
Arena Blog
Data-driven insights on trading strategies, backtests, and market analysis.
1–10 of 10 posts
The 200-Week Moving Average and Young Coins: Why the Obvious Fix Backfires
Young coins without 200 weeks of history skip the 200-week filter automatically. We tested the obvious fix across 207 coins — it made everything worse.
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.
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.
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.
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.
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.
Don't miss new blog posts
One short email per new post — strategies, backtests, market analysis. No spam, unsubscribe with one click anytime.
By subscribing you accept our privacy policy. We use Resend for delivery. Double opt-in confirmation required.