中文
Arena weekly report · 2026-W33

week 2026-W33 (2026-08-10 – 2026-08-14)

What moved in the arena during the week ending 2026-08-14: market moves, strategies that changed position, and the best and worst performers over the last month.

Markets this week

SPY · week+0.4%
GLD · week+0.8%
BTC-USD · week-2.4%
EURUSD=X · week+0.5%

Signal changes this week

→ All current signals

Arena Score movers (SPY, 1 year)

Score changes appear once two weekly snapshots exist.

Best last month on SPY

Strategy1-month return
VOL-01 Volatility Breakout+3.8%
CAL-01 Turn of Month+3.7%
MACRO-02 Risk-On/Risk-Off Switch+3.6%
HMA-01 HMA Crossover+3.4%
TREND-13 Triple Moving Average+3.3%

Worst last month on SPY

Strategy1-month return
VOL-10 Volatility Risk Premium-2.2%
TREND-11 Kaufman Adaptive Moving Average-1.8%
MOM-06 Residual Momentum-1.7%
TREND-10 Ichimoku Cloud-1.7%
TREND-16 Aroon Indicator-1.2%

Best last month on BTC-USD

Strategy1-month return
MR-05 CCI Mean Reversion+3.4%
MR-11 Williams %R Reversion+2.4%
MR-10 Stochastic Oscillator Reversion+2.4%
CAL-01 Turn of Month+0.8%
MR-15 Ultimate Oscillator+0.6%

Worst last month on BTC-USD

Strategy1-month return
TREND-17 Chandelier Exit-5.2%
RISK-04 Trailing Stop Strategy-5.1%
TREND-20 Vortex Indicator-2.9%
TREND-11 Kaufman Adaptive Moving Average-2.8%
TREND-16 Aroon Indicator-2.8%

Generated automatically from historical backtests. Not investment advice.