Build, test, and automate investment strategies without writing code.

QuantAscent is a quantitative research platform for independent investors. Test ideas against 20+ years of real market data, build multi-factor strategies visually, and deploy with full confidence.

A new kind of investing tool. Built for people who want to understand their strategies — not guess.

One signal is fragile. Several signals reduce the risk.

No single factor — momentum, value, quality — works consistently on its own. Each factor has periods where it breaks down. Combining them into a multi-factor system smooths that out, giving you a more stable, reliable strategy.

MULTI-FACTOR SCORING EXAMPLE
FCF YIELD
MOMENTUM
ROIC
LOW DEBT
STRONG SIGNAL
FAIR SIGNAL
STRONG SIGNAL
SUPPORTING
COMBINED INTO ONE SCORE
MULT-FACTOR SCORE — STRONG

Each factor is weighted and combined into a single composite score. The top-ranked stocks are then displayed in the results.

TRY IT NOW

Add a factor. See what changes.

Build multi-factor strategies in real-time.

STEP 1 OF 3

Select your stock universe.

Choose the universe of stocks your strategy will score and trade.

* Utilities selected by default. Choose a different universe if you’d like.
Utilities
Technology
Healthcare
Industrials
Energy
Continue
STEP 2 OF 3

IC Rankings — Top metrics by predictive power

Click a highlighted metric to inspect it. Then add it to your strategy.

ADDED TO STRATEGY 0/3
Continue
STEP 3 OF 3

Score Analysis — Mean Return by Strategy Score

Higher scores should deliver higher mean returns. The grey bars show how much of the universe falls in each bucket.

The signal holds

Stocks scoring 70+ significantly outperformed the filtered universe average of +3.88%, which itself beat the unfiltered average of +1.29%. The dip at 80 reflects a sample of fewer than 5% of stocks.

Run backtest
Backtest complete
Your strategy returned +108.7% over 3 years.
That's 3× the S&P 500 — built from the three factors you just selected.
Comparison Plot - 3Y

This demo uses simulated data for illustrative purposes only. Results shown do not represent actual investment returns and are not a guarantee of future performance. QuantAscent does not provide investment advice.

Every result is explainable.

Run your factor approach across different sector filters. See exactly where it works — and where it doesn’t.

SECTOR FILTERS TESTED
Industrials — Growth
Basic Materials — Balanced
BMFW Percentile — Baseline
Technology — Balanced
WHAT THIS SHOWS

Industrials — Growth was the strongest-performing sector universe in this window — your factor logic found more signal here than anywhere else.

It had the highest win rate at 73% and a Sharpe of 1.11 — strong risk-adjusted performance alongside raw returns.

Every metric is calculated from the same historical data, same time window, same assumptions — so the comparison is apples to apples.

WHAT THIS SHOWS

Basic Materials — Balanced had the lowest drawdown at 12% — strong risk-adjusted return for a volatile sector.

It had the lowest drawdown at 12% — the most defensive profile of the four, with solid Sharpe and Sortino scores.

Every metric is calculated from the same historical data, same time window, same assumptions — so the comparison is apples to apples.

WHAT THIS SHOWS

BMFW baseline had the highest total return at +121.6% and the strongest alpha at +14.5% above SPY across all strategies tested.

It had a Sharpe of 1.30 and Sortino of 2.10 — strong risk-adjusted performance on top of the highest raw return.

Every metric is calculated from the same historical data, same time window, same assumptions — so the comparison is apples to apples.

WHAT THIS SHOWS

Technology — Balanced trailed on returns but showed consistent behavior — useful as a diversification baseline.

It had the highest max drawdown at 21.5% — higher volatility, but still delivered positive alpha and a competitive Sortino.

Every metric is calculated from the same historical data, same time window, same assumptions — so the comparison is apples to apples.

Change the sector universe or factor weights and re-run. The result always reflects exactly what you configured.

Built for investors who want to understand their edge.

Not a signal service. Not a blackbox. A tool for building and testing strategies you can actually explain.

INVESTORS WHO VALUE SIMPLICITY

You want a repeatable system — not constant research.

You don’t want to constantly research or track the market. You want a system you can trust to run consistently.

Not for: investors who prefer to constantly research and react to the market.

PROCESS-DRIVEN INVESTORS

You think in rules and systems — not opinions.

You’re not guessing. You’re building ideas and applying them consistently. QuantAscent gives you the tools to test and validate them.

Not for: anyone making decisions without a repeatable system.

LONG-TERM THINKERS

You're optimizing for decades, not the next earnings call.

You're not trying to time the market. You want a repeatable process — one you can run monthly, review annually, and explain rationally when markets get rough.

Not for: active traders looking for short-term signals or price alerts.

TRANSPARENCY-FIRST

You want to know exactly why your portfolio holds what it holds

Every position traces back to a factor score. Every rebalance follows a rule you set. No manager discretion, no unexplained drift. You own the logic, not just the outcome.

Not for: anyone comfortable delegating decisions to a model they can't inspect.

Not sure where to start?

Create your first multi-factor strategy today.

Most users can build their first strategy in about 10 minutes. Cancel anytime.