Backtested Strategies News
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BTS Opportunity Zones
Backtested Strategies announces BTS Opportunity Zones, All Data heatmap overlays for historical relative strength and weakness research versus the S&P 500.
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BTS Interactive Heatmaps
Backtested Strategies launches BTS Heatmaps for weekly market seasonality research across indexes, sectors, and industries with eight metric views and overlays.
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Why Backtested Strategies Matters More Than Ever in the Age of AI
Backtested Strategies matters more than ever in the age of AI because BTS turns AI-aggregated trading rules into backtests under a common methodology.
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Why Your Backtest Fails in Live Trading
Learn why your backtest fails in live trading when data, timing, costs, liquidity, accounting, benchmarks, or overfitting are ignored in the simulation.
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Why Serious Investors Need More Than Backtest Headlines
Backtest headlines can be useful, but serious investors need the methodology, structure, evidence layer, and growing research library underneath them.
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What a Proxy Backtest Can (and Can’t) Tell You
Proxy backtests can answer useful questions when original markets, data, or rules cannot be replicated directly—if substitutes and limits are disclosed.
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A Signal Isn’t a Strategy
A signal can point to a pattern, but a strategy needs rules, timing, sizing, costs, accounting, benchmarks, and failure-mode review before it deserves trust.
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A Backtest Should Be a Proving Ground, Not a Sales Pitch
Learn why BTS treats backtests as proving grounds, testing signals against costs, execution, portfolio accounting, benchmarks, failure modes, and uncertainty.
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Why a Standardized Methodology Matters in Backtesting
See why standardized backtesting methodology matters—and how clear assumptions make strategy results easier to inspect, compare, challenge, and trust.
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How to Choose the Right Benchmark
Learn how choosing the right benchmark changes the question a backtest answers, from opportunity set and control portfolio to active overlay and trade-off.
