ARB_USD close: $0.44
Prophet Forecast
Fear/Greed + Price
pearsons cor(100-days): 0.7233
Return Distribution
Best strategy: MA(13,63) → 169.40% Return, Sharpe 1.28
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 169.40% | 13 | 63 | 2025-07-14 00:00:00 | 2025-06-15 00:00:00 | hold | 1.28 | -0.0548 |
| 168.53% | 16 | 56 | 2025-07-13 00:00:00 | 2025-06-12 00:00:00 | hold | 1.41 | -0.0249 |
| 160.61% | 17 | 54 | 2025-07-13 00:00:00 | 2025-06-12 00:00:00 | hold | 1.28 | -0.0249 |
| 159.47% | 17 | 53 | 2025-07-13 00:00:00 | 2025-06-11 00:00:00 | hold | 1.23 | -0.0551 |
| 157.70% | 14 | 64 | 2025-07-14 00:00:00 | 2025-06-15 00:00:00 | hold | 1.04 | -0.1049 |
| 154.79% | 18 | 62 | 2025-07-15 00:00:00 | 2025-06-15 00:00:00 | hold | 0.91 | -0.1123 |
| 151.76% | 16 | 55 | 2025-07-13 00:00:00 | 2025-06-12 00:00:00 | hold | 1.31 | -0.0249 |