ARB_USD close: $0.41
Prophet Forecast
Fear/Greed + Price
pearsons cor(100-days): 0.6857
Return Distribution
Best strategy: MA(16,56) → 171.83% Return, Sharpe 1.48
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 171.83% | 16 | 56 | 2025-05-07 00:00:00 | 2025-06-12 00:00:00 | hold | 1.48 | -0.0249 |
| 163.76% | 17 | 54 | 2025-05-07 00:00:00 | 2025-06-12 00:00:00 | hold | 1.35 | -0.0249 |
| 162.60% | 17 | 53 | 2025-05-07 00:00:00 | 2025-06-11 00:00:00 | hold | 1.29 | -0.0551 |
| 156.37% | 13 | 63 | 2025-05-09 00:00:00 | 2025-06-15 00:00:00 | hold | 1.10 | -0.0548 |
| 154.73% | 16 | 55 | 2025-05-06 00:00:00 | 2025-06-12 00:00:00 | hold | 1.39 | -0.0249 |
| 153.32% | 18 | 62 | 2025-05-09 00:00:00 | 2025-06-15 00:00:00 | hold | 0.89 | -0.1123 |
| 151.62% | 13 | 121 | 2025-07-11 00:00:00 | 2025-06-04 00:00:00 | hold | 1.38 | -0.0234 |