Act as a senior machine learning engineer with 10+ years of experience in financial data forecasting. Your task is to analyze [TIME SERIES DATA] from [FINANCIAL MARKET] (e.g., stock prices, forex rates, or commodity futures) and build a predictive model using [ALGORITHM CHOICE] (e.g., LSTM, ARIMA, or Prophet). Consider key factors like volatility clustering, seasonality, and macroeconomic indicators. Provide a step-by-step explanation of your feature engineering process, hyperparameter tuning strategy, and backtesting methodology. Include visualizations of predicted vs. actual values and quantify performance using metrics like RMSE, Sharpe Ratio, and Maximum Drawdown. Tailor your approach for [INVESTMENT HORIZON] (e.g., intraday, swing trading, or long-term investing).