The MoonQuant AI began as an April Fool's joke posted by QuantConnect on April 1st, 2025. When I first read about the "Cosmic Trading Experience" and "Zodiac Quant Strategies," I was intrigued by the creative blend of quantitative analysis and astrological influences - until I reached the final paragraph revealing the joke.

The Cosmic Trading

The joke article introduced a fictional "Space Age Trading Platform" that supposedly incorporated astrological data alongside traditional market analysis. At its center was the MoonQuant AI, described as a "state-of-the-art system that deciphers the influence of planetary movements and celestial events on market behavior."

What made the joke particularly entertaining were the detailed "astro-driven trading strategies" like the "Aries Aggressive Momentum" and "Libra Balance Reversion" - each playing on zodiac characteristics while maintaining a veneer of quantitative sophistication.

Finding the concept amusing and strangely inspiring, I discovered the domain moonquant.ai was available and decided to claim it. The domain now redirects to my personal blog, where you're reading this post. While the original concept was meant as humor, it got me thinking about my own algorithmic trading journey.

Our QuantConnect League Journey

My team at Triton Quantitative Trading has been participating in the QuantConnect League with quite remarkable results. Using a monthly rebalancing strategy in live paper trading (which eliminates the possibility of look-ahead bias), we've achieved consistent performance across multiple quarters:

  1. In our first full official quarter (Q3 2024), we achieved a 27.22% return, ranking 1st
  2. In Q4 2024, we delivered an 8.09% return, ranking 4th
  3. In Q1 2025, we bounced back with a 14.88% return, once again ranking 1st

This consistency across multiple quarters suggests our strategy performs well in various market conditions, which is particularly encouraging for long-term viability.

The Crypto Market

It's been a long time I have had an idea of exploring cryptos, but it only comes true recently. Crypto market is evolving rapidly, with remarkable volatility and unique trading patterns that differ significantly from traditional markets. The 24/7 trading cycle, global accessibility, and growing institutional interest make it an appealing playground for algorithmic strategies.

Starting this quarter, we've begun experimenting with a crypto strategy that's showing promising results in our simulations. Our baseline model (the one used in the open-source QuantConnect League) performs significantly better than random when identifying favorable trading opportunities.

Internally, we've developed much better models that substantially outperform our baseline model consistently. We're continuing to refine these models with the goal of achieving even higher accuracy rates for critical trading signals.

Even using just our baseline model, we're seeing simulated returns of approximately 17.55% in a single week (which would have been around 30% after two weeks of paper trading if not for a technical issue with the league mechanism - though this doesn't account for transaction costs) and we've ranked 1st for PnL and 2nd for Sharpe. The first place team for Sharpe is just trading bonds with a return of 0.16%, which is understandable since yearly bond returns should be around 4%-5%. Realistically, transaction costs are crucial to consider and would significantly impact these numbers in actual trading.

The Future of MoonQuant AI?

While the original MoonQuant AI was just a clever April Fool's joke, I've been contemplating the possibility of turning this concept into something real after graduation. Using my OPT period to launch a small trading firm based on our proven strategies could be an interesting path forward, given that there are people interested in investing in our strategies.

We're thinking of transforming MoonQuant AI into something realistic – surely not the cosmic market oracle or zodiac strategy part! Just the quantitative trading approaches we've been developing and refining. Our methods can be validated through QuantConnect's integrated live paper trading system with our targeted brokerages, providing confidence in their real-world applicability before committing actual capital.

After all, sometimes the best ideas start as jokes. Who knows - maybe in a few years, MoonQuant AI will be known for its trading performance rather than the original prank.