Last price bar: 2026-11-10

Strategy heatmap

Arena Score of every strategy on every market over the last five years. Darker cells rank higher against the other strategies on the same market; grey cells were not ranked (almost never in the market).

How the Arena Score works →

Strategy	SPY	GLD	USO	EURUSD=X	DBC	SLV	DBA	UNG	BTC-USD	ETH-USD	Avg
RP-01 Volatility Target	74	78	74	26	62	86	87	64	80	75	71
TREND-20 Vortex Indicator	83	47	51	95	63	78	78	51	61	79	69
MR-01 RSI Mean Reversion	77	71	75	71	32	62	35	86	70	86	66
TREND-17 Chandelier Exit	59	61	66	72	61	83	60	68	78	47	66
VOL-13 Volatility Regime Strategy	55	89	65	47	47	75	60	84	67	50	64
RISK-03 Stop Loss Overlay	41	84	46	56	56	51	73	59	84	83	63
RISK-04 Trailing Stop Strategy	49	62	54	67	80	77	63	43	52	84	63
EVENT-01 Trend + Macro Filter	86	60	57	59	64	76	68	48	61	42	62
REG-14 Volatility Regime Switch	43	65	59	48	56	58	87	42	77	81	62
MR-06 Z-Score Mean Reversion	80	50	75	—	78	25	56	—	—	—	60
MR-15 Ultimate Oscillator	73	46	70	86	49	48	51	46	78	54	60
RISK-01 Drawdown Control	69	72	43	38	69	75	77	35	82	36	60
SEAS-01 Monthly Seasonality	38	73	64	72	68	69	84	35	44	27	58
TREND-10 Ichimoku Cloud	64	73	52	56	48	65	53	34	67	58	57
MOM-10 Accelerating Momentum	76	70	40	66	43	42	59	40	80	51	57
REG-01 Regime Switch	71	80	9	61	24	75	75	—	—	—	57
COMBO-02 MACD + RSI Filter	64	50	25	64	79	54	64	61	45	60	56
TREND-02 Donchian Breakout	39	57	70	42	78	58	46	45	58	69	56
MOM-03 52-Week High Momentum	64	51	34	43	74	83	73	13	76	48	56
MOM-06 Residual Momentum	59	51	86	52	55	44	63	51	62	30	55
MOM-01 Time-Series Momentum	62	52	52	78	66	61	65	17	72	22	55
MR-10 Stochastic Oscillator Reversion	78	60	80	16	76	37	56	34	46	57	54
TREND-18 Coppock Curve	68	75	57	76	33	32	55	41	43	59	54
TREND-15 Darvas Box	54	67	68	66	61	31	43	52	36	58	54
MR-11 Williams %R Reversion	31	62	82	53	80	39	46	70	36	35	53
TREND-13 Triple Moving Average	76	60	55	53	66	57	75	51	33	8	53
MR-03 Kalman Filter Mean Reversion	42	32	87	45	81	60	47	58	47	32	53
MR-12 Money Flow Index Reversion	49	45	73	37	60	55	66	38	24	80	53
MR-02 Bollinger Band Reversion	48	36	64	68	75	21	55	77	23	59	52
TREND-05 Dual Moving Average	78	53	41	35	60	58	70	69	40	16	52
SAR-01 Parabolic SAR	26	64	39	96	47	74	73	18	24	47	51
MR-05 CCI Mean Reversion	51	48	87	29	68	30	55	57	43	39	51
VOL-10 Volatility Risk Premium	53	32	64	14	84	48	58	—	50	—	50
REG-10 HMM Regime Detection	75	40	79	55	24	27	22	80	34	65	50
HMA-01 HMA Crossover	22	62	36	20	87	63	45	42	53	66	50
ADX-01 ADX Trend Filter	38	43	39	71	42	60	13	62	71	59	50
SUPER-01 Supertrend	54	59	49	8	54	68	38	33	55	76	50
TREND-16 Aroon Indicator	36	64	66	71	32	48	27	52	60	26	48
MR-16 Connors RSI	95	40	74	22	47	17	22	59	54	49	48
VOL-01 Volatility Breakout	30	25	63	35	55	81	43	17	43	81	47
TREND-12 MACD Strategy	38	30	26	37	58	64	36	22	73	79	46
TREND-11 Kaufman Adaptive Moving Average	25	59	72	35	50	67	64	34	30	24	46
MOM-11 Momentum Crash Protection	61	49	24	54	27	72	34	75	45	12	45
COMBO-04 Trend + Mean Reversion Hybrid	46	22	23	72	11	44	42	—	65	83	45
KC-01 Keltner Channel Breakout	64	53	37	24	41	49	13	15	82	58	44
TURTLE-01 Turtle Trading	61	51	39	62	40	26	33	21	59	40	43
MR-07 Hurst-Filtered Mean Reversion	44	32	50	25	51	38	27	83	8	14	37
COMBO-01 Bollinger-Keltner Squeeze	22	64	32	30	28	41	59	33	21	43	37
CAL-01 Turn of Month	52	50	27	24	29	15	34	63	26	36	35
MR-14 Detrended Price Oscillator	30	44	13	—	12	41	65	16	27	60	34
TREND-14 Linear Regression Channel	9	11	16	30	6	41	13	69	56	70	32
MR-04 Ornstein-Uhlenbeck Mean Reversion	40	—	51	28	33	12	38	19	15	25	29
TAIL-01 Crisis Alpha	13	17	9	—	17	17	—	85	18	37	26
MACRO-01 Cross-Asset Momentum	86	·	·	·	·	·	·	·	·	·	86
FACTOR-05 Multi-Factor Composite	83	·	·	·	·	·	·	·	·	·	83
MACRO-03 Flight to Quality	55	·	·	·	·	·	·	·	·	·	55
MR-13 TRIX Reversion	—	—	—	—	—	—	—	62	70	20	51
MACRO-02 Risk-On/Risk-Off Switch	43	·	·	·	·	·	·	·	·	·	43
STAT-11 Cointegration Basket	30	·	·	·	·	·	·	·	·	·	30
STAT-10 Dynamic Hedge Ratio Pairs	10	·	·	·	·	·	·	·	·	·	10
COMBO-03 Divergence Strategy	—	—	—	—	—	—	—	—	—	—	—
TREND-19 Elder Triple Screen	—	—	—	—	—	—	—	—	—	—	—

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