Order delay sensitivity

How much does executing one trading point later change the result?

Quant strategies and backtests QNT-035 Bar Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Download CSV Sample JSON Specification JSON Sample as of

0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Sample E
10.5 percentage points
Lowest item: Sample C
-9.27 percentage points
Average
1.54 percentage points
Number of items
8 items

Order delay sensitivity

Performance difference (percentage points) (Bar)

Benchmark / after-cost return (%)

Benchmark / after-cost return (%) (Line)

Event detail and data date

Performance difference (percentage points) and Benchmark / after-cost return (%) (Table)

Sample data rows

Symbol/event/scenarioPerformance difference (percentage points)Benchmark / after-cost return (%)Data date (sample)
Sample A 2.21 5.39 2026-10-16
Sample B 1.53 4.66 2026-10-16
Sample C -9.27 6.25 2026-10-16
Sample D -8.78 5.27 2026-10-16
Sample E 10.5 9.29 2026-10-16
Sample F 0.04 0.74 2026-10-16
Sample G 10.09 4.84 2026-10-16
Sample H 6 9.9 2026-10-16