GMX_USD close: $12.93
Prophet Forecast
Fear/Greed + Price
pearsons cor(100-days): 0.5188
Return Distribution
Best strategy: MA(21,78) → 144.53% Return, Sharpe 1.14
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 144.53% | 21 | 78 | 2025-05-12 00:00:00 | 2025-06-26 00:00:00 | hold | 1.14 | -0.0875 |
| 143.54% | 21 | 169 | 2024-11-22 00:00:00 | 2025-01-17 00:00:00 | hold | 1.54 | -0.0049 |
| 142.30% | 11 | 50 | 2025-04-18 00:00:00 | 2025-06-21 00:00:00 | hold | 0.98 | -0.1481 |
| 139.76% | 18 | 56 | 2025-04-24 00:00:00 | 2025-06-25 00:00:00 | hold | 1.61 | -0.0297 |
| 139.45% | 21 | 172 | 2024-11-23 00:00:00 | 2025-01-17 00:00:00 | hold | 1.47 | -0.0049 |
| 139.45% | 21 | 171 | 2024-11-23 00:00:00 | 2025-01-17 00:00:00 | hold | 1.47 | -0.0049 |
| 139.45% | 21 | 170 | 2024-11-23 00:00:00 | 2025-01-17 00:00:00 | hold | 1.47 | -0.0049 |