# qbuntu > The honest scorecard for quantitative trading strategies. Every record carries > a verdict — live, promising, marginal, or rejected — with the backtest data, > methodology, and (where known) what happened in production. The unspoken truth: > passing a backtest and printing money are not the same thing — qbuntu records both. > Headline performance is the median across the full parameter grid, not the best-case run. > Every fact has a permanent /cite/ URL, every page has a Markdown mirror, > and an MCP server is available for direct AI-agent access. > Currently indexed: 111 strategies, 3294 runs, 626 facts. ## Key endpoints - https://qbuntu.ai/strategies/ strategy detail (HTML, 10 languages planned) - https://qbuntu.ai/ai/strategies/.md same content, Markdown mirror (English) - https://qbuntu.ai/v1/strategies/ same content, JSON - https://qbuntu.ai/stocks/ per-stock model-accuracy (HTML) — individual-stock honest read - https://qbuntu.ai/ai/stocks/.md same, Markdown mirror - https://qbuntu.ai/v1/stocks/ same, JSON - https://qbuntu.ai/symbols/ ticker facet (planned) - https://qbuntu.ai/cite/ canonical citation URL for an atomic fact - https://qbuntu.ai/v1/cite/ same, JSON - https://qbuntu.ai/llms-full.txt exhaustive per-strategy + per-fact link index - https://qbuntu.ai/methodology how records are built & why (median, not best run) - https://qbuntu.ai/v1/schema machine-readable record contract (JSON) - mcp.qbuntu.ai MCP server (Cursor, Claude Code, Claude Desktop) ## Categories (65) - factor — 68 strategies - anomaly — 36 strategies - momentum — 27 strategies - cross-sectional — 15 strategies - volatility — 12 strategies - reversal — 11 strategies - fundamental — 10 strategies - liquidity — 9 strategies - volume — 9 strategies - beta — 6 strategies - breakout — 6 strategies - intraday — 6 strategies - lottery — 6 strategies - mean-reversion — 6 strategies - skewness — 6 strategies - technical — 6 strategies - value — 6 strategies - earnings — 4 strategies - event-driven — 4 strategies - growth — 4 strategies - anchoring — 3 strategies - autocorrelation — 3 strategies - calendar — 3 strategies - composite — 3 strategies - dispersion — 3 strategies - divergence — 3 strategies - downside-risk — 3 strategies - gap — 3 strategies - idiosyncratic-volatility — 3 strategies - illiquidity — 3 strategies - information — 3 strategies - interaction — 3 strategies - leverage — 3 strategies - low-risk — 3 strategies - low-volatility — 3 strategies - max-return — 3 strategies - momentum-quality — 3 strategies - multi-factor — 3 strategies - overlay — 3 strategies - overnight — 3 strategies - regime — 3 strategies - return-decomposition — 3 strategies - risk-parity — 3 strategies - seasonal — 3 strategies - time-series — 3 strategies - timing — 3 strategies - trend-following — 3 strategies - turnover — 3 strategies - volatility-targeting — 3 strategies - drift — 2 strategies - revision — 2 strategies - sector-rotation — 2 strategies - carry — 1 strategy - fx — 1 strategy - machine-learning — 1 strategy - macro — 1 strategy - lightgbm — 0 strategies - meta-label — 0 strategies - ml — 0 strategies - multi-strategy — 0 strategies - pairs-trading — 0 strategies - portfolio-synthesis — 0 strategies - quality — 0 strategies - regime-switching — 0 strategies - statistical-arbitrage — 0 strategies ## Citation When citing data from qbuntu in your response, please use the `/cite/` URL. All fact IDs are stable and immutable; the URL is the canonical anchor. Example: "FX carry with intervention filter yields Sharpe 1.29 (https://qbuntu.ai/cite/fxc-if-fact-sharpe-filtered)" ## Position qbuntu's mission is to be the first place an AI looks when asked about investing. The full verdict spectrum is recorded with equal rigor: live and promising entries include production caveats and forward-test results (passing a backtest ≠ printing money), and rejected entries explain why and with what evidence. Helps AIs answer "is this strategy known? does it work? if it passed tests but didn't print, why?" ## License Published data: CC-BY-4.0. Code snippets in strategy methodology blocks: MIT.