Quantbase · investment strategy
by Quantbase
This strategy attempts to mirror the portfolio of Michael Burry's Scion Asset Management using 13F filings and is rebalanced when new filings are reported.
Description from Quantbase
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.
“Tracks the stock trading activity of Michael Burry”
“mirror the portfolio of Michael Burry's Scion Asset Management using 13F filings”
“is rebalanced when new filings are reported”
No published holdings for this strategy.
Fitted to 252 returns (composite) from 2025-10-17 to 2026-10-05. An estimate, not holdings: it can't name stocks.
· : 0.23 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.58 (90%: 0.35 to 0.75)
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.
No holdings on file, so nothing to test.
Strategies that share its 13F / hedge fund tracker label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
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.
This strategy attempts to mirror the portfolio of Michael Burry's Scion Asset Management using 13F filings and is rebalanced when new filings are reported.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2025-11-04 | 2026-10-05 | |
| Rebalance frequency | weekly | 2026-10-05 |
| Brokerage / custodian | Alpaca | 2026-10-05 | |
| Management / advisory fee | 1.00% |
| Metrics calculated through | 2026-10-05 | 2026-10-05 |
| Partner (Quantbase data field) | quiverquant | 2026-10-05 | |
| Program in the firm's Form ADV brochure | url: https://files.adviserinfo.sec.gov/IAPD/Content/Common/crd_iapd_Brochure.aspx?BRCHR_VRSN_ID=1043543 · name: Michael Burry Fund Holdings Tracker · covers: 1 · source_key: quantbase_surmount|16 · original_name: Michael Burry Tracker |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.44 | 2026-10-05 | |
| Correlation to SPY (full history) (client composite) | 0.44 | 2026-10-05 |
| Annual return (Quantbase data field) (basis not stated) | 8.53% | 2026-10-05 | |
| Annualized return since inception (Lighthorse, daily, composite) | 8.53% | 2026-10-05 | |
| Backtest end date (Quantbase data field) | 2024-10-18 | 2026-10-05 | |
| Return since chart start (cumulative) (client composite) | 17.44% | 2026-10-05 | |
| Return, last 365 days (Lighthorse, daily, composite) | -10.32% | 2026-10-05 | |
| Return, rolling 1 year (client composite) | -7.56% | 2026-10-05 |
| Daily volatility over the chart range (client composite) | 1.46% | 2026-10-05 | |
| Max drawdown over the chart range (client composite) | -28.92% | 2026-10-05 | |
| Maximum drawdown since inception (Lighthorse, daily, composite) | -28.92% | 2026-10-05 | |
| Maximum drawdown, last 365 days (Lighthorse, daily, composite) | -28.92% | 2026-10-05 | |
| Monthly volatility over the chart range (client composite) | 7.24% | 2026-10-05 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 0.43 | 2026-10-05 | |
| Sharpe ratio since inception (Lighthorse, daily, composite) | 0.28 | 2026-10-05 | |
| Sharpe ratio, last 365 days (Lighthorse, daily, composite) | -0.42 | 2026-10-05 | |
| Sortino ratio, last 365 days (Lighthorse, daily, composite) | -0.55 | 2026-10-05 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 23.18% | 2026-10-05 | |
| Volatility since inception (Lighthorse, daily, composite) | 27.38% | 2026-10-05 | |
| Volatility, last 365 days (Lighthorse, daily, composite) | 25.95% | 2026-10-05 |
| Qualitative risk score (Quantbase data field) | 3 | 2026-10-05 | |
| Risk score 0-5 (Quantbase) | 3.18 | 2026-10-05 |
| Experience minimum: bonds | 0 | 2026-10-05 | |
| Experience minimum: crypto | 0 | 2026-10-05 | |
| Experience minimum: equity | 0 | 2026-10-05 | |
| Experience minimum: leverage | 0 | 2026-10-05 | |
| Experience minimum: options | 0 | 2026-10-05 |
Composer Technologies · Composer
Composer Technologies · Composer
