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 top 10 companies are equally weighted at the start of every week”
“uses a proprietary model to score purchases made by Insiders, based on public disclosure”
11 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. : 30% · 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
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
The Insider Purchases Min 500M Market Cap Strategy uses a proprietary model to score purchases made by Insiders, based on public disclosure, within companies based on factors related to the trade, the insider, and the company. Scores are then rolled up to a company level based on a decaying trailing window, where the top 10 companies are equally weighted at the start of every week. Holdings must be at least $500M in market cap.
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: 8.2% · Healthcare: 0.3% · Technology: 19.9% · Industrials: 18.6% · Real Estate: 4.6% · Basic Materials: 7.3% · Consumer Cyclical: 17.4% · Consumer Defensive: 9.8% · Financial Services: 8.2% · Communication Services: 5.8% | 2026-10-20 |
| Investors following (Surmount) | 0 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | -2.38% | ||
| Total return (Surmount tracking) (model tracking) | -11.17% |
| Maximum drawdown (Surmount tracking) (model tracking) | -43.47% |
| Risk score (Surmount) | 3.36 | 2026-10-20 |
