fear_greed_composite

CNN Fear & Greed Index methodology / Baker-Wurgler (2006) — multi-factor sentiment composite, contrarian at extremes

Rolling Sharpe

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90-day rolling window

Drawdown

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peak-to-trough

Win Rate

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0 fires · weight 0.00×

Current Status

State

Ensemble Weight—

Fires (90d)0

Last fired—

Methodology

CNN Fear & Greed Index methodology / Baker-Wurgler (2006) — multi-factor sentiment composite, contrarian at extremes

Supported Markets

Universal

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