QuantLions research and backtesting infrastructure for your AI agent
strategy("QuantLions Evidence")
fast = ta.ema(close, 21)
slow = ta.ema(close, 180)
robustSignal = fast > slow
if robustSignal
strategy.entry("Long")
strategy.exit("Risk", stop=atrStop)
One idea. 1,000 ways to test it.
Turn any trading idea into evidence across real data, markets, and time periods.
- Real market data
- Backtest analytics
- Risk statistics
Idea to evidence in under 3 minutes.
Let your agents find and validate your strategy.
An agent can generate ideas. QuantLions gives it market data, backtests, and statistics to test them across markets and time periods, so it returns evidence, not guesswork.
- 01Add the server
- 02Start your agent
- 03Ask a question
Export your strategy to TradingView.
Export supported, completed strategies as readable Pine Script for use in TradingView.
Don't trust a strategy until you've tested it thousands of times.
How wide was the range of historical outcomes?
The strategy return range from P10 through P90 across the completed one-day tests.
| Event | Period | Strategy | Buy & hold |
|---|
Historical research, not a prediction. Open the complete analytics ↗
Choose the research capacity that fits your workflow.
Credits reflect the work behind each research request, including market coverage, timeframe, history, and parameter samples. You see the estimate before a backtest starts.
Explore the workflow before choosing a paid plan.
- 50 welcome credits for 30 days
- 1 concurrent research job
- 100 stored results
For focused strategy checks and regular iteration.
- 1 concurrent research job
- 2,000 stored results
- Credit estimate before every run
For traders testing across assets and market conditions.
- 2 concurrent research jobs
- 10,000 stored results
- Credit estimate before every run
For broad research programs and larger experiment grids.
- 4 concurrent research jobs
- 30,000 stored results
- Credit estimate before every run
What can each plan test?
Each column uses a different chart timeframe for the same one-year, one-asset, fixed-configuration example.
Additional assets and parameter samples add execution cells; cached results are not charged again. Your exact quote appears before execution. Monthly credits do not roll over, automatic overages are disabled, and additional credit packs are not part of the initial launch.

Logic is not evidence: why plausible strategies still fail
A coherent trading thesis can still collapse when it meets broader data. Learn what separates a promising idea from defensible evidence.

When yesterday’s edge meets a different market
Volatility expands, correlations break, and yesterday’s winners can quietly expire. Here is how continuous testing reveals regime risk.

Position sizing beyond a single backtest
Returns only tell part of the story. Explore how sizing, drawdown, and trade distributions change the strategy you can actually hold.