Plans & Pricing
Flexible plans and pricing. Start with a free account, upgrade to Pro for the complete backtest record or choose UltraPro for deeper diagnostics across calendar periods, market regimes and rolling windows, plus implementation guidance.
Free
No credit card required
Access the foundation of every BTS strategy backtest: report context, decision rules, signal illustrations, benchmark framing and preview metrics.
Free access includes:
Pro
Paid annually
Access the complete backtest record: full metrics, equity curves, drawdowns, caution flags, failure modes, trade-offs and portfolio-role framing.
Everything in Free, plus:
UltraPro
Paid annually
Access the deepest layer of BTS research: pseudocode logic, calendar returns, regime and rolling-window diagnostics, plus implementation guidance.
Everything in Pro, plus:
Compare access privileges
| Content Module | Free | Pro | UltraPro |
|---|---|---|---|
Strategy overview and report summary Strategy framing, report context, benchmark summary and free preview metrics for quick orientation. | ✓ | ✓ | ✓ |
Rules and mechanics See what was tested, how the signal works and how the strategy connects to the benchmark. | ✓ | ✓ | ✓ |
Signal illustration Visual explanation that turns rules jargon into a clearer view of how the strategy signal works. | ✓ | ✓ | ✓ |
BTS Heatmaps Seasonality research tools that visualize recurring historical patterns across market and stock universes. | Core | Expanded | Full |
Full backtest metrics Compare the complete return, risk, drawdown, activity, CAGR and ending-capital record against the benchmark. | — | ✓ | ✓ |
Risk and path analysis See equity curves, drawdown profiles, caution flags and failure modes to understand the strategy’s personality. | — | ✓ | ✓ |
Portfolio-role framing Understand the strategy’s potential Benefit, Cost and Role in a broader portfolio context. | — | ✓ | ✓ |
Pseudocode strategy logic Clean source material for AI-assisted workflows: inputs, signal timing, state handling and outputs. | — | — | ✓ |
Calendar-return analysis See when the strategy actually made or lost money by month and year, not just over the full sample. | — | — | ✓ |
Regime-filtered analysis Compare benchmark up-year and benchmark down-year behavior to see how results changed across market regimes. | — | — | ✓ |
Rolling-window diagnostics Test whether results depended on the full sample or held across 3-year and 5-year rolling windows. | — | — | ✓ |
Implementation guidance Timing, data setup, state logic and execution context that help preserve strategy fidelity. | — | — | ✓ |
Why subscribe
A subscription to Backtested Strategies is an investment in research depth. It gives serious investors access to a growing library of strategy backtests, diagnostics and implementation guidance built around one central question: does the strategy still look useful after it’s tested with discipline?
The BTS Methodology is built to test whether a strategy’s edge can survive under pressure. Backtests for some of these strategies may exist elsewhere, but BTS tests them through its own methodology. The framework adds real friction, uses consistent assumptions and applies benchmark discipline so the test is not built to flatter the strategy. It is built to ask whether the strategy is strong enough to survive the test.
Membership becomes more valuable as the research library expands. New strategies, backtest results, diagnostics and educational material are being added to help sophisticated investors compare ideas, study tradeoffs and better understand systematic investing.
For the broader case for BTS membership, read Why Serious Investors Need More Than Backtest Headlines.
If there are strategies, diagnostics, comparisons or educational topics you would like us to add, we welcome your feedback and use it to help shape future coverage.