Strategies canlook good once.We test what happens next.
Markets change. So we retest every strategy on unseen data, across different regimes and in live forward periods — then publish only the few that still hold up.
- 01Idea
- 02Stress test
- 03Live retest
- 04Evidence
win rate66.5%157W / 79L of 236 trades
profit factor2.32gross win / gross loss · avg 0.41R / 0.34R per exit
max drawdown4.5%intrabar peak→trough · longest 253 days
vs hold · return / DD1.7×net return +108% vs hold +1155%
Recent performance
Public data snapshot · 2026-08-28| Period | 6M | 5M | 4M | 3M | 2M | 1M |
|---|---|---|---|---|---|---|
| Return (R) | +6.6 | +7.6 | +7.6 | +5.2 | +4.1 | +5.2 |
| win rate | 67% | 73% | 73% | 67% | 67% | 80% |
| trades | 12 | 11 | 11 | 9 | 6 | 5 |
| Period | Return (R) | WR | trades |
|---|---|---|---|
| 6M | +6.6 | 67% | 12 |
| 5M | +7.6 | 73% | 11 |
| 4M | +7.6 | 73% | 11 |
| 3M | +5.2 | 67% | 9 |
| 2M | +4.1 | 67% | 6 |
| 1M | +5.2 | 80% | 5 |
Overlapping periods · returns in R
Every strategy in the indicator. Real numbers.
This is the exact list members pick from inside the TradingView indicator — every certified strategy plus the top robust ones per coin and timeframe. Numbers come straight from the engine and refresh live. We delimit by confidence: certified (full validation), robust · confirmed (edge alive on the base gate too) and to-watch (in only through the indicator's recent-edge filter — not the base gate, so size it small).
live from the engine · every % shows its sample size · click any row for the full report · to-watch = in via the indicator filter, not the base gate — trade it small
Eight tools, one path — raw idea to proven edge.
Eight stages, eight different instruments. Each one shows its evidence in the form that stage actually produces — and most of them read off live numbers, not illustrations.
Find edges you'd never code by hand.
Discovery happens in parameter space, not on one chart. The funnel counts live: how many combinations were tried, and how few survive each filter.
- —combinations tested
- —kept in catalog
- —survived robustness
- —certified
Thousands of strategies enter, almost all fail — and you see the failures too.
Backtest assumptions: Binance spot data, 2017–2026, every timeframe the venue exposes; fees 0.08% per side; broker-emulator fills with partial exits and trailing stops; no leverage. Backtested results are hypothetical; past performance does not guarantee future results.
Only strategies that survive stress, unseen data and a live trial reach this card. Every figure below comes from the engine — never from a placeholder.
This preview will not fabricate a win rate while the engine cannot be reached.
Why we claim better
QuantRhinoHow it’s usually sold
Tested on unseen data
QuantRhino: held out from tuning, then judged on years it never saw
How it’s usually sold: scored on the very period it was tuned on
Corrected for luck
QuantRhino: Sharpe deflated by the number of attempts; overfitting probability scored
How it’s usually sold: no correction — enough attempts make luck look like skill
How many were tried
QuantRhino: the number is published
How it’s usually sold: only the survivor is shown
“How it’s usually sold” describes common practice, not any particular company — and the point is the method, not the marketing.
Markets change. The strategy has to keep up.
Bull, range and bear are not separate demos. Move through one certified backtest and see what the same rules produced in each market condition.
Trend-led periods. Every result earned while momentum was rising stays visible.
Scroll through the section or choose a regime
Access is by application
QuantRhino is in research preview. The validated catalog, every metric and the terminal are open to inspect — no account required.
Applications are read by people. We grant access in small waves so the terminal stays fast and every tester gets attention. Not everyone is accepted.
Request accessStart here, even if trading is new to you.
Trading involves substantial risk of loss. Past performance does not guarantee future results.