Technical Analysis & Strategies
Technical indicators and chart patterns, and quant strategy backtests.
100 report specifications in this section
| ID | Title and research question | Category | Chart | Priority | Data |
|---|---|---|---|---|---|
| QNT-001 | Strategy backtest performance overview Are the strategy's returns, drawdowns and after-cost results reasonable? | Quant strategies and backtests | Multi-series | Catalogue #126 P1 | Sample |
| QNT-002 | Strategy vs buy-and-hold comparison Does the active rule add extra value? | Quant strategies and backtests | Line | Catalogue #127 P1 | Sample |
| QNT-006 | Strategy cost erosion waterfall How much of the gross return is eaten up by fees and slippage? | Quant strategies and backtests | Waterfall | Catalogue #128 P1 | Sample |
| QNT-007 | In-sample vs out-of-sample performance Does the strategy still work outside the sample it was designed on? | Quant strategies and backtests | Bar | Catalogue #129 P1 | Sample |
| QNT-003 | Strategy monthly performance heatmap Are strategy returns concentrated in a few months? | Quant strategies and backtests | Heatmap | Catalogue #348 P2 | Sample |
| QNT-004 | Strategy trade detail report What signal triggered each trade, and how much did it make or lose? | Quant strategies and backtests | Table | Catalogue #349 P2 | Sample |
| QNT-005 | Strategy simulated trade hit rate and profit/loss ratio Is a high hit rate enough to offset a single large loss? | Quant strategies and backtests | Scatter | Catalogue #350 P2 | Sample |
| QNT-008 | Walk Forward window-by-window validation Does the rule remain effective across different eras? | Quant strategies and backtests | Multi-series | Catalogue #351 P2 | Sample |
| QNT-010 | Parameter robustness heatmap Are good results concentrated at a very narrow set of parameter points? | Quant strategies and backtests | Heatmap | Catalogue #352 P2 | Sample |
| QNT-011 | Trending vs. range-bound market segmentation Under which market conditions does the strategy tend to fail? | Quant strategies and backtests | Bar | Catalogue #353 P2 | Sample |
| QNT-012 | Strategy turnover and holding period How frequently does the strategy trade, and how long are positions held? | Quant strategies and backtests | Histogram | Catalogue #354 P2 | Sample |
| QNT-013 | Moving average crossover strategy benchmark Can a simple trend rule serve as a comparison baseline? | Quant strategies and backtests | Line | Catalogue #355 P2 | Sample |
| QNT-016 | Momentum rotation strategy How do results look when assets are rotated using relative momentum? | Quant strategies and backtests | Line | Catalogue #356 P2 | Sample |
| QNT-036 | Commission and slippage break-even At what cost level does the strategy lose its edge? | Quant strategies and backtests | Line | Catalogue #357 P2 | Sample |
| QNT-044 | Strategy correlation matrix Are multiple strategies merely repeating the same risk? | Quant strategies and backtests | Matrix | Catalogue #358 P2 | Sample |
| QNT-047 | Strategy decay monitoring Has current strategy performance moved outside the pre-set tolerance range? | Quant strategies and backtests | Line | Catalogue #359 P2 | Sample |
| QNT-049 | Strategy signal agreement and conflict Do multiple strategies agree today on the same stock? | Quant strategies and backtests | Matrix | Catalogue #360 P2 | Sample |
| QNT-009 | Strategy drawdown period attribution Which simulated trades account for most of each strategy drawdown? | Quant strategies and backtests | Bar | Catalogue #599 P3 | Sample |
| QNT-014 | RSI mean-reversion strategy How has a rebound-after-weak-momentum rule performed historically? | Quant strategies and backtests | Line | Catalogue #600 P3 | Sample |
| QNT-015 | Channel breakout strategy Does a rule based on price breaking out of its historical range offer an edge? | Quant strategies and backtests | Line | Catalogue #601 P3 | Sample |
| QNT-017 | Volatility targeting strategy What changes when exposure is reduced as risk rises? | Quant strategies and backtests | Line | Catalogue #602 P3 | Sample |
| QNT-018 | Equal-weight and inverse-volatility allocation How do simple asset allocation rules differ after costs? | Quant strategies and backtests | Bar | Catalogue #603 P3 | Sample |
| QNT-019 | Pairs spread monitor Has the spread between two correlated assets moved away from its normal range? | Quant strategies and backtests | Line | Catalogue #604 P3 | Sample |
| QNT-025 | Breakout event study What is the distribution of returns after the same breakout definition? | Quant strategies and backtests | Range | Catalogue #605 P3 | Sample |
Priority is a planning estimate from the original specification workbook, not popularity or performance. Catalogue reports are ordered 1–1,000; product reports are ranked only within their own workbench.