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.
No rules extracted from this strategy’s text yet.
36 positions as of 2026-10-20
by the source.
Top 25 of 36 shown.
Fitted to 252 returns (model) from 2025-10-17 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.83 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.36 (90%: 1.27 to 1.48)
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.
19.3% 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. : 67% · 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.
Monte Independent Investment Research Balanced Equities strategy uses a bottoms-up approach to investing, creating a balanced portfolio that spans across growth, value, and income-generating equities. The strategy also takes a top-down thematic approach in seeking out investments in industries that may outperform in a 3–5-year horizon.
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: 18.7% · Utilities: 1.9% · Technology: 20.7% · Industrials: 43.0% · Basic Materials: 9.1% · Consumer Defensive: 4.8% · Communication Services: 1.8% | 2026-10-20 |
| Investors following (Surmount) | 1 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 26.95% | ||
| Annualized return since inception (Lighthorse, daily, model) | 26.93% | 2026-10-19 | |
| Return, 1 year (Surmount tracking) (model tracking) | 28.00% | 2026-10-20 | |
| Return, 3 months (Surmount tracking) (model tracking) | -2.13% | 2026-10-20 | |
| Return, year to date (Surmount tracking) (model tracking) | 22.48% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | 33.10% |
| Maximum drawdown (Surmount tracking) (model tracking) | -14.59% | ||
| Maximum drawdown since inception (Lighthorse, daily, model) | -14.59% | 2026-10-19 | |
| Sharpe ratio since inception (Lighthorse, daily, model) | 1.01 | 2026-10-19 | |
| Volatility since inception (Lighthorse, daily, model) | 22.54% | 2026-10-19 |
| Risk score (Surmount) | 2.17 | 2026-10-20 |
