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A new BTS research report shows a long-only, event-driven tactical equity allocation model growing a $10,000 starting account to $198,004 in a 2004–2025 backtest, versus $91,344 for buy-and-hold SPY.
SAN FRANCISCO - Californer -- Backtested Strategies has released BTS Strength Zones — Major Index ETFs backtest, a strategy research report that uses eight published BTS Strength Zone windows across four major-index ETFs: QQQ, MDY, IJR, and IYT.
The strategy admits active BTS Strength Zones only at eligible Opens while the VIX regime is ON. When no zone is entered, the model holds SPY while the regime is ON. SHY is held when no zone is entered and the regime is OFF.
The report evaluates whether combining published BTS Strength Zones with VIX-gated admission added value relative to passive SPY ownership.
What the strategy showed
Across the 2004–2025 whole-calendar-year report window, BTS Zones produced a 14.5% CAGR versus 10.6% for SPY. A $10,000 starting account finished at $198,004 for BTS Zones versus $91,344 for buy-and-hold SPY.
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The result came from allocation choices rather than extended cash exposure. The model remained invested for nearly the entire test, admitted active BTS Strength Zones only at eligible Opens while the VIX regime was ON, held admitted zones through their scheduled exits, and used SPY or SHY when no zone was entered.
Results are shown under BTS Methodology, which standardizes data alignment, execution assumptions, trading costs, slippage, portfolio accounting, dividend treatment, benchmark treatment, reporting-window conventions, and performance metric calculations.
The full report includes preview and full-period metrics, equity-curve and drawdown-profile charts, caution flags, failure-mode analysis, calendar-year returns, SPY up-year and down-year analysis, rolling-window results, pseudocode, and implementation guardrails.
Read the full press release:
https://www.backtestedstrategies.com/articles/bts-strength-zones-major-index-etfs-backtest-results/
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Access the backtest report:
https://www.backtestedstrategies.com/strategies/bts-strength-zones-major-index-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.
The strategy admits active BTS Strength Zones only at eligible Opens while the VIX regime is ON. When no zone is entered, the model holds SPY while the regime is ON. SHY is held when no zone is entered and the regime is OFF.
The report evaluates whether combining published BTS Strength Zones with VIX-gated admission added value relative to passive SPY ownership.
What the strategy showed
Across the 2004–2025 whole-calendar-year report window, BTS Zones produced a 14.5% CAGR versus 10.6% for SPY. A $10,000 starting account finished at $198,004 for BTS Zones versus $91,344 for buy-and-hold SPY.
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The result came from allocation choices rather than extended cash exposure. The model remained invested for nearly the entire test, admitted active BTS Strength Zones only at eligible Opens while the VIX regime was ON, held admitted zones through their scheduled exits, and used SPY or SHY when no zone was entered.
Results are shown under BTS Methodology, which standardizes data alignment, execution assumptions, trading costs, slippage, portfolio accounting, dividend treatment, benchmark treatment, reporting-window conventions, and performance metric calculations.
The full report includes preview and full-period metrics, equity-curve and drawdown-profile charts, caution flags, failure-mode analysis, calendar-year returns, SPY up-year and down-year analysis, rolling-window results, pseudocode, and implementation guardrails.
Read the full press release:
https://www.backtestedstrategies.com/articles/bts-strength-zones-major-index-etfs-backtest-results/
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Access the backtest report:
https://www.backtestedstrategies.com/strategies/bts-strength-zones-major-index-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.
Source: Backtested Strategies
Filed Under: Stocks, Backtested Strategies
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