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.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
“the strategy shifts exposure toward defensive assets such as U.S. Treasuries, the U.S. Dollar, gold, or short-duration cash equivalents”
“Assets are screened using a volume-weighted trend filter and ranked using relative momentum measures”
“The strategy evaluates a diversified universe of equity, international, sector, real estate, currency, precious metal, and fixed-income ETFs”
4 positions as of 2026-10-20
by the source.
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.
2.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
No stated fossil-fuel rule; the exposure is shown for reference. : 75% · 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.
4 missing
The text the rules are quoted from, with where it came from.
This strategy follows publicly disclosed logic and research published by Meb Faber. This strategy is a dynamic global multi-asset strategy that combines trend-following and momentum investing techniques to seek long-term capital appreciation while managing downside risk. The strategy evaluates a diversified universe of equity, international, sector, real estate, currency, precious metal, and fixed-income ETFs. Assets are screened using a volume-weighted trend filter and ranked using relative momentum measures to identify the strongest opportunities across global markets. The investment process dynamically adapts between Risk-On and Risk-Off environments. During favorable market conditions, capital is allocated to the highest-ranked growth-oriented assets. During periods of weakening trends or increased uncertainty, the strategy shifts exposure toward defensive assets such as U.S. Treasuries, the U.S. Dollar, gold, or short-duration cash equivalents. Key characteristics include: Multi-asset diversification Trend-following risk management Relative momentum asset selection Dynamic Risk-On / Risk-Off allocation Defensive capital preservation overlay Fully systematic and rules-based process Primary traded assets include U.S. equities, international equities, emerging markets, real estate, gold, long-duration Treasuries, and U.S. Dollar exposure. Target investor profile: investors seeking a quantitatively managed tactical allocation strategy designed to participate in major market trends while reducing exposure during adverse market environments.
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) | 0 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 6.18% | ||
| Total return (Surmount tracking) (model tracking) | 34.83% |
| Maximum drawdown (Surmount tracking) (model tracking) | -23.73% |
| Risk score (Surmount) | 2.67 | 2026-10-20 |
