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, out-of-sample, with costs.
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.
Stochastic Fast (5,3)
On the weekly chart, this is the strongest risk-adjusted edge we found for Quant (QNT) over ~7.9 years — beating buy-and-hold by 7.5% CAGR.
Quant (QNT) on the weekly 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 | Stochastic Fast (5,3) ✓ | Weekly | 112.0% | 1.13 | -60.0% | 37.3% | 51 | 7.5% |
| 2 | Chaikin Money Flow | Daily | 77.7% | 1.09 | -81.3% | 39.3% | 135 | 13.7% |
| 3 | Trend Magic ✓ | Weekly | 97.0% | 1.06 | -67.5% | 61.1% | 18 | -7.6% |
| 4 | Chaikin Oscillator | Daily | 71.2% | 1.04 | -81.8% | 41.1% | 163 | 7.2% |
| 5 | A/D Oscillator | Daily | 71.2% | 1.04 | -81.8% | 41.1% | 163 | 7.2% |
| 6 | Stochastic (10,3) ✓ | Weekly | 80.9% | 1.02 | -54.0% | 37.0% | 46 | -23.6% |
| 7 | Pivot Points (Standard) ✓ | Daily | 54.9% | 1.01 | -58.6% | 46.2% | 405 | -9.1% |
| 8 | Fibonacci Pivots ✓ | Daily | 56.7% | 1.01 | -68.4% | 46.1% | 458 | -7.3% |
| 9 | Ehlers SuperSmoother ✓ | Weekly | 86.0% | 1.01 | -60.4% | 43.4% | 53 | -18.5% |
| 10 | Range Filter ✓ | Weekly | 76.4% | 1.01 | -55.0% | 45.8% | 24 | -28.2% |
| 11 | Bullish Engulfing ✓ | Weekly | 66.5% | 1.01 | -50.5% | 55.6% | 18 | -38.0% |
| 12 | SMA 5/20 Cross ✓ | Daily | 64.9% | 1.0 | -63.2% | 34.5% | 84 | 0.9% |
| 13 | Camarilla Pivots ✓ | Daily | 57.4% | 1.0 | -56.2% | 47.6% | 615 | -6.6% |
| 14 | UT Bot (ATR Trailing) ✓ | Weekly | 86.0% | 1.0 | -61.2% | 50.0% | 24 | -18.5% |
✓ = 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), Stochastic Fast (5,3) on the weekly 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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