Two Engines. One Goal.
Quanntick runs two independent algorithms on S&P 500 futures, each designed for a different trading style. Both execute automatically through your broker account with full transparency.
Swing trading that captures multi-day moves
Intraday scalping: always flat by close
In and out within the session. Nothing held overnight.
Quanntick Trend Follower
Our flagship algorithm monitors S&P 500 futures around the clock, entering only when all of its trend conditions line up. It enters positions when momentum aligns with the broader trend and follows them for as long as the trend holds, often overnight or across several sessions.
How It Works
- Trend detection on 4-minute bars
- Optional scale-ins: adds at preset levels if price pulls back against the entry
- Trailing stops that follow the price as a trend extends
- Automatic profit targets at preset levels
Ideal for: Traders who want to capture larger market moves without watching screens all day. Set it and let the algorithm manage entries, exits, and risk.
Quanntick Day Trader
A precision scalping engine built for the US cash session. It identifies short-term momentum shifts on 1-minute bars, captures quick moves with defined profit targets, and closes all positions before the end of the trading day, so it holds nothing overnight.
How It Works
- High-frequency signal detection on 1-minute bars
- Optional scale-ins: adds at preset levels if price pulls back against the entry
- Hard end-of-day liquidation: always flat by close
- Defined stop losses and profit targets on every trade
Ideal for: Traders who prefer no overnight exposure. The Day Trader captures intraday momentum and ensures your account is flat before the closing bell.
How They Compare
Customize Your Strategy
Each algorithm comes with preset configurations ranging from conservative to aggressive, or build your own with custom stop distances, entry sizing, and equity allocation. Full control, zero complexity.
Research. Build. Trade. Share.
Pro is one workflow, not a list of features. Test an idea with honest statistics, turn it into your own bot, trade it in your own broker account and learn from other members.
- ResearchA research lab that shows its work.
- BuildYour rules, in your own bot.
- TradeExecution in your own broker account.
- ShareA community that reports the same way.
How we report results
- Community results are shown in points per contract, not account dollars, so a result does not depend on account size.
- Drawdown sits beside every figure.
- A held-out final 20% of each hypothetical test is scored on its own, as a check on data the setup was not tuned on.
- Forward watch tracks a tested setup from today, one session at a time.
- Nothing here promises a result.
A backtest is not a live result
A backtest replays a rule over past market data. It is hypothetical: it is built with hindsight, it cannot capture every real fill, and it does not predict what comes next. A live result comes from orders actually placed in a broker account, with real fills and costs. The Lab keeps the two apart, and a forward watch is the bridge between them: it runs a tested setup on sessions that had not happened yet.
Backtested and simulated results are hypothetical and have inherent limitations. Past performance does not guarantee future results. Trading futures involves substantial risk of loss and is not suitable for all investors. Both algorithms trade E-mini (ES) and Micro E-mini (MES) S&P 500 futures contracts. All trades are executed through your own regulated brokerage account.