Lots of cell phones, particularly Iphones, are very difficult to "turn off". Turning them "off" is usually a software switch, not a hardwired switch.
Taking the battery out can be a problem.
If the phone is put in the airline mode, where it is not transmitting, just receiving, the phones store all the GPS data until they are allowed to transmit, then they send the stored location data back into the system, to keep the record complete.
If you put your phone in something like those credit card-protecting wallets, would it then be untraceable? I have bene wondering about that....