There is still trading in both every year... Bond funds always have to cycle their bonds, and the exact bonds and proportions they buy and sell are all driven from quant algorithms. VTSAX also has to buy and sell stock as people buy and sell shares, and the proportions they buy and sell in are driven from quant algorithms. VTSAX doesn't literally buy every stock in the market... there are plenty they leave out, and the stocks chosen and left out are done using quantitative algorithms. The ordering of stocks in VTSAX (market cap weight) is a quant algorithm. Any segmented index fund like a large cap, small cap, mid cap, value, growth, etc do all the above as well as select the securities using quant algorithms. You cannot have an index without quantitative analysis. Indexing IS quantitative. There is no separating the two.
Moreover, how did you choose the PP? Quantitative analysis. How did you choose buy and hold strategy? More quantitative analysis. If data showed that both were guaranteed to lose money, would you invest in those styles? No. You came to the decision in how you invest your money because of quantitative analysis. How do you perform your rebalancing rules? Using a quantitative strategy. How do you decide what to buy when you add money to your account? Another quantitative strategy. Therefore, your investing style is much more of a quant strategy than you realize.