Quant Nova is a quantitative trading team. We run AI quant strategies on our own capital, and share the strategy records, the equity of our live accounts, and the trading tools and notes we use ourselves.
Quant trading is what Quant Nova does, and the strategies run on our own exchange accounts. The equity of every live futures account is public on the strategy pages — the good stretches and the ugly ones alike.
Own-capital accounts running across several exchanges, each published separately — drawdowns shown as they happen.
The trend strategy has been through a full market cycle; everything after the parameter-freeze date is out-of-sample.
Methodology, max drawdown and the worst stretch are all on the strategy page. We do not show only the good parts.
8.9 years of backtest, positive every single year — including the 2018 and 2022 bear markets that cut BTC in half. A fully-automated, systematic multi-asset strategy: it trades only major, highly liquid crypto, risks a fixed fraction per trade, scales positions down as volatility rises, and runs multiple built-in circuit breakers. It doesn't predict markets — it follows trends and cuts losses without mercy.
Ride the bulls, don't bleed with the bears: in 2018 BTC fell 73% while the strategy made +112%; in 2022 BTC fell 64% while the strategy made +70%. Trading both directions turns bear markets into a source of returns, not a disaster.
We don't bottom-fish or pick tops — we step in only once direction is confirmed. We'd rather miss the first leg up than catch a falling knife.
Built on the professional-grade NautilusTrader engine, wired straight into exchange matching — millisecond reactions, 24/7, no human delay and no "not feeling it today".
Every trade's worst case is defined before entry; position size scales with volatility. Decide what you can lose before you think about what you can make.
Hold the right direction, exit the wrong one fast — the mathematical basis for a trend strategy being positive over time.
The same market conditions always produce the same action. There is no "this time is different".
Not scalping, not day-trading. It waits quietly and only acts when acting is worth it.
We publish the strategy's character, not its triggers. The exact entry/exit conditions are core know-how and stay private — an edge that can be trivially copied disappears fast.
Quant Nova is a quantitative trading team. We run AI quant strategies on our own exchange accounts with our own capital, and publish the strategy records, the equity of our live accounts, and the trading tools and information we use ourselves.
On the strategy pages. Each strategy lists the own-capital live accounts running it, with each account’s equity and return shown separately; when an account stops or its data lags, it is flagged as such.
A backtest simulates the strategy on historical data; the live record is what real money actually filled at on the exchange. The strategy page shows both, and every backtest figure after the parameter-freeze date is out-of-sample.
No. They are our own trading records and research, and past performance does not indicate future results. Crypto futures trading is high-risk and can lose the entire margin.