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.
“analyzing the latest holdings of the House Energy and Commerce Committee to determine asset allocations”
5 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.
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%)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 20% · 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.
The provided code defines a trading strategy tailored for a specific dataset related to the House Energy and Commerce Committee. The strategy initializes with an empty list for data and tickers, which are essential components for making trading decisions. The frequency at which the strategy operates is set to a daily interval. The core function of the strategy involves analyzing the latest holdings of the House Energy and Commerce Committee to determine asset allocations. If holdings information is available, the strategy extracts the allocation data and updates the asset allocation accordingly. This information is then logged for reference, and a target allocation is returned based on the calculated allocations. The strategy is structured to adapt its trading decisions based on the latest data from the House Energy and Commerce Committee, making it dynamic and responsive to changes in the dataset.
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) | Energy: 6.4% · Utilities: 2.7% · Healthcare: 11.5% · Technology: 8.2% · Industrials: 5.2% · Basic Materials: 4.8% · Consumer Cyclical: 14.6% · Consumer Defensive: 5.2% · Financial Services: 34.7% · Communication Services: 6.7% | 2026-10-20 |
| Investors following (Surmount) | 0 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 13.20% | ||
| Total return (Surmount tracking) (model tracking) | 84.23% |
| Maximum drawdown (Surmount tracking) (model tracking) | -29.69% |
| Risk score (Surmount) | 2.48 | 2026-10-20 |
