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Data-driven insights on trading strategies, backtests, and market analysis.

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Strategy

The Strategy Library: Not a Leaderboard, a Toolbox

Backtesting Arenatradingstrategies.work

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.

StrategyTrend followingMomentum+1
Jul 8, 20261 min
Strategy

We Rebuilt Our Worst Strategy Correctly — It Worked — and Cut It Anyway

Backtesting Arenatradingstrategies.work

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.

BacktestingMethodologyMomentum
Jul 1, 20261 min
Strategy

Does Dual Momentum Really Beat Buy & Hold? We Backtested It.

Backtesting Arenatradingstrategies.work

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.

BacktestingBuy & HoldDrawdown+2
Jun 16, 20261 min
Strategy

MACD Cross is live — two modes from one classic

Backtesting Arenatradingstrategies.work

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.

BacktestingCryptoMomentum+1
Jun 11, 20261 min
Strategy

RSI: The Most Popular Indicator in Crypto. Does It Work?

Backtesting Arenatradingstrategies.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.

RSIMomentumBitcoin+1
May 18, 20261 min
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