Surmount · investment strategy
by Quantbase · via 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.
“Systematically allocates to BTC when its price exhibits sustained upward momentum and reduces or exits exposure when momentum weakens”
2 positions as of 2026-10-20
by the source.
Fitted to 57 returns (model) from 2026-02-27 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.06 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.50 (90%: -0.08 to 0.54)
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 · not identified: BTC-USD 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 2026-10-20
0.0% of weight in (SPY: 0%)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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.
3 missing
The text the rules are quoted from, with where it came from.
Systematically allocates to BTC when its price exhibits sustained upward momentum and reduces or exits exposure when momentum weakens. The approach typically evaluates trend indicators—such as moving-average crossovers, rate-of-change signals, or breakout thresholds—to capture medium- to long-term price trends while avoiding prolonged drawdowns. By responding only to persistent directional moves rather than short-term noise, the strategy seeks to enhance risk-adjusted returns and improve portfolio timing relative to buy-and-hold.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | crypto | 2026-10-20 |
| Minimum investment | $100 | 2026-10-20 |
| Investors following (Surmount) | 3 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 7.11% | ||
| Return, 3 months (Surmount tracking) (model tracking) | 27.72% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | 64.49% |
| Maximum drawdown (Surmount tracking) (model tracking) | -62.24% |
| Risk score (Surmount) | 3.73 | 2026-10-20 |
