Quantbase · investment strategy
by Quantbase
Invests in a diversified 50-stock portfolio built on social media sentiment and engagement across Twitter, Reddit, and Wikipedia.
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.
“The QuiverQuant-powered Quantbase Social Media Flagship”
“in a downturn, this fund moves away from social media sentiment-based picks (more risk) to short-term bonds (less risk)”
“invest in the top 15 stocks by activity”
“diversified 50-stock portfolio”
“Social media sentiment-driven stocks when SPY is above its 250-day SMA”
“built on social media sentiment and engagement across Twitter, Reddit, and Wikipedia”
“this fund uses a moving average indicator as a hedge - in a downturn, this fund moves away from social media sentiment-based picks (more risk) to short-term bonds (less risk)”
1 positions as of 2026-03-30 · 4 snapshots on file
by the source.
Fitted to 77 returns (composite) from 2023-11-14 to 2026-10-05. An estimate, not holdings: it can't name stocks.
· : 0.31 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 0.32 (90%: 0.23 to 0.53)
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%)
1 fund (SEC N-PORT, as of 2026-05-31)
The holdings on file are more than 120 days old, so there’s no verdict. : 100% · 2026-03-30
0.0% of weight in (SPY: 0%)
The holdings on file are more than 120 days old, so there’s no verdict. : 100% · 2026-03-30
Strategies that share its Alternative data label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Collective2
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3 missing · 1 out of date
The text the rules are quoted from, with where it came from.
Social media sentiment-driven stocks when SPY is above its 250-day SMA; rotates entirely into SHV when below
Risk section says social media portfolios invest in the top 15 stocks by activity across Reddit, Twitter, Yahoo Finance, StockTwits and similar sites, and that automated systems cannot detect sarcasm.
The QuiverQuant-powered Quantbase Social Media Flagship creates and uses novel alternative factors - Twitter follower count for US-traded companies, mentions/social sentiment on Reddit (WallStreetBets), and the increase/decrease in the Wikipedia pageviews for a company's page. This fund was built on proprietary data through our partnership with Quiver, an alternative quant data platform
Social media mentions get jumbled with general market turmoil, which is why this fund uses a moving average indicator as a hedge - in a downturn, this fund moves away from social media sentiment-based picks (more risk) to short-term bonds (less risk);The intuition behind using a multi-factor approach (Reddit, Twitter, Wikipedia) to internet sentiment, is that virality on one medium is less likely (intuitively and in backtests) to signal interest in the underlying company, while virality through multiple platforms is more likely to signal that social media in general is hype on a company.;Data for the Wikipedia factor starts in 2019, for Reddit in 2019, and for Twitter in 2021;This fund uses factors, which are a method to rank stocks based on a certain condition, and investing in the ones that match these conditions best.
This fund uses novel stock factors that have very little out-of-sample testing (usage outside of a backtest scenario). It is one of the riskiest investments to make. This strategy invests in fractional shares when available. When not available, it will invest in the nearest (lower) whole number of shares. Please note that this number may be 0 if your investment in this strategy is sufficiently low, meaning our investment strategy advertised returns will be different from your returns.
Invests in a diversified 50-stock portfolio built on social media sentiment and engagement across Twitter, Reddit, and Wikipedia.
Every value on file, each labelled with its calculation basis and as-of date.
| Last rebalance date | 2026-03-30 | 2026-10-05 | |
| Rebalance frequency | triweekly | 2026-10-05 | |
| Rebalancing (methodology text) | Signal-based |
| Brokerage / custodian | Alpaca | 2026-10-05 | |
| Management / advisory fee | 1.00% |
| Metrics calculated through | 2026-10-05 | 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: Social Media Sentiment Top-15 Stock Rotation · covers: 1 · source_key: quantbase_surmount|0 · original_name: Social Media Flagship |
| Correlation to SPY (Quantbase data field) (basis not stated) | 0.50 | 2026-10-05 | |
| Correlation to SPY (full history) (client composite) | 0.50 | 2026-10-05 |
| Annual return (Quantbase data field) (basis not stated) | -3.88% | 2026-10-05 | |
| Backtest end date (Quantbase data field) | 2022-04-01 | 2026-10-05 | |
| Return since chart start (cumulative) (client composite) | -46.29% | 2026-10-05 | |
| Return, rolling 1 year (client composite) | -11.16% | 2026-10-05 |
| Daily volatility over the chart range (client composite) | 0.97% | 2026-10-05 | |
| Max drawdown over the chart range (client composite) | -46.49% | 2026-10-05 | |
| Monthly volatility over the chart range (client composite) | 4.39% | 2026-10-05 | |
| Sharpe ratio from daily returns over the chart range (client composite) | 0 | 2026-10-05 | |
| Volatility over the chart range, annualized from daily (×√252) (client composite) | 15.40% | 2026-10-05 |
| Qualitative risk score (Quantbase data field) | 4.50 | 2026-10-05 | |
| Risk score 0-5 (Quantbase) | 3.67 | 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 |
Quantbase · Surmount
