
Arena Blog
Data-driven insights on trading strategies, backtests, and market analysis.
1–12 of 12 posts
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.
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.
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.
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.
Supertrend is live — the ratcheting trend follower now with a real backtest engine
A new strategy is live: Supertrend, one of the most popular indicators on TradingView. ATR-based bands that ratchet with the trend — the stop only moves in trend direction, never back. Default 10/3.0 with Wilder smoothing. Pro+.
Smoothed Heikin Ashi — Heikin-Ashi With Two Smoothing Layers
Heiken-Ashi candles have been a popular noise filter from Japan for decades. Smoothed Heiken Ashi takes it one step further and smooths the OHLC data twice — before and after the HA calculation. Live today as the latest strategy in the Backtesting Arena.
7,000 Backtests In — What the Arena Has Learned So Far
7,299 runs across 601 assets and every strategy. The most surprising pattern: it's not which strategy you pick that decides the outcome — it's the timeframe you run it on. Plus: two newcomers push to the top — and a side glance at paid indicator communities.
Keltner Channel Breakout — Bollinger's Older Brother
Everyone knows Bollinger Bands. Keltner Channels have been around longer and use ATR instead of standard deviation — which often makes them better suited for trend following. Live today as strategy 10 in the Backtesting Arena.
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