Arena Blog
Data-driven insights on trading strategies, backtests, and market analysis.
1–5 of 5 posts
Triple Strike Reversal — A Strategy Not Made to Stand Alone
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.
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.
RSI(2) Mean Reversion Backtest: Why We Retired It for Stocks
RSI(2) mean reversion, honestly backtested (2018–2026): on stocks it loses badly to buy & hold; on crypto it wins — for an uncomfortable reason.
Bollinger Bands + RSI is live — the strict mean-reversion play
A new strategy is live: BB+RSI combines two classics into a strict mean-reversion setup. BUY only when price is at the lower Bollinger band AND RSI is oversold — two conditions, fewer false signals. Pro+.
Grid trading bots, honestly evaluated — what "consistent profits" leaves out
Grid bots are marketed as "low-risk" and, with AI, as a source of "consistent profits." We checked the claims against the mechanics: a grid earns on sideways oscillation, not trends — and "always trading" means trend-chasing. A fair breakdown, plus how to actually evaluate a grid bot.
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