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Backtesting Arena

Backtesting Arena Blog

Arena Blog

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

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25–36 of 153 posts · page 3 of 13

Market Structure

The Copper/Gold Ratio: An Overrated Macro Signal for Bitcoin

Backtesting Arenatradingstrategies.work

The copper/gold ratio is sold as a macro and Bitcoin signal. What it actually measures, where it fails, and why a viral "Bitcoin cycle" indicator built on it has look-ahead bias.

copper-gold-ratiomacrolook-ahead-bias+2
Jul 8, 20261 min
Strategy

Opening Range Breakout: Real Strategy, Oversold Story

Backtesting Arenatradingstrategies.work

ORB is sold as the holy grail of intraday trading. What the strategy really is, why the viral result misleads, and what makes or breaks an honest ORB backtest.

opening-range-breakoutorbintraday+6
Jul 8, 20261 min
Strategy

Filters: A Regime Gate Is Not a Magic Switch

Backtesting Arenatradingstrategies.work

A filter that rescues one strategy can strangle the next. We ran 189 filter combinations on crypto — and exactly one survives the strictest overfitting test. What that reveals about the 200 WMA, ATR, Altcoin Season and the Bullmarket gauge.

Filter200 WMAATR+2
Jul 8, 20261 min
Market Analysis

The Signal Layer: Read the Market Before You Trade

Backtesting Arenatradingstrategies.work

A good strategy in the wrong market phase still loses. Six free tools give you the market's temperature — Arena Pulse, macro regime, on-chain, the Bitcoin cycle, sentiment, and the signal traffic light. All share one honest trait: they describe the present, they don't predict the future.

MarktanalyseArena PulseOn-Chain+3
Jul 6, 20261 min
Market Analysis

Why Experts Forecast Worse Than Chimpanzees

Backtesting Arenatradingstrategies.work

A chimpanzee guessing at random beats educated experts on fact questions — and forecasters on predictions. That's not a punchline but the finding of several of the most-cited studies. Why it happens, what Michael Burry has to do with it, and why a real prediction needs two things: a what and a when.

PrognosenFactfulnessTetlock+2
Jul 6, 20261 min
Strategy

Triple Strike Reversal — A Strategy Not Made to Stand Alone

Backtesting Arenatradingstrategies.work

Most trading strategies are sold to you as complete solutions. "Run this system, make money." Enter signal. Exit signal. Repeat. Base rate win percentages plastered across the landing page.

Triple StrikePortfolio OverlayLeverage+5
Jul 6, 20261 min
Tools

What Agents Actually Pay For in Finance Research — The Provider's View

Backtesting Arenatradingstrategies.work

Everyone talks about the agent economy. From the provider side — I run x402-paid financial endpoints — what agents actually buy today is sober: ingredients. And where the line runs between real and vision.

x402ai-agentsagentic-economy+2
Jul 1, 20261 min
Tools

Bitcoin On-Chain: How Big Is the Wrapped-BTC Ecosystem Really?

Backtesting Arenatradingstrategies.work

"Bitcoin is going productive" — they say. Wrapped BTC brings BTC into DeFi. How big is it really, who dominates, where are the catches? A sober map.

bitcoindefiwrapped-btc+2
Jul 1, 20261 min
Market Analysis

On a Short Leash: How the US Pushes Its Debt to the Short End

Backtesting Arenatradingstrategies.work

The US Treasury increasingly funds itself with short-dated T-bills. That lowers cost today — and builds rollover risk for tomorrow. A methodical read on the mechanics behind the headlines.

MacroTreasuriesT-Bills+2
Jul 1, 20261 min
Strategy

When Fees Kill a Strategy: Why We Benched Our Second-Most-Popular One

Backtesting Arenatradingstrategies.work

Our backtest engine used to compute returns before costs. We built a net-of-cost layer that re-prices every fill at a realistic fee — and it flipped our second-most-popular strategy negative after fees. Here is the math, the numbers, and why "beats buy-and-hold" is half a truth until you pay the fees.

net-of-costtrading-feesbacktesting+4
Jul 1, 20261 min
Market Analysis

AI in the Drug-Discovery Race: Shovels, Bets, Giants

Backtesting Arenatradingstrategies.work

Asking which company is well-positioned in the AI drug-discovery race is really three questions at once. We sort the field soberly into shovels, bets, and giants — and show which layer earns regardless of any single trial outcome.

aidrug-discoverybiotech+4
Jul 1, 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.

backtestingmethodologybollinger bands+4
Jul 1, 20261 min
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