Professional Trading Strategies & Backtests
If it’s not Backtested Strategies, it’s not backtested
Professional trading strategies, backtests and tools for serious investors seeking competitive edge from trusted research.
Browse trading strategies and preview performance metrics to decide which ideas deserve a closer look.
Study the full backtest records, scorecards, equity curves, drawdowns, failure modes and portfolio-role framing.
Use pseudocode and guardrails to translate tested strategy logic into your own tools or AI-assisted systems.
| Strategy | Universe | Category | Orientation |
|---|---|---|---|
| BTS Zones — Major Indexes | QQQ, MDY, IJR, IYT, SPY, SHY; $VIX is a non-traded reference | Tactical allocation / VIX-regime BTS Strength Zones | Long-only allocation |
| BTS Zones — Industry Sectors | VOX, XLY, XLP, XLE, XLV, XLI, XLB, XLK, XLU, SPY, SHY; $VIX is a non-traded reference | Tactical allocation / VIX-regime sector BTS Strength Zones | Long-only allocation |
| Connors Double 7s | SPY | Mean reversion | Long-only / cash |
| Distance Pairs Trading — Nasdaq-100 | Point-in-time Nasdaq-100 constituents | Pairs / Statistical arbitrage | Market-neutral |
| Dividend Aristocrats | S&P 500 Dividend Aristocrats Index point-in-time constituents | Dividend growth | Long-only |
| Donchian Four-Week Rule | SPY | Trend following / Breakout | Long-short |
| Dual Momentum | SPY, ACWX, AGG; Treasury-bill return hurdle used as a signal input only | Tactical allocation / Dual momentum | Long-only allocation |
| Global Tactical Asset Allocation | SPY, EFA, IEF, VNQ, DBC, SHY | Tactical allocation / Trend following | Long-only allocation |
| Parabolic SAR | SPY | Trend following / Stop-and-reverse | Long-short |
| Volatility Targeting | SPY; SHY synthetic cash / financing proxy | Volatility / Risk control | Long-only exposure scaling |
| 52-Week High Momentum | Russell 3000 Current & Past | Cross-sectional momentum | Long-short |
Research, not rhetoric
BTS is built to show the test, not sell the story. We backtest and document trading strategies so readers can judge edge, risk path, and portfolio fit with the full structure of the test in view. If you care about time in market, drawdown path, trading activity, and regime dependence, you’re in the right place.
The strategy coverage is only the starting point. Each backtest is part of a growing research library designed to help investors compare rules, assumptions, benchmarks, risks, and portfolio roles across strategies using a consistent framework.
The goal is not to showcase isolated examples or cherry-pick attractive outcomes. BTS strategy research is built to show the full test, including strategy limitations, benchmark trade-offs, implementation constraints, and the conditions where a strategy did or did not hold up.
Methodology, not marketing
The BTS Methodology standardizes the mechanics behind every published backtest. Strategy pages state the strategy-specific settings; the Methodology page defines the common treatment for data alignment, cost modeling, dividend accounting, benchmark dividend treatment, portfolio accounting, short-collateral handling, and reporting conventions.
Those conventions are centralized on the Methodology page so updates stay explicit and comparable across strategy pages.
That framework gives each backtest the same evaluation footing before results are interpreted. It makes assumptions and trading frictions explicit so readers can compare strategies under stated conditions instead of trying to reverse-engineer how each test was run.
Precision, not persuasion
No material detail gets waved through. BTS works through assumptions, definitions, edge cases, metric calculations, labels, and claims until the team has confidence that the published backtest is accurate, internally consistent, and clearly bounded.
That care shows up in the things that are easiest to miss: missing-data choices, execution edge cases, metric definitions, strategy limitations, implementation constraints, and small assumptions that can materially change how a result should be read.
Browse the full list of backtested strategies, and subscribe to get new strategy research, diagnostics, and educational updates as the library expands.