
Arena Blog
Data-driven insights on trading strategies, backtests, and market analysis.
1–9 of 9 posts
Bitcoin's Liquidity Fair Value: Why the Model Fails the Test
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.
Triple Strike Reversal — A Strategy Not Made to Stand Alone
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.
Why the same strategy crushes crypto and bombs the S&P 500
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.
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.
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.
RSI vs. Golden Cross vs. OBV-MACD: Which Strategy Actually Wins?
Golden Cross, RSI/SMA, and OBV-MACD compared head-to-head on Bitcoin weekly candles. Which strategy wins? The honest answer is surprising — and it says more about the market than about the strategies themselves.
RSI: The Most Popular Indicator in Crypto. Does It Work?
RSI is the most popular indicator in crypto trading. But does the classic "oversold = buy" logic actually work? We ran the numbers — and the results show: without a trend filter, RSI is a trap. With the right setup, it becomes a real strategy.
Buying Altcoins Without a Strategy? Just Buy Bitcoin Instead.
**What 269 Binance USDT pairs over 8 years reveal about the honest reality of crypto investing — and why most altcoin holders are playing a game they statistically cannot win.**
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