Algorithmic trading

Systematic strategies
built on trend following

QuantCore creates algorithmic strategies based on a trend-following approach, without HFT, exploits, or arbitrage logic.

Contact dev team See approach
QuantCore 2024 2025 2026
Benchmark
0.5-2%
Risk per trade
15-35
Trades per month
CFD
Liquid markets
SL
Mandatory stop-loss
About
QuantCore develops fully automated trading systems for liquid CFD instruments, with strict control over position sizing, drawdown, and execution quality.
The models are designed for markets where directional movement, volatility regimes, and risk discipline matter more than speed. The goal is clean, repeatable execution that can be evaluated transparently across different trading environments.
How it works
01
Trend-following logic
The systems look for sustained directional moves and trade only when price behaviour supports a clear market thesis.
02
Strict risk per trade
Each trade has predefined exposure, hard stop-loss logic, and no grid, martingale, or position-doubling behaviour.
03
Intraday and swing execution
Positions are normally held from several hours to several days, so performance does not depend on ultra-fast execution.
Trading strategies
SP500 TrendBACKTEST
Trend-following model tested on SP500 CFD data from January 2024 to March 2026.
MarketUS500 CFD
StyleTrend-following
Win Rate36.0%
Profit Factor1.36
Sharpe Ratio2.34
Calmar Ratio6.35
Trades / Month23 / month
Backtest: +235.7% return, 11.8% max drawdown, mandatory stop-loss on every trade.
NAS100 TrendBACKTEST
Trend-following model tested on NAS100 CFD data from January 2024 to March 2026.
MarketNAS100 CFD
StyleTrend-following
Win Rate31.8%
Profit Factor1.35
Sharpe Ratio3.03
Calmar Ratio5.31
Trades / Month44 / month
Backtest: +317.0% return, 17.5% max drawdown, mandatory stop-loss on every trade.
Prop-Firm Compliance
No toxic executionThe strategies do not rely on latency, quote delays, HFT infrastructure, or exploit-based order flow.
Rule-aware risk controlsDaily and total drawdown limits can be reflected in position sizing, exposure caps, and automated stop logic.
No grid or martingaleThe systems avoid averaging down, position doubling, and recovery logic that hides risk during evaluation.
News restrictions readyExecution can be configured to avoid restricted news windows when the account rules require it.
Weekend exposure optionPositions can be closed before the weekend if a trading venue or account programme does not allow holding.
Track record pathOnce live monitoring is connected, MyFxBook or FXBlue verification can be linked directly from this section.
Contact
Discuss the strategy stack
Contact the development team to discuss execution requirements, account rules, monitoring, or integration details.
hello@quantcore.eu
Spain
Contact Dev Team