QuantIQ Stats uses proprietary quantitative algorithms to detect when smart money is quietly accumulating positions in stocks — before the price moves. Here's exactly how it works.
Runs once at market close — detects multi-day accumulation patterns
Every trading day at market close
The Quantiq Engine pulls a full year of daily price and volume data for every U.S. stock above $10B market cap — over 1,700 securities. No manual filtering, no guesswork.
Volume Cluster Intelligence (VCI)
For each stock, the engine calculates a VCI score by comparing today's volume against a 20-day rolling median using median absolute deviation. A VCI above 5.0 with strong buying pressure (close near the high) triggers a detection. Additional rules catch absorption reversals and sustained volume surges.
Three-tier confidence system
Signals are clustered over a 10-day rolling window. Elite: extreme VCI with 2+ detections in 10 days. Strong: any detection with 2+ in 10 days. Alert: an isolated single detection. Only Elite signals have historically delivered outsized returns.
Real forward returns from day one
Every signal is tracked with 1-day, 5-day, 10-day, 1-month, 3-month, 6-month, and 9-month forward returns. No backtesting tricks — just real, verifiable performance from the exact signal date.
Runs every 15 minutes during market hours — captures real-time momentum
15-minute intervals, 9:30 AM – 4:00 PM ET
Every 15 minutes during market hours, the intraday engine pulls current-day 15-minute bars for the same $10B+ universe. A historical baseline of per-slot median volumes is built from 20+ trading days to know what "normal" looks like at each point in the day.
Flow, VWAP, and Cumulative Volume Ratio
Three core metrics are computed: Flow measures net buy vs. sell pressure from directional volume. VWAP position shows where price sits relative to the volume-weighted average. CVR (Cumulative Volume Ratio) compares actual cumulative volume against the historical baseline — a CVR of 1.3+ means 130% of normal volume has already traded.
Continuous signal scoring with tier classification
Stocks must pass both a CVR gate (≥ 1.3x normal volume) and a Flow gate (≥ 25% directional imbalance) to qualify. A composite score from Flow and VWAP is scaled by the volume ratio. Strong Buy/Sell signals require a score above 0.6; regular Buy/Sell above 0.3. Confidence grows from Forming (early morning) to Developing (mid-day) to Confirmed (after 2 PM).
Multi-day directional tracking
When the same stock triggers in the same direction (buy or sell) on consecutive trading days, the streak counter increments. Multi-day streaks highlight sustained accumulation or distribution that a single daily snapshot might miss.
Large funds can't buy millions of shares in a single trade without moving the market. So they accumulate over days, sometimes weeks — leaving a volume footprint that our algorithms detect.
Historically, nearly 3 out of 4 Elite detections lead to positive returns within the tracking window.
Isolated volume spikes are noise. We require 2+ abnormal volume days within 10 trading sessions to confirm accumulation intent.
We focus exclusively on large-cap equities where volume activity is meaningful and data is reliable.
Six tools designed to give you a professional-grade edge.
Today's signals, yesterday's movers, and sector breakdowns — all in one view updated at market close.
Real-time buy/sell pressure detected every 15 minutes during market hours, with multi-day streak tracking.
Heatmap showing where smart money is clustering by sector. Spot rotation before it becomes consensus.
Full transparency on every signal ever generated — cumulative returns, win rates, and time-horizon analysis.
Searchable archive of every detection event with filters by ticker, sector, date range, and confidence rank.
Look up any stock for signal history, insider buying activity, fund ownership trends, and more.
Create a free account and unlock the full QuantIQ Stats platform — volume intelligence built for serious investors.
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