Surmount · investment strategy
by Quantbase · via Surmount
Using the Meritum Portfolio Tool, this strategy seeks to build and manage an entire portfolio by dynamically overweighting asset classes that are in demand while avoiding asset classes that are not.
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.
“Using the Meritum Portfolio Tool”
“the Scores’ rate of change and other technical indicators provide the triggers that drive actionable portfolio management”
5 positions as of 2026-10-20
by the source.
Fitted to 40 returns (model) from 2026-08-24 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.45 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.37 (90%: 0.21 to 0.30)
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.
0.9% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · not identified: HGER 50%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 26% · 2026-10-20
20.0% of weight in (SPY: 0%)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 23% · 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.
Using the Meritum Portfolio Tool, this strategy seeks to build and manage an entire portfolio by dynamically overweighting asset classes that are in demand while avoiding asset classes that are not. The Meritum Portfolio Tool provides an objective view on the opportunities the market is offering. Using a proprietary yet simple equation, MPT produces a “Score” for all asset classes/securities that allows for immediate and simultaneous ranking. The Meritum Portfolio Tool is robust, reliable, and repeatable. Notably, the Scores it produces allow for clear comparison over longer time periods when, quite often, the actual price may become less useful and even meaningless for effective comparison. Subsequently, the Scores’ rate of change and other technical indicators provide the triggers that drive actionable portfolio management.
Using the Meritum Portfolio Tool, this strategy seeks to build and manage an entire portfolio by dynamically overweighting asset classes that are in demand while avoiding asset classes that are not.
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) | 1 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 18.16% | ||
| Total return (Surmount tracking) (model tracking) | 59.80% |
| Maximum drawdown (Surmount tracking) (model tracking) | -13.22% |
| Risk score (Surmount) | 2.02 | 2026-10-20 |
