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.
“increasing allocation when upward momentum strengthens and reducing or exiting positions when momentum deteriorates”
2 positions as of 2026-10-20
by the source.
Fitted to 53 returns (model) from 2026-02-26 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.17 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.87 (90%: 0.48 to 1.36)
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: ETH-USD 40%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 60% · 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.
Dynamically adjusts exposure to ETH based on the persistence of its price trends. The framework identifies positive momentum through indicators such as moving-average trends, rate-of-change measures, or breakout signals, increasing allocation when upward momentum strengthens and reducing or exiting positions when momentum deteriorates. By emphasizing trend persistence rather than short-term fluctuations, the strategy aims to capture sustained advances in ETH while mitigating drawdowns relative to a passive buy-and-hold approach.
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) | 1 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 0.82% | ||
| Return, 3 months (Surmount tracking) (model tracking) | 29.27% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | 27.44% |
| Maximum drawdown (Surmount tracking) (model tracking) | -62.72% |
| Risk score (Surmount) | 3.51 | 2026-10-20 |
