GBP/USD Gradient Boosting Trend + Mean-Reversion
Maximize risk-adjusted return (Sharpe/Calmar) on GBP/USD 15-min. GradientBoostingClassifier with 400 shallow trees (depth 4) and a conservative learning rate of 0.04 avoids overfitting while capturing non-linear interactions between trend (SMA alignment, slope), momentum (MACD histogram, RSI), and volatility (ATR, BB squeeze) features. SL=0.5% / TP=1.0% gives 1:2 R/R. Session filter 06-20 UTC covers London open through NY close where GBP/USD liquidity is highest. min_atr filt
+3.70%
PF 1.16
312 trades
NZD/USD EMA Cross (9/21) + RSI Gradient Boost
Maximise risk-adjusted return (Sharpe) on NZD/USD 15-min data. GradientBoostingClassifier chosen for its strong out-of-box performance on tabular financial data, built-in regularisation via subsample/max_features, and early-stopping via n_iter_no_change. Depth-4 trees with 400 estimators and lr=0.04 balance bias-variance. SL=0.5% / TP=1.0% gives 1:2 R:R. 4-bar horizon (~1 hour) aligns with EMA-cross momentum persistence. Threshold 0.55 filters marginal signals while preservin
+19.51%
PF 1.36
745 trades