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Market Analytics

Market Analytics shows you where money is moving before it becomes obvious

Our Market Analytics Philosophy

The factor with a century of evidence behind it.

We started by asking: what is the most persistent, profitable factor in markets - the one with empirical evidence stretching across asset classes, geographies, and a hundred years of academic research? The answer is momentum.

Read the full philosophy

02Capital migrates between asset classes and geographies.

From 1968 to 1982, the S&P 500 price return was roughly flat while gold climbed more than 1,000%. From 2000 to 2013, the S&P 500 closed essentially flat while gold climbed more than 300%. Market history is full of rotations like this: capital moves through stocks, commodities, countries, currencies, and back again.

03Cross-sectional relative strength.

A dollar price only tells one story. QCL also asks: how many barrels of oil does one bar of gold buy? Is Bitcoin gaining on $GOOGL shares? Are country ETFs leading U.S. sectors? The ranking becomes clearer when every market competes against every other market.

Because markets don't move in silos.

QCL puts the big markets on one daily leaderboard: stocks, crypto, commodities, bonds, currencies, sectors, and countries. You can quickly see what is leading, what is falling behind, and where market leadership is changing.

01

What You CompareEquities, Crypto, Commodities, FX, Bonds

One daily framework for cross-asset leadership instead of siloed market views.

02

What Changes DailyRankings, trend shifts, and streak behavior

See leadership rotation and momentum persistence before reacting to headlines.

03

What It SupportsResearch -> strategy comparison -> execution planning

The same framework feeds strategy analytics and live strategy workflows.

Macro matrix case study

The oil trade was visible before the headline.

On Jan 31, 2026, oil moved into QuantCheck's Macro top five while the system was comparing oil against equities, crypto, bonds, currencies, and global markets. Weeks later, the Iran-US conflict put oil back on every investor's screen.

That is the edge of cross-asset analytics: capital rotation can show up before the narrative becomes obvious. Market Analytics gives you the same daily ranking framework, so you can see where money is already moving before the market turns it into consensus.

Macro matrixEntry signalOil (USO) entered the top five at $79.52Jan 31, 2026

Iran-US conflict reignitedOil risk moved from ranking signal to market narrative.Feb 28, 2026

Exit signalUSO exited the top five at $128.47Apr 14, 2026

Total move$79.52 to $128.47+61.6%

Live Strategies

Follow proprietary strategies built from QCL Market Analytics.

See all 6 strategies

01Live Strategies Philosophy

You should know what the market is paying you for.

A strategy should not just show a nice backtest. It should have a clear reason to exist: a defined market behavior, a repeatable signal, and an edge you can understand before you follow it.

Read the full philosophy

02Strategies should start with market leadership, not curve fitting.

QCL models are built from the same cross-asset rankings behind our Market Analytics, so the starting point is where capital is actually moving, not a backtest optimized to look good.

03A model has to earn its way into production.

Before a strategy goes live, we review its backtest history, Sortino, max drawdown, trade cadence, holdings universe, rebalance rules, and cash behavior. Return matters, but only if the risk profile is something investors can actually live with.

These are live strategies you can inspect, learn from, or follow.

The examples below show QCL's market framework in production: real models with rules, performance, drawdowns, trade cadence, universe, and recent activity visible before you copy them.

01

Defensive Concentrator

A highly defensive strategy designed to protect capital during turbulence and aggressively capture upside during confirmed bull runs. It requires strict, cross-asset confirmation that risk appetite is high before leaving the safety of cash. Once a "Risk-On" environment is confirmed, it concentrates 100% of its capital into the single strongest asset class: Equities (SPY), Crypto (BTC), or Commodities (DBB). It ignores minor pullbacks until the broader market signals a retreat.

CAGR+40.8%

Max drawdown-7.6%

Sortino5.71

Trades / month0.8

Universe3

Last tradeMay 15, 2026

Open strategy detail

02

Macro Velocity 5

Built to capture emerging market leadership. This strategy first filters a global universe of stocks, crypto, commodities, and forex to identify assets whose short-term trajectory is actively crossing above their medium-term trend. From this select group of accelerating markets, it builds a portfolio of the top 5 overall strength leaders. New positions are strictly capped at a 20% initial weighting to manage concentration risk. By never artificially rebalancing afterward, it allows these winning positions to compound to their full potential while strictly cutting laggards.

CAGR+48.2%

Max drawdown-12.9%

Sortino3.57

Trades / month15.1

Universe45

Last tradeMay 15, 2026

Open strategy detail

How following a Live Strategy worksPick the model, get the alert, read the reason, then place the trade in your broker.

01

Choose the strategy you want to follow

Compare the catalog, study the evidence, and follow the model or models that fit your goals.

02

Use the alert as your daily routine

When a followed strategy updates, QCL shows what changed and why. You review it, then place the trade.

Turn cross-asset leadership into a disciplined trading process.