Legal & Disclaimers

QuantWright is research and educational software. Nothing on the platform — including backtests, scores, simulations, generated code, or commentary — is a recommendation, solicitation, or offer to buy, sell, or hold any security, futures contract, cryptocurrency, or other financial instrument.

We are not a broker-dealer, investment adviser, commodity trading advisor, or financial planner, and we do not provide personalized financial advice. Consult a licensed professional before making any trading or investment decision.

Backtests, robustness checks, Monte Carlo simulations, optimization sweeps, and prop-firm pass estimates shown on the platform are hypothetical. They are computed over historical data and modeling assumptions and do not represent actual trading or actual account results.

No representation is made that any account will or is likely to achieve profits or losses similar to those shown. Past performance, actual or simulated, does not guarantee future results. Hypothetical performance has inherent limitations: it is prepared with the benefit of hindsight, cannot fully account for slippage, liquidity, latency, fees, or live execution, and a strategy can be over-fit to the history it was tested on. Our Honesty Score and related statistics are heuristics designed to flag fragility — they are not guarantees of robustness or profitability.

The Honesty Score, its grades and the verdicts shown with a result describe the statistical behaviour of a strategy you describe, on historical data: how large the sample is, how the result holds across cross-validation splits of its own trades and resampling, how much of it could be luck. They are not ratings of any security or other instrument, not forecasts, and not recommendations to trade.

Strategy code, explanations and summaries are generated with AI models and can be wrong, incomplete, or different from what you meant. The Service shows the generated code and the assumptions behind every result so that you can check them; do so before relying on a result.

Prop-firm pass probabilities and expected-payout figures model published evaluation rules together with our own assumptions. Actual firm rules, fees, data feeds, payout terms, and discretionary decisions vary and change over time, and which instruments each firm lets you trade is checked against the firm’s own pages on the date the Service shows. These estimates are not affiliated with, endorsed by, or guaranteed by any proprietary trading firm; firm names are used solely for identification. Check the firm’s current rules before you buy an evaluation.

Trading stocks, futures, options, and cryptocurrencies involves substantial risk and is not suitable for every investor. You may lose some or all of your capital, and in leveraged products you may lose more than your initial deposit. Only risk capital you can afford to lose.

QuantWright gives you results derived from market data — statistics, scores and simulated results — not the market data itself. The historical data it runs on comes from these providers:

• Tiingo — US stocks and ETFs (adjusted for splits, not dividends; intraday bars from IEX exchange prints), spot crypto aggregated across exchanges, and spot FX without volume.
• SEC EDGAR — Company fundamentals from public filings.

The data is licensed to us for use within the Service. It may not be copied, extracted, redistributed or resold, and prices may not be reconstructed from the Service’s outputs (see Terms, section 10). As our licence requires, a result on stocks, ETFs, crypto or FX shows what the strategy did — returns, drawdown, trade statistics — and not the prices it traded at or price charts.

CME futures: backtests on CME futures, and order-book depth, are paused while we finalise a licence for exchange data. We are working on it and will announce when they return; until then no new futures backtest can be run.

Market data from third parties may contain errors, gaps, delays, or revisions. Depending on the symbol and timeframe, results may not be fully adjusted for corporate actions, splits, or dividends, and do not correct for survivorship bias: a test on today’s list of symbols leaves out companies that were delisted. Intraday US stock and ETF bars are built from trades on the IEX exchange only, so their volume is a fraction of all trading and their prices can differ slightly from the consolidated market; spot crypto is aggregated across exchanges; spot FX has no volume. Where we can, we surface these caveats on the result itself; absence of a caveat is not a warranty of data quality.

Names of exchanges, brokers, data providers, trading platforms and proprietary trading firms (for example TradingView, Pine Script and FTMO) belong to their owners and are used only to identify them. QuantWright is not affiliated with, sponsored by or endorsed by any of them.

See section 17 of the Terms of Service for what the Service promises and what it does not. Nothing there limits your statutory rights as a consumer.