Surmount · investment strategy
by Quantbase · via Surmount
Allocates across ETFs based on RSI strength — giving more weight to momentum leaders. A data-driven strategy designed for adaptive performance in fast-moving markets.
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.
“Allocates across ETFs based on RSI strength”
5 positions as of 2026-10-20
by the source.
Fitted to 120 returns (model) from 2025-11-05 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.96 · Holdings take precedence for verdicts.
Beta to the S&P 500: 1.05 (90%: 1.01 to 1.10)
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.
2.3% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
No stated fossil-fuel rule; the exposure is shown for reference. : 83% · 2026-10-20
0.0% of weight in (SPY: 0%)
Neither stated nor held. : 94% · 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.
2 missing
The text the rules are quoted from, with where it came from.
Allocates across ETFs based on RSI strength — giving more weight to momentum leaders. A data-driven strategy designed for adaptive performance in fast-moving markets.
Uses RSI to allocate investments across various assets
Allocates across ETFs based on RSI strength — giving more weight to momentum leaders. A data-driven strategy designed for adaptive performance in fast-moving markets.
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) | 7 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 9.95% | ||
| Return, 1 year (Surmount tracking) (model tracking) | 14.56% | 2026-10-20 | |
| Return, 3 months (Surmount tracking) (model tracking) | 4.35% | 2026-10-20 | |
| Return, year to date (Surmount tracking) (model tracking) | 12.26% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | 59.69% |
| Maximum drawdown (Surmount tracking) (model tracking) | -27.58% |
| Risk score (Surmount) | 2.33 | 2026-10-20 |
