USD/CHF Mean-Reversion: RSI 14 (Extra Trees, 5m)
Mean-Reversion strategy on USD/CHF 5min: Fade RSI/Bollinger extremes back toward the mean; classifier decides direction. Features: RSI 14, BB (20,2.5), Z-score 30, Stochastic (14,3), Candle structure, Session/time features. Model: Extra Trees. Label horizon 3 bars, confidence threshold 0.58, direction long. Risk: 15 pip stop / 30 pip target (1:2 R/R), 1.0 lot on $10k, $6 round-trip commission.
+5.37%
PF 1.46
12 trades
EUR/USD Oscillator Stack: RSI 7 (LightGBM, 1h)
Oscillator Stack strategy on EUR/USD 1h: Confluence of RSI, Stochastic, Williams %R and CCI extremes. Features: RSI 7, Stochastic (9,3), Williams %R 14, CCI 20, MACD (12,26,9), Candle structure. Model: LightGBM. Label horizon 4 bars, confidence threshold 0.60, direction both. Risk: 25 pip stop / 50 pip target (1:2 R/R), 1.0 lot on $10k, $6 round-trip commission.
+7.50%
PF 2.56
14 trades
EUR/USD Oscillator Stack: RSI 5 (Logistic Regression, 15m)
Oscillator Stack strategy on EUR/USD 15min: Confluence of RSI, Stochastic, Williams %R and CCI extremes. Features: RSI 5, Stochastic (9,3), Williams %R 14, CCI 20, MACD (12,26,9), Candle structure. Model: Logistic Regression. Label horizon 4 bars, confidence threshold 0.58, direction both. Risk: 25 pip stop / 50 pip target (1:2 R/R), 1.0 lot on $10k, $6 round-trip commission.
+7.73%
PF 1.45
76 trades
USD/JPY MACD Momentum: MACD + RSI 14 (GradBoost, 1h)
MACD Momentum strategy on USD/JPY 1h. MACD histogram turns with RSI confirmation; a long-term EMA gives regime context. Features: MACD (12,26,9), RSI 14, ATR 14, EMA 50/200 cross, Return lags 1-4. Model: Gradient Boosting; label horizon 3 bars, confidence threshold 0.52, direction both. Risk: 25 pip stop / 50 pip target (1:2 R/R), 1.0 lot on $10k, $6 round-trip commission. Trained on the last 40 days with a 70/30 holdout; the published numbers are the out-of-sample 30%.
+6.43%
PF 1.73
12 trades
USD/CHF Oscillator Stack: RSI 7 (RandomForest, 15m)
Oscillator Stack strategy on USD/CHF 15min. Confluence of RSI, Stochastic, Williams %R and CCI extremes. Features: RSI 7, Stochastic (14,3), Williams %R 14, CCI 20, MACD (12,26,9), Candle structure. Model: Random Forest; label horizon 4 bars, confidence threshold 0.55, direction both. Risk: 25 pip stop / 50 pip target (1:2 R/R), 1.0 lot on $10k, $6 round-trip commission. Trained on the last 40 days with a 70/30 holdout; the published numbers are the out-of-sample 30%.
+15.73%
PF 1.80
62 trades
EUR/USD Oscillator Stack: RSI 14 + Stochastic (LightGBM, 1h)
Oscillator Stack strategy on EUR/USD 1h. Confluence of RSI, Stochastic, Williams %R and CCI extremes. Features: RSI 14, Stochastic (5,3), Williams %R 14, CCI 20, MACD (12,26,9), Candle structure. Model: LightGBM; label horizon 4 bars, confidence threshold 0.58, direction both. Risk: 25 pip stop / 50 pip target (1:2 R/R), 1.0 lot on $10k, $6 round-trip commission. Trained on the last 40 days with a 70/30 holdout; the published numbers are the out-of-sample 30%.
+17.58%
PF 2.18
65 trades