Arena Blog
Data-driven insights on trading strategies, backtests, and market analysis.
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40,000 Backtests Later: Which of Our Own Strategies We're Killing
We audited 40,000 of our own backtests — and benched several of our own strategies in the process. Here is what we killed, what we reactivated, and the uncomfortable core lesson: whether a strategy is "good" depends less on the strategy than on the asset class it runs in.
What Makes a Backtest Result Trustworthy? Four Questions to Ask
A backtest with 34% CAGR looks impressive. But is the result trustworthy? Four questions decide whether any backtest is worth taking seriously — from total return vs. CAGR to maximum drawdown to trade count.
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