USD/CAD SMA Trend + Momentum XGBoost Scalper
Maximise risk-adjusted return on USD/CAD 15-min bars. XGBoost with deep feature set (multi-period SMA distances and crossovers, RSI, MACD, Bollinger Bands, ATR, candle structure, lagged returns). Regularised tree ensemble (gamma, L1/L2, min_child_weight) prevents overfitting on the ~1-year window. 2:1 TP:SL ratio locks in positive expectancy; session filter restricts trading to liquid London/NY overlap.
+3.05%
PF 1.46
57 trades
AUD/USD XGBoost SMA+RSI+MACD+BB Momentum
Maximize risk-adjusted return (Sharpe/Calmar) on AUD/USD 15-min. XGBoost with depth-4 trees and conservative regularization (reg_lambda=1.5, min_child_weight=5) to reduce overfitting on FX data. 2:1 RR (SL=0.5%, TP=1.0%) ensures positive expectancy with ~40%+ win rate. Subsample + colsample add stochastic diversity. 500 estimators with lr=0.04 balances bias-variance. Threshold 0.55 filters marginal signals.
+10.32%
PF 1.17
745 trades