한국 주식 퀀트 백테스트 플랫폼

Build a strategy. Test it like a skeptic.

Combine 376 indicators, backtest on Korean equities since 2016, and let AI flag results that won't hold up.

Strategy builder screen: a table of indicators with checkboxes to use each one, weight, direction and min/max filter columns, plus fields for strategy name and number of holdings.

Your rules, your indicators, nearly ten years of history.

Write a strategy the way you think about stocks, then see how it would have behaved across bull runs, crashes and sideways years.

Pick indicators

Search 376 metrics across value, growth, profitability, safety and investor flows.

Weight and filter

Rank by any mix of metrics, or exclude stocks that miss a threshold you set.

Run and compare

Choose 5 to 50 holdings, trading costs and market timing. Compare several strategies side by side.

Equity curve chart comparing three strategies against the KOSDAQ and KOSPI indices from 2016 to 2026.
Sample output from the backtest lab. Backtests describe the past and do not predict future returns.

Built so the backtest can't flatter you.

Most backtests look great because of hidden shortcuts. These are the ones we closed.

229

Delisted companies included

Stocks that went bankrupt or were delisted stay in the history, so results are not inflated by survivors only.

Point-in-time filings

Each rebalance only sees financial reports that were actually filed by that date.

20+

Rejected ideas, on record

Ideas that failed validation are logged with the reason, so they are not quietly retried.

2016 to 2026 historyRecent live data

Dual-period check

Every strategy runs on the long historical sample and on recent live data side by side. If it only wins in one, it is flagged as a likely regime bet.

AI review screen in Korean: a one-line verdict followed by a judgment for each strategy and a list of cautions about statistical significance and period disagreement.

An AI reviewer that reads your results critically.

One click sends the result tables to a large language model with our review rules. It explains, in plain language, whether the edge is real.

Compounding illusions

Is a high annual return backed by consistent wins, or by a few lucky quarters?

Period disagreement

Does the strategy hold up in both the historical and the recent live period?

Luck from trying too many

Checks p-values and warns when the best of many combinations may be chance.

Featured strategy: QK9.

Our in-house strategy, built and stress-tested with the same tools you get. It ranks stocks on nine factors and adds two overlays.

Quarterly GP/A Quarterly gross margin Quarterly operating margin NCAV Net income growth / market cap Revenue growth / market cap Operating income growth / market cap ROE / PER Quarterly PEG

Low volatility and 12-month trend overlays

Kept because they improved both test periods, not just one.

Every factor earns its place

We tested 46 variants that removed factors. Only 2 of them improved recent results.

How it works

Public disclosures and market data become indicators, your rules turn them into portfolios, and every result is reviewed before you trust it.

Six data sources

DART filings, KRX, FinanceDataReader, Naver Finance, FnGuide, KIS

376 indicators

Computed for about 2,600 KOSPI and KOSDAQ stocks

Your strategy

Weights, filters, holdings

Curves and stats

Returns, drawdown, Sharpe, win rate

AI review

Plain-language verdict on what to trust

What we're building next

Planned

Describe a strategy in plain words

Type an idea such as "cheap stocks with improving margins" and the AI assembles the indicators, weights and filters for you to review.

Planned

Public web beta

The lab runs today as a private research build. A hosted version for early users is next.

Want early access?

Tell us how you invest and what you would test first.

contact@quantalphalab.com