Surmount · investment strategy
by Quantbase · via Surmount
Analyzes the price ratio between KO and PEP, adjusting allocations based on deviations from historical norms. Incorporates SPY and TQQQ with moving average signals to dynamically rebalance and optimize portfolio performance.
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.
“Incorporates SPY and TQQQ with moving average signals”
“Analyzes the price ratio between KO and PEP, adjusting allocations based on deviations from historical norms”
4 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.
· : 0.47 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.78 (90%: 0.52 to 1.05)
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.
0.3% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-20
5.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 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.
Analyzes the price ratio between KO and PEP, adjusting allocations based on deviations from historical norms. Incorporates SPY and TQQQ with moving average signals to dynamically rebalance and optimize portfolio performance.
Analyzes the price ratio between KO and PEP, adjusting allocations based on deviations from historical norms. Incorporates SPY and TQQQ with moving average signals to dynamically rebalance and optimize portfolio performance.
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) | Consumer Defensive: 50.8% · Financial Services: 49.2% | 2026-10-20 |
| Investors following (Surmount) | 5 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 4.82% | ||
| Return, 1 year (Surmount tracking) (model tracking) | 1.43% | 2026-10-20 | |
| Return, 3 months (Surmount tracking) (model tracking) | -4.25% | 2026-10-20 | |
| Return, year to date (Surmount tracking) (model tracking) | -0.74% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | 26.40% |
| Maximum drawdown (Surmount tracking) (model tracking) | -33.59% |
| Risk score (Surmount) | 3.03 | 2026-10-20 |
