Trending...
- California: Trump's FCC illegally axes limits that protect Americans from broadcast media conglomerates - 108
- California: Governor Newsom proclaims State of Emergency in Calaveras County for the Gann Fire response - 103
- UK Financial Ltd Makes History: Chainlink CRE Circulating Supply Verification Goes Live Across Its Complete Ecosystem Of Nine Exchange-Traded Tokens
A long-only, unleveraged tactical allocation model using published BTS Strength Zones across a fixed universe of current Nasdaq-100 stocks produced 47.1% CAGR versus 11.3% for buy-and-hold SPY over the 2003–2025 whole-calendar-year backtest.
SAN FRANCISCO - Californer -- During the 23-year period, a $10,000 starting value grew to $71,129,872 for the strategy versus $116,729 for SPY.
Time in Market was 99.6%, indicating near-continuous market exposure. Full-window volatility was 21.5% versus 18.7% for SPY.
Maximum drawdown was -40.1% versus -55.2% for SPY. A drawdown greater than 40% remained severe.
In SPY up years, BTS Strength Zones produced 55.5% filtered CAGR versus 17.1% for SPY. Across the three SPY down years—2008, 2018 and 2022—the strategy produced 1.3% filtered CAGR versus -21.0% for SPY.
BTS Strength Zones beat SPY on CAGR in all 241 rolling three-year windows and all 217 rolling five-year windows.
The model applies published BTS Strength Zones to a fixed universe of current Nasdaq-100 stocks. A portfolio-level VIX 50/35 regime controls entry. Entered stocks are equal-weighted at target-decision events and held through the scheduled end of each BTS Strength Zone. When no BTS Strength Zone is entered, the portfolio holds SPY while the regime is ON and SHY while it is OFF.
More on The Californer
Read the full press release:
https://btswebdev.wpenginepowered.com/articles/bts-strength-zones-nasdaq-100-stocks-backtest-results/
Access the BTS Strength Zones — Nasdaq-100 Stocks Backtest Results report:
https://btswebdev.wpenginepowered.com/strategies/bts-strength-zones-nasdaq-100-stocks-backtest/
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.
Time in Market was 99.6%, indicating near-continuous market exposure. Full-window volatility was 21.5% versus 18.7% for SPY.
Maximum drawdown was -40.1% versus -55.2% for SPY. A drawdown greater than 40% remained severe.
In SPY up years, BTS Strength Zones produced 55.5% filtered CAGR versus 17.1% for SPY. Across the three SPY down years—2008, 2018 and 2022—the strategy produced 1.3% filtered CAGR versus -21.0% for SPY.
BTS Strength Zones beat SPY on CAGR in all 241 rolling three-year windows and all 217 rolling five-year windows.
The model applies published BTS Strength Zones to a fixed universe of current Nasdaq-100 stocks. A portfolio-level VIX 50/35 regime controls entry. Entered stocks are equal-weighted at target-decision events and held through the scheduled end of each BTS Strength Zone. When no BTS Strength Zone is entered, the portfolio holds SPY while the regime is ON and SHY while it is OFF.
More on The Californer
- Impact & Influence August 2025: Joel Rodriguez Tirado on Determination, Drive & Lasting Impact
- Crownlight Strategies® Announces Federal Trademark Registration
- DeSoto Cab Expands Airport Transportation Services for Tri-Valley Travelers
- High Rise 6: Power to Escape Announces Next Chapter in Jon Robert Quinn's Crime Film Franchise
- Audiologist: The Clinically Interesting Part of Oticon's New "Dual AI" Hearing Aid Isn't the AI
Read the full press release:
https://btswebdev.wpenginepowered.com/articles/bts-strength-zones-nasdaq-100-stocks-backtest-results/
Access the BTS Strength Zones — Nasdaq-100 Stocks Backtest Results report:
https://btswebdev.wpenginepowered.com/strategies/bts-strength-zones-nasdaq-100-stocks-backtest/
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.
Source: Backtested Strategies
0 Comments
Latest on The Californer
- Ahead of Back-to-School Season, New Playbook Offers Parents, Students, and Teachers
- Igbozue Connecticut USA Celebrates 2026 Summer Family Picnic
- Two New Members Join The Ventura College Foundation Board
- KT Medical Staffing Addresses the Questions Families Forget to Ask Before Bringing Private Nursing Care Home
- Private Autopsies Give Arizona Families Answers After Nursing Home and Care Facility Deaths
- California: Governor Newsom fast-tracks 1,700 new affordable housing units
- OPUS Global Data Solutions Launches Food Trader Plus, Bringing Operational Control and Deal-Level Profit Visibility to Food Brokers
- Phinge CEO DeMaio Unveils Speech to Congress: User Data Sovereignty vs Tech Surveillance Capitalism, Asserting Foundational 2021 App-Less Patents & IP
- Michael Maertens Hired as Century Fasteners Corp. – Chief Financial Officer
- New Automated Tracking Platform Eliminates Medicaid, Medicare Compliance Risks
- As 2026 continues notching heat records, Governor Newsom announces a strategic action plan to address extreme heat in California
- Built to Last: Why BSI Is Among the Nation's Fastest-Growing Companies, and One of Its Best Places to Work
- Sramana Mitra Challenges Silicon Valley 'Residency Tax'
- Wordly Reports 668% Three-Year Growth, Climbs 1,186 Spots on Inc. 5000
- Bent Danholm's The Architecture of Demand Reaches No. 2 in Amazon Real Estate Sales
- Contracting Resources Group Named to Inc. 5000 for the Ninth Time
- Localized SEO Marketing: Get Found by Customers in Your Area
- Brittany Poliska Offers Free Whole-Person Wellness Consultations in Murrieta
- Backtested Strategies Announces BTS Strength Zones — S&P-100 Stocks Backtest Results
- Tickeron Launches New AI Trading Robots Hitting 127% Annualized Return for Retail Traders (DDOG)