How to read the systems, reports, and comparison tools.

Quantified Solutions s.r.o develops systematic trading strategies and evaluates them through rule-based backtests. The website presents each strategy as a research object with return, risk, exposure, trade behavior, charts, and comparison views.

Day Trading systems are designed around shorter holding periods and intraday-style exposure. Positional systems can hold exposure for longer horizons, including overnight or multi-session behavior. The type shown on a system card comes from the system.config file inside each report directory.

No. The portfolio contains research and backtest reports. The Live Systems Tracker page is the place where live Collective2 programs are mapped back to the underlying portfolio systems that drive or inform them.

Yes. A live Collective2 program can be backed by one or more underlying portfolio systems. The Live Systems Tracker page shows those mappings so a visitor can trace a live allocation back to the relevant research pages.

Yes. Live trading signals can be made available through an API for qualified users and integrations. Contact Quantified Solutions for pricing, access details, technical requirements, and availability.

Yes. Users can follow selected live systems through Collective2, where signals are published and can be connected to supported brokerage accounts according to Collective2's platform rules. The Live Systems Tracker page shows which live programs are currently mapped to Quantified Solutions research systems.

Live results can differ from backtests for several reasons. Collective2 trade prices reflect average client executions where applicable, while backtests use historical simulated fills. Collective2 may also break up or delay market orders because of platform and regulatory requirements, so live execution can differ from the research model. Some live strategies may also have used different underlying systems historically, and the leverage used on Collective2 can differ from the leverage assumed in a backtest.

CAGR is the compounded annual growth rate from the exported backtest statistics. It is useful for comparing annualized return profiles, but it should be read together with drawdown, Sharpe, recovery factor, exposure, and trade count.

Max Drawdown shows the largest peak-to-trough decline in the backtest. A lower drawdown can indicate a smoother equity curve, but the metric should be evaluated with the system's return, exposure, and strategy objective.

Single return metrics can be misleading. Sharpe helps describe return relative to variability, Profit Factor compares gross profits to gross losses, and other risk measures help identify whether returns came with acceptable path behavior.

The comparison dashboard uses a composite score that rewards return, risk control, Sharpe, profit factor, and recovery. A system with the highest CAGR may not rank first if its drawdown, efficiency, or balance is weaker.

The Risk / Return Map plots systems by annualized return and maximum drawdown. The preferred area is higher return with lower drawdown, but the map is only a starting point for deeper inspection.

The heatmap shows pairwise correlations between systems that are present in the current report set and also available in the uploaded correlation matrix. Lower or negative correlations can indicate potentially useful diversification relationships.

No. The website presents research, analytics, and backtest-derived information. Backtest and hypothetical performance do not guarantee future results, and trading involves risk.