Backtested Strategies Announces BTS Strength Zones — U.S. Sector ETFs Backtest Results
The Californer/10353413

SAN FRANCISCO - Californer -- Backtested Strategies has released BTS Strength Zones — U.S. Sector ETFs backtest, a strategy research report that evaluates 14 published BTS Strength Zone windows across nine sector ETFs: VOX, XLY, XLP, XLE, XLI, XLB, XLV, XLK, and XLU. A portfolio-level VIX 50/35 regime controls whether active zones may be admitted. When no zone is entered, the model holds SPY while the regime is ON and SHY while it is OFF.

Across the 2005–2025 whole-calendar-year report window, BTS Zones produced 18.7% CAGR versus 10.6% for SPY. From the same $10,000 starting value, the strategy finished at $367,986 versus $82,376 for buy-and-hold SPY.

The model was invested 98.8% of the time. It admitted active BTS Strength Zones only at eligible Opens while the VIX regime was ON, held admitted zones through their scheduled exits, and otherwise used SPY or SHY as fallback holdings.

More on The Californer

• Free National Summit Empowers Animal Advocacy
• Dodge Hornet Lemon Law Attorney in Los Angeles County
• 'Nightmare' Star Mckenna Bridger Talks Psychological Thriller, Two-Part Shoot And Taking On Violet Adams
• Mckenna Bridger on Becoming Violet Adams in Nightmare
• Congressman Chuck Edwards (NC-11) Presents ReadyCommunities Partnership 2026 National Service Award to Local Businessman / US Air Force Veteran

In the filtered SPY up-year diagnostic, BTS Zones produced 23.0% CAGR versus 16.9% for SPY. In the filtered SPY down-year diagnostic, it produced -3.8% versus -21.0%. These figures compound only the included whole calendar years and are not continuous-window backtest results.

Across overlapping holding periods, the strategy beat SPY on CAGR in 82.5% of three-year windows and 91.7% of five-year windows. It also had a higher Sharpe ratio in 77.9% and 87.6% of those windows, respectively.

Test results adhere to the rigorous BTS Methodology, a standardized framework designed to make backtests more consistent, transparent, and comparable across data alignment, execution-price modeling, trading costs and spread-aware slippage, portfolio accounting, cash and dividend treatment, benchmark total-return treatment, terminal closeout, reporting windows, 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.

More on The Californer

• Cress Creeks Farm Opens Fall Corn Maze and Baby Lamb Hayride Experience in Ellijay, Georgia
• Allstream Energy Partners Nominated in Multiple Categories for Fast Company's Best Workplaces for Innovators
• Jeff Stanescu Construction Leadership • Project Delivery • Dispute Resolution
• Long Beach: City Recaps Preparedness and Response Efforts on Peninsula Following Hurricane Marie Impacts
• Ensurance Introduces CATE, Its Controlled Access Trust Engine for Insurance Shopping

Read the full press release:
https://www.backtestedstrategies.com/articles/bts-strength-zones-us-sector-etfs-backtest-results/

Access the backtest report:
https://www.backtestedstrategies.com/strategies/bts-strength-zones-us-sector-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.