AvalonQuant is an independent quant research site. We re-run systematic trading strategies on historical data, track strategy templates in a paper-traded league, and publish the results with their drawdowns, costs and limits.
AvalonQuant is run by a small, independent research team that builds and tests systematic trading strategies for its own use and publishes what it finds. We are not a broker, an exchange, an investment adviser or a fund. We do not take deposits, manage anyone's money or sell trading signals.
The site exists because most strategy claims online show a return without the loss it took to get it. Every result here is published next to its maximum drawdown, the period it covers and the costs that were assumed, and strategies that fail our own checks are taken down rather than left up with a caveat.
Strategy backtests: systematic US stock and ETF strategies re-run with their current code on about ten years of daily prices. Each strategy page shows CAGR, maximum drawdown, Sharpe ratio, total return against SPY over the same dates, the equity curve, the rules in plain language, calendar-year results, the deepest drawdowns with their dates, and how the strategy behaved when the market fell.
Live Paper Trading: crypto strategy templates (grid, DCA, momentum, mean reversion, regime switch, pairs spread) paper-traded on live market prices and ranked on return, drawdown and stability. Paper means no real money is at risk, and the league publishes delayed snapshots rather than live positions.
Guides, calculators and data: plain-language guides on drawdown, fees, funding and how to compare strategies; free calculators for position size, liquidation price, grid profit, DCA average price, drawdown recovery and funding cost; and recorded funding-rate history for major USDT perpetuals on Binance and Bybit.
A backtest is published only if it re-runs from its current code, covers at least three years, keeps trading through the whole period and produces a real result. Numbers on the page are the numbers the backtest returned; nothing is smoothed, interpolated or copied from an older write-up.
We also audit the method, not just the result. In October 2026 a review removed strategies whose results depended on looking at same-day information, on stock lists that only contained today's survivors, on leveraged funds chosen after the fact, or on trading costs that were too low; they no longer appear here. The methodology page lists the remaining assumptions and the limitations we know about.
How we decide what goes on the site
League paper positions are repriced from market prices every 15 minutes and the rankings are recomputed every hour; strategy parameters for the league are refreshed weekly and after sharp market moves. Funding-rate pages refresh every 30 minutes from the exchanges' public APIs. Strategy backtests are re-run when the strategy code or its data changes, and each page shows the date of its last re-run. Guides and policy pages show the date they were last updated, and the AvalonQuant Weekly email goes out on Mondays.
We sell research packs that contain a strategy's report, parameters and backtest source so you can reproduce the published numbers yourself (sales through Kmong, a Korean marketplace, are being prepared). We don't earn commissions from exchanges. Research packs don't affect league scores, rankings, which backtests are shown or how they are ordered. Backtests are always listed from the shallowest drawdown.
Nothing here is investment advice or a recommendation to buy or sell anything. There are no real-time signals, no copy trading and no promised returns. Backtests are simulations on past prices and paper results are not live trading; both can differ sharply from what a real account would experience. Leveraged products can lose most of their value quickly. Read the risk disclaimer before acting on anything you read here.
Questions about public data, email preferences and disclosures go through the support page. If a published figure looks wrong, tell us which page and figure: we re-run the calculation and update the page if it is.
Last updated 2026-10-09.