Surmount · investment strategy
by Quantbase · via Surmount
A high-conviction strategy blending top NASDAQ/NYSE stocks + GLD, driven by momentum, value, and adaptive risk protection based on market volatility.
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.
“defensive positioning in gold during volatile periods”
“The strategy dynamically adjusts exposures according to market volatility measured by SPY realized volatility, varying the mix between stocks and gold to manage risk”
“systematically allocates across a fixed basket of 10 large-cap NASDAQ/NYSE stocks plus GLD (Gold ETF)”
“It integrates fundamental data (PE and PEG ratios) and momentum, standardizes these signals, and combines them into a single score to drive stock allocations”
3 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.
· : 0.37 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.66 (90%: 0.28 to 0.97)
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%)
No funds
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
Strategies that share its Capital preservation label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
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 "Protective" strategy systematically allocates across a fixed basket of 10 large-cap NASDAQ/NYSE stocks plus GLD (Gold ETF). It integrates fundamental data (PE and PEG ratios) and momentum, standardizes these signals, and combines them into a single score to drive stock allocations. The strategy dynamically adjusts exposures according to market volatility measured by SPY realized volatility, varying the mix between stocks and gold to manage risk. Portfolio weights are normalized to sum to 100%, aiming to balance growth potential from equities with defensive positioning in gold during volatile periods.
A high-conviction strategy blending top NASDAQ/NYSE stocks + GLD, driven by momentum, value, and adaptive risk protection based on market volatility.
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) | Technology: 43.8% · Financial Services: 56.2% | 2026-10-20 |
| Investors following (Surmount) | 0 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 18.83% | ||
| Return, 1 year (Surmount tracking) (model tracking) | 2.05% | 2026-10-20 | |
| Return, 3 months (Surmount tracking) (model tracking) | 6.19% | 2026-10-20 | |
| Return, year to date (Surmount tracking) (model tracking) | -1.65% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | 136.14% |
| Maximum drawdown (Surmount tracking) (model tracking) | -25.78% |
| Risk score (Surmount) | 2.42 | 2026-10-20 |
Composer Technologies · Composer
Composer Technologies · Composer
