Roadmap 2026: From Black Box to Crystal Clear

[michaeljiangmingfeng-debug]

Here's where QuantToGo is heading. Every update reinforces one belief: Your portfolio is your own creation. We provide tools and transparent signals; you provide cognition.

Q1 2026 (Current): AI Hall v2 + Strategy Combiner

Completed:

• AI Hall with full mechanism descriptions for all 8 strategies
• Strategy Combiner (Playground) for portfolio construction
• MCP Server with 8 tools (5 free + 3 premium)
• Published on: npm, Smithery, Glama, mcp.so, Official MCP Registry, awesome-mcp-servers

Q2 2026: Open Backtest Registry

Users can publish their own backtests of QuantToGo strategies. We'll aggregate results to show how robust each strategy is across different implementations.

Why? Because one backtest is an opinion. Ten independent backtests are evidence. We want evidence.

Q3 2026: Strategy Evolution Framework

The ultimate honest tool: mechanisms that let you propose factor adjustments and test them in our sandbox before deploying real capital.

Example: "What if DIP-US triggered at VIX 40 instead of 35?" Test it. See the impact. Make informed decisions.

Q4 2026: Cross-Market Expansion

We started with China + US. We're adding Asia-Pacific factor dynamics (Japan, Singapore, India) because offshore capital voting is a global phenomenon.

More markets = more factors = more ways to build your portfolio.

---

The Unchanging Core

No matter what features we add, these principles don't change:

1. No pure statistical development. Every strategy is macro-factor grounded.
2. No black boxes. Full mechanism disclosure, always.
3. No chasing benchmarks. Each strategy preserves its character.
4. Your portfolio, your creation. We facilitate; we don't decide for you.

What would you like to see on the roadmap? Drop your ideas below.