ARB_USD close: $0.12
Prophet Forecast
Fear/Greed + Price
pearsons cor(100-days): 0.8051
Return Distribution
Best strategy: MA(17,54) → 186.24% Return, Sharpe 1.34
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 186.24% | 17 | 54 | 2026-01-12 00:00:00 | 2026-01-24 00:00:00 | hold | 1.34 | -0.0249 |
| 178.53% | 13 | 119 | 2025-10-08 00:00:00 | 2025-10-09 00:00:00 | hold | 1.08 | -0.0485 |
| 176.63% | 17 | 53 | 2026-01-12 00:00:00 | 2026-01-24 00:00:00 | hold | 1.18 | -0.0606 |
| 170.48% | 21 | 109 | 2025-07-14 00:00:00 | 2025-10-09 00:00:00 | hold | 0.99 | -0.0488 |
| 170.10% | 12 | 118 | 2025-10-07 00:00:00 | 2025-10-09 00:00:00 | hold | 1.16 | -0.0234 |
| 168.08% | 16 | 55 | 2026-01-12 00:00:00 | 2026-01-23 00:00:00 | hold | 1.29 | -0.0249 |
| 167.92% | 13 | 63 | 2026-01-13 00:00:00 | 2026-01-22 00:00:00 | hold | 1.05 | -0.0548 |