H QUANT SELECT

From conditions to conviction.

Multi-factor screening · explainable rules · chart validation

Local historical screening · not live

Build your screen

All selected rules must pass
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0 / 34 securities have local daily barsAt least 61 valid daily bars. Not a whole-market scan.

Screen results—

Start with a clear set of conditions

Choose a template or define your rules. No data means no invented shortlist.

Import historical data

Method: observations through the cutoff only. Breakout and volume baselines exclude the evaluated bar. Volatility is the population standard deviation of 20 daily returns, not annualized. Imported data may contain adjustment or selection biases. Research only; not investment advice.

Built on evidence. Governed by risk.Quant research workspace · historical mode

Research software under development. No live orders, investment advice or guaranteed returns. Any future backtest is a historical simulation, not a promise of future performance.