QUANTITATIVE TRADING COMPARISON

Composer shows you a backtest. Quorum shows you if it survives the crash.

Composer runs historical backtests with zero-slippage assumptions. Quorum runs 1,000 Monte Carlo simulations — crash regimes, squeeze regimes, regime changes — before you risk a dollar. 200 specialized agents. 60% consensus threshold.

✓ Monte Carlo stress-testing · 200 agents · 60% consensus · Paper trading free

Past performance does not guarantee future results. All trading involves risk of loss.

Quorum
$149
per month · Signal Access
200 specialized agents. 60% consensus threshold. Monte Carlo stress-testing. Walk-forward validation. Paper trading always free.
Paper trading: always free
vs
Composer
$24
per month · Premium
Historical backtests with zero-slippage assumptions. No stress-testing. No multi-agent consensus. No walk-forward validation. User-reported withdrawal issues.

Feature-by-feature comparison

The difference between a backtest and a system that survives what markets actually do.

Capability
Quorum
Composer
Monthly priceBase paid tier
✓ $149/mo Signal
~ $24/mo Premium
Free to tryNo money required to evaluate
✓ Paper trading free
✓ Free tier
Monte Carlo stress-testing1,000+ randomized market scenarios
✓ Built-in
✗ Not available
Walk-forward validationOut-of-sample performance testing
✓ All strategies
✗ Not available
Crash regime simulationTests strategy during 2020, 2022-style crashes
✓ Injected automatically
✗ Historical only
Historical backtestStandard backtest against price history
✓ Yes
✓ Yes
Multi-agent consensus200 agents must agree before a trade fires
✓ 200 agents, 60% gate
✗ Single-signal model
Risk-gated executionCircuit breakers and drawdown limits
✓ Sacrosanct halt
~ Limited
Futures supportTrade futures contracts
~ Roadmap
✗ Not available
Slippage modelingRealistic fill assumptions in backtests
✓ Modeled
✗ Zero slippage assumed
Sharpe ratio disclosureLabeled out-of-sample periods
✓ Backtested 1.87, labeled
~ Varies by strategy
Withdrawal historyUser-reported issues with fund access
✓ No brokerage = no custody
✗ Reported withdrawal delays

What stress-testing actually catches

📉
The crash regime
Every Quorum strategy runs through simulated 2020-style flash crashes and 2022-style extended drawdowns. If a strategy can't survive the 10th-percentile scenario, Quorum doesn't activate it — regardless of how good the backtest looks.
🔄
The regime change
Backtests look backward. Quorum's Monte Carlo injects random regime transitions — low-vol to high-vol, trending to mean-reverting. Most strategies that backtest well fail in regime transitions. Quorum finds this before you're in it.
📊
The squeeze
Short squeezes, gamma squeezes, and liquidity crunches break single-signal strategies. Quorum's 60% consensus threshold means a position only opens when the momentum, mean-reversion, AND macro agents all agree — filtering out squeeze-driven noise.
🧮
Slippage reality
Composer assumes zero slippage. In real markets, every fill has a cost. Quorum models realistic slippage assumptions in every backtest and stress scenario — so the numbers you see reflect what you'd actually get.
🤝
Consensus as a filter
200 specialized agents each run a distinct strategy. A position only opens when 60% agree — the same principle as institutional risk committees. Dissent from 40% of agents is data, not noise. It keeps Quorum out of false signals.
🛡️
The sacrosanct halt
The risk halt is hard-coded and cannot be overridden by any agent or operator. When drawdown limits are breached, Quorum stops — period. No discretionary override. This is the one rule every algo system needs and most don't enforce.

Try Quorum for 30 days. Zero risk.

Watch 200 agents make real decisions with live market data — no real money required. 30 days of paper trading. Backtested Sharpe ratio: 1.87 (out-of-sample periods labeled).

Start paper trading free → See pricing — $149/mo
Important Disclosures: Past performance does not guarantee future results. All trading involves significant risk of loss and may not be suitable for all investors. The backtested Sharpe ratio of 1.87 is a hypothetical figure calculated over a defined historical period. It does not represent live trading results and is subject to look-ahead bias, survivorship bias, and overfitting. Out-of-sample periods are clearly labeled. Slippage and transaction costs are modeled but actual results may differ. Quorum is a research and analysis tool, not a registered investment advisor. Nothing on this page constitutes investment advice or a recommendation to buy or sell any security. Always consult a qualified financial professional before making trading decisions.