Forward model tracking
Live stock model simulations show what happens after the backtest
Qualtix records model-driven paper portfolios from current screener snapshots and follows them forward against SPY and QQQ, making current model behavior visible alongside historical validation.
Live simulations are forward-looking paper tracking. They are not backtests, not trades, and not personalized recommendations.
The purpose is to record current model selections before future outcomes are known, then compare those recorded selections against rules and benchmarks over time.
First 3 Months Live Results
From May 19-August 22, 2026, all five Qualtix live model portfolios finished ahead of both SPY and QQQ in this public paper-tracked forward view.
- Best portfolio: P1 returned +9.29%.
- SPY returned +3.97% over the same measurement window.
- QQQ returned +0.04% over the same measurement window.
- P1-P5 are Qualtix live model portfolios with different strategy rules.
- These are paper simulations, not real-money trades, financial advice, or a promise that future periods will look similar.
How Forward Tracking Differs From Backtesting
- Backtesting applies a methodology to past data under defined assumptions.
- Forward tracking records model outputs now and evaluates them later.
- Backtests are useful for historical validation; forward tracking is useful for monitoring current model behavior.
- Neither type of evidence guarantees future performance.
What Gets Tracked
- Model-driven selections from current screener snapshots.
- Recorded entry context and comparison against benchmark behavior.
- Rules for paper portfolios rather than discretionary after-the-fact edits.
- Changes in model behavior as price, fundamentals, and timing inputs evolve.
Use Forward Evidence With The Full Proof Cluster
Qualtix is for research and education only. It is not financial advice.