Surmount · investment strategy
by Quantbase · via Surmount
A steady-income strategy combining dividend and bond ETFs, dynamically optimized for growth, income, and low volatility in all market conditions.
Description from Surmount
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.
“dynamically adjusting allocations based on momentum signals and inflation data”
2 positions as of 2026-10-20
by the source.
Fitted to 120 returns (model) from 2025-11-05 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.18 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.05 (90%: 0.00 to 0.14)
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-20
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 100% · 2026-10-20
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.
2 missing
The text the rules are quoted from, with where it came from.
The AlphaFactory "Income" strategy targets income generation via dividends while aiming for capital growth with low variance, risk, and drawdowns. It trades the following asset tickers: - Treasury and bond ETFs: TLT, EMB, HYG, BIL, TIP, BND, AGG, DTH, BNDX, VCIT, IEF - Dividend-focused ETFs: VIG, VYM, PEY - Currency hedge ETF: UUP The strategy balances a portfolio between stable, lower-risk assets and higher-yield dividend/bond ETFs, dynamically adjusting allocations based on momentum signals and inflation data. Its systematic approach seeks to generate steady dividend income and preserve capital with minimal volatility.
A steady-income strategy combining dividend and bond ETFs, dynamically optimized for growth, income, and low volatility in all market conditions.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | equity | 2026-10-20 |
| Minimum investment | $100 | 2026-10-20 |
| Industry weights (Surmount) | Financial Services: 100.0% | 2026-10-20 |
| Investors following (Surmount) | 1 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 2.99% | ||
| Return, 3 months (Surmount tracking) (model tracking) | 0.14% | 2026-10-20 | |
| Return, year to date (Surmount tracking) (model tracking) | 2.36% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | 15.82% |
| Maximum drawdown (Surmount tracking) (model tracking) | -3.68% |
| Risk score (Surmount) | 1.46 | 2026-10-20 |
