
Arena Blog
Data-driven insights on trading strategies, backtests, and market analysis.
13–24 of 38 posts · page 2 of 4
Does Dual Momentum Really Beat Buy & Hold? We Backtested It.
Dual Momentum supposedly beats Buy & Hold on return AND drawdown. Our GTAA-5 backtest (2007–2026) says otherwise: not on return — but clearly on drawdown.
The 200-Day Line: Beats Buy & Hold on Crypto, Sleep-Well on Index ETFs
The 200-day line is the most-cited trend filter in markets: invested above it, out below it. We tested it as a standalone strategy across 110 assets. The result is not one-size-fits-all — on crypto it beats Buy & Hold on return AND drawdown AND Sharpe; on index ETFs it gives up almost no return while nearly halving the drawdown; on single stocks it works poorly. An honest map of where regime timing pays and where it doesn't.
From Elliott Wave to an Actual Trade Plan: A Tool That Makes Your Count Falsifiable
Elliott Wave is subjective in real time. This tool doesn't count waves — it makes your count falsifiable: dip, target, invalidation set upfront, sized to risk.
RSI(2) Mean Reversion Backtest: Why We Retired It for Stocks
RSI(2) mean reversion, honestly backtested (2018–2026): on stocks it loses badly to buy & hold; on crypto it wins — for an uncomfortable reason.
MACD Cross is live — two modes from one classic
A new strategy is live: Gerald Appel's MACD from the 1970s, now fully tunable (default 12/26/9). Two trade modes — classic signal cross or histogram flip — give you a reactive and a confirming variant from one indicator.
Bollinger Bands + RSI is live — the strict mean-reversion play
A new strategy is live: BB+RSI combines two classics into a strict mean-reversion setup. BUY only when price is at the lower Bollinger band AND RSI is oversold — two conditions, fewer false signals. Pro+.
EMA Cross is live — the configurable cousin of Golden Cross
A new strategy is live: two configurable EMAs cross — BUY on the upward cross, SELL on the downward cross. Default 9/21, faster and more tunable than Golden Cross. Plus optional volume- or price-confirmation filter to fight whipsaws.
New strategy: Take-Profit / Re-Entry — lock in gains, buy the dip
The Take-Profit / Re-Entry strategy combines two simple rules: sell when your target gain is reached, re-enter when price drops enough from the post-sell high. No indicator noise — just price and two parameters.
Funding Rates as a BTC Signal: We Tested It. It Doesn't Work The Way You Would Think
High funding rates signal overheated longs — a warning. Negative funding means shorts capitulating — a buy signal. The logic seems solid. We tested it across 6.7 years of BTC data. The results were the opposite of what we expected.
Bollinger Bands Squeeze is live — when the bands get tight
A new strategy is live: John Bollinger's classic volatility-cycle play. Wait for the bands to squeeze tight, then ride the long breakout above the upper band. Default 20/2.0/0.1. Pro+.
New Strategy: BTC Signal — RSI/SMA for Altcoins
A new strategy for altcoins is live: trade any alt with RSI(14) / SMA(14) computed on BTC/USDT instead of on the alt itself. The idea: BTC is the bellwether — when the macro regime is on, trade alts; when it isn't, get out.
The Golden Cross: Does It Actually Work?
Every few months crypto media announces a Bitcoin Golden Cross. But does the signal actually work? We tested it against historical data — on daily and weekly candles. The answer is more nuanced than the headlines.
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