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Arena weekly report · 2026-W46

week 2026-W46 (2026-11-09 – 2026-11-10)

What moved in the arena during the week ending 2026-11-10: market moves, strategies that changed position, and the best and worst performers over the last month.

Markets this week

SPY · week-0.6%
GLD · week+2.8%
BTC-USD · week-4.7%
EURUSD=X · week+0.3%

Signal changes this week

→ All current signals

Arena Score movers (SPY, 1 year)

StrategyScoreChange
EVENT-01 Trend + Macro Filter51.7+8.2
MR-03 Kalman Filter Mean Reversion48.7+7.7
KC-01 Keltner Channel Breakout68.7+7.0
REG-01 Regime Switch66.5+6.4
MR-04 Ornstein-Uhlenbeck Mean Reversion55.4+6.3
COMBO-02 MACD + RSI Filter55.9-5.9
MACRO-02 Risk-On/Risk-Off Switch33.3-5.8
MR-15 Ultimate Oscillator72.4+5.6

Best last month on SPY

Strategy1-month return
MR-10 Stochastic Oscillator Reversion+5.9%
MR-06 Z-Score Mean Reversion+3.8%
MR-04 Ornstein-Uhlenbeck Mean Reversion+3.8%
MR-15 Ultimate Oscillator+2.3%
MR-03 Kalman Filter Mean Reversion+2.3%

Worst last month on SPY

Strategy1-month return
TREND-17 Chandelier Exit-9.3%
MACRO-03 Flight to Quality-8.6%
RISK-03 Stop Loss Overlay-8.5%
FACTOR-05 Multi-Factor Composite-7.3%
REG-14 Volatility Regime Switch-6.4%

Best last month on BTC-USD

Strategy1-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

Strategy1-month return
EVENT-01 Trend + Macro Filter-13.5%
HMA-01 HMA Crossover-11.2%
MOM-01 Time-Series Momentum-11.1%
MOM-03 52-Week High Momentum-11.1%
TREND-05 Dual Moving Average-11.1%

Generated automatically from historical backtests. Not investment advice.

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