Backtested Strategies Announces BTS Heatmaps
The Californer/10350128

SAN FRANCISCO - Californer -- BTS Heatmaps make historical market seasonality easier to research by letting users compare market groups by calendar week and evaluate patterns alongside supporting data depth and risk context.

The current heatmap lineup includes Major Indexes, Industry Sectors, and Key Industries.

What BTS Heatmaps include

BTS Heatmaps are designed to show more than one seasonal number. Instead of limiting users to a single average-return view, each heatmap lets users evaluate the same weekly history through multiple research lenses.

The eight metric views include:

• Average weekly return
• Median weekly return
• Positive-week rate
• Weekly volatility
• Return-to-volatility
• Data points used
• Average relative weekly return versus the S&P 500
• Win rate versus the S&P 500

That structure lets users compare different questions side by side: whether a week has historically produced strong average returns, whether the result was consistent, how volatile the week was, how much data supports the reading, and whether the group tended to outperform or underperform the S&P 500 during the same week.

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The heatmaps also include BTS Zones, a proprietary overlay that highlights All Data periods of unusual relative strength or weakness versus the S&P 500. That overlay adds another way to flag periods for deeper review while keeping the core heatmap focused on historical research, not prediction.

BTS Heatmaps are built for evidence-first seasonal research. Strong colors and recurring patterns can help identify areas worth studying, but the platform is designed to keep those patterns connected to context: history range, data points used, volatility, relative performance, and benchmark comparison.

Create a Free Account to start using BTS Heatmaps:
https://www.backtestedstrategies.com/free

View the official release with image on Backtested Strategies:
https://www.backtestedstrategies.com/articles/bts-heatmaps

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About Backtested Strategies
Backtested Strategies (BTS) is a financial research publisher operated by Marquantex LLC, focused on systematic trading strategies, rigorous backtests and market tools for serious investors. BTS publishes backtests under a standardized, institutional-grade methodology that makes strategy rules, assumptions, benchmarks, trading-cost treatment, portfolio accounting and reporting conventions explicit. Its research is designed to help investors judge strategy behavior, risk, implementation demands and portfolio fit with the full structure of each test in view.