Quantcortex Research Model
winner
⚠️ This page displays hypothetical research models for educational purposes only. It does not represent an investable portfolio, managed account, or recommended strategy.
Period:
Performance Summary
Jan 01, 2020 → Oct 27, 2026
Return
+2855.3%
CAGR
+64.3%
Sharpe
2.03
Max DD
-20.3%
Win Rate
78%
Turnover
6.39x
BTC-USD+1011.1%Sharpe 0.70-76.6%
Illustrative Growth of Research Model vs Benchmarks
Illustrative Model Composition (Hypothetical)
Allocations shown represent internal research model outputs used to demonstrate analytical behavior. They are illustrative only and not designed for replication, trading, or implementation.
Symbol
Allocation
Score
Rank
Status
BTC/USDT
13.8%
5.57
#1
● Held
ETH/USDT
13.8%
4.38
#2
● Held
SOL/USDT
13.8%
3.36
#4
● Held
BNB/USDT
13.8%
5.26
#3
● Held
Yearly Performance & Rebalance Activity
Calendar-year returns of the research model alongside how often it triggered rebalances each year.
Total Rebalances
209
Avg Days Between
11.9
Avg Position Changes
2.1
Avg Monthly Return
+4.8%
Year
Return
Max DD
Avg Monthly
Rebalances
Reb/Month
2020
+101%
-5.0%
+6.3%
43
3.6
2021
+395%
-5.2%
+15.8%
36
3.0
2022
+0%
0.0%
+0.0%
0
0.0
2023
+53%
-9.4%
+4.0%
43
3.6
2024
+53%
-15.8%
+4.3%
44
3.7
2025
+29%
-10.7%
+2.3%
33
2.8
2026
-2%
-5.6%
-0.1%
10
1.0
📅 Portfolio Snapshots (weekly)
Week-by-week composition of the research model. Green border marks newly added holdings (with top contributing signals), red marks removed positions.
‹ Scroll to view history ›
2026-10-26
2026-10-19
2026-10-12
2026-10-05
2026-09-28
2026-09-21
2026-09-14
2026-09-07
2026-08-31
2026-08-24
2025-10-13
2025-10-06
2025-09-29
2025-09-22
2025-09-15
2025-09-08
2025-08-25
2025-08-18
2025-08-11
2025-08-04
2025-07-28
2025-07-21
2025-07-14
2025-07-07
2025-07-05
2025-06-23
2025-06-21
2025-06-16
2025-06-09
2025-06-02
2025-05-26
2025-05-19
2025-05-12
2025-05-05
2025-04-28
2025-02-19
2025-02-10
2025-02-05
2025-02-03
2025-01-27
4 holdings
BTC/USDT
10.5% → 13.8%
ETH/USDT
10.5% → 13.8%
SOL/USDT
10.5% → 13.8%
BNB/USDT
10.5% → 13.8%
+2 / −2
ETH/USDT
↑ Volume Momentum 20 Percentile 57%↑ Inv Volatility 30 Percentile 57%
10.5%
SOL/USDT
↑ Donchian Trend Percentile 57%↑ Momentum 7d 57%
10.5%
BTC/USDT
10.6% → 10.5%
BNB/USDT
10.6% → 10.5%
Removed
AVAX/USDT
↑ Momentum 21 Percentile 57%↑ Mean Reversion 20 Percentile 86%
Passed all filters
10.6%
LINK/USDT
↑ Mean Reversion 20 Percentile 57%
Passed all filters
10.6%
+2 / −2
BNB/USDT
↑ Momentum 7d 71%↑ Donchian Trend Percentile 57%
10.6%
LINK/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 86%
10.6%
BTC/USDT
11.3% → 10.6%
AVAX/USDT
11.3% → 10.6%
Removed
SOL/USDT
↑ Mean Reversion 20 Percentile 86%
Passed all filters
11.3%
ADA/USDT
↑ Momentum 21 Percentile 71%↑ Volume Momentum 20 Percentile 57%
Passed all filters
11.3%
+2 / −2
BTC/USDT
↑ Donchian Trend Percentile 71%↑ Inv Volatility 30 Percentile 71%
11.3%
SOL/USDT
↑ Donchian Trend Percentile 57%
11.3%
AVAX/USDT
11.4% → 11.3%
ADA/USDT
11.4% → 11.3%
Removed
ETH/USDT
↑ Mean Reversion 20 Percentile 71%↑ Inv Volatility 30 Percentile 57%
Passed all filters
11.4%
LINK/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 57%
Passed all filters
11.4%
+2 / −2
ETH/USDT
↑ Donchian Trend Percentile 57%↑ Inv Volatility 30 Percentile 57%
11.4%
LINK/USDT
↑ Donchian Trend Percentile 86%↑ Momentum 7d 86%
11.4%
AVAX/USDT
11.7% → 11.4%
ADA/USDT
11.7% → 11.4%
Removed
SOL/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 7d 57%
Passed all filters
11.7%
BNB/USDT
↑ Inv Volatility 30 Percentile 71%↑ Mean Reversion 20 Percentile 86%
Passed all filters
11.7%
+2 / −2
AVAX/USDT
↑ Volume Momentum 20 Percentile 86%↑ Momentum 7d 86%
11.7%
ADA/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 7d 71%
11.7%
SOL/USDT
13.0% → 11.7%
BNB/USDT
13.0% → 11.7%
Removed
BTC/USDT
↑ Donchian Trend Percentile 71%↑ Inv Volatility 30 Percentile 86%
Passed all filters
13.0%
ETH/USDT
↑ Donchian Trend Percentile 57%↑ Inv Volatility 30 Percentile 57%
Passed all filters
13.0%
+2 / −2
BTC/USDT
↑ Momentum 7d 71%↑ Donchian Trend Percentile 57%
13.0%
BNB/USDT
↑ Momentum 21 Percentile 71%↑ Inv Volatility 30 Percentile 86%
13.0%
ETH/USDT
13.4% → 13.0%
SOL/USDT
13.4% → 13.0%
Removed
AVAX/USDT
↑ Inv Volatility 30 Percentile 57%
Passed all filters
13.4%
LINK/USDT
↑ Mean Reversion 20 Percentile 86%
Passed all filters
13.4%
+1 / −1
AVAX/USDT
↑ Momentum 7d 71%↑ Donchian Trend Percentile 57%
13.4%
ETH/USDT
14.5% → 13.4%
SOL/USDT
14.5% → 13.4%
LINK/USDT
14.5% → 13.4%
Removed
BTC/USDT
↑ Inv Volatility 30 Percentile 71%↑ Mean Reversion 20 Percentile 86%
Passed all filters
14.5%
4 holdings
BTC/USDT
15.8% → 14.5%
ETH/USDT
15.8% → 14.5%
SOL/USDT
15.8% → 14.5%
LINK/USDT
15.8% → 14.5%
+4
BTC/USDT
↑ Donchian Trend Percentile 86%↑ Inv Volatility 30 Percentile 71%
15.8%
ETH/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 7d 71%
15.8%
SOL/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 7d 86%
15.8%
LINK/USDT
↑ Volume Momentum 20 Percentile 86%↑ Momentum 21 Percentile 86%
15.8%
−4
Removed
BTC/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
AVAX/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
ETH/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
BNB/USDT
Failed btc_regime_100: 0.4959 <= 0.5000
12.7%
4 holdings
BTC/USDT
12.3% → 12.7%
ETH/USDT
12.3% → 12.7%
AVAX/USDT
12.3% → 12.7%
BNB/USDT
12.3% → 12.7%
+4
BTC/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 7d 71%
12.3%
AVAX/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 86%
12.3%
ETH/USDT
↑ Donchian Trend Percentile 57%↑ Inv Volatility 30 Percentile 57%
12.3%
BNB/USDT
↑ Donchian Trend Percentile 86%↑ Volume Momentum 20 Percentile 86%
12.3%
−4
Removed
BTC/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
AVAX/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
SOL/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
BNB/USDT
Failed btc_regime_100: 0.4897 <= 0.5000
10.5%
4 holdings
BTC/USDT
10.4% → 10.5%
SOL/USDT
10.4% → 10.5%
AVAX/USDT
10.4% → 10.5%
BNB/USDT
10.4% → 10.5%
+4
BTC/USDT
↑ Inv Volatility 30 Percentile 86%↑ Mean Reversion 20 Percentile 57%
10.4%
AVAX/USDT
↑ Momentum 7d 86%↑ Momentum 21 Percentile 71%
10.4%
SOL/USDT
↑ Donchian Trend Percentile 86%↑ Volume Momentum 20 Percentile 86%
10.4%
BNB/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 21 Percentile 57%
10.4%
−4
Removed
ETH/USDT
Failed btc_regime_100: 0.4748 <= 0.5000
12.6%
BNB/USDT
Failed btc_regime_100: 0.4748 <= 0.5000
12.6%
ADA/USDT
Failed btc_regime_100: 0.4748 <= 0.5000
12.6%
LINK/USDT
Failed btc_regime_100: 0.4748 <= 0.5000
12.6%
+1 / −1
ADA/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 7d 71%
12.6%
ETH/USDT
13.4% → 12.6%
BNB/USDT
13.4% → 12.6%
LINK/USDT
13.4% → 12.6%
Removed
BTC/USDT
↑ Inv Volatility 30 Percentile 86%↑ Mean Reversion 20 Percentile 86%
Passed all filters
13.4%
4 holdings
BTC/USDT
14.2% → 13.4%
ETH/USDT
14.2% → 13.4%
BNB/USDT
14.2% → 13.4%
LINK/USDT
14.2% → 13.4%
+1 / −1
LINK/USDT
↑ Volume Momentum 20 Percentile 71%
14.2%
BTC/USDT
15.4% → 14.2%
ETH/USDT
15.4% → 14.2%
BNB/USDT
15.4% → 14.2%
Removed
AVAX/USDT
↑ Volume Momentum 20 Percentile 57%↑ Momentum 21 Percentile 57%
Passed all filters
15.4%
+2 / −2
BTC/USDT
↑ Donchian Trend Percentile 57%↑ Momentum 7d 57%
15.4%
AVAX/USDT
↑ Momentum 21 Percentile 71%
15.4%
ETH/USDT
18.4% → 15.4%
BNB/USDT
18.4% → 15.4%
Removed
LINK/USDT
↑ Volume Momentum 20 Percentile 57%↑ Mean Reversion 20 Percentile 57%
Passed all filters
18.4%
ADA/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 57%
Passed all filters
18.4%
+1 / −1
LINK/USDT
↑ Momentum 7d 71%↑ Volume Momentum 20 Percentile 57%
18.4%
ETH/USDT
21.2% → 18.4%
BNB/USDT
21.2% → 18.4%
ADA/USDT
21.2% → 18.4%
Removed
BTC/USDT
↑ Inv Volatility 30 Percentile 71%↑ Mean Reversion 20 Percentile 86%
Passed all filters
21.2%
4 holdings
BTC/USDT
10.0% → 21.2%
ETH/USDT
10.0% → 21.2%
BNB/USDT
10.0% → 21.2%
ADA/USDT
10.0% → 21.2%
+4
BTC/USDT
↑ Donchian Trend Percentile 86%↑ Momentum 21 Percentile 71%
10.0%
ETH/USDT
↑ Momentum 7d 86%↑ Donchian Trend Percentile 57%
10.0%
BNB/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 21 Percentile 86%
10.0%
ADA/USDT
↑ Volume Momentum 20 Percentile 86%↑ Momentum 7d 71%
10.0%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
−4
Removed
BTC/USDT
↑ Donchian Trend Percentile 86%↑ Momentum 7d 86%
Passed all filters
9.8%
ETH/USDT
↑ Donchian Trend Percentile 57%↑ Volume Momentum 20 Percentile 57%
Passed all filters
9.8%
SOL/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 7d 57%
Passed all filters
9.8%
BNB/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 7d 71%
Passed all filters
9.8%
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 10.3%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
+1 / −1
BNB/USDT
↑ Donchian Trend Percentile 71%↑ Momentum 7d 86%
9.8%
BTC/USDT
9.9% → 9.8%
ETH/USDT
9.9% → 9.8%
SOL/USDT
9.9% → 9.8%
Removed
AVAX/USDT
↑ Volume Momentum 20 Percentile 71%↑ Mean Reversion 20 Percentile 71%
Passed all filters
9.9%
+1 / −1
SOL/USDT
↑ Volume Momentum 20 Percentile 57%↑ Mean Reversion 20 Percentile 71%
9.9%
BTC/USDT
10.2% → 9.9%
ETH/USDT
10.2% → 9.9%
AVAX/USDT
10.2% → 9.9%
Removed
BNB/USDT
↑ Donchian Trend Percentile 57%↑ Momentum 21 Percentile 57%
Passed all filters
10.2%
+1 / −1
AVAX/USDT
↑ Volume Momentum 20 Percentile 71%
10.2%
BTC/USDT
10.3% → 10.2%
ETH/USDT
10.3% → 10.2%
BNB/USDT
10.3% → 10.2%
Removed
SOL/USDT
↑ Mean Reversion 20 Percentile 86%↑ Inv Volatility 30 Percentile 57%
Passed all filters
10.3%
4 holdings
BTC/USDT
10.5% → 10.3%
ETH/USDT
10.5% → 10.3%
SOL/USDT
10.5% → 10.3%
BNB/USDT
10.5% → 10.3%
+1 / −1
SOL/USDT
↑ Momentum 21 Percentile 71%↑ Inv Volatility 30 Percentile 57%
10.5%
BTC/USDT
10.7% → 10.5%
ETH/USDT
10.7% → 10.5%
BNB/USDT
10.7% → 10.5%
Removed
ADA/USDT
↑ Mean Reversion 20 Percentile 71%
Passed all filters
10.7%
+1 / −1
BNB/USDT
↑ Volume Momentum 20 Percentile 86%↑ Inv Volatility 30 Percentile 86%
10.7%
BTC/USDT
25.0% → 10.7%
ETH/USDT
25.0% → 10.7%
ADA/USDT
25.0% → 10.7%
Removed
SOL/USDT
↑ Donchian Trend Percentile 57%↑ Inv Volatility 30 Percentile 57%
Passed all filters
25.0%
+2 / −2
ETH/USDT
↑ Momentum 7d 86%↑ Momentum 21 Percentile 71%
25.0%
ADA/USDT
↑ Volume Momentum 20 Percentile 86%↑ Inv Volatility 30 Percentile 57%
25.0%
BTC/USDT
25.0%
SOL/USDT
25.0%
Removed
AVAX/USDT
↑ Volume Momentum 20 Percentile 71%↑ Mean Reversion 20 Percentile 86%
Passed all filters
25.0%
LINK/USDT
↑ Mean Reversion 20 Percentile 71%
Passed all filters
25.0%
+4
BTC/USDT
↑ Donchian Trend Percentile 86%↑ Volume Momentum 20 Percentile 57%
25.0%
SOL/USDT
↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 86%
25.0%
AVAX/USDT
↑ Momentum 21 Percentile 57%↑ Mean Reversion 20 Percentile 71%
25.0%
LINK/USDT
↑ Momentum 7d 86%↑ Momentum 21 Percentile 71%
25.0%
✅ COOLDOWN ENDED
Re-entering market after 14-day cooldown
Resuming normal trading operations
−4
Removed
BTC/USDT
↑ Donchian Trend Percentile 86%↑ Momentum 21 Percentile 86%
Passed all filters
13.0%
ETH/USDT
↑ Volume Momentum 20 Percentile 86%↑ Mean Reversion 20 Percentile 86%
Passed all filters
13.0%
SOL/USDT
↑ Momentum 7d 57%↑ Momentum 21 Percentile 57%
Passed all filters
13.0%
LINK/USDT
↑ Mean Reversion 20 Percentile 57%
Passed all filters
13.0%
⚠️ STOP LOSS TRIGGERED
Portfolio Drawdown: 10.4%
Threshold: 10.0%
All positions liquidated
Cooldown: 14 days before re-entry
+1 / −1
ETH/USDT
↑ Volume Momentum 20 Percentile 71%↑ Mean Reversion 20 Percentile 71%
13.0%
BTC/USDT
12.8% → 13.0%
SOL/USDT
12.8% → 13.0%
LINK/USDT
12.8% → 13.0%
Removed
BNB/USDT
↑ Momentum 7d 57%↑ Inv Volatility 30 Percentile 86%
Passed all filters
12.8%
+1 / −1
BNB/USDT
↑ Momentum 7d 71%↑ Donchian Trend Percentile 57%
12.8%
BTC/USDT
11.8% → 12.8%
SOL/USDT
11.8% → 12.8%
LINK/USDT
11.8% → 12.8%
Removed
ADA/USDT
Passed all filters
11.8%
Showing latest 40 of 209 rebalancing events
Symbol Trade Chart (Buy/Sell)
Buy Trades
310
Sell Trades
310
Bought Qty
13241637.9765
Sold Qty
13241637.9765
Research Model Signal Change Log
Analytical signals driving exposure adjustments. Each entry links to the dedicated rebalance page.
2026-10-26 · BTC/USDT
Model adjusted BTC/USDT weight (13.83%).
2026-10-26 · ETH/USDT
Model adjusted ETH/USDT weight (13.83%).
2026-10-26 · SOL/USDT
Model adjusted SOL/USDT weight (13.83%).
2026-10-26 · BNB/USDT
Model adjusted BNB/USDT weight (13.83%).
2026-10-19 · ETH/USDT
Model exposure to ETH/USDT initiated; trend signal (Donchian breakout) was the dominant driver of inclusion.
2026-10-19 · SOL/USDT
Model exposure to SOL/USDT initiated; trend signal (Donchian breakout) was the dominant driver of inclusion.
2026-10-19 · AVAX/USDT
AVAX/USDT exited because Passed all filters.
2026-10-19 · LINK/USDT
LINK/USDT exited because Passed all filters.
2026-10-12 · BNB/USDT
Model exposure to BNB/USDT initiated; short-term momentum (7-day momentum) was the dominant driver of inclusion.
2026-10-12 · LINK/USDT
Model exposure to LINK/USDT initiated; trend signal (Donchian breakout) was the dominant driver of inclusion.
2026-10-12 · SOL/USDT
SOL/USDT exited because Passed all filters.
2026-10-12 · ADA/USDT
ADA/USDT exited because Passed all filters.
📰 Latest Market News & Updates
Curated news for the latest model holdings and macro headlines that may affect the broader market.
Your Holdings News
No cached news for the latest holdings. (Crypto tickers are not covered by the news feed.)
🌍 Macro & Market News
- NegativebusinessInfosys downgraded by four analysts after cutting sales forecast
Infosys was downgraded by at least four analysts in one day after the company reduced its annual sales forecast, raising alarms about potential disruptions from artificial intelligence within the software services sec…
5 minutes ago - NeutralIranIntl_EnIran warns of stronger response in future conflicts, says official
An official from the Iranian supreme leader’s office indicated on Tuesday that Iran would utilize its full capabilities in any future conflict, warning that its responses would be stronger and less restrained than in …
7 minutes ago - NeutralIranIntl_EnKayhan urges Iran to reconsider nuclear doctrine for deterrence
The hard-line newspaper Kayhan stated that Iran would not have lost its leader if it had possessed nuclear weapons, suggesting that the country should reconsider its nuclear doctrine to enhance deterrence. This commen…
17 minutes ago - PositivebusinessAnthropic IPO may provide Commonwealth Bank a multi-billion windfall
Anthropic's initial public offering (IPO), announced with its S-1 filing in late October 2026, may provide the Commonwealth Bank of Australia an opportunity to profit from its investment in the artificial intelligence…
19 minutes ago - NeutralReutersUS judge extends block on Trump’s renovation of Washington golf course
A US judge has extended a court order that blocks President Donald Trump's plans to renovate a historic golf course in Washington, citing the "inexcusable" removal of trees during preliminary work. This decision comes…
20 minutes ago - NeutralbusinessDIP Holding seeks $543M in UAE's first IPO since Iran war
DIP Holding is aiming to raise up to $543 million through the first initial public offering (IPO) in the United Arab Emirates since the onset of the Iran war, marking a significant milestone in the regional market. Th…
24 minutes ago
News headlines are aggregated from third-party providers for informational purposes only and do not constitute investment advice.
Weekly Rebalance Pages (209)
Showing 1-40 of 209 dedicated rebalance pages.
Page 1 of 6
2026-10-26
4 positions · +0 / -0
2026-10-19
4 positions · +2 / -2
2026-10-12
4 positions · +2 / -2
2026-10-05
4 positions · +2 / -2
2026-09-28
4 positions · +2 / -2
2026-09-21
4 positions · +2 / -2
2026-09-14
4 positions · +2 / -2
2026-09-07
4 positions · +1 / -1
2026-08-31
4 positions · +0 / -0
2026-08-24
4 positions · +4 / -0
2025-10-13
0 positions · +0 / -4
2025-10-06
4 positions · +0 / -0
2025-09-29
4 positions · +4 / -0
2025-09-22
0 positions · +0 / -4
2025-09-15
4 positions · +0 / -0
2025-09-08
4 positions · +4 / -0
2025-08-25
0 positions · +0 / -4
2025-08-18
4 positions · +1 / -1
2025-08-11
4 positions · +0 / -0
2025-08-04
4 positions · +1 / -1
2025-07-28
4 positions · +2 / -2
2025-07-21
4 positions · +1 / -1
2025-07-14
4 positions · +0 / -0
2025-07-07
4 positions · +4 / -0
2025-07-05
0 positions · +0 / -0
2025-06-23
0 positions · +0 / -4
2025-06-21
0 positions · +0 / -0
2025-06-16
4 positions · +1 / -1
2025-06-09
4 positions · +1 / -1
2025-06-02
4 positions · +1 / -1
2025-05-26
4 positions · +0 / -0
2025-05-19
4 positions · +1 / -1
2025-05-12
4 positions · +1 / -1
2025-05-05
4 positions · +2 / -2
2025-04-28
4 positions · +4 / -0
2025-02-19
0 positions · +0 / -0
2025-02-10
0 positions · +0 / -4
2025-02-05
0 positions · +0 / -0
2025-02-03
4 positions · +1 / -1
2025-01-27
4 positions · +1 / -1
Important Disclosure
All information provided is for educational and informational purposes only and does not constitute investment advice, a recommendation, or an offer to buy or sell any security.
The content reflects hypothetical research models and simulations that are not intended for implementation and may not reflect actual trading results.
No information on this platform is tailored to the investment needs, financial situation, or objectives of any individual.
Past or simulated performance is not indicative of future results.