Backtested Strategies Announces BTS Strength Zones — Nasdaq-100 Stocks Backtest Results
The Californer/10354371

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.

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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.