Backtesting Arena

Frame a dip/accumulation thesis WITHOUT a recommendation. Given an asset (BTC/ETH/SOL), a named cycle-state preset and a thesis horizon, returns: (1) a tranche LADDER anchored to STRUCTURAL marks (200-week MA, support clusters) below spot — not calendar-DCA, not a price forecast; (2) the cited historical base rate from the analog engine (what forward returns followed comparable states, with effective-n and small-n warnings); (3) the explicit lump-sum-vs-tranche tradeoff (laddering buys lower timing variance, NOT higher expected value). Requires an invalidation point (mandatory: at what scenario is the thesis wrong). Composes the historical-analog + key-levels tools; descriptive only, never a buy/sell signal. This structural framing is MCP-only; a related (different-method, EV/Kelly) interactive tool is at https://tradingstrategies.work/analyse/dip-decision. [API Pro tier]

Daily Altcoin-Season indicator (v7 Native-Filter methodology). Returns BTC-Dominance, Alt-Dominance, 4 Layer-1 signals (USDT.D, USDC.D, BTC-DOM, ETH-DOM), overall color (red/amber/green) + Top-50 CoinGecko snapshot. [Free tier]

Historical daily Altcoin-Season snapshots (overall_color, BTC/Alt/Stable dominance, BTC price). Tier-capped. [Free 30d / Pro 365d / Power unlimited]

Detail for one of YOUR backtest runs (or admin-readable). Returns metrics, asset, interval, date range, CAGR/winRate/drawdown, params. [API Pro tier]

Trades list and per-trade equity progression for one of your backtests. [API Pro tier]

Pre-aggregated weekly correlations between Bitcoin and 13 macro components (Fed Net Liquidity, VIX, DXY, Real Yield 10Y, NFCI, HY Credit Spread, Yield Curve, etc.) + 4 asset classes (Gold, SPX, Nasdaq, DXY). Returns quadrant_performance (BTC return stats per 2D-matrix quadrant — annualized return, vol, max drawdown, positive-period%), component_correlations (Pearson 90d/1y/5y per macro component + quartile-performance), asset_correlations (Pearson per window + per quadrant), current_quadrant. Historical analysis only — not investment advice. [Free tier]

Daily Bitcoin market structure from 1000-bar Phantomflow adaptation (BTCUSDT 1d). Returns current_trend (up/down/sideways), last trend change timestamp, counts of waves + fractals, and last-5 fractals on each side (up = pivot highs, down = pivot lows). Educational analysis of price action — no signal, no recommendation. [Free tier]

Bitcoin Bullmarket-Ampel current state (0-5 active stages). Returns active_count, stage_history, stage breakdown. Higher count = more bull-market signals firing. [Free tier]

Crypto cycle position — where are we in the cycle? Default BTC: point-in-time 10-indicator aggregation (MVRV-Z, NUPL, Puell, Pi-Cycle, Funding, Hash-Ribbons, Power-Law, Rainbow, F&G, Mayer). Pass asset=ETH or asset=SOL for a per-coin cycle read built from the transferable price-derived indicators (Mayer, weekly-RSI, 200-week-MA distance) with renormalized weights; BTC-native indicators (halving, dominance, mining, hash-ribbons, F&G, Pi-Cycle, on-chain) are explicitly returned as `not_applicable` rather than faked. All return raw + Z-Score, signal enum, and a `percentiles` block ranking each indicator against that asset’s own history. Point-in-time scored — not reconstructable from a generic price API. [Free tier]

Historical daily BTC-Cycle adj_score + z_adj_score series. Tier-capped range. [Free 30d / Pro 365d / Power unlimited]

Daily drift log comparing bgeometrics (legacy) vs BRK (canonical-soon) pilot metric pairs. Returns mean / max / outlier counts per pair for the requested window. Used by BRK-migration review (every 4 weeks). [API Pro tier]

Platform-wide aggregated analysis: how each Pro+ entry filter (200 WMA, ATR low/high/expansion, Altcoin Season, Bullmarket confirm/strict) affects strategy CAGR — baseline vs. filtered, median across all real backtest runs for a given market. Verdict: helps (Δ>+1pp, ≥30 runs) / neutral / hurts / insufficient_data. Filters evaluated in isolation (no stacking). Also returns baseline_net_cagr / filtered_net_cagr (median CAGR after per-side trading costs; verdict/delta stay gross). [Free tier]

Spot-ETF net flows (USD millions) — is the flow impulse turning or accelerating? The summary only gives point-in-time deltas; this exposes the trend: 30d/90d net flow, acceleration (last-30d vs prior-30d net flow), a direction label (inflows/outflows/flat) and a compact cumulative-inflow time series so direction and speed are visible, not just a single delta. Default BTC; pass asset=ETH or asset=SOL. Source SoSoValue. Descriptive only, not a signal. [Free tier]

Crypto Fear & Greed Index from alternative.me with historical context. Returns current value 0-100, classification (extreme fear/fear/neutral/greed/extreme greed), recent history, plus arena-specific cadence cache for change-detection. [Free tier]

Lift analysis of entry filters (200WMA, Altcoin-Season, ATR-Volatility, Bullmarket-Stage) per strategy combo — baseline vs filtered CAGR/win-rate/drawdown. [API Pro tier]

Latest aggregate Binance Perpetual Funding Rate (8h cadence). Returns value, 30d moving average and Z-Score. Positive = longs pay shorts (bullish bias), negative = shorts pay longs (bearish bias). [Free tier]

Historical Binance Perpetual aggregated funding rates (8h cadence). Tier-capped. [Free 30d / Pro 365d / Power unlimited]

Detailed Altcoin Screener score for a specific coin by CoinGecko ID. Pro+ gets raw factor values (9 factors across groups A/B/C). [Free tier]

Altcoin screener ranking — which altcoins look strong right now? Today's CoinGecko Top-200 scored by a composite of 3 factor groups: Mean-Reversion (A), Tokenomics (B), Market-Structure (C). Backtest-validated factors, not a hype list. Limit gated by tier: Free top-10, Pro top-50, Power top-200. [Free tier, daily refresh]

Bi-weekly equal-weight basket backtest for Top-N screener picks vs BTC and market average. Shows CAGR, max drawdown, win-rate. Free: top-10 default. Pro+: custom N. [Free tier]

Latest Hash Ribbons indicator (Charles Edwards). Returns 30d and 60d hashrate moving averages — when 30d > 60d after a capitulation, signals miner recovery (bullish). [Free tier]

What happened historically after the Bitcoin cycle looked like this? Conditional forward-return distribution for a named preset cycle state — over N DISTINCT historical episodes matching that state, returns median/IQR/positive-share forward returns (30/90/180/365d) with effective-n, small-n warnings and point-in-time integrity. A distribution, NOT a recommendation. Not obtainable from web search or public market-data APIs — requires point-in-time indicator history and look-ahead-free episode matching. Presets: cycle_bottom_cluster (Cycle bottom cluster), cycle_top_cluster (Cycle top cluster), deep_fear (Deep fear), euphoria (Euphoria). Also works for asset=ETH/SOL (F2 cycle history), but only price-derived presets (cycle_bottom_cluster, cycle_top_cluster) — fear-greed presets are BTC-only. [API Pro tier]

Latest Deribit volatility snapshot for BTC or ETH. Returns DVOL (30d vol index), constant-maturity ATM implied vol (30/60/90/180d via options chain), 30d realized vol, and vol risk premium (IV - RV). Useful for position sizing, options strategies, and market regime assessment. Backfill: BTC from 2021-04-01, ETH from 2022-02-15. [Free tier]

Polls an async job by job_id (created via arena_run_universe_backtest). Returns status (pending/running/completed/failed), progress_pct, pairs_completed, and once completed: the full result (summary + per-pair results). [Free tier]

Reproducible Bitcoin support/resistance zones — where do past swing pivots cluster? Aggregates the market-structure swing fractals (pivot highs + lows) into price zones within a tolerance band, each with a touch-count (how often the zone was tested), band, last-touch date and signed distance from the current price. Resistance = zones above spot, support = below, nearest-first. Replaces eyeballing levels off a fractal chart with a mechanical clustering. Descriptive only — NOT a prediction of where price turns and NOT a buy/sell signal. [Free tier]

Fetch a versioned, explainable Knowledge Object by type + subject (e.g. type='market_regime', subject='GLOBAL'). Returns the current published envelope: payload, explanation (factors + weights + confidence), provenance (inputs + params), ontology binding, compute version. ONE tool covers ALL knowledge types. Set include_graph=true to also walk the knowledge graph: resolved outbound edges (what this object is derived_from / references) + inbound edges (what derives from / references it), each with api_path + seo_slug so you can follow them. [Free tier; per-object access additionally gated by min_tier]

Daily Macro Regime snapshot from 18 components in 6 tiers (Liquidity 30%, Financial Conditions 20%, Risk Appetite 15%, Crypto Liquidity 10%, Business Cycle 15%, Inflation/Real Rates 10%). FRED-sourced. Returns composite_score (0-100), regime_label (risk_off/neutral/risk_on_leaning/risk_on), cycle_phase_label (contraction/early_expansion/mid_expansion/late_expansion), matrix_quadrant (sweet_spot/late_cycle_warning/crisis/recovery), tier_scores (6 sub-scores), components (flat key/value of all 18), plus stale_components_detail dating each stale input (last_good_date + age_days) so freshness is quantified, not a vague caveat. [Free tier]

Last finalized Deribit BTC options expiry: max_pain_strike, spot_at_expiry, %-diff, put_call_ratio, notional. Plus up to 10 upcoming expiries with current live max-pain levels and days_to_expiry. Cron collects daily 02:00 UTC from Deribit Public API. [Free tier]

Historical finalized Deribit BTC options expiries. Each row: expiry_date, max_pain_strike, spot_at_expiry, %-diff, P/C ratio, notional, quarterly/monthly flag. Useful for backtesting Max Pain theory. Days auto-capped by tier: Pro 365d, Power 3650d. [API Pro tier]

Latest Mayer Multiple (BTC-Price ÷ 200-day SMA). Trace Mayer (2014): <0.7 = capitulation, 0.7-1.5 = neutral, 1.5-2.4 = bullish, >2.4 = euphoria. [Free tier]

Historical Mayer-Multiple values (BTC-Price ÷ 200d SMA). Tier-capped. [Free 30d / Pro 365d / Power unlimited]

Historical time series for a BRK on-chain metric. Date range auto-capped by tier. [Free 30d / Pro 365d / Power unlimited]

Latest value of a BRK on-chain series. series_id comes from arena_list_onchain_series. Returns { series_id, metric_name, date, value }. [Free tier]

Resolve a knowledge-platform term to its canonical definition (e.g. term='regime'). Returns label, definition (EN/DE), calculation, unit, source + source_ref, version, related terms. Use this to resolve the onto:<term>@<version> references inside Knowledge Objects. [Free tier]

Daily 0-100 heat score for the Bitcoin market, aggregated from 8 components (BTC-Cycle, F&G, Altcoin-Season, Bullmarket-Ampel, Funding-Rate, Hash-Ribbons, Mayer-Multiple, MVRV-Z). Returns score, band label, color, 7d/30d delta, verdict, components breakdown, plus score_percentile ranking today’s score against its own history (e.g. 42 = 44th percentile — how hot/cold vs history, not just the raw number). [Free tier]

Historical daily Arena-Pulse scores (date + score + band). Returned in ascending date order. Range capped by tier. [Free 30d / Pro 365d / Power unlimited]

Poll the status of a Custom-Report job. Lifecycle: pending_payment → queued → running → generating → success/failed. Returns progress_pct, succeeded/failed counts, plus pdf_url / xlsx_url when done. [API Pro tier]

Assess one backtest result against its neighborhood instead of trusting a single "+X% CAGR" cell. Given a (strategy, interval, pair) and YOUR result (user_cagr, optional user_sharpe), returns: the cross-asset distribution of the SAME strategy+interval across every pair the backtest factory ran it on (median, IQR, positive-share, your percentile), a plateau/spike/fragile/mixed verdict, and — where Sharpe coverage allows — a Deflated Sharpe threshold whose N is COUNTED (the number of neighbor assets IS the testing family), not guessed. Honest small-n handling: fewer than 15 neighbors → "insufficient", no DSR-N claimed. Set axis="parameter" for the secondary, always-anecdotal view (the few parameter settings tested on this exact pair). Read-only over result aggregates, look-ahead free; never a recommendation. [API Pro tier]

Crypto sentiment — Fear & Greed, funding-rate, Altcoin-Season and Arena-Pulse aggregated into one multi-source view, plus optional ticker-level sentiment. Configurable period. [Free tier]

Read-only access to a publicly shared backtest by its share-id. Anyone can fetch — used for sharing strategy results with non-users. [Free tier]

Current signal-status (green/yellow/red) for a strategy on a pair+interval. Backed by the daily check-signals cron — needs at least one user with an active Ampel on this combination. [Free tier]

Current BTC, ETH and SOL spot price — what is Bitcoin (or ETH/SOL) worth right now? Live USDT-quoted last price plus 24h change %, high and low from Binance. Use this to anchor the connector’s own analytics (cycle, historical-analog, gem scores) with the current market price instead of switching to web search mid-analysis. Context only — not a recommendation. [Free tier]

Aggregate stablecoin supply (crypto-liquidity proxy) — is the liquidity impulse turning or accelerating? macro_regime only gives the 30d delta; this exposes the trend: current supply, 30d/90d change (USD + %), and acceleration (last-30d vs prior-30d change) plus a compact time series so direction and speed are visible, not just a single delta. Source DefiLlama peggedUSD. Descriptive only, not a signal. [Free tier]

Latest BTC short-term-holder cost basis (realized price of coins younger than ~155 days, BRK brk_sth_realized_price) plus derived STH-MVRV (spot ÷ STH cost basis) and an in_loss flag (spot below cost basis = recent buyers underwater in aggregate, historically stress / near local bottoms). Descriptive on-chain context, not a buy/sell signal. [Free tier]

Per-(strategy, asset, interval) filter-effect analysis. Returns baseline-stats (no filters) + each observed filter-variant's stats with cagr_delta / drawdown_delta / win_rate_delta vs the time-overlap-matched baseline + best_by_cagr pick + not_applicable_filters list (e.g. altcoin_season excluded on BTC-pair). Based on REAL backtest aggregations — not theoretical 2^5 permutations. Use this to answer 'Which filters would improve my backtest for X on Y?'. [Free tier]

Aggregated backtest performance per (strategy × interval) cell. If `strategy` AND `interval` provided, returns detail with per-asset breakdown + param variants. Otherwise returns the full matrix (Top-10 cells for Free tier; full for Pro+). [Free Top-10 / Pro+ full]

Aggregated backtest performance for ONE specific (strategy, asset, interval) combination. Returns run_count, avg_cagr, avg_win_rate, avg_drawdown, effective_years, and vs_buy_hold comparison (beats_buy_hold, cagr_delta). For multi-strategy overview use arena_get_strategy_insights. Use this to answer 'How does strategy X perform on asset Y?'. [Free tier]

Historical backtest performance for ONE (strategy, asset, interval) combination SPLIT BY macro market regime (sweet_spot / late_cycle_warning / crisis / recovery — classified at each trade's entry date), PLUS a recommendation for the CURRENT live regime. Answers the killer question 'Should I trade this strategy NOW?'. Each regime bucket returns trades, win_rate, avg_pnl_pct, reward_risk_ratio (per-trade mean/stddev, NOT annualized Sharpe), share_of_time_pct and a rating. [Free tier]

Detail view of one universe, including pair list. [Free tier]

CAGR breakdown by volatility phase (Low / Normal / High) per asset & timeframe. Used to find regime-fit for strategies. [API Pro tier]

Returns the current ATR-based volatility phase (low/normal/high/expansion) for all tracked assets: Top-10 Crypto pairs, Top-10 Stocks, Top-10 ETFs. Updated daily at 08:00 UTC. Useful for regime-aware strategy selection. [Free tier]

Returns top-3 strategies ranked by historical win-rate for the current volatility phase of a given asset pair. Phase is detected from the latest snapshot. Minimum 20 trades per phase required for inclusion. Use this to answer "which strategies work best right now for BTC?". [API Pro tier]

Public Top-100 list of highest-CAGR backtest results across all users (with anonymized usernames). Filterable by asset_class and strategy. [Free tier]

Lists your own backtest runs, filterable by asset_type / strategy / pair / interval. Paginated with limit + offset. [API Pro tier]

Discover what Knowledge Objects exist: lists all published types + their subjects (with min_tier, api_path, seo_slug, latest as_of). Use this BEFORE arena_get_knowledge to learn valid type/subject pairs instead of guessing. New types appear automatically. [Free tier]

Lists all available Bitcoin Research Kit (BRK) on-chain series (21 metrics like MVRV, NUPL, SOPR, Realized-Price, Mayer, Puell, STH/LTH SOPR, Hash-Ribbons). Returns id + label + group. Use the id with arena_get_onchain_latest / _history. [Free tier]

Lists all backtest strategies (key, label, plan, supported asset classes, primary indicators). Filterable by asset class and plan. Use this before calling arena_run_backtest to discover valid strategy names. [Free tier]

Returns all active subscriptions for the current API key. [API Pro tier]

Lists all crypto asset universes (BTC, top-10 crypto, top-50 crypto, etc.) — the underlying pair-sets used by custom-report and universe-backtest endpoints. [Free tier]

Get a pricing quote for a custom report (universe-backtest PDF + Excel) without committing to a purchase. Returns price, universe size + preview, excluded pairs, and filter config. Crypto universes use top-N tiers (top-10 … top-250) or a custom pair list. [API Pro tier]

Triggers a single-asset backtest with full strategy / filter / params control. Returns aggregate metrics + run-id. Sync (3-10s typical). Per-day quota: Pro=50, Power=500. [API Pro tier]

Grid-bot simulation on historical candles. Returns final value, return%, CAGR, trades, fees, buy-hold comparison. Free tier limited to BTCUSDT/ETHUSDT. Per-day quota: Free=5, Pro=50, Power=500. [Free / Pro / Power tier]

Backtests one strategy on up to 50 pairs at once. Returns immediately with a job_id; poll arena_get_job_status to check progress. Provide either universe_id (e.g. 'crypto-top-10') OR explicit pairs[]. Background runtime: ~1.5s × n_pairs. Per-day quota: Pro=5, Power=50. [API Pro tier]

Creates a subscription that fires when the Bullmarket-Ampel active stage count (0-5) changes. Optional direction filter (up/down/any) + specific stages of interest. [API Pro tier and up — 3 active subscriptions max for Pro, 20 for Power]

Creates a subscription that fires when the BTC-Cycle band changes (e.g. capitulation → risk-off → neutral → constructive → euphoric). Optional bands filter restricts to specific targets. [API Pro tier and up — 3 active subscriptions max for Pro, 20 for Power]

Creates a subscription that fires when the daily 0-100 Arena-Pulse score crosses threshold_above (up) or threshold_below (down). At least one threshold required. [API Pro tier and up — 3 active subscriptions max for Pro, 20 for Power]

Creates a subscription that fires when an existing Ampel-Config's signal changes (BUY ↔ SELL). User must first create an ampel-config via the Web UI (`/dashboard/ampel`) and pass its UUID here. Optional signal_types filter restricts to BUY-only or SELL-only. [API Pro tier and up — 3 active subscriptions max for Pro, 20 for Power]

Check for additional tools whenever your task might benefit from specialized capabilities - even if existing tools could work as a fallback.

Backtest a trading strategy honestly — look-ahead-aware validation with Deflated-Sharpe-Ratio / multiple-testing correction (Bailey & López de Prado). Returns an EVIDENCE verdict (insufficient_evidence | anecdote | failed_oos | passed_oos) plus metrics, flags and caveats — NOT a buy/sell recommendation. Call this before acting on a strategy or signal list. Accepts a named catalog strategy (type=rules), a timestamped BUY/SELL signal list (signal_list), or a timestamped trade list (trade_list). Checks: realistic next-bar fills (look-ahead/optimism), net of cost, out-of-sample split, and a hard 30-round-trip sample gate (under 30 is always "anecdote"). Not reproducible via generic backtest tools that ignore overfitting. [API Pro tier]