The Californer - Backtested Strategies Announces BTS Strength Zones — Country ETFs Backtest Results

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A long-only, unleveraged tactical allocation model applied to a fixed universe of 39 country ETFs produced 24.8% CAGR versus 11.3% for buy-and-hold SPY. A $10,000 starting value grew to $1,616,487 over the 2003–2025 backtest period.

SAN FRANCISCO - Californer -- The BTS Strength Zones — Country ETFs backtest applies the same strategy rules used across the BTS Zones series and the same governing BTS Strength Zone formulas and rules used across all BTS Heatmaps. That common design supports direct comparison with other BTS Zones backtests without changing the governing strategy rules or heatmap formulas.

Over the 23-year period, a $10,000 starting value grew to $1,616,487 for the strategy versus $116,729 for SPY.

Maximum drawdown was -31.3% versus -55.2% for SPY, while volatility was slightly higher at 19.0% versus 18.7%.

Time in Market was 98.0%, indicating near-continuous equity exposure rather than a defensive cash posture.

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The drawdown profile was materially better than the benchmark's but still demanding. Maximum drawdown reached -31.3%, versus -55.2% for SPY.

BTS Strength Zones beat SPY on CAGR in 85.5% of rolling three-year windows and 90.3% of rolling five-year windows. Smaller maximum drawdowns appeared in 63.9% of three-year windows and 79.7% of five-year windows.

Backtest results follow the BTS Methodology, which sets common conventions for data and calendar alignment, execution pricing, missing-data and end-of-range handling, trading costs and spread-aware slippage, portfolio accounting, cash and dividend treatment, benchmark conventions, reporting windows, performance metric calculations, and, where reported, market-capacity screening. Strategy-specific rules, universes, eligibility, timing, sizing, and constraints are defined in each report.

Read the full press release:
https://www.backtestedstrategies.com/articles/bts-strength-zones-country-etfs-backtest-results/

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Access the backtest report:
https://www.backtestedstrategies.com/strategies/bts-strength-zones-country-etfs-backtest/

About Backtested Strategies
Backtested Strategies (BTS), operated by Marquantex LLC, is a financial research publisher built around the BTS Methodology, a standardized framework for testing trading strategies with stated rules, consistent assumptions, benchmark discipline, cost and slippage treatment, portfolio accounting, and clear interpretation so readers can evaluate market ideas through evidence rather than hype or unsupported claims.

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