Maximize Sharpe ratio on USD/JPY 1-min data using XGBoost with returns, RSI, Bollinger Bands, multiple MAs (50/100/200), MACD, ATR, and candle-body features. Stop-loss and take-profit set at a 1:2 risk/reward to filter noise and improve Sharpe. n_estimators and moderate depth balance bias-variance. Regularization (alpha/lambda) reduces overfitting on short date range.