Arena Blog

The band softens the crash in Bitcoin, Ether and stock indices. In half of the large altcoins it brakes too little, and in gold not at all. 35 coins, three indices and gold, tested.

Ichimoku is usually traded with 9, 26 and 52 and with the rule "only buy above the cloud". Both were tested on crypto from 2018 to October 2026. The cloud rule lowered the result on all ten of today's largest coins, and on bitcoin and ether the traditional numbers did no better than randomly drawn ones. What that means for your settings.

A popular framework says: cut a strategy's position in half when its 90-day Sharpe drops below the backtest's 5th percentile, pause it at 1.5x the backtest drawdown. Simulated, those rules cut eight in ten healthy strategies to half size within three years and leave four in five strategies without any edge running through their first year. What to check instead.

The anchored VWAP strategy draws an average-price line from a starting point you pick, such as the last low, and buys while price stays above it. Its result depends on that starting point. On six years of Bitcoin, none of five common anchor rules placed the line better than chance, and the 52-week low did worse than 99 percent of random anchors. Why that happens, why the charts still look convincing, and what to use instead.

Young coins without 200 weeks of history skip the 200-week filter automatically. We tested the obvious fix across 207 coins — it made everything worse.

The Bitcoin liquidity fair value chart shows R²=0.85 — and claims BTC is "348% above fair value". We ran the cointegration test. It fails.

A backtest claiming a 100% win rate and 34 million percent returns is circulating. We're rebuilding it — and setting the rules before we compute.

ORB is sold as the holy grail of intraday trading. What the strategy really is, why the viral result misleads, and what makes or breaks an honest ORB backtest.

25+ strategies, and the honest question is never "which is best?" It's: which fits what, and when? Four truths that run through the whole library — timeframe decides, "beats B&H" often means losing less, win rate isn't profit, and fit beats breadth.

A filter that rescues one strategy can strangle the next. We ran 189 filter combinations on crypto — and exactly one survives the strictest overfitting test. What that reveals about the 200 WMA, ATR, Altcoin Season and the Bullmarket gauge.

Most trading strategies are sold to you as complete solutions. "Run this system, make money." Enter signal. Exit signal. Repeat. Base rate win percentages plastered across the landing page.

Our backtest engine used to compute returns before costs. We built a net-of-cost layer that re-prices every fill at a realistic fee — and it flipped our second-most-popular strategy negative after fees. Here is the math, the numbers, and why "beats buy-and-hold" is half a truth until you pay the fees.