Track record

We don't sell performance.

QuantParadox is trading technology, not a fund and not a signal service. We don't manage money, we don't sell you our trades, and we don't publish a track record to lure you in. The only numbers worth trusting are the ones your own strategy produces on data it has never seen.

A performance chart is not evidence

Every strategy sold to a trader arrives with a beautiful curve attached. A curve is easy to draw and easy to fit. It tells you nothing about whether the rules hold up on history they were never shaped against. So we don't put one on this page — ours or anyone else's.

The only numbers that matter are yours

We build the tooling that lets you find out whether your strategy is real — tested against real trading sessions, trend and regime, the dollar index, currency strength, volatility and liquidity structure, and graded out-of-sample. The verdict is about your idea, on your account, not a marketing number we picked. How the proof engine grades.

What we publish instead

Not returns — rejections. Ideas we tested at scale and found had no edge. They are the least flattering thing we could publish and the most useful: every one is a strategy somebody is trading right now on the strength of how sensible it sounds.

Fading every liquidity sweep87,000 sweeps

About 0R across every variant tested. Which side breaks first is a 49.8% coin flip — the pattern is real, the blind trade is not.

Gating entries on high volume530,000 samples

Flat over a decade. A standalone volume filter adds nothing, however reasonable it looks on a chart.

The strict 1:1 measured movedecade study

Price reaches the exact symmetric target only about a quarter of the time. The textbook version of this pattern does not pay.

A competitor can copy a feature in a fortnight. They cannot copy the studies, because the only way to have them is to have run them — and to have been willing to publish the answer when it came back no. Every idea the platform suggests carries its evidence, including the ones it tells you not to trade.

And how the testing itself is measured

A backtest is only as honest as its worst assumption. Ours is resolved rather than assumed: across 138,852,865 one-minute bars covering 30 instruments and ten years, when a single bar holds both your stop and your target the engine drops to the minutes and measures which came first. Where the minutes are missing it books the loss — never the win. The nine standards.

We don't touch your money

We build research and technology. We don't manage money, we don't take a cut of your trades, and we don't send you signals to follow. Live trading runs on your own broker, is off by default, and only you can arm it.

Put your own strategy through it.

Five free backtests, no card. The verdict is about your idea, out-of-sample.

No card required · demos are for desks and teams