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 → Sep 10, 2026

Return

+2901.9%

CAGR

+66.3%

Sharpe

2.08

Max DD

-20.3%

Win Rate

79%

Turnover

6.21x

BTC-USD+984.8%Sharpe 0.71-76.6%

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

AVAX/USDT

13.4%

3.43

● New

ETH/USDT

13.4%

4.48

● Held

LINK/USDT

13.4%

4.45

● Held

SOL/USDT

13.4%

4.21

● Held

Yearly Performance & Rebalance Activity

Calendar-year returns of the research model alongside how often it triggered rebalances each year.

Total Rebalances

202

Avg Days Between

12.1

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%

3.6

2021

+395%

-5.2%

+15.8%

3.0

2022

+0%

0.0%

+0.0%

0.0

2023

+53%

-9.4%

+4.0%

3.6

2024

+53%

-15.8%

+4.3%

3.7

2025

+29%

-10.7%

+2.3%

2.8

2026

-0%

-0.1%

-0.0%

0.3

📅 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 ›

2026-09-07

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

2025-01-20

2025-01-13

2025-01-06

2024-12-30

2024-12-23

2024-12-16

2024-12-09

+1 / −1

AVAX/USDT

↑ Momentum 7d 71%↑ Donchian Trend Percentile 57%

13.4%

ETH/USDT

14.5% → 13.4%

LINK/USDT

14.5% → 13.4%

SOL/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

ETH/USDT

15.8% → 14.5%

BTC/USDT

15.8% → 14.5%

LINK/USDT

15.8% → 14.5%

SOL/USDT

15.8% → 14.5%

BTC/USDT

↑ Donchian Trend Percentile 86%↑ Inv Volatility 30 Percentile 71%

15.8%

LINK/USDT

↑ Volume Momentum 20 Percentile 86%↑ Momentum 21 Percentile 86%

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%

−4

Removed

BTC/USDT

Failed btc_regime_100: 0.4959 <= 0.5000

12.7%

BNB/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%

4 holdings

ETH/USDT

12.3% → 12.7%

BTC/USDT

12.3% → 12.7%

BNB/USDT

12.3% → 12.7%

AVAX/USDT

12.3% → 12.7%

BTC/USDT

↑ Donchian Trend Percentile 71%↑ Momentum 7d 71%

12.3%

BNB/USDT

↑ Donchian Trend Percentile 86%↑ Volume Momentum 20 Percentile 86%

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%

−4

Removed

BTC/USDT

Failed btc_regime_100: 0.4897 <= 0.5000

10.5%

BNB/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%

4 holdings

BTC/USDT

10.4% → 10.5%

BNB/USDT

10.4% → 10.5%

AVAX/USDT

10.4% → 10.5%

SOL/USDT

10.4% → 10.5%

BTC/USDT

↑ Inv Volatility 30 Percentile 86%↑ Mean Reversion 20 Percentile 57%

10.4%

BNB/USDT

↑ Donchian Trend Percentile 71%↑ Momentum 21 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%

−4

Removed

BNB/USDT

Failed btc_regime_100: 0.4748 <= 0.5000

12.6%

LINK/USDT

Failed btc_regime_100: 0.4748 <= 0.5000

12.6%

ADA/USDT

Failed btc_regime_100: 0.4748 <= 0.5000

12.6%

ETH/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

ETH/USDT

14.2% → 13.4%

BTC/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%

BNB/USDT

15.4% → 14.2%

ETH/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%

BNB/USDT

18.4% → 15.4%

ETH/USDT

18.4% → 15.4%

Removed

ADA/USDT

↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 57%

Passed all filters

18.4%

LINK/USDT

↑ Volume Momentum 20 Percentile 57%↑ Mean Reversion 20 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

ETH/USDT

10.0% → 21.2%

BTC/USDT

10.0% → 21.2%

BNB/USDT

10.0% → 21.2%

ADA/USDT

10.0% → 21.2%

BTC/USDT

↑ Donchian Trend Percentile 86%↑ Momentum 21 Percentile 71%

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%

ETH/USDT

↑ Momentum 7d 86%↑ Donchian Trend Percentile 57%

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%

BNB/USDT

↑ Donchian Trend Percentile 71%↑ Momentum 7d 71%

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%

⚠️ 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%

ETH/USDT

10.2% → 9.9%

BTC/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%

BNB/USDT

10.3% → 10.2%

ETH/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%

BNB/USDT

10.5% → 10.3%

ETH/USDT

10.5% → 10.3%

SOL/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%

BNB/USDT

10.7% → 10.5%

ETH/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%

ETH/USDT

25.0% → 10.7%

BTC/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%

BTC/USDT

↑ Donchian Trend Percentile 86%↑ Volume Momentum 20 Percentile 57%

25.0%

LINK/USDT

↑ Momentum 7d 86%↑ Momentum 21 Percentile 71%

25.0%

AVAX/USDT

↑ Momentum 21 Percentile 57%↑ Mean Reversion 20 Percentile 71%

25.0%

SOL/USDT

↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 86%

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%

LINK/USDT

↑ Mean Reversion 20 Percentile 57%

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%

⚠️ 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%

LINK/USDT

12.8% → 13.0%

SOL/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%

LINK/USDT

11.8% → 12.8%

SOL/USDT

11.8% → 12.8%

Removed

ADA/USDT

Passed all filters

11.8%

+2 / −2

LINK/USDT

↑ Donchian Trend Percentile 86%↑ Momentum 7d 71%

11.8%

SOL/USDT

↑ Volume Momentum 20 Percentile 86%↑ Momentum 7d 86%

11.8%

BTC/USDT

11.8% → 11.8%

ADA/USDT

11.8% → 11.8%

Removed

BNB/USDT

↑ Inv Volatility 30 Percentile 86%↑ Mean Reversion 20 Percentile 86%

Passed all filters

11.8%

ETH/USDT

↑ Volume Momentum 20 Percentile 57%↑ Inv Volatility 30 Percentile 57%

Passed all filters

11.8%

+1 / −1

ETH/USDT

↑ Volume Momentum 20 Percentile 57%↑ Mean Reversion 20 Percentile 86%

11.8%

BTC/USDT

9.8% → 11.8%

BNB/USDT

9.8% → 11.8%

ADA/USDT

9.8% → 11.8%

Removed

SOL/USDT

↑ Volume Momentum 20 Percentile 71%↑ Mean Reversion 20 Percentile 57%

Passed all filters

9.8%

+1 / −1

ADA/USDT

↑ Donchian Trend Percentile 71%↑ Momentum 7d 86%

9.8%

BTC/USDT

9.2% → 9.8%

BNB/USDT

9.2% → 9.8%

SOL/USDT

9.2% → 9.8%

Removed

ETH/USDT

↑ Volume Momentum 20 Percentile 71%↑ Inv Volatility 30 Percentile 57%

Passed all filters

9.2%

+1 / −1

SOL/USDT

↑ Volume Momentum 20 Percentile 71%↑ Momentum 7d 71%

9.2%

BTC/USDT

8.7% → 9.2%

BNB/USDT

8.7% → 9.2%

ETH/USDT

8.7% → 9.2%

Removed

LINK/USDT

↑ Volume Momentum 20 Percentile 86%↑ Momentum 21 Percentile 57%

Passed all filters

8.7%

+1 / −1

BNB/USDT

↑ Donchian Trend Percentile 86%↑ Momentum 7d 86%

8.7%

ETH/USDT

8.9% → 8.7%

BTC/USDT

8.9% → 8.7%

LINK/USDT

8.9% → 8.7%

Removed

AVAX/USDT

Passed all filters

8.9%

+1 / −1

AVAX/USDT

↑ Momentum 21 Percentile 71%↑ Momentum 7d 57%

8.9%

ETH/USDT

9.0% → 8.9%

BTC/USDT

9.0% → 8.9%

LINK/USDT

9.0% → 8.9%

Removed

BNB/USDT

↑ Volume Momentum 20 Percentile 71%↑ Inv Volatility 30 Percentile 71%

Passed all filters

9.0%

+2 / −2

BTC/USDT

↑ Donchian Trend Percentile 86%↑ Momentum 7d 57%

9.0%

BNB/USDT

↑ Momentum 7d 86%↑ Volume Momentum 20 Percentile 57%

9.0%

ETH/USDT

9.6% → 9.0%

LINK/USDT

9.6% → 9.0%

Removed

ADA/USDT

↑ Momentum 21 Percentile 71%↑ Mean Reversion 20 Percentile 71%

Passed all filters

9.6%

AVAX/USDT

↑ Volume Momentum 20 Percentile 71%↑ Momentum 21 Percentile 57%

Passed all filters

9.6%

Showing latest 40 of 202 rebalancing events

Symbol Trade Chart (Buy/Sell)

Symbol

Buy Trades

297

Sell Trades

297

Bought Qty

11450411.8481

Sold Qty

11450411.8481

Research Model Signal Change Log

Analytical signals driving exposure adjustments. Each entry links to the dedicated rebalance page.

2026-09-07 · AVAX/USDT

Model exposure to AVAX/USDT initiated; short-term momentum (7-day momentum) was the dominant driver of inclusion.

2026-09-07 · BTC/USDT

BTC/USDT exited because Passed all filters.

2026-09-07 · ETH/USDT

Model adjusted ETH/USDT weight (13.45%).

2026-09-07 · LINK/USDT

Model adjusted LINK/USDT weight (13.45%).

2026-09-07 · SOL/USDT

Model adjusted SOL/USDT weight (13.45%).

2026-08-31 · ETH/USDT

Model adjusted ETH/USDT weight (14.53%).

2026-08-31 · BTC/USDT

Model adjusted BTC/USDT weight (14.53%).

2026-08-31 · LINK/USDT

Model adjusted LINK/USDT weight (14.53%).

2026-08-31 · SOL/USDT

Model adjusted SOL/USDT weight (14.53%).

2026-08-24 · BTC/USDT

Model exposure to BTC/USDT initiated; trend signal (Donchian breakout) was the dominant driver of inclusion.

2026-08-24 · LINK/USDT

Model exposure to LINK/USDT initiated; mean-reversion signal (20-day reversion) was the dominant driver of inclusion.

2026-08-24 · ETH/USDT

Model exposure to ETH/USDT initiated; trend signal (Donchian breakout) was the dominant driver of inclusion.

📰 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

Neutralcharliebilello
US mortgage rates rise to 7%, highest since June 2025
The average 30-year mortgage rate in the U.S. has reached 6.76%, marking the highest level since June 2025, following a significant peak of 7.79% in October 2023. This rise follows a dramatic drop to an all-time low o…
29 minutes ago
NeutralCointelegraph
Kalshi seeks regulatory approval for first US perpetual futures on single stocks
Kalshi is planning to seek regulatory approval to launch the first regulated U.S. perpetual futures on single stocks such as Tesla, Apple, and Nvidia, according to a report by the Wall Street Journal. This move comes …
44 minutes ago
NeutralReuters
Finland risks power supply strain after Google AI deal, warns opposition
Finland faces potential power supply challenges following a deal with Google to support AI initiatives, according to warnings from opposition parties. This concern arises amid a broader trend where tech companies are …
1 hour ago
NegativeFirstSquawk
ASX 200 trades 1% lower at 8,728.20
Australia’s benchmark ASX 200 is trading approximately 1% lower, at 8,728.20, indicating a continuation of the downward pressure experienced in the current trading session.
1 hour ago
NeutralReuters
NSE seeks $46B valuation in IPO launch next week
India's National Stock Exchange (NSE) is seeking a valuation of $46 billion for its upcoming initial public offering (IPO), which is set to launch next week with a reduced offering size following investor feedback. Th…
1 hour ago
NeutralReuters
US average diesel price exceeds $6 a gallon for first time: GasBuddy
The average price for diesel fuel in the United States has surpassed $6 a gallon for the first time, as reported by GasBuddy. This spike is influenced by ongoing geopolitical conflicts involving the U.S., Israel, Iran…
2 hours ago

News headlines are aggregated from third-party providers for informational purposes only and do not constitute investment advice.

Weekly Rebalance Pages (202)

Showing 1-40 of 202 dedicated rebalance pages.

Page 1 of 6

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

2025-01-20

4 positions · +2 / -2

2025-01-13

4 positions · +1 / -1

2025-01-06

4 positions · +1 / -1

2024-12-30

4 positions · +1 / -1

2024-12-23

4 positions · +1 / -1

2024-12-16

4 positions · +1 / -1

2024-12-09

4 positions · +2 / -2

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.