
Arena Blog
Data-driven insights on trading strategies, backtests, and market analysis.
1–5 of 5 posts
The Strategy Library: Not a Leaderboard, a Toolbox
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.
We Rebuilt Our Worst Strategy Correctly — It Worked — and Cut It Anyway
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.
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.
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.
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.
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