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 immediately shifts up to 100% of its capital toward short-duration defensive treasury exposure”
“Asset selection incorporates rigorous multi-timeframe relative momentum scoring”
“tracking Treasury Inflation-Protected Securities (TIPS) to detect early indicators of systemic market stress”
2 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 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.
Hybrid Asset Allocation is a dynamic multi-asset global tactical asset allocation strategy designed to seek stable long-term capital growth with strict downside crash protection. The strategy allocates across a diverse offensive basket including US equities, small caps, international developed markets, emerging markets, real estate, commodities, and long/intermediate Treasuries. It dynamically adapts its total exposure based on structural macroeconomic regimes and absolute momentum filters. The investment process utilizes a fast-reacting "canary in the coal mine" mechanism, tracking Treasury Inflation-Protected Securities (TIPS) to detect early indicators of systemic market stress or real interest rate shifts. When the canary indicator signals a broad market contraction, the strategy immediately shifts up to 100% of its capital toward short-duration defensive treasury exposure for capital preservation. Asset selection incorporates rigorous multi-timeframe relative momentum scoring, focusing capital only on the top-performing asset classes during positive regimes. Primary traded assets include: SPY, IWM, VEA, VWO, VNQ, DBC, IEF, TLT, TIP, and BIL. Target investor profile: Moderate-risk investors seeking an actively managed alternative to traditional passive asset allocation with institutional-grade drawdown controls. Recommended investment horizon: Medium to long term (3+ years).
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) | 5.95% | ||
| Total return (Surmount tracking) (model tracking) | 33.38% |
| Maximum drawdown (Surmount tracking) (model tracking) | -9.90% |
| Risk score (Surmount) | 1.78 | 2026-10-20 |
