Straight answers.

The basics

Who is this for?

Do-it-yourself investors — people who run their own brokerage account and place their own orders. Quantsleeve does the research, the daily computation and the record-keeping, and publishes what its strategies did and why. You do the deciding and the executing. Concretely, that means you need your own broker, you have to act on an alert yourself within your own time window, and you are free to ignore any signal you don’t like. Nothing here places a trade, and nothing here is tailored to your circumstances. If you’re looking for someone to manage money on your behalf, this is not that — and we’d rather say so up front than have you find out later.

Is this financial advice? Will you manage my money?

No. Quantsleeve is an educational, informational systematic-trading project. It publishes daily signals and transparent backtests. It is not a fund, not a managed service, and not investment advice. There is no broker connected to it — we could not place a trade for you even if you asked. You make your own decisions and place your own orders.

What is a “sleeve”?

One self-contained strategy trading one instrument, run independently of the others — separate logic, separate data, separate state. The name borrows from portfolio management, where a bigger portfolio is split into independent “sleeves”, each with its own mandate.

Is real money actually being traded?

Yes, for some of them — real capital sits behind more than one US strategy, and which ones changes over time as each proves itself in the open. Every strategy publishes the same signals either way, and the published performance figures come from backtests in all cases, never from a live account. Nothing here is a recommendation to put money into any of them. The India edition trades nothing and issues no signals at all — see below.

What does it cost?

Nothing today, and there is no payment processing anywhere in the product — no card form, no billing integration, so there is no card data to hold or lose. If that ever changes, it will change loudly and in advance.

Performance & risk

These answers describe the US strategies. The India edition publishes no performance figures — see the India section.

Are these returns real? Can I expect ~38% a year?

No. Those are hypothetical, backtested figures produced by running the logic over historical data for the US strategies. They are net of estimated trading costs but exclude real-world execution friction, and live performance lands materially below backtest. Treat them as a description of a strategy’s historical character, not a forecast. We never project or guarantee returns.

How risky is this?

High. These are leveraged-equity and crypto strategies and they are inherently volatile. Drawdowns of 30% or more are normal and expected by design — Apex Momentum’s worst historical peak-to-trough fall was about 43%, and Ether Surge’s about 59%. Plan for a future drawdown deeper than anything in the backtest. This is built for people who are genuinely comfortable with that.

Why did the drawdown numbers get worse?

Because we fixed how they were measured. Until June 2026 max drawdown only counted the fall below the last realized peak, which understated the pain a holder actually felt. We moved to the true peak-to-trough figure, and the published numbers got worse: Apex Momentum 32% → 43%, Bellwether Core 24% → 35%. The worse-looking numbers are the honest ones. We publish the unflattering correction rather than quietly keeping the flattering figure.

How do I know you’re not cherry-picking the numbers?

Because you can re-run them yourself. The backtests are interactive — change the window, the trading costs and the position size, then re-run. The published figures are frozen and reproducible, and the methodology is open for audit. That is the entire point of the product.

Why several strategies instead of one?

Independence. Each runs different instruments, logic, data and state, so no single strategy failing takes the whole thing down. To be straight about the limits: they are independent, not opposing. We do not run a hedge, so in a broad sell-off they can all sit in cash at the same time. Cash is the defence.

Do you use options, shorting, or extra leverage?

No options, no shorting, no stacked leverage. The only leverage involved is whatever is already built into the exchange-traded products themselves.

How it works

What exactly are the strategies — which indicators and settings?

We publish the architecture and the methodology: the shape of each strategy, the categories of filter it uses (trend, volatility, rates, market structure, drawdown protection) and the order they run in. We don’t publish the exact settings, thresholds or sizing — that calibration is the edge. The work is shared; the recipe isn’t.

How do I get the signals?

Daily alerts by Telegram and email on trading days, for the US strategies you opt into. If a position changes you’re notified; if nothing changed, the system stays quiet. You choose which strategies you hear about in your account settings, and you can turn everything off in one click.

What happens if a data source breaks or returns a bad price?

Multiple independent feeds cross-check each other, so a single bad or missing source is caught rather than traded on. When data is untrustworthy the strategy moves toward cash or skips the trade instead of guessing — it fails toward safety. Every run reports to a health monitor, so a silent failure gets flagged rather than sitting unnoticed.

How fresh is the data on the market-context pages?

The strategy signals use each session’s official close. The context pages differ: the market-breadth page runs on a free market-data tier that embargoes recent data, so it is typically about two sessions behind and says so on the page. We would rather show you an honestly-dated older reading than a fresh-looking guess.

Security & your account

How are passwords stored?

Hashed with bcrypt (cost factor 12) — never in plain text, and never recoverable, including by us. If someone obtained the database they would hold slow, salted hashes rather than passwords. Sign-in also runs the same hash comparison whether or not the username exists, so the response time doesn’t reveal which accounts are real.

How is my session protected?

Your session is a cookie signed with HMAC-SHA256 and verified in constant time, so it can’t be forged or tampered with. It’s set HttpOnly (JavaScript can’t read it), SameSite=Lax (it isn’t sent from other sites) and Secure in production (HTTPS only). It idles out after 60 minutes of inactivity, sliding forward while you’re active.

If someone broke into my account, could they trade or take my money?

No — and this is structural, not a promise. Quantsleeve has no broker integration and no payment processing. There is no code path that can place an order, move funds, or charge a card, because none exists. Your account holds preferences and a record of signals. We never ask for brokerage credentials, and you should never give them to anyone claiming to be us.

What data do you hold about me?

A username, an email address, a bcrypt password hash, your alert preferences, and your own trade ledger if you choose to keep one. No card details (there is no payment system), no brokerage credentials, no bank connection. Password-reset links are single-use and expire.

What if I forget my password?

Use the reset link on the sign-in page. It emails a single-use, expiring token — once used, it can’t be replayed. Since your password is only stored as a hash, nobody can send you your old password; you set a new one.

The India edition

India is deliberately educational only. These rules are a regulatory boundary, not a style choice.

Do you send buy/sell signals or alerts for India?

No — and this isn’t “coming soon”. In India, recommendations on specific securities fall under SEBI’s Research Analyst rules whether they’re paid or free. Quantsleeve is not a registered Research Analyst and has chosen not to become one, so the India edition issues no signals, no alerts and no live stance on any security. The US strategies are unaffected.

Why don’t you show India performance numbers?

For the same reason. Under SEBI’s guidance an unregistered person must not make a claim of returns or performance in respect of a security, expressly or by implication. So the India pages carry no CAGR, no drawdown, no “₹1 lakh would have become…” and no comparative claims. Historical results live only inside the signed-in, interactive backtest, framed as hypothetical — where you generate them yourself rather than receive them as a claim.

So what is the India edition for?

Understanding, not instructions. It’s research for building wealth through understanding — not algorithmic buy/sell alerts. You get the methodology explained in the open, general market context for Indian markets (the regime read and the fear/greed gauges), and a backtest you can run yourself. Educational — not investment advice or a recommendation to buy or sell any security.

Are the US performance figures on this page relevant to India?

They describe the US strategies only, which trade US-listed instruments. They are not a claim about any Indian security, and nothing in the India edition should be read as a recommendation. If you’re in India, treat this site as educational material.