Backtesting Arena

Backtesting Arena

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Arena Blog

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

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1–12 of 168 posts · page 1 of 14

★ FeaturedStrategy

The Strategy Library: Not a Leaderboard, a Toolbox

Backtesting Arenatradingstrategies.work

25+ strategies, and the honest question is never "which is best?" It's: which fits what, and when? Four truths that run through the whole library — timeframe decides, "beats B&H" often means losing less, win rate isn't profit, and fit beats breadth.

StrategienTrend FollowingMomentum+2
Jul 8, 20261 min
★ FeaturedTools

Backtesting Arena Is Now a Claude Connector

Backtesting Arenatradingstrategies.work

Backtesting Arena can now be connected to claude.ai with a single click — 65 tools for Bitcoin cycle, on-chain data, macro regime and validated backtests. Instead of generic web-search answers, Claude pulls real, DSR-corrected and point-in-time data. Plus a new interactive tool: the Dip Decision calculator.

ClaudeMCPConnector+5
Jul 5, 20261 min
★ FeaturedTools

We Just Shipped an API That Charges $0.01 Per Call — In USDC, On-Chain, No Account

Backtesting Arenatradingstrategies.work

Phase 4 is live: the same Bitcoin cycle data, on-chain indicators, and aggregated strategy insights now reachable through three channels — REST, MCP, and x402 pay-per-call in USDC on Base. No account required for the third. An AI agent gets HTTP 402, signs a USDC authorization, retries, and has the data three seconds later. What's actually live, why we built it this way, and the Coinbase detour that cost us a day.

x402MCPREST-API+7
May 23, 20261 min
Backtesting

What 100,000 Backtests Say Actually Works in Crypto — and 4 Questions That Expose a Lying Number

Backtesting Arenatradingstrategies.work

Four findings you can trade on — win rates, timeframes, regime filters, costs — and four questions that expose any performance claim. From 100,000 systematic backtests.

backtestingmilestonemethodology+4
Sep 7, 20261 min
Market Analysis

The Interest Rate for 14 African Countries Is Set in Frankfurt. The ECB Will Not Answer for It.

Backtesting Arenatradingstrategies.work

The CFA franc's end was announced in 2019. The rate has not moved since — and the binding part was never the part that was announced. What a currency peg costs, who sets the price of money for fourteen countries, and what it is costing Senegal and Central Africa right now.

waehrungssystemcfa-francpeg+4
Sep 7, 20261 min
Market Analysis

A Tale of Bulls, Bears and Whales

Backtesting Arenatradingstrategies.work

A market fable in two acts — and what it is meant to teach.

market-psychologypositioningliquidation+3
Sep 4, 20261 min
Backtesting

Coin Days Destroyed as a Bitcoin Signal: The Pattern Is Real. The Edge Is Not.

Backtesting Arenatradingstrategies.work

Rising Bitcoin while long-term holders sit still counts as deeply bullish on-chain. We replicated the pattern — and asked the one question missing: compared to what?

bitcoinon-chaincoin-days-destroyed+3
Sep 3, 20261 min
Market Analysis

The Index Inclusion Effect Has Vanished. In Bitcoin ETFs, Flows Follow Price, Not the Other Way Round.

Backtesting Arenatradingstrategies.work

Everyone says index money buys your stock forever. At the one moment that buying is visible, the price no longer moves. We then tested both directions on Bitcoin ETF flows — and only the backward one survived.

etfbitcoinpassive-investing+3
Sep 3, 20261 min
Backtesting

The Median Altcoin Loses to Bitcoin in 3 of 4 Quarters. "Uptrending" Makes It Worse.

Backtesting Arenatradingstrategies.work

Screeners label altcoins "uptrending vs BTC" and stop there. We measured what followed the label across 370 pairs and 458,000 days — and what followed any day.

altcoinsbitcoinbase-rate+3
Sep 1, 20261 min
realized-price

Bitcoin Realized Price: How ETF Shares Freeze the On-Chain Cost Basis

Backtesting Arenatradingstrategies.work

Bitcoin realized price is read as the market's average cost basis. Since ETFs and custodians hold large balances, it measures only part of it. What still holds, and what does not.

realized-priceon-chainetf+1
Aug 31, 20261 min
Market Structure

Did the October 10 Crash Push Bitcoin Into the Bear Market?

Backtesting Arenatradingstrategies.work

Trump announced tariffs, $19 billion was force-sold — and three days later the market looked normal again. Sorting the occasion from the cause.

bitcoinliquidationleverage+3
Aug 18, 20261 min
Tools

Agent Payments: Why No Standard Checks Whether the Work Was Any Good

Backtesting Arenatradingstrategies.work

Agent payments are standardised: authorisation, identity, mandate, settlement. Whether the work was any good, nobody checks. Why that is a boundary and not a gap.

ai-agentsagentic-paymentsx402+2
Aug 15, 20261 min
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