Short-horizon pullbacks and quick mean-reversion opportunities.
Put strategy, AI and hard risk controls
in one trading workspace.
Multi-asset spot PAPER quant. AI can analyze and select candidates, while capital, position sizing, take-profit, stop-loss, daily loss, drawdown and consecutive-loss circuit breakers are enforced by code.
Not a black box. Six strategies compete every scan.
QENOVRA does not lock one bot to one strategy. Every market scan evaluates SCALP, RANGE, TREND, MOMENTUM, BREAKOUT and EVENT in parallel, adjusts them for the current market regime, costs and evidence, then sends only the strongest eligible opportunities to AI review.
Range-bound markets, Bollinger / RSI displacement and return to mean.
Persistent directional structure across multiple timeframes.
Selected in this exampleAccelerating strength, RSI / MACD confirmation and short return expansion.
Range expansion, key-level breakout and volume confirmation.
News, macro and prediction-market context only when direction is actually confirmed.
“Trust the bot.”
One opaque strategy, hidden switching rules, unclear costs and no visible evidence trail.
See why a strategy won.
Users can understand the market regime, competing strategies, evidence state, cost coverage and hard-risk boundary behind the final decision.
Scores above are an illustrative routing example, not live market data and not a promise of profit.
Create quant task
Binance API permission is enabled at the Spot-account level; pairs are authorized here in QENOVRA. Binance setup + supported pair checklist ↗
Account & tasks
Quant task details
Program hard risk controls
Current positions
Strategy performance
Recent orders
Current quant core
5m / 15m / 1h features enter the current Strategy Router. ATR reduces size during higher volatility. Program-level risk controls execute before AI decisions. Trading V2 is being upgraded toward regime-aware SCALP / RANGE / TREND / MOMENTUM / BREAKOUT / EVENT routing, cost-aware edge gates, strategy scoring and automatic strategy down-weighting.