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 |
|---|---|---|---|---|---|
| TEC-049 | Technical parameter sensitivity map Is an indicator result valid only near a single parameter setting? | Technical analysis | Heatmap | Catalogue #709 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 |
| TEC-021 | TRIX triple-smoothed momentum What is the direction of momentum once short-term noise is filtered out? | Technical analysis | Line | Catalogue #872 P4 | Sample |
| TEC-022 | DPO detrended oscillator How large are the price cycles once the long-term trend is removed? | Technical analysis | Line | Catalogue #873 P4 | Sample |
| TEC-033 | Adaptive KAMA trend Can the smoothing speed adapt to the level of market noise? | Technical analysis | Line | Catalogue #874 P4 | Sample |
| TEC-034 | Hull moving average responsiveness comparison Does a faster smoothing method generate more whipsaw signals? | Technical analysis | Line | Catalogue #875 P4 | Sample |
| TEC-043 | Triangle convergence quantification Do the highs and lows form a progressively narrowing range? | Technical analysis | Line | Catalogue #876 P4 | Sample |
| TEC-047 | ZigZag confirmed swings What are the major swings once minor fluctuations are filtered out? | Technical analysis | Line | Catalogue #877 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.