Quant Mode
A screen finds the symbols that match your conditions. Quant answers a question about the numbers of the symbols you name — returns, risk, how often something happened, a trading rule tested on past data — and shows exactly how the answer was worked out.
Screen or Quant?
| Screen | Quant | |
|---|---|---|
| The question | Which symbols match my conditions? | What are the numbers for the symbols I name? |
| You get | A list of matching symbols, ready for TradingView | The answer, the tables behind it, the method and the exact dates used |
| Example | S&P 500 stocks where the daily Supertrend (10, 3) turned bullish today | Best day of the week to invest in Chipotle over the last 1 and 3 years? |
| Price | About $0.20 a screen | From $0.10 an answer |
How to ask
Switch to Quant
In the app's sidebar, pick Quant instead of Screen, then choose the market.
Name the symbols and the numbers
Say which symbols, what you want measured, the window and, if it matters, the candle size. Company names work as well as tickers.
Answer the question, if one comes back
If something important is missing or could mean two things, Sortefi asks one question instead of guessing. Asking is free.
Read the answer and its method
You get the headline numbers, the tables behind them, how they were worked out and any data warnings. Share an answer with a link.
What you can ask
Returns and investing
Total return, yearly growth (CAGR) and annualised return over any window you name. A lump sum on a date, or a fixed amount every week or month, with dividends reinvested or not.
Risk
Volatility, Sharpe, Sortino and Calmar ratios, maximum drawdown with its dates, every fall of a given size and how long it took to recover, value at risk.
Against an index
Beta, alpha and correlation against an index or another symbol in the same market, and how much one moves when the other does.
How often, and what followed
How often a condition happened and what the next candle or next days did; winning and losing streaks; opening gaps and how soon they filled; overnight versus intraday moves; returns rolled over every window of a given length.
Seasonality
Average returns grouped by year, calendar month, day of the week, day of the month or trading session.
Statistics
Skew and kurtosis, stationarity and random-walk tests, the Hurst exponent, autocorrelation, volatility clustering, cointegration and regression against a benchmark. Each comes with its statistic, p-value and sample size.
Options (India and crypto)
Implied volatility against realised, IV rank, put-call ratio, max pain, skew and the expected move; India VIX; the payoff, Greeks and break-evens of a strategy whose every leg you state.
Backtests
A trading rule you state, run on the history: entry and exit conditions, a fixed holding period, stops and targets, long, short or both, costs, and a settings search with a check period. The trades are listed (the last 100 when there are more) next to buy and hold.
Portfolios
Several symbols held together with the weights you give: the combined return, volatility, drawdown and value at risk.
Any of the indicators and candlestick patterns from the indicator glossary can be used inside a question, such as the average RSI on Mondays, or how often a hammer candle was followed by a green day.
What every answer includes
- The answer — one or two sentences with the headline numbers.
- Tables — every symbol or group gets its own row with its sample size, never only the winner.
- The method — candle size, the real first and last dates used, and every standard applied (for example, a risk-free rate of 0%, or prices without dividends).
- Warnings — shorter history than you asked for, data that is end of day, figures left out.
Backtests: how a rule is tested
- Signals are read on finished candles only, and each buy or sell fills at the next candle's open unless you say otherwise (for example, at the close).
- One position at a time, all in, profits compounded; the test starts in cash at the start of your window.
- No costs stated: results are shown with no costs and with 0.1% a side, so you can see the difference (forex: no costs and a 1-pip spread). State your own costs in percent, per share, in pips or per order.
- Dividends are credited while holding where we have them; perpetual-futures funding can be included.
- Stops and targets are checked on each candle's high and low; when both are touched in one candle the stop counts first, and a gap fills at the open.
- A crossover entry with both a stop and a target but no exit gets one question asking how you want to exit, instead of assuming one.
- Every backtest is checked for look-ahead: the rule is re-run on the history cut off at earlier dates, and a rule whose past signals would change once later data arrives is not used.
- A settings search reports the best setting and warns that a best setting found on the past may not hold; give a separate check period to see it on data it wasn't picked on.
Backtest results describe the past only. They are not a forecast, and a rule that worked before can stop working.
What Quant won't do
Quant reports what happened in the data. Questions that ask for a forecast, a recommendation, the “best” strategy to trade, entry and exit levels for a trade, or a probability of profit are declined and not charged. Questions that aren't about market data aren't answered.
Data and history
- The same five markets as screens: US stocks, Indian (NSE) stocks, ETFs, forex and crypto perpetual futures.
- How far back you can go depends on the symbol; long-listed US funds go back to the 1990s, and the stock indexes to 2011. When a symbol has less history than you asked for, the answer says so and uses what there is.
- Options figures: India from 2019, crypto from late October 2026. India VIX from 2019.
- Prices are split-adjusted. Fundamentals are the latest figures we hold, not a history.
- A very large read (many symbols over many years) gets one question first, offering the longest window that fits (10, 5, 3 or 1 years) or fewer symbols. Nothing is loaded or charged until you choose.
See Markets & Data for each market's coverage.
Price
From $0.10 an answer, from the same wallet as your screens. A question that reads a lot of history, compares many symbols or tests a trading rule costs more. New accounts' free prompts cover quant answers too, and questions Sortefi asks back, declined requests and answers it couldn't finish are free. See Billing.
Try a question
Open the app, switch to Quant in the sidebar, and start with one of the examples above.
Open Quant