From idea to evidence
Manual backtesting makes systematic research slow and hard to repeat.
Spreadsheets and one-off scripts hide assumptions, make comparisons inconsistent and encourage cherry-picking. Research needs a traceable process.
Quantitative strategy research
Turn historical OHLCV data into structured, reproducible research. Explore thousands of rule-based strategies, rank real backtest results and inspect every assumption.
Illustrative historical results. Past or simulated performance does not predict future returns.
From idea to evidence
Spreadsheets and one-off scripts hide assumptions, make comparisons inconsistent and encourage cherry-picking. Research needs a traceable process.
One structured workspace
Upload a dataset once, generate controlled variations, compare them with the same metrics and export the configuration behind the result.
How it works
Use your historical CSV or start with the included sample dataset.
Choose dates, directions, fees, seed and strategy families.
Generate and backtest large batches without keeping your browser open.
Rank results, inspect metrics, save favourites and export research details.
Research tools
Explore trend, breakout, reversion, volatility, volume and hybrid rule sets.
Long calculations preserve progress and continue safely on the server.
Review return, alpha, drawdown, Sharpe, trades, win rate and exposure.
Keep the parameters, assumptions and fingerprints behind selected results.
See which strategy groups are producing stronger or more consistent candidates.
Keep favourite strategies and return to datasets, jobs and rankings.
Founder pricing
Plans scale by monthly compute credits and maximum strategies per job. The Pro plan balances capacity and price for regular research.
Questions
QSL accepts validated historical OHLCV CSV or TXT files. You are responsible for having the right to use uploaded data.
No. It is a historical research and backtesting platform with no broker connection or live order execution.
A valid or duplicate processed candidate uses one credit. Invalid candidates, including zero-trade results, are refunded automatically when the job settles. Unprocessed credits are also returned if it fails or is cancelled.
No. Historical and simulated results can be affected by overfitting, data quality and unrealistic execution assumptions.
When paid subscriptions are enabled, they can be managed and cancelled through the billing area; access continues through the paid period.
Quant Strategy Lab
Create a free account and run your first structured research job.