ARB_USD close: $0.12
Prophet Forecast
Fear/Greed + Price
pearsons cor(100-days): 0.7883
Return Distribution
Best strategy: MA(12,118) → 191.18% Return, Sharpe 1.31
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 191.18% | 12 | 118 | 2026-05-07 00:00:00 | 2025-10-09 00:00:00 | hold | 1.31 | -0.0234 |
| 180.67% | 17 | 54 | 2026-04-13 00:00:00 | 2026-01-24 00:00:00 | hold | 1.24 | -0.0299 |
| 178.98% | 18 | 62 | 2026-04-15 00:00:00 | 2026-01-23 00:00:00 | hold | 0.97 | -0.1123 |
| 178.66% | 13 | 119 | 2026-05-08 00:00:00 | 2025-10-09 00:00:00 | hold | 1.05 | -0.0485 |
| 171.34% | 17 | 53 | 2026-04-13 00:00:00 | 2026-01-24 00:00:00 | hold | 1.09 | -0.0606 |
| 171.00% | 13 | 118 | 2026-05-07 00:00:00 | 2025-10-09 00:00:00 | hold | 0.95 | -0.0743 |
| 170.34% | 21 | 109 | 2026-04-30 00:00:00 | 2025-10-09 00:00:00 | hold | 0.97 | -0.0488 |