quant-agent — Quantitative Swing Risk Analysis

Backtested mean-reversion and trend-following for US equities. Regime-gated, stats-backed, $1M portfolio.

Mean-reversion: Buy quality large-caps at historically respected weekly MAs + oversold confirmations. PF 1.63, 64% win rate.

Trend-following: Buy momentum semis/optics at 20 DMA pullback with sector filter. PF 3.43, walk-forward validated (OOS: PF 8.24, Sharpe 0.73).

30+ academic papers. Regime-gated gross exposure (Daniel & Moskowitz 2016). Universe-tiered sizing.

Skills

/mean-reversion META 609
/trend-following AAOI 35
/quant-analyze MSFT 391

Run

python backtests/trend_following_backtest.py
python backtests/run_improved.py

Structure

backtests/       Engines, indicators, metrics
research/        Literature reviews (2000+ lines)
.claude/skills/  Analysis skills with academic frameworks
PLAN.md          Strategy spec + results
CLAUDE.md        Research basis + rules