About Quant Signals
Data, Not Opinions.
Quant Signals is a trading research platform built on one principle: every claim should be backed by data.
Most trading content online falls into two categories — generic strategy descriptions copied from site to site, or bold profit claims with nothing to back them up. We built Quant Signals to be neither.
Instead, we backtest strategies on real market data, publish the full results (including the ones that lose), and let the numbers speak for themselves.
What We Do
We analyze trading strategies across forex, cryptocurrencies, commodities, and indices using quantitative methods. Our database contains nearly 100,000 candles of historical data across six major assets — EURUSD, GBPUSD, XAUUSD (Gold), NAS100 (Nasdaq), BTCUSD (Bitcoin), and ETHUSD (Ethereum).
Every strategy on this site has been backtested with clearly defined rules, specific parameters, and transparent metrics including win rate, profit factor, Sharpe ratio, maximum drawdown, and expectancy.
When a strategy fails, we publish that too. Because knowing what doesn’t work is just as valuable as knowing what does.
What Makes Us Different
Proprietary data. We don’t just write about strategies — we test them. Our backtest database covers 7 strategies across 6 assets on multiple timeframes, with over 60 individual backtests completed and growing.
Cross-asset analysis. Most trading sites focus on one market. We test the same strategy on forex, gold, crypto, and indices — so you can see where it actually works and where it doesn’t.
Honest results. We publish losing strategies alongside winning ones. If RSI Mean Reversion has negative expectancy without filters, we show that. If London Breakout underperforms, we explain why with data.
Free tools and data. Our calculators, data pages, and volatility analysis are free to use. We believe access to good data shouldn’t be gated behind expensive subscriptions.
About the Author
Marcus Reid is the founder and sole researcher behind Quant Signals. With over 7 years of experience trading forex, cryptocurrencies, indices, and commodities, Marcus Reid focuses on data-driven analysis and systematic strategy evaluation.
Having traded across multiple asset classes — including prediction markets — the approach at Quant Signals reflects a belief that trading decisions should be grounded in statistical evidence, not gut feelings or recycled opinions.
All research, backtesting, and content on this site is produced independently.
Our Methodology
Every backtest on Quant Signals follows a consistent methodology:
- Data collection: Historical OHLCV data sourced from established market data providers, normalized and enriched with session classification and technical indicators.
- Strategy definition: Clear entry and exit rules with specific parameters — no ambiguity, no discretionary interpretation.
- Execution: Backtests run programmatically across multiple assets and timeframes with consistent risk parameters.
- Metrics: Performance evaluated on win rate, profit factor, Sharpe ratio, maximum drawdown, expectancy, and equity curve analysis.
- Publication: Full results published with methodology, parameters, and limitations disclosed.
We acknowledge the limitations of backtesting — including the absence of slippage, commissions, and execution delays. All results are hypothetical and should be treated as educational content, not trading recommendations.
Contact
For questions, feedback, or collaboration inquiries:
- Email: [email protected]
Quant Signals is an independent research platform. We are not a broker, financial advisor, or investment firm. Please read our full Disclaimer before using any content on this site.