Arena Blog

Our Bollinger Squeeze strategy lost to Buy & Hold by double digits on crypto. Before deleting it, we rebuilt it to the modern standard (TTM Squeeze). The rebuild turned positive — and we retired it anyway. Why "it works now" isn't enough.

Auditing 40,000 backtests, our Fibonacci strategy came up short. Before cutting it we asked: is it our config? A better exit made it 20 points better — and we retired it anyway. Why "beats Buy & Hold" isn't the bar.

A smart-money indicator paints clean zones that price seems to respect. Backtest it honestly and the magic fades. The reason is mechanical — repainting and vanished losers — not your skill.

We ran the same RSI/SMA crossover across the top 50 coins and the top 50 US stocks — identical rules, identical window. On crypto it beats the buy-and-hold benchmark 80 % of the time; on stocks, 4 %. Why a trend-following strategy works in one market and bleeds in the other.

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 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.

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, honestly backtested (2018–2026): on stocks it loses badly to buy & hold; on crypto it wins — for an uncomfortable reason.

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.

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+.

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.

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.