This website contains information about systematic trading strategies and performance results. Under UK financial promotion regulations, access is restricted to certified investors only.
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Capital is at risk. Past performance is not a guarantee of future results. All backtest results are historical simulations. You may get back less than you invest.
Verified backtest results · 2 years · 8 global indices
We study the forces that move markets. Plus the markets themselves.
Applying Newton's Laws of Motion to global financial markets. When forces acting on an asset create a rational probability of directional movement — we trade it.
590.70%
ROI · 2 years
Optimal hybrid strategy
3.69%
Max drawdown
Sequential · all instruments
£2,072,088
Final bank
From £300,000 starting capital
8
Global indices
One unified signal source
Methodology
Why Newton's Laws of Motion
We do not study price alone. We study the forces that act upon price. When those forces align — the rational conclusion is that profitable movement is more probable than not.
I
Law of Inertia
A market in motion continues in that direction until acted upon by an external force. We identify when external forces change — not the movement itself.
II
Force and Acceleration
The magnitude of a force determines the scale of price response. We measure force magnitude to calibrate position sizing and risk exposure.
III
Action and Reaction
Every market action creates a predictable reaction. We identify these reaction points before they occur — not after the price has already moved.
Performance Preview
8 global indices · VIX signal · £300,000 account
Fixed risk £750 per trade (0.25% of starting capital). Results ranked by ROI. Max drawdown calculated sequentially across every individual trade.
Our Systems
Multiple systematic strategies
Quant Dana operates systematic trading strategies across two proprietary methodology categories — external force analysis and direct asset analysis.
Force-Based System · VIX Signal
Studying external forces acting on global equity indices. Signal derived from institutional volatility positioning. Applied to 8 global indices simultaneously.
Asset-Based System · Coming Soon
Proprietary methodology studying the asset itself. Additional strategy under development. Full results to be published upon completion.
Partnership and Investment Enquiries
We work with hedge fund managers, institutional allocators and qualified investors. All detailed methodology disclosed under NDA.
🔒 Methodology protected · NDA required for full disclosure
Performance Results
Backtest results · VIX signal · 8 global indices
All results on £300,000 starting capital · £750 fixed risk per trade (0.25%) · drawdown calculated sequentially across every individual trade — not monthly aggregates · backtest period Aug 2023 – May 2026.
Transparency statement: All results shown are historical backtests. Backtest results assume perfect execution and do not represent live trading performance. Live results will be clearly labelled separately when trading commences. Three drawdown metrics are shown for every result set — peak to trough, consecutive losing run, and worst case entry point.
Individual Indices
Combined Portfolio
Prop Rollover
Prop Takeout
Year 1 · Aug 23 – Jul 24 · Backtest
£472,541
57.51% ROI · 40.4% strike · 1:3.89 ratio
Year 2 · Aug 24 – May 26 · Backtest
£1,023,334
341.11% ROI · 35.1% strike · 1:4.62 ratio
Full period · Aug 23 – May 26
£1,495,875
398.62% ROI · 37.5% strike · 1:4.26 ratio
Main
Optimal
Optimal Hybrid
Main
Optimal
Optimal Hybrid
Main
Optimal
Optimal Hybrid
Custom Calculator
Build your own result combination
Choose your instruments, strategy, risk level and time period to see the exact results for your chosen combination. All calculations run instantly in your browser.
Parameters
Instruments 8 selected
Strategy
Starting capital
Risk type
Fixed £ amount
Compounding %
Risk per trade 0.25% · £750
0.01%1%5%10%100%
Time period
◎
Select your parameters and click Calculate Results to see your custom combination.
All calculations use historical backtest data. Results are theoretical and assume perfect execution. At risk levels above 5% position sizes may exceed typical market liquidity — results become increasingly theoretical. Past performance is not a guarantee of future results.
Methodology
The force-based approach to systematic trading
All detailed methodology including system criteria, signal generation, entry and exit rules and indicator parameters is proprietary intellectual property protected under the Quant Dana Non-Disclosure Agreement. The following outlines our philosophical framework only.
Newton's Laws Applied
Studying forces — not outcomes
Traditional technical analysis studies price. We study the forces that move price. This fundamental distinction leads to a different class of signal — one rooted in the rational physics of market mechanics rather than pattern recognition.
I
Law of Inertia
An asset in motion tends to stay in motion in the same direction. The critical question is not which direction — it is identifying the forces capable of reversing that motion before they do so.
II
Force and Acceleration
The scale of price movement is proportional to the magnitude of the force acting upon it. Larger forces produce larger moves. Measuring force magnitude allows rational position sizing.
III
Action and Reaction
Every measurable force applied to a market creates a measurable reaction. We identify the conditions under which this reaction becomes more probable than not — and trade accordingly.
The Rational Conclusion
Probability not certainty
No trading system produces certainty. Quant Dana makes no such claim. What we do claim is this — when the forces we study align in the conditions we have identified, the probability of profitable price movement is greater than the probability of loss. Applied consistently across multiple instruments and over extended periods, this probabilistic edge produces the results shown in our performance data.
IP Protection: All specific criteria, parameters, signal sources, indicator combinations, entry rules, exit rules and system logic are protected intellectual property of Quant Dana. Full methodology disclosure is available only under a signed Non-Disclosure Agreement. By visiting this website you agree not to attempt to reverse engineer any methodology from the results or information presented herein.
Partnership
Investment and joint venture opportunities
Quant Dana is seeking partnerships with hedge fund managers, institutional capital allocators, fund raising specialists and qualified investors. We offer joint venture arrangements, licensing discussions and managed account structures.
Non-Disclosure Agreement required. All detailed methodology, system criteria and forward-looking projections are disclosed only under a signed NDA. Please complete the form below to receive and sign the Quant Dana NDA digitally. Both parties receive a signed PDF copy instantly.
NON-DISCLOSURE AGREEMENT
Quant Dana Systematic Trading · Confidential
1. Parties
This Non-Disclosure Agreement ("Agreement") is entered into between Quant Dana Systematic Trading ("Disclosing Party") and the undersigned recipient ("Receiving Party") on the date of execution below.
2. Confidential Information
Confidential Information means all trading methodologies, signal generation processes, entry and exit criteria, indicator combinations, system parameters and logic, backtest methodology, performance data beyond that published on the Quant Dana website, forward projections, business plans, financial information and all other proprietary information disclosed by the Disclosing Party whether oral, written or electronic.
This includes but is not limited to all force-based and asset-based systematic trading strategies operated by Quant Dana now or in the future.
3. Obligations
The Receiving Party agrees to: (a) hold all Confidential Information in strict confidence; (b) not disclose Confidential Information to any third party without prior written consent; (c) use Confidential Information solely for the purpose of evaluating a potential business relationship with the Disclosing Party; (d) not attempt to replicate, deploy or commercialise any trading methodology disclosed; (e) not reverse engineer any methodology from information provided.
4. Duration
This Agreement shall remain in force for a period of five (5) years from the date of execution and shall survive termination of any subsequent business relationship.
5. Intellectual Property
All trading methodologies, systems and strategies disclosed remain the exclusive intellectual property of Quant Dana Systematic Trading. This Agreement confers no licence, right or title to any intellectual property. The Receiving Party acknowledges that any breach would cause irreparable harm for which monetary damages would be inadequate.
6. Governing Law
This Agreement shall be governed by the laws of England and Wales. Any disputes shall be subject to the exclusive jurisdiction of the courts of England and Wales.
7. Non-Compete
The Receiving Party agrees not to develop, deploy or commercialise any trading strategy that is materially similar to or derived from any Confidential Information disclosed under this Agreement for a period of five (5) years from the date of execution.
Disclosing Party — Quant Dana
Lee Danaher
Founder · Quant Dana Systematic Trading
Date:
Receiving Party — Your Signature
Complete the form below
Date:
Complete to receive and sign NDA
Both parties will receive a signed PDF copy by email. Your details are used solely for this NDA and are not shared with third parties.
About
Quant Dana Systematic Trading
Quant Dana is an independent systematic trading operation applying rigorous quantitative methodology to global financial markets. We operate entirely rules-based strategies — human judgement plays no role in trade execution decisions.
Our Philosophy
Markets are not random. They are driven by measurable forces — institutional positioning, volatility structures, momentum and mean reversion dynamics. We study these forces systematically and trade the rational conclusions they produce.
Our Approach
Every strategy we operate is fully rules-based, backtested over meaningful time periods and subject to rigorous risk management. We publish our full results with complete transparency including all losing periods and drawdown figures.
Risk Management
Capital preservation is the first objective. No strategy is deployed without demonstrable positive expectancy and defined maximum drawdown parameters. Risk per trade is fixed and never exceeds predefined limits.
Transparency
We show every result — winning months and losing months — with three independent drawdown metrics for every strategy. We clearly distinguish backtest results from live trading results at all times.
Our Systems
Current and planned strategies
System 1 · Force-Based · Active
Applied to 8 global equity indices. Signal derived from studying external forces acting on price. Full 2-year backtest results published. Live trading commencing shortly.
System 2 · Asset-Based · Development
Proprietary methodology studying direct asset characteristics. Under development. Results to be published upon completion of backtesting.
Contact
Get in touch
We welcome enquiries from hedge fund managers, institutional allocators, fund raising specialists and qualified investors. All correspondence is treated with strict confidentiality.
✉
General enquiries
info@quantdana.com
Responses within 24 hours
🤝
Partnership & investment
leedanaher@quantdana.com
NDA required for methodology disclosure
🌐
Website
quantdana.com
quantdana.co.uk
📍
Jurisdiction
United Kingdom
England and Wales · GMT/BST
Send a message
Legal
Legal notices and disclosures
Risk Warning
Capital is at risk. The value of investments and trading positions can go down as well as up. You may get back less than you invest. Past performance is not a guarantee of future results. All backtest results presented on this website are historical simulations based on theoretical trade execution and do not represent actual live trading performance.
Systematic trading involves substantial risk of loss. You should not invest money you cannot afford to lose. Before making any investment decision you should seek independent financial advice from a qualified financial adviser.
Regulatory Status
Quant Dana Systematic Trading is not authorised or regulated by the Financial Conduct Authority (FCA) or any other financial regulatory authority. This website does not constitute financial advice, investment advice or any other regulated financial service.
This website is directed only at persons who are: (a) certified high net worth individuals as defined in Article 48 of the Financial Services and Markets Act 2000 (Financial Promotion) Order 2005 with annual income exceeding £100,000 or net assets exceeding £250,000; or (b) sophisticated investors as defined in Article 50 of the same Order with relevant investment experience in financial markets.
Intellectual Property
All trading methodologies, signal generation processes, entry and exit criteria, indicator combinations, system parameters and logic, backtesting methodology and all other proprietary trading systems operated by Quant Dana are protected intellectual property.
Quant Dana operates systematic trading strategies across two proprietary methodology categories — external force analysis and direct asset analysis. Both categories and all sub-strategies within them are protected. No inference of specific methodology should be drawn from performance results, instrument selection, timeframes or any other information presented on this website.
Visitors to this website agree as a condition of access that they will not attempt to reverse engineer, deduce or reconstruct any trading methodology from the results, statistics, timeframes, instrument combinations or any other information presented herein.
Backtest Disclaimer
All performance results presented on this website are backtests — historical simulations calculated on historical price data. Backtest results have inherent limitations including but not limited to: assumption of perfect execution at theoretical prices; no accounting for slippage, spread costs or market impact; no accounting for position sizing limitations due to market liquidity; survivorship bias in historical data; and the possibility that past market conditions may not recur.
Live trading results, when available, will be clearly labelled and displayed separately from backtest results. The transition date between backtest and live results will be prominently displayed at all times.
Drawdown Methodology
All drawdown figures presented on this website are calculated sequentially across every individual trade in time order — not on a monthly aggregated basis. Three independent drawdown metrics are shown for every strategy: (1) maximum peak to trough drawdown from inception; (2) maximum consecutive losing run including runs that cross calendar month boundaries; (3) maximum drawdown from any possible entry point representing the worst case experience for a new investor joining at any moment in the history shown.
Non-Disclosure Agreement
Full methodology disclosure including all system criteria, signal generation processes, indicator combinations, entry and exit rules and system parameters is available only to parties who have executed the Quant Dana Non-Disclosure Agreement. By requesting and signing the NDA the Receiving Party agrees to strict confidentiality obligations, non-compete provisions and non-disclosure to third parties for a period of five years.
Privacy Policy
Quant Dana collects personal information only where necessary for legitimate business purposes including responding to enquiries and executing Non-Disclosure Agreements. Personal data is processed in accordance with the UK General Data Protection Regulation (UK GDPR) and the Data Protection Act 2018.
We do not sell personal data to third parties
We do not use personal data for marketing without explicit consent
NDA personal data is retained for the duration of the NDA term
Enquiry data is retained for 24 months
You may request deletion of your personal data at any time by contacting info@quantdana.com
Terms of Use
By accessing this website you agree to the following terms: (a) you meet the investor certification criteria confirmed at entry; (b) you will not attempt to reverse engineer any trading methodology; (c) you will not reproduce, distribute or commercialise any content from this website without written consent; (d) Quant Dana accepts no liability for any investment decisions made based on information presented on this website; (e) these terms are governed by the laws of England and Wales.
Contact for Legal Matters
For all legal enquiries including data subject access requests, NDA matters and intellectual property concerns please contact: leedanaher@quantdana.com
Last updated: June 2026 · Quant Dana Systematic Trading · England and Wales