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    <title>Quant Market Lab</title>
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    <description>Educational trading content, quantitative research, and systematic algo backtests across India, US, and Australian markets.</description>
    <language>en</language>
    <lastBuildDate>Mon, 27 Jul 2026 04:22:40 GMT</lastBuildDate>
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      <title>15-Minute Divergence — The 1-Year Refresh on 5,073 Trades</title>
      <link>https://quantmarketlab.com/blog/divergence-15min-one-year-refresh</link>
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      <description>Two months after the first intraday backtest, the same strategy re-run on a 4.5× larger sample: 5,073 trades across 144 symbols. The noise-stop fix worked, the profit factor held at 1.50× — and the data says this is not a day-trading strategy at all.</description>
      <pubDate>Mon, 27 Jul 2026 00:00:00 GMT</pubDate>
      <category>backtesting</category>
      <category>divergence</category>
      <category>NASDAQ</category>
      <category>intraday</category>
      <category>algo</category>
      <category>RSI</category>
      <category>systematic-trading</category>
      <category>ATR</category>
      <category>risk-management</category>
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    <item>
      <title>15-Minute Divergence on NASDAQ 100 — What a Full Year of Intraday Data Shows</title>
      <link>https://quantmarketlab.com/blog/intraday-divergence-15min-backtest</link>
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      <description>A 1-year backtest of a multi-indicator divergence strategy on 15-minute IBKR bars across NASDAQ 100 stocks — 1,116 trades, a Sharpe of 2.99, and the one mechanical flaw that nearly buried the edge.</description>
      <pubDate>Sun, 24 May 2026 00:00:00 GMT</pubDate>
      <category>backtesting</category>
      <category>divergence</category>
      <category>NASDAQ</category>
      <category>intraday</category>
      <category>algo</category>
      <category>RSI</category>
      <category>systematic-trading</category>
      <category>ATR</category>
      <category>risk-management</category>
      <category>institutional</category>
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    <item>
      <title>Backtesting Divergence on NASDAQ 100 — What 5 Years of Data Shows</title>
      <link>https://quantmarketlab.com/blog/backtesting-divergence-nasdaq</link>
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      <description>A systematic backtest of a multi-indicator divergence strategy across NASDAQ 100 stocks over five years — win rates, profit factors, drawdown, and the structural lessons that change how you think about divergence trading.</description>
      <pubDate>Sat, 23 May 2026 00:00:00 GMT</pubDate>
      <category>backtesting</category>
      <category>divergence</category>
      <category>NASDAQ</category>
      <category>algo</category>
      <category>RSI</category>
      <category>systematic-trading</category>
      <category>risk-management</category>
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    <item>
      <title>Bearish Harami — Backtesting a Classic Reversal Pattern</title>
      <link>https://quantmarketlab.com/blog/bearish-harami-pattern</link>
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      <description>A data-driven look at the Bearish Harami candlestick pattern — win rate, optimal conditions, and what happens when you add RSI and MACD oscillator gates.</description>
      <pubDate>Sat, 23 May 2026 00:00:00 GMT</pubDate>
      <category>candlestick</category>
      <category>bearish-harami</category>
      <category>backtesting</category>
      <category>technical-analysis</category>
      <category>RSI</category>
      <category>MACD</category>
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    <item>
      <title>Bullish Engulfing — The RSI Zone Gate That Actually Works</title>
      <link>https://quantmarketlab.com/blog/bullish-engulfing-pattern</link>
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      <description>Most candlestick oscillator gates hurt performance. The Bullish Engulfing RSI gate is an exception — here's the data, the optimal range, and why it works when other gates don't.</description>
      <pubDate>Sat, 23 May 2026 00:00:00 GMT</pubDate>
      <category>candlestick</category>
      <category>bullish-engulfing</category>
      <category>RSI</category>
      <category>backtesting</category>
      <category>technical-analysis</category>
      <category>gates</category>
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    <item>
      <title>Bullish Harami — What Backtesting 160+ Trades Reveals</title>
      <link>https://quantmarketlab.com/blog/bullish-harami-pattern</link>
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      <description>A systematic look at the Bullish Harami pattern across daily bars — win rate reality, optimal contexts, oscillator gate testing, and a critical lesson about config bugs in automated systems.</description>
      <pubDate>Sat, 23 May 2026 00:00:00 GMT</pubDate>
      <category>candlestick</category>
      <category>bullish-harami</category>
      <category>backtesting</category>
      <category>technical-analysis</category>
      <category>MACD</category>
      <category>StochRSI</category>
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    <item>
      <title>Multi-Indicator Divergence — Why RSI Alone Isn't Enough</title>
      <link>https://quantmarketlab.com/blog/multi-indicator-divergence-confluence</link>
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      <description>Using RSI, Stochastic, and MACD together to filter divergence signals — how requiring all three to agree on the same pivot dramatically reduces noise while keeping the highest-quality setups.</description>
      <pubDate>Sat, 23 May 2026 00:00:00 GMT</pubDate>
      <category>technical-analysis</category>
      <category>RSI</category>
      <category>MACD</category>
      <category>stochastic</category>
      <category>divergence</category>
      <category>algo</category>
      <category>indicators</category>
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    <item>
      <title>Python for Algo Trading — A Practical Starting Point</title>
      <link>https://quantmarketlab.com/blog/python-algo-trading-basics</link>
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      <description>Setting up your first systematic trading script using Python, yfinance, and TA-Lib — from data fetch to basic signal generation.</description>
      <pubDate>Tue, 12 May 2026 00:00:00 GMT</pubDate>
      <category>algo</category>
      <category>python</category>
      <category>yfinance</category>
      <category>talib</category>
      <category>education</category>
    </item>
    <item>
      <title>Bear Call Spread — Collecting Premium in a Bearish or Sideways Market</title>
      <link>https://quantmarketlab.com/blog/bear-call-spread</link>
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      <description>A step-by-step guide to setting up, managing, and closing a Bear Call Spread with defined risk and consistent premium collection.</description>
      <pubDate>Mon, 11 May 2026 00:00:00 GMT</pubDate>
      <category>options</category>
      <category>strategies</category>
      <category>bear-call</category>
      <category>credit-spread</category>
      <category>education</category>
    </item>
    <item>
      <title>RSI Divergence — Spotting Reversals Before They Happen</title>
      <link>https://quantmarketlab.com/blog/rsi-divergence</link>
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      <description>How to use bullish and bearish RSI divergence to find high-probability reversal setups — including what large-scale backtesting reveals about when divergence actually works.</description>
      <pubDate>Mon, 11 May 2026 00:00:00 GMT</pubDate>
      <category>technical-analysis</category>
      <category>RSI</category>
      <category>divergence</category>
      <category>indicators</category>
      <category>education</category>
      <category>backtesting</category>
    </item>
    <item>
      <title>The Essential Candlestick Pattern Guide for Traders</title>
      <link>https://quantmarketlab.com/blog/candlestick-patterns-guide</link>
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      <description>From Hammer to Three White Soldiers — how to read, locate, and trade the most reliable candlestick patterns with context.</description>
      <pubDate>Sun, 10 May 2026 00:00:00 GMT</pubDate>
      <category>technical-analysis</category>
      <category>candlestick</category>
      <category>education</category>
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    <item>
      <title>VIX Explained — What the Fear Index Really Tells You</title>
      <link>https://quantmarketlab.com/blog/vix-explained</link>
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      <description>A practical guide to reading VIX, India VIX, and other volatility indexes — and how traders use them.</description>
      <pubDate>Sat, 09 May 2026 00:00:00 GMT</pubDate>
      <category>vix</category>
      <category>volatility</category>
      <category>options</category>
      <category>education</category>
    </item>
    <item>
      <title>Welcome to Quant Market Lab</title>
      <link>https://quantmarketlab.com/blog/welcome</link>
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      <description>What this site is, what to expect, and how I'll publish.</description>
      <pubDate>Fri, 08 May 2026 00:00:00 GMT</pubDate>
      <category>meta</category>
      <category>intro</category>
    </item>
    <item>
      <title>ASX 200 — pivot levels for the week</title>
      <link>https://quantmarketlab.com/analysis/australia/2026-05-08-asx200-pivots</link>
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      <description>Range-bound between 7,820 and 7,950. Bias neutral until A-VIX clears 14.</description>
      <pubDate>Fri, 08 May 2026 00:00:00 GMT</pubDate>
      <category>asx</category>
      <category>xjo</category>
      <category>a-vix</category>
      <category>range</category>
    </item>
    <item>
      <title>Nifty 50 — Weekly View</title>
      <link>https://quantmarketlab.com/analysis/india/2026-05-08-nifty-weekly-view</link>
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      <description>Trend remains constructive above 50-EMA; India VIX low — premium-sell zone.</description>
      <pubDate>Fri, 08 May 2026 00:00:00 GMT</pubDate>
      <category>nifty</category>
      <category>weekly</category>
      <category>india-vix</category>
      <category>bull-put-spread</category>
    </item>
    <item>
      <title>SPY — VIX regime check</title>
      <link>https://quantmarketlab.com/analysis/us/2026-05-08-spy-vix-regime</link>
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      <description>VIX 14 → condor zone. SPY pinned in $498–$510 range with declining ATR.</description>
      <pubDate>Fri, 08 May 2026 00:00:00 GMT</pubDate>
      <category>spy</category>
      <category>vix</category>
      <category>iron-condor</category>
      <category>range-bound</category>
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