—

Standard deviation, backtest period (backtest)

48.50%

—

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

35.15%

—

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

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)

145

—

Rebalance frequency

weekly

—

Cost & access

Minimum investment

—

$100

Risk score

Risk score (Surmount)

—

2.64

Wide Moat Quality Stocks with Weekly Hedge Switch

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