Quantbase · investment strategy
by Quantbase
An equally weighted selection of the top 5 publicly traded companies working on AI, algorithmically rebalanced weekly at the beginning of the week split equally between publicly traded companies, bond ETFs, inverse ETFs, and commodity ETF instruments with the goal to reduce drawdowns under certain market conditions while capturing AI momentum.
Description from Quantbase
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
Each rule is quoted word for word from the strategy's own documents.
“During market downturns this algorithm may shift to other assets with the goal of attenuating drawdowns.”
“the top 5 public companies working on AI”
“Dynamically selects top 5 AI-focused stocks”
“the top 5 public companies working on AI based on momentum”
“top 5 AI-focused stocks”
“rebalanced weekly”
“based on 5-day SMA of daily returns”
“This is a basket of equally weighted holding of the top 5 public companies working on AI based on momentum, rebalanced weekly”
No published holdings for this strategy.
Fitted to 252 returns (composite) from 2025-10-17 to 2026-10-05. An estimate, not holdings: it can't name stocks.
· : 0.33 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.25 (90%: 0.98 to 1.51)
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Thematic label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Interactive Advisors
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
5 missing
The text the rules are quoted from, with where it came from.
Dynamically selects top 5 AI-focused stocks (e.g., NVDA, GOOG, PLTR) and safety assets based on 5-day SMA of daily returns
This is a basket of equally weighted holding of the top 5 public companies working on AI based on momentum, rebalanced weekly. During market downturns this algorithm may shift to other assets with the goal of attenuating drawdowns.
This portfolio was co-created with our partner, Statis Fund , an emerging hedge fund.;The use of leveraged and inverse ETFs in the description can amplify returns but also increase risk due to their higher volatility.
An equally weighted selection of the top 5 publicly traded companies working on AI, algorithmically rebalanced weekly at the beginning of the week split equally between publicly traded companies, bond ETFs, inverse ETFs, and commodity ETF instruments with the goal to reduce drawdowns under certain market conditions while capturing AI momentum.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2026-10-05 | 2026-10-05 | |
| Rebalance frequency | weekly | 2026-10-05 |
| Brokerage / custodian | Alpaca | 2026-10-05 |
| Metrics calculated through | 2026-10-05 | 2026-10-05 |
| Partner (Quantbase data field) | statis | 2026-10-05 | |
| Program in the firm's Form ADV brochure | url: https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=1043543 · name: Innotis AI Exposure Momentum Stock Fund · covers: 1 · source_key: quantbase_surmount|9 · original_name: Innotis - AI Exposure Fund |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.52 | 2026-10-05 | |
| Correlation to SPY (full history) (client composite) | 0.52 | 2026-10-05 |
| Annual return (Quantbase data field) (basis not stated) | 21.56% | 2026-10-05 | |
| Annualized return since inception (Lighthorse, daily, composite) | 23.46% | 2026-10-05 | |
| Backtest end date (Quantbase data field) | 2024-10-23 | 2026-10-05 | |
| Return since chart start (cumulative) (client composite) | 50.81% | 2026-10-05 | |
| Return, last 365 days (Lighthorse, daily, composite) | 9.45% | 2026-10-05 | |
| Return, rolling 1 year (client composite) | 5.04% | 2026-10-05 |
| Daily volatility over the chart range (client composite) | 1.43% | 2026-10-05 | |
| Max drawdown over the chart range (client composite) | -29.18% | 2026-10-05 | |
| Maximum drawdown since inception (Lighthorse, daily, composite) | -29.18% | 2026-10-05 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, composite) | -20.42% | 2026-10-05 | |
| Monthly volatility over the chart range (client composite) | 7.67% | 2026-10-05 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 0.92 | 2026-10-05 | |
| Sharpe ratio since inception (Lighthorse, daily, composite) | 0.76 | 2026-10-05 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, composite) | 0.32 | 2026-10-05 | |
| Sortino ratio, last 365 days (Lighthorse, daily, composite) | 0.46 | 2026-10-05 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 22.70% | 2026-10-05 | |
| Volatility since inception (Lighthorse, daily, composite) | 26.91% | 2026-10-05 | |
| Volatility, last 365 days (Lighthorse, daily, composite) | 27.55% | 2026-10-05 |
| Qualitative risk score (Quantbase data field) | 5 | 2026-10-05 | |
| Risk score 0-5 (Quantbase) | 3.52 | 2026-10-05 |
| Experience minimum: bonds | 0 | 2026-10-05 | |
| Experience minimum: crypto | 0 | 2026-10-05 | |
| Experience minimum: equity | 0 | 2026-10-05 | |
| Experience minimum: leverage | 0 | 2026-10-05 | |
| Experience minimum: options | 0 | 2026-10-05 |
Collective2
Composer Technologies · Composer
