Methodology & disclaimers

How a signal is made

Signals are generated by a deterministic engine that computes standard indicators (RSI(14), simple moving averages, ATR(14), volume-vs-20-day) from end-of-day OHLCV over a curated US-equity universe. The engine emits the signal; an AI model narrates the result in plain English but is handed the computed numbers and may not introduce any number it was not given.

How outcomes are resolved

Every signal is resolved at a predefined, time-based exit: a fixed 10-trading-day holding horizon (there is no discretionary stop — the position is marked out at that horizon regardless). Returns are measured on split- & dividend-adjusted close (total return) from the reference price at signal time. Outcomes — win, loss, or flat (within ±0.3%) — are written to an append-only public ledger; we do not delete or hide losses or compute stats over a flattering window. Per-call results in the ledger are gross; the cumulative figure and the backtest net a 0.1% round-trip cost assumption.

How aggregate stats are computed

Hit rate, average result, and win/loss counts are computed over the full set of closed signals in a disclosed date range, and are always shown with the sample size (N) and that range. Past results are not indicative of future returns.

What Quanta is not

Quanta provides impersonal, informational analysis only. It is not a broker-dealer or an investment adviser. It does not execute trades, hold or custody funds, or give advice tailored to your personal situation, holdings, or objectives. Market data is end-of-day only — Quanta does not stream or display intraday quotes. Nothing here is investment advice — consult a licensed professional before making investment decisions.

Disclosures

Backtests and paper-trading results are hypothetical / simulated and labeled as such. The public ledger is a real record — every signal is generated by the engine from end-of-day data and resolved at a fixed, pre-set exit; nothing on it is hand-picked or fabricated. Indicator computations carry survivorship and look-ahead caveats disclosed inline where relevant.