Arena weekly report · 2026-W45
week 2026-W45 (2026-11-02 – 2026-11-06)
What moved in the arena during the week ending 2026-11-06: market moves, strategies that changed position, and the best and worst performers over the last month.
Markets this week
SPY · week-2.7%
GLD · week+4.7%
BTC-USD · week-1.9%
EURUSD=X · week+0.4%
Signal changes this week
- Flat VOL-01 Volatility Breakout · GLD 2026-11-06
- Flat TREND-20 Vortex Indicator · EURUSD=X 2026-11-06
- Flat TREND-17 Chandelier Exit · GLD 2026-11-06
- Long TREND-12 MACD Strategy · SLV 2026-11-06
- Flat MR-10 Stochastic Oscillator Reversion · UNG 2026-11-06
- Flat MR-05 CCI Mean Reversion · UNG 2026-11-06
- Long MR-05 CCI Mean Reversion · SPY 2026-11-06
- Long MOM-03 52-Week High Momentum · ETH-USD 2026-11-06
- Flat HMA-01 HMA Crossover · BTC-USD 2026-11-06
- Long COMBO-02 MACD + RSI Filter · SLV 2026-11-06
- Flat CAL-01 Turn of Month · UNG 2026-11-06
- Flat CAL-01 Turn of Month · EURUSD=X 2026-11-06
- Flat ADX-01 ADX Trend Filter · EURUSD=X 2026-11-06
- Flat VOL-01 Volatility Breakout · SPY 2026-11-05
- Flat VOL-01 Volatility Breakout · SLV 2026-11-05
- Flat VOL-01 Volatility Breakout · ETH-USD 2026-11-05
- Flat VOL-01 Volatility Breakout · BTC-USD 2026-11-05
- Long TURTLE-01 Turtle Trading · EURUSD=X 2026-11-05
- Flat TREND-20 Vortex Indicator · SPY 2026-11-05
- Flat TREND-17 Chandelier Exit · SPY 2026-11-05
- Long TREND-17 Chandelier Exit · EURUSD=X 2026-11-05
- Flat TREND-17 Chandelier Exit · ETH-USD 2026-11-05
- Flat TREND-17 Chandelier Exit · BTC-USD 2026-11-05
- Short TREND-14 Linear Regression Channel · BTC-USD 2026-11-05
- Long TREND-12 MACD Strategy · GLD 2026-11-05
- Flat SAR-01 Parabolic SAR · SPY 2026-11-05
- Long SAR-01 Parabolic SAR · GLD 2026-11-05
- Flat RISK-04 Trailing Stop Strategy · ETH-USD 2026-11-05
- Flat RISK-04 Trailing Stop Strategy · BTC-USD 2026-11-05
- Flat RISK-03 Stop Loss Overlay · SPY 2026-11-05
Arena Score movers (SPY, 1 year)
| Strategy | Score | Change |
|---|---|---|
| RISK-03 Stop Loss Overlay | 15.6 | -41.4 |
| EVENT-01 Trend + Macro Filter | 44.5 | -36.8 |
| MR-10 Stochastic Oscillator Reversion | 85.6 | +29.6 |
| TREND-17 Chandelier Exit | 20.6 | -28.4 |
| MOM-10 Accelerating Momentum | 51.9 | -26.2 |
| MR-14 Detrended Price Oscillator | 66.6 | +26.0 |
| REG-14 Volatility Regime Switch | 11.3 | -25.4 |
| VOL-10 Volatility Risk Premium | 70.8 | +25.0 |
Best last month on SPY
| Strategy | 1-month return |
|---|---|
| MR-10 Stochastic Oscillator Reversion | +3.9% |
| MR-06 Z-Score Mean Reversion | +1.8% |
| MR-04 Ornstein-Uhlenbeck Mean Reversion | +1.8% |
| TREND-16 Aroon Indicator | +1.2% |
| STAT-11 Cointegration Basket | +0.7% |
Worst last month on SPY
| Strategy | 1-month return |
|---|---|
| TREND-17 Chandelier Exit | -9.4% |
| MACRO-03 Flight to Quality | -8.8% |
| RISK-03 Stop Loss Overlay | -8.7% |
| FACTOR-05 Multi-Factor Composite | -6.6% |
| REG-14 Volatility Regime Switch | -6.6% |
Best last month on BTC-USD
| Strategy | 1-month return |
|---|---|
| TAIL-01 Crisis Alpha | +5.2% |
| MR-01 RSI Mean Reversion | +4.0% |
| MR-15 Ultimate Oscillator | +3.4% |
| MR-06 Z-Score Mean Reversion | +3.4% |
| CAL-01 Turn of Month | +3.4% |
Worst last month on BTC-USD
| Strategy | 1-month return |
|---|---|
| EVENT-01 Trend + Macro Filter | -13.8% |
| HMA-01 HMA Crossover | -13.6% |
| MOM-03 52-Week High Momentum | -11.5% |
| TREND-05 Dual Moving Average | -11.5% |
| RISK-01 Drawdown Control | -11.5% |
Generated automatically from historical backtests. Not investment advice.