Report library
Every report specification in the library, each with a sample-data workspace. Search by ID or title, filter by category and chart type, or start from a product workbench.
1,184 report specifications: 1,000 in the 20-category catalogue and 184 across 19 product workbenches.
| ID | Title and research question | Category | Chart | Priority | Data |
|---|---|---|---|---|---|
| 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 |
| 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 |
| RSK-012 | Average loss on down days How much does the market typically fall on negative-return days? | Risk and drawdown | Bar | Catalogue #613 P3 | Sample |
| RSK-013 | Up-day and down-day symmetry Is the distribution of gains and losses clearly asymmetric? | Risk and drawdown | Histogram | Catalogue #614 P3 | Sample |
| RSK-016 | Frequency of extreme loss breaches How often do declines exceed the preset threshold? | Risk and drawdown | Bar | Catalogue #615 P3 | Sample |
| RSK-017 | Consecutive loss risk How long and how costly are the worst losing streaks? | Risk and drawdown | Histogram | Catalogue #616 P3 | Sample |
| RSK-020 | High-volatility market conditional analysis How do individual stocks perform when the market swings sharply? | Risk and drawdown | Bar | Catalogue #617 P3 | Sample |
| RSK-021 | Downside beta Is sensitivity higher than usual when the market falls? | Risk and drawdown | Line | Catalogue #618 P3 | Sample |
| RSK-022 | Upside and downside capture ratios Does the magnitude captured differ when the market rises and falls? | Risk and drawdown | Bar | Catalogue #619 P3 | Sample |
| RSK-024 | Tracking error Is the deviation from the benchmark stable? | Risk and drawdown | Line | Catalogue #620 P3 | Sample |
| RSK-025 | Information Ratio How large is the outperformance relative to the volatility of the deviation? | Risk and drawdown | Line | Catalogue #621 P3 | Sample |
| RSK-027 | Joint decline chart for sharp-fall days Which assets fall together under market stress? | Risk and drawdown | Matrix | Catalogue #622 P3 | Sample |
| RSK-028 | Change in correlation during stress periods Does the benefit of diversification decline in falling markets? | Risk and drawdown | Matrix | Catalogue #623 P3 | Sample |
| RSK-031 | Calmar return-to-drawdown ratio How does long-term return compare with the maximum drawdown? | Risk and drawdown | Line | Catalogue #624 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.