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.
“It invests in 25 U.S. large-cap leaders, equally weighted and rebalanced quarterly”
“systematically blends value, dividend income, momentum, and quality”
26 positions as of 2026-10-20
by the source.
Top 25 of 26 shown.
Fitted to 120 returns (model) from 2025-11-05 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.82 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.29 (90%: 0.20 to 0.36)
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.
8.4% 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%)
Neither stated nor held. : 100% · 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.
1 missing
Rebalance schedule taken from a stated rule.
The text the rules are quoted from, with where it came from.
The Signal 47 Multi-Factor Strategy systematically blends value, dividend income, momentum, and quality to target durable long-term equity growth. It invests in 25 U.S. large-cap leaders, equally weighted and rebalanced quarterly for disciplined factor exposure. By combining complementary factors instead of passive market-cap weighting, the strategy aims for steadier income, lower volatility, and competitive total returns versus traditional indexes.
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: 8.1% · Utilities: 7.9% · Healthcare: 12.1% · Technology: 12.2% · Industrials: 8.0% · Real Estate: 4.0% · Basic Materials: 4.0% · Consumer Cyclical: 11.8% · Consumer Defensive: 11.9% · Financial Services: 16.0% · Communication Services: 3.9% | 2026-10-20 |
| Investors following (Surmount) | 0 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 10.69% | ||
| Return, 1 year (Surmount tracking) (model tracking) | 12.28% | 2026-10-20 | |
| Return, 3 months (Surmount tracking) (model tracking) | -0.33% | 2026-10-20 | |
| Return, year to date (Surmount tracking) (model tracking) | 11.08% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | 65.87% |
| Maximum drawdown (Surmount tracking) (model tracking) | -17.02% |
| Risk score (Surmount) | 2.04 | 2026-10-20 |
