Backtested Strategies Announces BTS Strength Zones — S&P-100 Stocks Backtest Results
The Californer/10354249

SAN FRANCISCO - Californer -- During the 23-year period, a $10,000 starting value grew to $12,026,423 for the strategy versus $116,729 for SPY.

Time in Market was 99.6%, indicating near-continuous market exposure. Full-window volatility was 19.1% versus 18.7% for SPY.

Maximum drawdown was -35.7% versus -55.2% for SPY. A drawdown greater than 35% remained severe.

In SPY up years, BTS Strength Zones produced 42.5% filtered CAGR versus 17.1% for SPY. Across the three SPY down years—2008, 2018 and 2022—the strategy produced 0.3% 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 S&P-100 stocks. Stocks become eligible when their source history begins. 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-sp-100-stocks-backtest-results/

Access the BTS Strength Zones — S&P-100 Stocks Backtest Results report:
https://btswebdev.wpenginepowered.com/strategies/bts-strength-zones-sp-100-stocks-backtest/

About Backtested Strategies
Backtested Strategies (BTS) is a financial research publisher operated by Marquantex LLC. The BTS Methodology provides a standardized framework for testing trading strategies with stated rules, consistent assumptions, benchmark discipline, trading-cost treatment and clear interpretation. BTS publishes research to help readers evaluate market ideas through evidence rather than unsupported claims.