The algorithmic edge your buy & hold portfolio is missing
License the same class of automated trading systems institutions have used for decades — disciplined, automated, all-weather strategies that trade any market direction.
“I am blown away by the quality, thoughtfulness, and innovation that continues to come out of QuantVue week after week! Their new ATS 2.0 System is SO user friendly and simply incredible!”
CJ
Chris Johns
“The value they provide is amazing!!! I have never seen soo many options available for trading systems. On top of that the community and customer service are above and beyond.”
TY
Tylor
“Quantvue ATS 2.0 is well worth the price. Support by staff is excellent. I am an experienced trader, but new to automated trading. This system makes it so easy.”
CC
Chris Cox
“They have an outstanding support team that is knowledgeable, responsive, and always willing to help. In my opinion, QuantVue is the best trading software currently on the market.”
SR
Sergio Ruiz de Chavez
“Quantvue is absolutely incredible! Quantvue is building and innovating faster than I can keep up with sometimes. Quantvue is in a League of Their Own.”
NB
Nick B.
“I have used a number of companies before QuantVue. Their superior technology and amazing customer service from Erik and Jennifer…”
DR
Dominick Roberti
“Quantvue is a genuine and super competent organisation who work hard to make sure the best tools are available to their customers. The community is fun and innovative.”
VE
Verner
“I am blown away by the quality, thoughtfulness, and innovation that continues to come out of QuantVue week after week! Their new ATS 2.0 System is SO user friendly and simply incredible!”
CJ
Chris Johns
“The value they provide is amazing!!! I have never seen soo many options available for trading systems. On top of that the community and customer service are above and beyond.”
TY
Tylor
“Quantvue ATS 2.0 is well worth the price. Support by staff is excellent. I am an experienced trader, but new to automated trading. This system makes it so easy.”
CC
Chris Cox
“They have an outstanding support team that is knowledgeable, responsive, and always willing to help. In my opinion, QuantVue is the best trading software currently on the market.”
SR
Sergio Ruiz de Chavez
“Quantvue is absolutely incredible! Quantvue is building and innovating faster than I can keep up with sometimes. Quantvue is in a League of Their Own.”
NB
Nick B.
“I have used a number of companies before QuantVue. Their superior technology and amazing customer service from Erik and Jennifer…”
DR
Dominick Roberti
“Quantvue is a genuine and super competent organisation who work hard to make sure the best tools are available to their customers. The community is fun and innovative.”
VE
Verner
00 WHY ALGORITHMIC TRADING
Your portfolio deserves an all-weather approach
Buy-and-hold only pays when the market rises. Algorithmic trading systems take advantage of all market conditions across multiple uncorrelated assets.
Long only, buy & hold portfolio
Only works when the market goes up
Inflation can erode idle cash or your gains
You ride every crash all the way down
One index, one direction, one outcome
Limited risk controls
Volatility happens to you
Algorithmic trading portfolio
Built to work in up, down, and sideways markets
Capital stays working across markets
Goes long and short — positioned for downturns
Diversified across multiple markets and strategies
Defined, automated risk management on every position
Built to navigate volatility
Automatically skip news & holidays
The institutions already made the switch to automation
Rules-based, automated execution is not a trend — it is how modern markets run.
~80%
of equity-index and FX futures volume already has an automated system on at least one side of the trade — per the futures regulator's own research.
Haynes & Roberts, CFTC Office of the Chief Economist, “Automated Trading in Futures Markets” (2015; 2019 update).
~90%
of U.S. stock-market volume comes from systematic and automated strategies — only about 10% is traditional discretionary trading.
JPMorgan research estimate (2017).
$1T+
is now managed by systematic and quantitative hedge funds — roughly a quarter to a third of all hedge fund assets, and the industry's fastest-growing allocation.
HFR industry data, 2024; institutional allocator surveys.
Sources are independent regulatory and industry research, not affiliated with QuantVue. Automated trading involves substantial risk, and no execution method guarantees profits.
“Buy and hold” is a bull-market strategy pretending to be a plan.
Most portfolios only make money in one direction. When the market falls — or just grinds sideways for years — “hold and hope” is the entire strategy An all-weather, rules-based allocation is built to keep working when the market doesn’t.
Every automated configuration is tracked daily and published after each month closes, losing months included, with downloadable trade logs for anyone to verify.
1,400+
GLOBAL ATS CLIENTS
>50%+ YTD*
across the portfolio
10
UNCORRELATED SYSTEMS
25+ Years
team industry experience
Results shared in public every single day
No cherry-picked screenshots, no delayed reporting — every configuration’s results post to the public tracker every trading day, wins and losses alike.
Snapshot of the publicly shared QuantVue forward performance tracking sheet above. Account sizes, settings profiles, and month-to-date and year-to-date figures for every configuration on the sheet.
* - The >50% YTD figure is derived from the publicly shared QuantVue forward testing document & the respective account sizes used for executions, see the full sheet here. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
2026 month by month
Completed months only; the current month is published after it closes. Every figure is colored by outcome, blue for profit and orange for loss. January and February are backtest months, tagged in the header. Live forward tracking began March 1, 2026. Losing months stay on the board; that is the point.
Configuration
Jan 2026 backtest
Feb 2026 backtest
Mar 2026
Apr 2026
May 2026
Jun 2026
Jul 2026
Aug 2026
Sep 2026
2026 total
Omega Stack
+$5,964
+$31,878
+$7,604
+$6,570
-$12,750
+$4,528
+$12,910
+$1,777
-$2,536
+$55,945
QLiquidity NQ · Config A
+$13,906
+$15,088
+$12,605
+$18,047
+$10,520
+$18,599
-$458
+$7,580
-$2,422
+$93,465
QLiquidity NQ · Config B
+$4,998
+$9,690
+$11,674
+$16,008
+$6,257
+$36,433
+$5,784
+$7,609
+$2,529
+$100,982
QLiquidity NQ · Default
+$8,710
+$22,165
+$17,482
+$19,320
+$18,266
+$27,938
+$3,391
+$2,705
+$1,040
+$121,017
Poseidon NQ · Custom
+$9,113
+$11,372
+$12,855
+$5,596
+$1,894
+$19
-$1,029
–
+$5,410
+$45,230
Poseidon NQ · Default
+$8,792
+$10,405
+$4,090
+$9,018
+$4,458
-$12,396
+$2,061
+$2,892
+$4,444
+$33,764
QORB NQ · Config A
+$980
+$11,296
+$5,121
+$8,533
+$6,754
+$2,184
+$2,201
-$3,457
+$7,659
+$41,271
QORB NQ · Config B
-$352
+$15,820
+$8,158
+$14,401
+$9,305
+$5,754
+$12,948
-$795
+$9,741
+$74,980
QORB NQ · Default
+$6,706
+$35,369
+$1,884
+$11,380
+$6,729
-$25,097
-$1,325
+$312
+$12,808
+$48,766
Zeus · Intermediate (4 lots)
+$7,072
+$7,301
-$4,414
+$7,587
-$23,680
+$16,864
+$12,288
+$10,368
-$931
+$32,455
Zeus · Gold (4 lots)
+$20,401
+$16,144
-$17,602
+$18,209
+$14,292
+$4,153
+$15,654
+$5,124
-$8,043
+$68,332
Master Stack (all forward tracked configurations)
–
–
+$36,000
+$94,951
+$12,592
+$88,534
+$60,298
+$28,206
+$11,407
+$331,988
All figures are P&L in USD at each configuration's listed contract size, blue for profit and orange for loss. January and February come from the simulated backtest record for every configuration (tagged in the header), as does every month of the three default configurations, which are published on their backtest record. March onward is actual forward trading results for the other eight. A dash means no tracked result for that cell. Row totals sum the months shown. The Master Stack row combines the eight forward tracked configurations; the three default rows are not part of it.
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
Diversified portfolio for U.S. regulated futures & stocks
Long or short, trend or mean reversion: structure-based futures strategies refined over years of live execution, every one tracked daily and published monthly for anyone to audit.
Displayed above are 5 of the 10 QuantVue ATS Program automated strategies
Displayed above is QV Atlas, our quarterly portfolio rebalancing strategy for U.S. stocks
Every strategy. Tracked daily. Published monthly.
The full ATS 2.0 performance record: profit curves, month by month numbers, an overfitting check, and downloadable daily P&L for every configuration.
The sophistication of a quant desk with the ease of an app. Deploy strategies in one click, see your daily brief, manage risk automatically — no coding, no screens
Real member posts from the QuantVue Discord. Individual results may vary. Results not typical. Past performance doesn't guarantee future results.
03 THE BACKTESTER
Validate strategies before risking any capital
The ATS includes our proprietary backtesting engine. Pick a strategy, load a settings profile, and replay it against years of market data — trade counts, win rates, equity and drawdown curves in seconds. No spreadsheets, no code, no taking our word for it.
Any strategy, any settings
Test default configurations or your own custom profiles before a single contract is deployed.
Years of data on demand
Run across the full history or a single week, straight from the desk, in seconds.
Built-in Monte Carlo simulations
See various risk scenarios to help with contract sizing; Monte Carlo simulations generate for every backtest
Equity and drawdown views
See the curve and the pain in one click, so you know exactly what holding a strategy feels like.
THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.