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.
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.
The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | MACD ✓ | Daily | 48.4% | 0.88 | -76.6% | 35.8% | 109 | -15.5% |
| 2 | Heikin-Ashi Trend | Weekly | 61.4% | 0.87 | -77.4% | 41.4% | 70 | -43.2% |
| 3 | Donchian Midline ✓ | Weekly | 49.3% | 0.85 | -53.7% | 64.7% | 17 | -55.3% |
| 4 | MACD ✓ | Weekly | 47.9% | 0.84 | -71.9% | 50.0% | 16 | -56.6% |
| 5 | Bollinger Breakout ✓ | Daily | 38.1% | 0.81 | -62.5% | 49.0% | 51 | -25.8% |
| 6 | RSI Trend (>50) | Daily | 36.3% | 0.77 | -70.9% | 41.0% | 178 | -27.7% |
| 7 | Donchian Breakout ✓ | Daily | 35.6% | 0.76 | -65.4% | 48.7% | 39 | -28.4% |
| 8 | EMA-10 Trend ✓ | Weekly | 38.0% | 0.74 | -72.5% | 44.4% | 36 | -66.6% |
| 9 | Rate of Change | Daily | 27.4% | 0.68 | -76.0% | 35.4% | 189 | -36.6% |
| 10 | ADX / DMI | Daily | 24.2% | 0.65 | -82.1% | 43.1% | 72 | -39.8% |
| 11 | EMA-10 Trend ✓ | Daily | 23.9% | 0.65 | -70.4% | 37.9% | 269 | -40.0% |
| 12 | EMA 20/50 Cross | Daily | 22.5% | 0.64 | -82.8% | 38.5% | 26 | -41.5% |
| 13 | ADX / DMI | Weekly | 58.3% | 0.87 | -92.3% | 45.5% | 11 | -46.3% |
| 14 | Rate of Change ✓ | Weekly | 19.4% | 0.61 | -84.1% | 50.0% | 28 | -85.1% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
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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