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.
Each rule is quoted word for word from the strategy's own documents.
“leverages LunarCrush”
“equal-weighted portfolio of the top 15 cryptocurrencies”
“top 15 cryptocurrencies ranked by 40-day average AltRank score”
14 positions as of 2026-10-20
by the source.
Fitted to 82 returns (model) from 2026-02-26 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.14 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.15 (90%: 0.57 to 1.55)
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 · not identified: USDC-USD 8%, NEAR-USD 7%, SOL-USD 7%, AVAX-USD 7%, SHIB-USD 6%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 16% · 2026-10-20
0.0% of weight in (SPY: 0%)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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.
A momentum-driven cryptocurrency strategy that leverages LunarCrush's proprietary AltRank™ social intelligence to identify emerging altcoin opportunities. The strategy holds an equal-weighted portfolio of the top 15 cryptocurrencies ranked by 40-day average AltRank score.
Every value on file, each labelled with its calculation basis and as-of date.
| Asset classes / instruments | crypto | 2026-10-20 |
| Minimum investment | $100 | 2026-10-20 |
| Investors following (Surmount) | 3 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | -4.87% | ||
| Return, 3 months (Surmount tracking) (model tracking) | 35.97% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | -21.82% |
| Maximum drawdown (Surmount tracking) (model tracking) | -73.47% |
| Risk score (Surmount) | 4.21 | 2026-10-20 |
