Last updated: September 1, 2026
Quanta AI is a research and analytics platform. We are not a registered investment advisor, broker-dealer, or futures commission merchant. Nothing on this site, in our product, or in any communication from Quanta AI Inc. constitutes a recommendation to buy, sell, or hold any security, digital asset, or derivative. You are solely responsible for your own investment decisions and should consult a licensed advisor before acting.
Historical signal outcomes and historical strategy simulations are not guarantees of future results. Signal-level outcome summaries are distinct from portfolio returns. Backtested, simulated, or hypothetical results have inherent limitations, do not involve real capital, and may not reflect liquidity, market impact, execution timing, taxes, financing, or behavioral factors that affect actual trading.
The public headline covers bullish and bearish signals in a fixed public-ledger cohort spanning up to 12 months, with a model-score floor of 70. A signal is eligible only when its return at exactly the tenth completed daily bar is stored under the current outcome methodology. Stock returns begin at the adjusted publication-session open after the pre-market call and end at the tenth completed session close; crypto returns begin at the timestamped publication snapshot. The publication-date close is the first endpoint bar. Five-bar observations are excluded rather than substituted. For stocks, bars are completed exchange sessions; for crypto, bars are daily observations, including weekends. A bullish call wins when its 10-bar return is positive; a bearish call wins when that return is negative. Profit factor is gross direction-adjusted gains divided by absolute gross losses. Numeric headlines require at least 100 eligible outcomes and a publishable data-quality status. Signals can overlap by symbol and holding window, so outcomes are not compounded into a portfolio return. Transaction costs, slippage, liquidity, taxes, and position sizing are not modeled in this signal-level summary.
Quanta runs internal stock and crypto strategy simulations over historical market data. They are hypothetical research exercises, not registered funds, brokerage-account returns or the scheduled subscriber signal-results cohort. Numeric simulations are currently withheld from the public performance surface while their temporal split, execution timing, costs, and data provenance are rebuilt to the publication standard. No person can invest in these simulations.
Equity prices, fundamentals, corporate actions, news, and available options aggregates are obtained through Polygon.io. Crypto market data is obtained from Coinbase and Polygon.io, depending on the workflow. Crypto publication prices and observation timestamps are stored with the row-level provider used for each scheduled call, while crypto outcome endpoints use Polygon daily bars; cross-provider basis differences can affect observations near zero. Insider-transaction features use Form 4 filings from the SEC EDGAR system. Quanta does not warrant the completeness or timeliness of third-party data and is not responsible for data outages or vendor errors.
Quanta's pattern-recognition engines are trained on historical price-action and feature data. Their displayed values are relative model-ranking scores, not deterministic predictions or guaranteed probabilities. The models can — and will — make incorrect calls. Public numeric calibration metrics are withheld while evaluation is rebuilt with a chronological holdout and an embargo that prevents forward outcomes from crossing the evaluation boundary.
Quanta AI Inc. and its employees may hold positions in securities or digital assets discussed in product output, marketing material, or editorial content. We do not accept payment to surface or recommend specific tickers. Affiliate commissions are paid to referrers of Quanta AI subscriptions only and never tied to specific trading recommendations.
Optional account connections use SnapTrade Technologies Inc., a third-party aggregator. The current Quanta connection is read-only and displays available balance and position snapshots in Settings. Connected SnapTrade data is not currently imported into Copilot or personalised research output. Institution availability and data fields vary by region and account type. Quanta does not submit or execute orders through this SnapTrade connection. Quanta is not a broker-dealer and does not custody assets, hold customer cash, or take the other side of a trade.
Direct connections to supported crypto exchanges use API credentials supplied by the user. Unlike the read-only SnapTrade connection, a key with trading permission can be used by Quanta's authenticated exchange endpoints to transmit or cancel a live order when the user explicitly requests that action. Quanta does not provide automatic trading, custody assets, or require withdrawal permission. Users must review each request, use the minimum permissions needed, keep withdrawals disabled, and understand that exchange availability, execution, slippage, outages, and losses remain their responsibility.
Trading securities, derivatives, and digital assets involves substantial risk of loss and is not suitable for every investor. Leveraged products, crypto, and short positions can lose more than the initial margin committed. Only trade with capital you can afford to lose.
Questions about these disclosures can be sent to [email protected]. For security-vulnerability reports, please write to [email protected].