ARB_USD close: $0.10
Prophet Forecast
Fear/Greed + Price
pearsons cor(100-days): 0.7576
Return Distribution
Best strategy: MA(12,118) → 196.18% Return, Sharpe 1.32
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 196.18% | 12 | 118 | 2026-05-07 00:00:00 | 2026-05-27 00:00:00 | hold | 1.32 | -0.0234 |
| 185.39% | 17 | 54 | 2026-04-13 00:00:00 | 2026-05-27 00:00:00 | hold | 1.26 | -0.0299 |
| 180.72% | 13 | 119 | 2026-05-08 00:00:00 | 2026-05-28 00:00:00 | hold | 1.04 | -0.0485 |
| 178.81% | 18 | 62 | 2026-04-15 00:00:00 | 2026-05-29 00:00:00 | hold | 0.94 | -0.1123 |
| 176.94% | 21 | 109 | 2026-04-30 00:00:00 | 2026-06-03 00:00:00 | hold | 1.01 | -0.0488 |
| 173.71% | 17 | 53 | 2026-04-13 00:00:00 | 2026-05-26 00:00:00 | hold | 1.08 | -0.0606 |
| 172.97% | 13 | 118 | 2026-05-07 00:00:00 | 2026-05-28 00:00:00 | hold | 0.94 | -0.0743 |