Trending...
- MyMediaGuy Search Launches to Help Local Businesses Get Found on Google Maps, Search and AI - 176
- How Are Ai Founders in Silicon Valley Building Startups in Their Sleep? - 166
- Community Colleges of Ventura County to Host State of the District Event - 159
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.
More on The Californer
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/
More on The Californer
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.
More on The Californer
- Governor Newsom announces new swiftwater rescue fleet to strengthen California storm preparedness
- Geospatial Innovation Comes to Sacramento: FOSS4G NA 2026
- Agromin and City of Santa Clarita Announce Free Compost Giveaway Program
- Tulsa Air & Space Museum Launches "Give $16 for the F-16" Challenge to Bring Thunderbird Home for Veterans Day
- Hannk And Zubie Join Forces To Shape The Next Generation Of Connected Vehicle Telematics
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/
More on The Californer
- Zhengxin Chicken Steak Opens at South Hills Plaza in West Covina
- Coinfiliate Launches Platform to Helps Shoppers Earn Cashback and Creators Earn Referral Rewards
- Russ Lorenson Announces "What I Want For Christmas (20th Anniversary Edition)"
- Best Bracelet Gifts for Her in 2026: Affordable Luxury Jewellery That Looks Expensive
- Holiday Gambling Spending Expected to Rise 12% in December
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
0 Comments
Latest on The Californer
- Reloworks™ Launches Perfect Saturday Morning™ Lifestyle Program Across the Bay Area
- California: Governor Gavin Newsom statement on Donald Trump's disgusting and disqualifying comments
- Learn window tinting in Los Angeles on October 24th & 25th with the Tint Academy
- Essential Clinical Resource Equips Addiction Professionals with EFT Tapping Tools That Outperform
- Postmortem Pathology Highlights Private Autopsy Options for Las Vegas Families During Summer Months
- Postmortem Pathology Offers Sacramento Families Independent Answers on a Short Timeline
- Teens Wanna Know Launches TWK Play, a Free Web Hub for Watching and Listening
- City Shares Information on Upcoming Street Closures for Long Beach Marathon
- Long Beach College & Career Expo Returns Oct. 13
- Feeling Drained? Botanical Alchemy Aura Cleanser Brings Energy Cleansing to Murrieta
- Where to stay near SoFi Stadium for a concert: Courtyard LAX/Hawthorne and the closest hotels
- City of Long Beach Announces Retirement of Director of Disaster Preparedness and Emergency Communications
- California reminds voters to check their mailboxes and return their ballot ASAP!
- NEW Three Fully Furnished Single-Family Model Homes at Heritage at South Brunswick
- Pervaziv AI Advances Cortex Discover with Resource Efficient Agentic AI, Backed by Six Browser Study
- Pervaziv AI Launches Cortex CLI, Bringing Enterprise Agentic AI to the Terminal
- After 35 Years, Christian Radio Host Marina Maria Publishes the Novel She Never Forgot
- Maximus Payments Launches Multi-Processor Merchant Services for Businesses of Every Risk Profile
- Freight Broker 911 CEO and President Milton Collier Is Rebuilding the Path Into Freight Brokerage
- Backyards Are America's New Living Rooms. Can They Survive Record U.S. Heat?