Volume & money flow · daily rule · Micro caps
Money Flow Index on Quantum X
QUTX with the play, last two years
Shading shows the play's call from the close that triggered it.
Money Flow Index (14)
Dashed lines at 20, 80.
Growth of $10,000 since 2011
Log scale. After trading costs, with T-bill interest while out.
The record
The play against buying and holding QUTX over exactly the same dates, after costs.
| Play, since 2011 | Hold, since 2011 | Play, 5 yrs | Hold, 5 yrs | |
|---|---|---|---|---|
| Annual return | −57.7% | −83.3% | −91.5% | −95.0% |
| Total return | −100% | −100% | −100% | −100% |
| Worst drawdown | −100.0% | −100.0% | −100.0% | −100.0% |
| Volatility | 170.6% | 319,460.4% | 290.9% | 451.0% |
| Sharpe ratio | 0.20 | 0.26 | 0.35 | 0.55 |
| Time invested | 28% | 100% | ||
| Switches per year | 2.3 | 0 |
Every call, graded
Right on 18 of 35 closed calls (51%). In calls averaged +3.7%; out calls saw QUTX move +40.8% on average.
| Called | Call | Price | Until | QUTX moved | Result |
|---|---|---|---|---|---|
| Jul 7, 2026 | IN | $0.00170 | now | −47.1% | open |
| May 11, 2026 | OUT | $0.00190 | Jul 7, 2026 | −10.5% | ✓ right |
| Sep 2, 2025 | IN | $0.00250 | May 11, 2026 | −24.0% | ✕ wrong |
| Jun 11, 2025 | OUT | $0.00700 | Sep 2, 2025 | −64.3% | ✓ right |
| Mar 26, 2025 | IN | $0.00140 | Jun 11, 2025 | +400.0% | ✓ right |
| Dec 30, 2024 | OUT | $0.000100 | Mar 26, 2025 | +1,300.0% | ✕ wrong |
| Dec 18, 2024 | IN | $0.000100 | Dec 30, 2024 | 0.0% | ✕ wrong |
| Nov 29, 2024 | OUT | $0.000100 | Dec 18, 2024 | 0.0% | ✕ wrong |
| Oct 22, 2024 | IN | $0.000100 | Nov 29, 2024 | 0.0% | ✕ wrong |
| Oct 2, 2024 | OUT | $0.000100 | Oct 22, 2024 | 0.0% | ✕ wrong |
| Aug 7, 2024 | IN | $0.000100 | Oct 2, 2024 | 0.0% | ✕ wrong |
| Aug 5, 2024 | OUT | $0.000100 | Aug 7, 2024 | 0.0% | ✕ wrong |
An in call is right when the price rose before the next call; an out call is right when it fell. The latest 12 of 36 calls shown.
How the play works
- In when the 14-day MFI crosses up through 20.
- Out when it crosses down through 80.
The creators also stress divergences, which this rule ignores.
The case against
Valeriy Zakamulin tested moving-average timing on up to 155 years of U.S. stock data and found no statistically significant edge in the second half of that record. The rules earned their keep in a few severe bear markets and lagged buy and hold for long stretches in between.