ARB_USD close: $0.11
Prophet Forecast
Fear/Greed + Price
pearsons cor(100-days): 0.8236
Return Distribution
Best strategy: MA(12,118) → 191.00% Return, Sharpe 1.30
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 191.00% | 12 | 118 | 2026-05-07 00:00:00 | 2026-05-27 00:00:00 | hold | 1.30 | -0.0234 |
| 180.50% | 17 | 54 | 2026-04-13 00:00:00 | 2026-05-27 00:00:00 | hold | 1.23 | -0.0308 |
| 178.98% | 18 | 62 | 2026-04-15 00:00:00 | 2026-01-23 00:00:00 | hold | 0.96 | -0.1123 |
| 178.66% | 13 | 119 | 2026-05-08 00:00:00 | 2026-05-28 00:00:00 | sell | 1.05 | -0.0485 |
| 173.71% | 17 | 53 | 2026-04-13 00:00:00 | 2026-05-26 00:00:00 | hold | 1.11 | -0.0606 |
| 171.00% | 13 | 118 | 2026-05-07 00:00:00 | 2026-05-28 00:00:00 | sell | 0.94 | -0.0743 |
| 170.34% | 21 | 109 | 2026-04-30 00:00:00 | 2025-10-09 00:00:00 | hold | 0.97 | -0.0488 |