Arena Blog
Data-driven insights on trading strategies, backtests, and market analysis.
61–72 of 178 posts · page 6 of 15
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.
We Fixed Our Fibonacci Strategy — and Retired It Anyway
Auditing 40,000 backtests, our Fibonacci strategy came up short. Before cutting it we asked: is it our config? A better exit made it 20 points better — and we retired it anyway. Why "beats Buy & Hold" isn't the bar.
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.
The Agentic Brokerage: Why AI Signals Make Honest Backtesting More Important, Not Less
A thesis says trading platforms are going "agentic" — AI monitors, signals, executes. The structural part is right. The blind spot sits where money is lost.
Do Credit Flows Lead Crypto? What a Popular Chart Shows — and What It Doesn't
A chart claims to "prove" liquidity leads crypto. The thesis is serious — the chart isn't proof. What it shows, what it doesn't, and how to test it honestly.
When the Product Works but the Token Falls: The Zeus Network Case
zBTC runs, it's multi-chain, the product delivers — and the ZEUS token fell about 98%. How does that fit, and what does the road ahead look like? A sober tokenomics case study.
Why QT Is Over — and What It Means for US Treasuries
The Fed looks trapped: fight inflation with high rates, or refinance the debt cheaply. But it already resolved part of that bind — by decoupling its tools. A methodical read on what this means for Treasuries.
BIP-110 Chain-Split Fears: What's Really at Stake on August 7 — and What Isn't
"Bitcoin splits in August because miners disagree." The date is roughly right, the mechanism in that sentence isn't. What BIP-110 actually triggers — and what it doesn't.
Is Crypto Safe? Why Crypto Looks Less Secure Than It Is
The "hacked again" reflex is wrong. What the Polymarket case actually shows — and the two places where crypto genuinely is harder.
40,000 Backtests — What the Data Says Now (and What Changed Since 10k)
Five weeks ago it was 10,000 backtests; today it's over 40,000. With 4x the data, the "beats Buy & Hold" rate falls from 64% to 52%, four in five runs land below 50% win rate, and one memecoin still holds its 197,923% record. What selection bias does to sample size — on real numbers.
Option vs. Annuity Machine: Two Ways to Be Invested in the Same AI-Healthcare Sector
"Invested in AI healthcare" can mean two almost opposite things. Two real companies show it: an annuity machine with ~86% recurring revenue — and an option with not a single approved drug. Same label, opposite risk DNA.
Why SMC Indicators Look Better Than They Backtest
A smart-money indicator paints clean zones that price seems to respect. Backtest it honestly and the magic fades. The reason is mechanical — repainting and vanished losers — not your skill.
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