ARB_USD close: $0.30
Prophet Forecast
Fear/Greed + Price
pearsons cor(100-days): 0.4814
Return Distribution
Best strategy: MA(13,119) → 178.53% Return, Sharpe 1.19
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 178.53% | 13 | 119 | 2025-10-08 00:00:00 | 2025-10-09 00:00:00 | hold | 1.19 | -0.0485 |
| 170.48% | 21 | 109 | 2025-07-14 00:00:00 | 2025-10-09 00:00:00 | hold | 1.10 | -0.0488 |
| 170.10% | 12 | 118 | 2025-10-07 00:00:00 | 2025-10-09 00:00:00 | hold | 1.28 | -0.0234 |
| 169.88% | 13 | 63 | 2025-07-14 00:00:00 | 2025-09-26 00:00:00 | hold | 1.18 | -0.0548 |
| 169.00% | 16 | 56 | 2025-07-13 00:00:00 | 2025-09-26 00:00:00 | hold | 1.30 | -0.0249 |
| 163.33% | 16 | 124 | 2025-07-12 00:00:00 | 2025-10-09 00:00:00 | hold | 1.16 | -0.0272 |
| 161.07% | 17 | 54 | 2025-07-13 00:00:00 | 2025-09-26 00:00:00 | hold | 1.19 | -0.0249 |