QQuant Strategy Lab (Beta)
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Quantitative strategy research

Generate, backtest and compare strategies at scale.

Turn historical OHLCV data into structured, reproducible research. Explore thousands of rule-based strategies, rank real backtest results and inspect every assumption.

✓ Up to 500,000 strategies per job✓ Server-side, resumable jobs✓ No broker or live trading
research_job_0248Example data
Portfolio simulation€142.81
StrategyBuy & hold
Example research workspaceTop 3 / 12,500
FamilyReturnAlphaDrawdownSharpe
1EMA crossover+42.81%+13.22%-18.04%1.41
2Donchian breakout+38.55%+8.96%-14.83%1.32
3RSI reversion+31.67%+2.08%-11.46%1.18

Illustrative historical results. Past or simulated performance does not predict future returns.

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.

One structured workspace

QSL keeps data, parameters, jobs and results connected.

Upload a dataset once, generate controlled variations, compare them with the same metrics and export the configuration behind the result.

How it works

A clear path from market data to a testable hypothesis.

01

Upload OHLCV data

Use your historical CSV or start with the included sample dataset.

02

Define the search

Choose dates, directions, fees, seed and strategy families.

03

Run on the server

Generate and backtest large batches without keeping your browser open.

04

Compare and reproduce

Rank results, inspect metrics, save favourites and export research details.

Research tools

Built for disciplined exploration, not promises.

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Strategy families

Explore trend, breakout, reversion, volatility, volume and hybrid rule sets.

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Resumable jobs

Long calculations preserve progress and continue safely on the server.

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Comparable metrics

Review return, alpha, drawdown, Sharpe, trades, win rate and exposure.

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Reproducible exports

Keep the parameters, assumptions and fingerprints behind selected results.

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Family analysis

See which strategy groups are producing stronger or more consistent candidates.

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Saved research

Keep favourite strategies and return to datasets, jobs and rankings.

Founder pricing

Begin free. Add capacity when your research grows.

Plans scale by monthly compute credits and maximum strategies per job. The Pro plan balances capacity and price for regular research.

Compare all plans →

Free

€0.00/month
  • 1,000 monthly credits
  • 1,000 strategies / job
  • 500 stored results

Starter

€19.95/month
Founder price
  • 25,000 monthly credits
  • 10,000 strategies / job
  • 5,000 stored results

Quant

€129.95/month
Founder price
  • 1,250,000 monthly credits
  • 500,000 strategies / job
  • 100,000 stored results

Questions

What to know before you start

What data can I use?+

QSL accepts validated historical OHLCV CSV or TXT files. You are responsible for having the right to use uploaded data.

Does QSL trade for me?+

No. It is a historical research and backtesting platform with no broker connection or live order execution.

What is a credit?+

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.

Can a good backtest predict profit?+

No. Historical and simulated results can be affected by overfitting, data quality and unrealistic execution assumptions.

Can I cancel a paid plan?+

When paid subscriptions are enabled, they can be managed and cancelled through the billing area; access continues through the paid period.

Quant Strategy Lab

Make your next strategy idea measurable.

Create a free account and run your first structured research job.

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