Strategy performance

How we publish performance — and what you should and shouldn't read into it. Last reviewed: 2026-06-09.

🎯 Public commitment

Monthly PAPER-portfolio snapshots per production strategy, signed with a dedicated Ed25519 key — verifiable the same flow as the build attestation on /security.

The runner bots are collecting data now. The first finalised month publishes here once it closes — no preview, no estimate.

Latest snapshot

Strategy	Return	Buy & hold	Edge	Sharpe	Max DD	P&L USD	Opens/Closes	Win rate	Profit fact

Why this page exists

Selling discipline without showing data is asking for trust. This page commits, in public, to what we publish, when, and how to verify it.

What gets measured

The production strategies — EMA Cross, Breakout V1, TS Momentum V1, Quantor Adaptive Pro — each runs a PAPER portfolio on live market data (see the changelog below for which runners are currently active):

$10,000 baseline (same constant the production DailyLossSentinel uses).
Documented default params — no manual tuning per month. Default changes are dated; the old default runs in parallel ≥ 90 days for comparison.
Fixed allowlist: BTC/USDT (and SOL/USDT historically) — runner slate now all H1, corrected from M1/M5 across 2026-06-09 and 2026-06-18 (see the changelog below).
Real taker fees — Binance spot 0.10%, tracked in the snapshot.

What's in a snapshot

Single signed JSON, one row per strategy:

monthly return % + cumulative return %
Sharpe (annualised, 365-day, zero rf) — same formula as MeEquityCurveController.annualizedSharpe
max drawdown % — peak-to-trough, positive number
win rate, profit factor, opens / closes
buy & hold benchmark — passive HODL of the same symbol over the same period, so the strategy's edge over "do nothing" is visible.

Snapshot JSON includes the SHA-256 of the strategy source file, the period start/end ISO timestamps, the build commit SHA + Ed25519 signature. Nothing in a snapshot is editable after publication — overwriting a past month breaks the signature and is visible on inspection.

Schedule

Monthly

1st of each month: signed JSON for the previous calendar month.

Quarterly

Jan / Apr / Jul / Oct: 90-day roll-up with regime breakdown (CALM / VOLATILE / DANGEROUS).

Annual

Once per year: written commentary on what worked + what didn't, signed alongside the data.

Methodology changelog

Every change to how the runner bots are configured is dated here — a mid-track change is never silent. The signed snapshots are dated and tamper-evident, so you can always check what ran when.

2026-06-18 — Adaptive Pro (BTC) retired; TS Momentum (SOL) M5 paused

A fresh out-of-sample walk-forward review (6 strategies × 11 major pairs × 2 timeframes × 2 cost levels = 264 walk-forwards, after fees + slippage) found no strategy with a credible edge over buy-and-hold — and Quantor Adaptive Pro was the worst live performer. We paused the Adaptive Pro (BTC) runner rather than keep paying its noise-loss. Its prior signed decisions stay in the dated snapshots — nothing is deleted or back-edited.

We also paused TS Momentum (SOL) on M5: at the minute timeframe it over-trades into the ~0.3% round-trip cost floor — death by a thousand cuts. The runner slate going forward is EMA Cross (BTC, H1) and Breakout V1 (BTC, H1).

Why we're telling you this: quietly retiring a loser to flatter a track record is exactly the cherry-picking this page exists to prevent. So it's dated here, the history is retained, and the snapshots stay tamper-evident. We don't promise profit; we prove what happened.

2026-06-09 — Timeframe corrections: EMA Cross & Adaptive Pro (M1 → H1), Breakout V1 (M5 → H1)

Two of the four runner strategies (EMA Cross, Quantor Adaptive Pro) were running on the 1-minute timeframe. On M1, round-trip fees + slippage (~0.3%) dominate the signal, and these strategies' default parameters — tuned for 1h/4h — bleed against minute-bar noise. We moved both to their designed H1 timeframe on 2026-06-09.

In the same pass we also moved Breakout V1 (BTC) from M5 to H1. On M5 it was over-trading — roughly 28 round trips a day, chasing false breakouts on BTC's intraday chop and paying the spread each time (it was, frankly, the worst performer of the four). H1 makes it a fair test of real breakouts instead of noise. Only TS Momentum (SOL) stays on M5.

These were misconfiguration corrections, not parameter re-tunes, so the old timeframes were switched off rather than run in parallel — keeping a known-misconfigured bot live would only pile up more avoidable noise-loss.

Effect on the signed snapshots: the June 2026 month therefore spans both periods — M1 (Jun 1–9) and H1 (Jun 9 onward) — so read June as a transition month, not a clean baseline. July 2026 is the first clean full-month H1 snapshot. We'd rather show you the messy honest month with this note than quietly restart the track on a convenient date.

⏳ What you'll see here until the first snapshot publishes

No backtest charts, no cherry-picked windows. Until the first calendar month finishes, the only honest answer is «data is being collected — check back when it closes». When the first snapshot lands, the JSON URL + verify command appear above.

How to verify the signed snapshot

curl -sS https://quantorsaas.app/api/v1/public/performance/latest.json > snap.json
curl -sS https://quantorsaas.app/api/v1/public/performance/latest.sig  > snap.sig.b64
curl -sS https://quantorsaas.app/.well-known/quantor-perf-pubkey       > key.pem
base64 -d snap.sig.b64 > snap.sig
openssl pkeyutl -verify -pubin -inkey key.pem -rawin -in snap.json -sigfile snap.sig
# Expected: "Signature Verified Successfully"
# A specific finalized month: swap latest.json / latest.sig for
#   snapshots/YYYY-MM.json  and  snapshots/YYYY-MM.sig

Public key fingerprint on /security, never changes during the project's lifetime. Any rotation is announced ≥30 days in advance with cross-over verification.

What this page does NOT promise

Forward returns. Past PAPER ≠ prediction. Regimes change.
That LIVE matches PAPER. Slippage, partial fills, exchange downtime, your specific notional all shift the result.
«Guaranteed yield». If you see «+X% guaranteed» anywhere on this site, it's a bug — please report to bugs@quantorsaas.app.

Quantor is built on discipline, transparency, and risk controls — not the idea that we beat the market. If a strategy loses money over a year, the snapshot shows it losing money. Surprised customers cancel.

Open beta — free

Quantor is in open beta. Create a free account and run a PAPER bot on live market data today — real-money LIVE trading isn't enabled yet (we'll tell you well before it opens). No application, no waitlist.

All strategies are free during the open beta. No data resale, no mailing list.

Start free → Watch it trade live →

Replies read personally. Questions → bugs@quantorsaas.app.