Backtesting Arena

Backtesting Arena

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Arena Blog

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

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97–108 of 153 posts · page 9 of 13

Tools

Why LLMs Can't Trade — What $60,000 in Losses at an AI Trading Arena Tell Us About Autonomous AI Trading

Backtesting Arenatradingstrategies.work

Six frontier LLMs got $10,000 each and were told to autonomously trade crypto perps. Four lost more than 60 percent. The two winners were Chinese. What this really tells us isn't "China wins AI." It's: LLMs are language probability models, not market actors. A sober look at the latest empirical evidence that autonomous AI trading doesn't work.

LLMAI-TradingReinforcement Learning+5
May 20, 20261 min
Tools

Bitcoin Leverage Backtest: What If You'd Started in 2018? (Historical Replay)

Backtesting Arenatradingstrategies.work

CAGR assumptions are smooth. Bitcoin isn't. Anyone planning in a hypothetical world of constant 20% growth is planning for a world that never existed. We've added a Historical Replay mode to the Bitcoin Lifestyle Calculator — pick a start year and we run your strategy through the actual BTC history with Mt.Gox aftermath, COVID crash, FTX collapse, and ATH hype. Here's why that's often brutal and always honest.

BitcoinLeverageLifestyle
May 20, 20261 min
Tools

Bitcoin Stress Test & Monte Carlo: Will Your Plan Survive 1,000 Scenarios?

Backtesting Arenatradingstrategies.work

Most BTC lifestyle calculators give you ONE number: "in 20 years you'll have X." That's fantasy, not planning. Bitcoin runs at ~70% annualized volatility — the expected value is just one of millions of possible stories. We've added two risk lenses to the Bitcoin Lifestyle Calculator: a Multi-Path Stresstest and a 1000-path Monte Carlo simulation. Here's what they tell you and why you need both.

lifestyle-calculator · risk-management · monte-carlo · feature-launch
May 20, 20261 min
Strategy

New Strategy: BTC Signal — RSI/SMA for Altcoins

Backtesting Arenatradingstrategies.work

A new strategy for altcoins is live: trade any alt with RSI(14) / SMA(14) computed on BTC/USDT instead of on the alt itself. The idea: BTC is the bellwether — when the macro regime is on, trade alts; when it isn't, get out.

BacktestingCryptoRSI+4
May 20, 20261 min
Strategy

The Golden Cross: Does It Actually Work?

Backtesting Arenatradingstrategies.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.

Golden CrossMoving AverageBitcoin+4
May 20, 20261 min
Strategy

RSI vs. Golden Cross vs. OBV-MACD: Which Strategy Actually Wins?

Backtesting Arenatradingstrategies.work

Golden Cross, RSI/SMA, and OBV-MACD compared head-to-head on Bitcoin weekly candles. Which strategy wins? The honest answer is surprising — and it says more about the market than about the strategies themselves.

Strategie-VergleichOBVMACD+4
May 20, 20261 min
Strategy Reports

Write Your Own Strategy Report

Backtesting Arenatradingstrategies.work

Until now we wrote the strategy reports. From today you choose: strategy, universe, period, interval — we backtest and deliver PDF and Excel by email. From €14.99.

BacktestingStrategy-ReportsCustom Reports+2
May 20, 20261 min
Tools

What Makes a Backtest Result Trustworthy? Four Questions to Ask

Backtesting Arenatradingstrategies.work

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.

BacktestingMethodikCAGR+4
May 20, 20261 min
Market Structure

Tokenization and the Layer-1s — Who Settles the Next Decade

Backtesting Arenatradingstrategies.work

Ethereum holds 60-65% of all tokenized value. Solana is growing three times as fast. BNB Chain, Stellar, and a handful of Layer-2s join in. What that means for the prices of ETH, SOL, and the rest — and where the "tokenization pumps the coin" story promises more than the mechanics can deliver.

RWATokenisierungEthereum+4
May 19, 20261 min
Tools

Can You Backtest Elliott Wave — and What the Answer Tells You About the Theory

Backtesting Arenatradingstrategies.work

Elliott Wave promises a map for market movements. In reality, the theory has a problem that blocks any systematic validation. We look at why an EW backtest mechanically fails, what you can test instead, and what that means for traders without a PhD in wave counting.

Elliott WaveBacktestingMethodology+4
May 19, 20261 min
Tools

Why I Built Backtesting Arena — And What It Cost Me First

Backtesting Arenatradingstrategies.work

There's no textbook SaaS pitch behind Backtesting Arena — just the simple question every serious trader asks after enough cycles: which rules would have actually kept me out of the worst losses? An honest origin story.

Origin StoryBacktestingTrading-Strategien+4
May 19, 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.

RSIMomentumTrend-Filter+4
May 18, 20261 min
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