ARB_USD close: $0.20
Prophet Forecast
Fear/Greed + Price
pearsons cor(100-days): 0.7463
Return Distribution
Best strategy: MA(12,118) → 254.24% Return, Sharpe 1.35
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 254.24% | 12 | 118 | 2026-08-30 00:00:00 | 2026-05-27 00:00:00 | hold | 1.35 | -0.0234 |
| 198.88% | 21 | 109 | 2026-09-01 00:00:00 | 2026-06-03 00:00:00 | hold | 1.12 | -0.0488 |
| 190.11% | 17 | 54 | 2026-08-26 00:00:00 | 2026-08-04 00:00:00 | hold | 1.25 | -0.0299 |
| 185.30% | 12 | 122 | 2026-08-30 00:00:00 | 2026-05-26 00:00:00 | hold | 1.03 | -0.0234 |
| 182.36% | 13 | 119 | 2026-08-31 00:00:00 | 2026-05-28 00:00:00 | hold | 1.01 | -0.0485 |
| 182.04% | 16 | 124 | 2026-09-02 00:00:00 | 2026-05-29 00:00:00 | hold | 1.08 | -0.0272 |
| 179.81% | 21 | 110 | 2026-09-02 00:00:00 | 2026-06-03 00:00:00 | hold | 0.90 | -0.0997 |