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-026 | Oversold rebound event study Are rebounds after extreme declines common? | Quant strategies and backtests | Range | Catalogue #606 P3 | Sample |
| QNT-027 | Signal decay curve How long after a signal is detected does its value decline? | Quant strategies and backtests | Line | Catalogue #607 P3 | Sample |
| QNT-029 | Strategy time in market Are profits simply the result of holding stocks for longer? | Quant strategies and backtests | Stacked bar | Catalogue #608 P3 | Sample |
| QNT-030 | Single-trade contribution concentration Does the strategy depend on just one or two trades? | Quant strategies and backtests | Bar | Catalogue #609 P3 | Sample |
| QNT-031 | Profit factor and expectancy What is the average economic value of each trade? | Quant strategies and backtests | Multi-series | Catalogue #610 P3 | Sample |
| QNT-033 | Stop-loss threshold sensitivity How does widening or tightening the stop-loss affect results? | Quant strategies and backtests | Heatmap | Catalogue #611 P3 | Sample |
| QNT-046 | Strategy weight scenario comparison How does changing the mix of strategies alter risk and return? | Quant strategies and backtests | Bar | Catalogue #612 P3 | Sample |
| QNT-021 | Day-of-week effect study Do historical returns differ by day of the week? | Quant strategies and backtests | Bar | Catalogue #809 P4 | Sample |
| QNT-022 | Monthly seasonality study Are the return patterns of certain months stable? | Quant strategies and backtests | Bar | Catalogue #810 P4 | Sample |
| QNT-028 | Signal frequency and capacity Are there enough opportunities to support the strategy's size? | Quant strategies and backtests | Scatter | Catalogue #811 P4 | Sample |
| QNT-032 | Maximum favorable and adverse excursion How much did a trade lose, or gain, at its worst and best points along the way? | Quant strategies and backtests | Scatter | Catalogue #812 P4 | Sample |
| QNT-034 | Take-profit vs. trailing stop comparison Does the exit method affect results more than the entry? | Quant strategies and backtests | Line | Catalogue #813 P4 | Sample |
| QNT-035 | Order delay sensitivity How much does executing one trading point later change the result? | Quant strategies and backtests | Bar | Catalogue #814 P4 | Sample |
| QNT-037 | Survivorship bias in historical constituents How much is overstated by using only stocks that still exist today? | Quant strategies and backtests | Bar | Catalogue #815 P4 | Sample |
| QNT-038 | Look-ahead bias timing audit Was each signal input already published at the time? | Quant strategies and backtests | Table | Catalogue #816 P4 | Sample |
| QNT-045 | Strategy grouping and diversification Which strategies produce results so similar that they should be grouped? | Quant strategies and backtests | Matrix | Catalogue #817 P4 | Sample |
| QNT-048 | Strategy exit threshold simulation How effective are rules that reduce the weight of failing strategies? | Quant strategies and backtests | Line | Catalogue #818 P4 | Sample |
| QNT-020 | Pair cointegration stability Do historical pair relationships often break down? | Quant strategies and backtests | Line | Catalogue #951 P4 | Sample |
| QNT-023 | Turn-of-month effect Are returns over the days around a month change abnormal? | Quant strategies and backtests | Line | Catalogue #952 P4 | Sample |
| QNT-024 | Returns around holidays Is there a repeatable pattern before and after market closures? | Quant strategies and backtests | Bar | Catalogue #953 P4 | Sample |
| QNT-039 | Sample overlap and effective number of events Do seemingly numerous tests actually repeat the same observations? | Quant strategies and backtests | Table | Catalogue #954 P4 | Sample |
| QNT-040 | Distribution of multiple-testing results After testing many strategies, is the best result just chance? | Quant strategies and backtests | Histogram | Catalogue #955 P4 | Sample |
| QNT-041 | Block bootstrap strategy robustness What range do strategy returns fall in after resampling? | Quant strategies and backtests | Range | Catalogue #956 P4 | Sample |
| QNT-042 | Trade-order Monte Carlo How does reordering the same trade results affect drawdown? | Quant strategies and backtests | Range | Catalogue #957 P4 | 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.