⚔️ MMA-ArenaElite
Two assets against each other — always 100% in one. Backtest anti-cyclical pairs trading strategies.
Select Pair
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Signal Mode
The A/B price ratio is smoothed (SMA 20). Ratio crosses SMA upward → switch to A. Downward → switch to B.
Parameters
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Select a pair and run the backtest.
How to hunt anti-cyclical pairs
MMA-Arena is a truffle-hunting tool. Not every pair works — but the ones that do beat buy & hold by a wide margin.
Choose two assets that move for different reasons — e.g. Bitcoin and gold, tech stocks and bonds, commodities and growth.
A correlation below −0.15 signals real anti-cyclicality. The more negative, the more the strategy benefits from constant rebalancing between assets.
If your custom pair shows negative correlation, a "Suggest" button appears. Submitted pairs are reviewed and can graduate to the Curated list.
The three switching signals
The signal determines when the strategy switches between A and B. Which works best depends on the pair — Pair Insights shows aggregated results across all runs.
📊 Ratio-based (recommended)
A/B ratio crosses its SMA. Reacts to medium-term shifts in relative strength.
🔄 Momentum
Buy the short-term underperformer. Anti-cyclical rebalancing after short-term underperformance.
📡 Signal (RSI)
RSI of an asset falls below threshold = switch in. Oversold-based timing.
Which signal mode performs best on which pair type is shown in Pair Insights — aggregated from all community backtests.