That'd be where you're wrong... which is where the problem lies. I haven't improved at all. I am no better at dodging enemies, or Winter, or any better at taking less damage. All that happened was I took my time and cared less about not getting S ranks, and pumped my DEF. When a season mage/knight hits you for 21, you can quite happily hop into a room and tear through everything for an S rank, not caring much about the hit or two you might take because the health orb on the next floor will cater for that, if not give you more health in return. I don't think that is a strategy that should be allowed in Arcade. It's about mastering enemy attack patterns, not tanking everything like you do in story mode.
Rdy might've said the best form of defence is excessive offence. When you have excessive offence and defence, it's a winning combo.