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The best indicator for Quant (QNT)

We backtested 20 indicators across daily, weekly and hourly charts on real Quant (QNT) history. Here's what actually worked — risk-adjusted, out-of-sample, with costs.

Momentum · Daily

MACD

On the daily chart, this is the strongest risk-adjusted edge we found for Quant (QNT) over ~11.3 years — trailing buy-and-hold by 15.5% CAGR.

48.4%
CAGR
0.88
Sharpe
-76.6%
Max DD
35.8%
Win rate
2.89
Profit factor
-15.5%
vs Buy&Hold
Best by timeframe

The winner on each chart

Daily
MACD
-15.5% · Sharpe 0.88
Weekly
Donchian Midline
-55.3% · Sharpe 0.85
Full results

Every indicator, ranked

Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.

#IndicatorTFCAGRSharpeMax DDWinTradesvs B&H
1MACD Daily48.4%0.88-76.6%35.8%109-15.5%
2Heikin-Ashi TrendWeekly61.4%0.87-77.4%41.4%70-43.2%
3Donchian Midline Weekly49.3%0.85-53.7%64.7%17-55.3%
4MACD Weekly47.9%0.84-71.9%50.0%16-56.6%
5Bollinger Breakout Daily38.1%0.81-62.5%49.0%51-25.8%
6RSI Trend (>50)Daily36.3%0.77-70.9%41.0%178-27.7%
7Donchian Breakout Daily35.6%0.76-65.4%48.7%39-28.4%
8EMA-10 Trend Weekly38.0%0.74-72.5%44.4%36-66.6%
9Rate of ChangeDaily27.4%0.68-76.0%35.4%189-36.6%
10ADX / DMIDaily24.2%0.65-82.1%43.1%72-39.8%
11EMA-10 Trend Daily23.9%0.65-70.4%37.9%269-40.0%
12EMA 20/50 CrossDaily22.5%0.64-82.8%38.5%26-41.5%
13ADX / DMIWeekly58.3%0.87-92.3%45.5%11-46.3%
14Rate of Change Weekly19.4%0.61-84.1%50.0%28-85.1%

= held up out-of-sample. Hypothetical, costs included. See methodology.

What this means

For Quant (QNT), MACD on the daily timeframe gave the best balance of return and risk in our test. It still trailed buy-and-hold on raw return — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.

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