Backtested Strategies Announces Market Seasonality Research System
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The system brings broad market benchmarks, sectors, industries, countries and individual stocks into one standardized research family.

SAN FRANCISCO - Californer -- The current BTS Heatmaps family includes Major Indexes, U.S. Sectors, Industry ETFs, Country ETFs, Dow-65 Stocks, Nasdaq-100 Stocks and S&P-100 Stocks. Weekly views are available across the family, and the Major Indexes heatmap also includes a Daily view for finer calendar detail.

Each heatmap turns completed calendar-year price history into an interactive view of market seasonality. Users can move from broad seasonal patterns to supporting detail without changing the analytical lens.

Every heatmap in the BTS family uses the same eight core metrics:
  • Average Return
  • Median Return
  • Volatility
  • Average Return-to-Volatility Ratio
  • Positive Week Rate or Positive Day Rate
  • Win Rate vs S&P 500
  • Relative Return vs S&P 500
  • Sample Size

BTS Strength Zones and BTS Weakness Zones add a common proprietary overlay to the All Data views. The same Zone qualification, ranking, selection and overlap process is applied to eligible symbols across the market universes to identify multi-week periods of unusual relative strength or weakness versus the S&P 500.

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The same comparative structure extends from the heatmaps to published BTS Strength Zones backtests. Each backtest applies the same core portfolio framework to the published Strength Zones from its corresponding heatmap.

Market universes, available histories, qualifying assets and published Zone schedules can differ. The core decision rules and portfolio framework remain fixed. That separation gives investors a more consistent basis for comparing compounding, volatility, drawdowns, persistence, capacity and implementation across different market structures.

Read the full press release
https://www.backtestedstrategies.com/articles/market-seasonality-research-system/

Read the BTS Heatmaps: A Standardized Seasonality System article
https://www.backtestedstrategies.com/articles/bts-heatmaps-seasonality-system/

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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.

Contact
Backtested Strategies
***@backtestedstrategies.com


Source: Backtested Strategies

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