Systematic crypto trading signals for institutional portfolios.
QuantX is a breakout and accumulation signal engine. Designed for volatility capture, timed exits, and disciplined exposure management.
- Status
- Signals only
- Live since
- Q4 2025
- Delivery
- API-ready
- Materials
- NDA available
What we provide
QuantX provides systematic long/short crypto trading signals designed to integrate into institutional workflows.
- 01
Hourly signal evaluation
Continuous evaluation across liquid crypto assets on an hourly cadence.
- 02
Breakout & hidden flow detection
Breakouts alongside hidden accumulation and distribution patterns.
- 03
Timed exits, layered legs
Independent trade legs with predefined holding periods and separate exits.
- 04
API, webhook, or batch
Delivery options that plug into existing execution and data pipelines.
How QuantX generates signals
QuantX combines multiple confirmation layers to identify early trend formation and momentum expansion.
- I
Breakout detection
Identifies directional expansion points using systematic price action triggers.
- II
Hidden accumulation / distribution
Detects positioning behavior beneath the surface before visible price displacement.
- III
Momentum & volume confirmation
Validates breakouts and accumulation signals using momentum and volume expansion.
- IV
Timed exits & signal layering
Manages positions using predefined holding periods. Additional signals create independent trade legs with separate exits.
Why QuantX
Characteristics that make QuantX suitable for institutional mandates and constrained execution stacks.
- Built for volatile regimes
- Designed specifically for volatile and transitional crypto market regimes.
- Fully systematic
- No discretionary overrides. No narrative bias. Rules, executed consistently.
- Independent trade legs
- Reduce path dependency and improve compounding behavior across signals.
- Portfolio-ready alpha sleeve
- Operates as an alpha sleeve or signal overlay within diversified portfolios.
Live operation
QuantX has been running live since Q4 2025 with continuous signal generation and monitoring. Historical backtests show substantial outperformance versus buy-and-hold across multiple assets. Live performance is tracked to validate historical behavior under real market conditions.
Detailed backtests, live signal samples, and evaluation materials are available under NDA.
- Cadence
- Hourly
- Inception
- Q4 2025
- Overrides
- None
- Coverage
- Liquid majors
Signal evaluation
Live since
Fully systematic
Long / short
Deployment options
QuantX is delivered as a signal feed. Execution and risk management remain under client control.
REST API & webhook
Push or pull delivery into execution stacks, OMS, or internal services.
CSV / batch
Scheduled batch files for internal pipelines and research environments.
Paper-traded pilot
Shadow PnL feed for evaluation prior to any capital allocation.
OMS & risk compatible
Signals remain decoupled from execution; clients retain full control.
Pilot programs and evaluations for qualified counterparties.
QuantX offers structured pilots and institutional evaluations. Qualified inquiries receive NDA and evaluation materials.
We respond within 1 business day to qualified inquiries.