Individual backtests are useful for understanding a strategy. But they are incomplete. A strategy that shines on BTC can fail spectacularly on 30 other coins — or vice versa. If you really want to know when a strategy works and when it doesn't, you need to see it run across many assets at once.

That's exactly what Strategy Reports do — a new product category on Backtesting Arena.

What is a Strategy Report?

A Strategy Report takes a trading strategy and runs it across an entire asset universe. For example: RSI/SMA Cross on the Binance Top 50 USDT Pairs, weekly candles, 8 years of history. No cherry-picking, no post-hoc per-coin optimization — one fixed parameter set, 50 assets, all results side by side.

The output is not a single number, but a picture. Where does the strategy work? Where does it hurt? What pattern lies behind it? What do you learn about the market when you use the strategy as a diagnostic tool?

Each report is a PDF of around 15–17 pages plus an Excel attachment with the full raw data. Reports cost a one-time €19.99 (Quick Insight) or €49.99 (Full Universe with 200+ assets).

The first report is live

RSI/SMA Cross on Binance Top 50 USDT Pairs, weekly interval, 2018–present.

A few headline findings:

• The strategy beats the Buy & Hold benchmark on 40 of 50 assets — that's 80 %.
• The effect is regime-specific: it adds modestly on bull assets, lifts returns significantly on sideways assets, and systematically rescues capital on bear assets.
• Average Strategy CAGR comes in at +20.0 % versus −2.8 % for Average Buy & Hold — a spread of 22.8 percentage points.
• On several bear assets, the strategy turns a −60 % Buy & Hold loss into a positive return. SUI, IMX, DYDX, and ARB are textbook cases.
• There are uncomfortable results too. On the biggest bull rockets (MATIC, SOL, LINK) the strategy underperforms. The report explains why — and why this underperformance is less dramatic than it first appears.

Here's the condensed view:

| Market Regime | Assets | Avg Strategy CAGR | Avg B&H | beats B&H |
| --- | --- | --- | --- | --- |
| Bull | 17 | +35.0 % | +35.5 % | 53 % |
| Sideways | 6 | +26.9 % | +6.5 % | 83 % |
| Bear | 27 | +7.0 % | −26.4 % | 96 % |
| **Total** | **50** | **+20.0 %** | **−2.8 %** | **80 %** |

What else the report covers

Beyond rankings and profile analysis, the report contains three sections we rarely see in classic backtest writeups:

• The Asset Multiplier Effect. When the strategy wins, it doesn't just produce more euros — it produces more units of the asset. A BTC holder who ran the strategy for 8 years would have ended up with roughly 4.5× as much BTC as a passive holder. For investors who think in asset units rather than euros, this is the metric that matters.
• The Moonrun Caveat. MATIC shows −87.7 % underperformance on paper. But anyone who bought MATIC after 2021 — during the period when it actually entered the Top 50 — would have been significantly better off with the strategy. The report explains why pre-Top-50 returns systematically inflate bull-asset underperformance numbers.
• Portfolio Hybrid Concept. You don't have to choose between Buy & Hold and strategy. The Excel attachment includes a hybrid calculator: pick any of the 50 assets, set your own allocation, see the blended result in real time.

Why we're launching this product category

The backtesting tool on Backtesting Arena has a clear purpose: test individual strategies on individual assets in real time. But some insights only emerge when you run the same strategy across 50 coins in sequence, compare everything, and extract patterns. That's research work. We do it for you.

Upcoming reports will cover other strategies — OBV-MACD, Golden Cross, Stochastic RSI — and later other asset classes. Stocks, ETFs, and Forex are on the roadmap.

Where to get the report

The first report is available at https://tradingstrategies.work/reports/rsi-sma-1w-crypto-top50-v1. One-time payment, instant download, PDF + Excel. No subscription, no follow-up costs. A special discount for Elite users is in the works.

If you'd rather test the strategy yourself on a single asset, you can do that anytime directly on the platform. The report is a condensation — not a replacement — of the tool.