Strategies Library
Browse the Backtested Strategies library to find completed strategy research pages and backtests.
Each strategy card is designed for discovery. It summarizes what the strategy is, what it trades, its category, trade direction, and source credit. Full rules, methodology details, implementation notes, and results are available on the linked backtest page.
BTS Strength Zones — U.S. Major Index ETFs Backtest
BTS Strength Zones — Major Index ETFs is a long-only, event-driven tactical allocation strategy that uses eight published recurring calendar windows from the BTS Major Indexes Heatmap across QQQ, MDY, IJR, and IYT, with a portfolio-level VIX 50/35 regime controlling zone admission and SPY or SHY used when no zone is entered.
BTS Strength Zones — U.S. Sector ETFs Backtest
BTS Strength Zones — U.S. Sector ETFs is a long-only, event-driven tactical allocation strategy that uses 14 published recurring calendar windows from the BTS U.S. Sectors Heatmap across nine sector ETFs, with a portfolio-level VIX 50/35 regime controlling zone admission and SPY or SHY used when no zone is entered.
BTS Strength Zones — U.S. Industry ETFs Backtest
BTS Strength Zones — Industry ETFs is a long-only, event-driven tactical allocation strategy that uses 58 published recurring calendar windows from the BTS Industry ETFs Heatmap across 37 active Industry ETFs, with a portfolio-level VIX 50/35 regime controlling zone admission and SPY or SHY used when no zone is entered.
BTS Strength Zones — International Country ETFs Backtest
BTS Strength Zones — Country ETFs is a long-only, event-driven tactical allocation strategy that uses 46 published recurring calendar windows from the BTS Country ETFs Heatmap across 30 active Country ETFs, with a portfolio-level VIX 50/35 regime controlling zone admission and SPY or SHY used when no zone is entered.
BTS Strength Zones — Dow-65 Stocks Backtest
BTS Strength Zones — Dow-65 Stocks is a long-only, event-driven tactical allocation strategy that uses 108 published recurring calendar windows from the BTS Dow-65 Stocks Heatmap across 60 active Dow-65 stocks, with a portfolio-level VIX 50/35 regime controlling zone admission and SPY or SHY used when no zone is entered.
BTS Strength Zones — S&P 100 Stocks Backtest
BTS Strength Zones — S&P-100 Stocks is a long-only, event-driven tactical allocation strategy that uses 167 published recurring calendar windows from the BTS S&P-100 Stocks Heatmap across 94 active S&P-100 stocks, with a portfolio-level VIX 50/35 regime controlling zone admission and SPY or SHY used when no zone is entered.
BTS Strength Zones — Nasdaq-100 Stocks Backtest
BTS Strength Zones — Nasdaq-100 Stocks is a long-only, event-driven tactical allocation strategy that uses 156 published recurring calendar windows from the BTS Nasdaq-100 Stocks Heatmap across 83 active Nasdaq-100 stocks, with a portfolio-level VIX 50/35 regime controlling zone admission and SPY or SHY used when no zone is entered.
Connors Double 7s Backtest
Connors Double 7s is a short-term SPY mean-reversion strategy that buys seven-day closing lows when SPY is above its 200-day simple moving average, then exits after a seven-day closing high, seeking pullback rebounds within an established uptrend.
Distance Pairs Trading Backtest — Nasdaq-100
Distance Pairs Trading — Nasdaq-100 is a relative-value mean-reversion strategy that matches historically similar normalized adjusted-price paths within point-in-time Nasdaq-100 constituents, then seeks to profit when selected stock pairs temporarily diverge and later reconverge.
Dividend Aristocrats Backtest
Dividend Aristocrats is a rules-based stock-basket replication of the S&P 500 Dividend Aristocrats Index, using official point-in-time constituents to capture a large-cap quality cohort defined by long records of dividend growth.
Donchian Four-Week Rule Backtest
The Donchian Four-Week Rule is a stop-and-reverse trend-following strategy that uses strict 20-day High/Low channel breakouts on SPY to shift between long and short exposure as price moves beyond its recent four-week range.
Dual Momentum (Antonacci GEM) Backtest
Gary Antonacci’s Global Equities Momentum (GEM) is a dual-momentum strategy that combines absolute and relative momentum across SPY, ACWX, and AGG. Using a 12-month lookback, it tests SPY against the Treasury-bill return hurdle, holds the stronger of SPY or ACWX when the equity gate is open, and shifts to AGG when it is closed.
Global Tactical Asset Allocation (Faber) Backtest
Mebane Faber’s Global Tactical Asset Allocation (GTAA) is a rules-based tactical allocation strategy that keeps five major asset-class ETF sleeves invested while they remain above their 10-month moving averages and routes weaker sleeves into short-term Treasuries for defense.
Parabolic SAR Backtest
Parabolic SAR is Wilder’s stop-and-reverse trend-following strategy applied to SPY, using an accelerating trailing SAR level to stay long in uptrends, short in downtrends, and reverse exposure when price strictly penetrates the active stop.
Volatility Targeting Backtest
Volatility Targeting is a SPY risk-control strategy that scales equity exposure down when realized volatility rises and up when volatility falls, using daily volatility estimates and a synthetic SHY cash/financing proxy to keep portfolio risk closer to a fixed volatility target.
52-Week High Momentum (George-Hwang) Backtest
52-Week High Momentum is a cross-sectional long-short momentum strategy that ranks stocks by how close they are to their own trailing 52-week highs, buying the nearest-to-high group and shorting the farthest-from-high group across the strategy’s point-in-time eligible equity universe.