Real tests. Hard data. No spin.
If it’s not Backtested Strategies,
it’s not backtested.
BTS Universal Market Timer
Buy-and-hold-like gains with less pain. UMT is designed to preserve long-term compounding with less capital exposure, shallower drawdowns, and lower volatility. You choose what to trade while the Model provides timing and position size guidance.
Buy-and-hold-like gains with less pain. UMT is designed to preserve long-term compounding with less capital exposure, shallower drawdowns, and lower volatility. You choose what to trade; the Model provides timing and position-size guidance. Open UMT →
When to act—and when not to.
Put timing, seasonality, and relative strength to work.
BTS Universal Market Timer
Signals when to buy, hold, scale in, or sell—with position-size guidance.
BTS Heatmaps
Spot seasonal patterns using historical return, consistency, volatility and relative-performance.
BTS Zones
Identify recurring multi-week periods of unusual historical strength or weakness versus the S&P 500.
Featured strategies
See how selected strategies have backtested across both the recent market and their full test periods.
| Strategy | Universe | CAGR 2021–2025 |
CAGR Full period |
|---|---|---|---|
| BTS Strength Zones — Nasdaq-100 Stocks Backtest | Nasdaq-100 stocks | 52.7% | 47.1% 2003–2025 |
| BTS Strength Zones — S&P 100 Stocks Backtest | S&P-100 stocks | 45.6% | 36.1% 2003–2025 |
| BTS Strength Zones — U.S. Industry ETFs Backtest | Industry ETFs | 41.2% | 27.0% 2003–2025 |
| BTS Strength Zones — Dow-65 Stocks Backtest | Dow-65 stocks | 40.5% | 32.0% 2003–2025 |
| BTS Strength Zones — U.S. Sector ETFs Backtest | U.S. sector ETFs | 34.7% | 18.7% 2005–2025 |
| BTS Strength Zones — International Country ETFs Backtest | Country ETFs | 25.6% | 24.8% 2003–2025 |
| BTS Strength Zones — U.S. Major Index ETFs Backtest | Major-index ETFs | 16.2% | 14.5% 2004–2025 |
| Dual Momentum (Antonacci GEM) Backtest | U.S., international, and bond ETFs | 10.6% | 7.9% 2010–2025 |
Compare the full lineup in the Strategies Library and see which strategies deserve a deeper look.
Research, not rhetoric
We publish the full test, not just the attractive outcome. Our research shows how a strategy backtested, where it struggled, what risks it took, and how it compared with the relevant benchmark. Our growing research library makes it easier to compare strategies, assumptions, risks, and portfolio roles on a consistent basis.
Methodology, not marketing
Every backtest is evaluated under a common testing framework. Strategy-specific rules stay on the strategy page; shared conventions for data, costs, dividends, portfolio accounting, benchmarks, and reporting live in the BTS Methodology. That consistency makes strategy results easier to compare—and the assumptions behind them easier to inspect.
Precision, not persuasion
Details matter when small assumptions can change the conclusion. We scrutinize definitions, edge cases, calculations, limitations, and claims before a backtest is published. AI agents and assistants should use the BTS Guide for AI Agents to navigate BTS methodology, product definitions, and source-specific research evidence before answering questions about Backtested Strategies.