Surmount · investment strategy
by Quantbase · via Surmount
The ultimate blue-chip play: a portfolio of the S&P 500's 10 largest companies, rebalanced quarterly to keep you aligned with the market's true leaders.
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.
“invests exclusively in the ten largest companies in the S&P 500”
“The portfolio is rebalanced quarterly”
11 positions as of 2026-10-20
by the source.
Fitted to 252 returns (model) from 2025-10-17 to 2026-10-19. An estimate, not holdings: it can't name stocks.
· : 0.69 · Too loose a fit for a verdict; shown as a guide.
Beta to the S&P 500: 1.65 (90%: 1.54 to 1.73)
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%)
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.
This strategy invests exclusively in the ten largest companies in the S&P 500, targeting industry leaders with dominant market share, strong balance sheets, and high liquidity. By focusing on these mega‑cap stocks—primarily in technology, communications, and consumer sectors—the approach seeks to capture outsized returns from the market’s most influential drivers. The portfolio is rebalanced quarterly to maintain exposure to the top 10 by float‑adjusted market capitalization, accepting higher concentration risk in exchange for potential above‑index performance.
The ultimate blue-chip play: a portfolio of the S&P 500's 10 largest companies, rebalanced quarterly to keep you aligned with the market's true leaders.
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) | Technology: 40.5% · Consumer Cyclical: 20.5% · Financial Services: 18.8% · Communication Services: 20.2% | 2026-10-20 |
| Investors following (Surmount) | 4 | 2026-10-20 |
| Annual return (Surmount tracking) (model tracking) | 17.03% | ||
| Annualized return since inception (Lighthorse, daily, model) | -0.83% | 2026-10-19 | |
| Return, 1 year (Surmount tracking) (model tracking) | -6.27% | 2026-10-20 | |
| Return, 3 months (Surmount tracking) (model tracking) | 14.35% | 2026-10-20 | |
| Return, year to date (Surmount tracking) (model tracking) | -0.25% | 2026-10-20 | |
| Total return (Surmount tracking) (model tracking) | 41.57% |
| Maximum drawdown (Surmount tracking) (model tracking) | -32.77% | ||
| Maximum drawdown since inception (Lighthorse, daily, model) | -28.37% | 2026-10-19 | |
| Sharpe ratio since inception (Lighthorse, daily, model) | -0.06 | 2026-10-19 | |
| Volatility since inception (Lighthorse, daily, model) | 24.90% | 2026-10-19 |
| Risk score (Surmount) | 2.63 | 2026-10-20 |
