The best indicator for Quant (QNT)
We backtested 382 indicators across daily, weekly and hourly charts on real Quant (QNT) history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Quant (QNT) stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Chaikin Money Flow
On the daily chart, this is the strongest risk-adjusted edge we found for Quant (QNT) over ~11.8 years — beating buy-and-hold by 12.8% CAGR.
Quant (QNT) on the daily chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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Best multi-indicator combo
Going long only when all 2 agree was the strongest confluence setup we found for Quant (QNT) — trailing buy-and-hold by 17.4% CAGR, out-of-sample. Fewer, higher-conviction trades than any single indicator.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Chaikin Money Flow ✓ | Daily | 94.7% | 1.17 | -83.9% | 40.7% | 145 | 12.8% |
| 2 | Chaikin Oscillator ✓ | Daily | 89.6% | 1.13 | -82.9% | 40.6% | 170 | 7.7% |
| 3 | A/D Oscillator ✓ | Daily | 89.6% | 1.13 | -82.9% | 40.6% | 170 | 7.7% |
| 4 | Twiggs Money Flow ✓ | Daily | 81.4% | 1.09 | -83.4% | 42.8% | 208 | -0.6% |
| 5 | SMA 5/20 Cross ✓ | Daily | 80.7% | 1.09 | -63.2% | 34.5% | 87 | -1.3% |
| 6 | Accumulation/Distribution ✓ | Daily | 80.3% | 1.08 | -83.4% | 42.8% | 208 | -1.6% |
| 7 | Andean Oscillator ✓ | Daily | 77.9% | 1.08 | -58.8% | 40.4% | 52 | -4.1% |
| 8 | Coral Trend ✓ | Daily | 79.5% | 1.07 | -65.7% | 42.2% | 64 | -2.5% |
| 9 | Coppock Curve ✓ | Daily | 75.8% | 1.05 | -73.1% | 38.2% | 68 | -6.2% |
| 10 | Delta Volume (CVD proxy) ✓ | Daily | 75.5% | 1.05 | -82.6% | 39.2% | 186 | -6.5% |
| 11 | Parabolic SAR ✓ | Daily | 73.2% | 1.04 | -74.2% | 38.1% | 126 | -8.7% |
| 12 | Ehlers TrendFlex ✓ | Daily | 73.7% | 1.04 | -66.4% | 41.0% | 61 | -8.3% |
| 13 | Trend Magic ✓ | Weekly | 92.5% | 1.04 | -67.5% | 57.9% | 19 | -45.0% |
| 14 | Hull MA Trend ✓ | Daily | 71.8% | 1.03 | -75.9% | 36.1% | 158 | -10.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
The question doesn't apply here. Buy-and-hold on Quant (QNT) lost money across the out-of-sample window in 401 of 401 tests, so there is no positive benchmark to lever toward — clearing a negative bar is a much weaker claim than beating a real one, and we keep the two apart rather than counting it as a win. How we compute that
For Quant (QNT), Chaikin Money Flow on the daily timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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