GBP/USD Mean-Reversion: RSI 7 (Random Forest, 15m)
Mean-Reversion strategy on GBP/USD 15min: Fade RSI/Bollinger extremes back toward the mean; classifier decides direction. Features: RSI 7, BB (14,2.0), Z-score 30, Stochastic (14,3), Candle structure, Session/time features. Model: Random Forest. Label horizon 6 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.
+7.76%
PF 1.60
41 trades
USD/CHF Mean-Reversion: RSI 14 (Random Forest, 15m)
Mean-Reversion strategy on USD/CHF 15min: Fade RSI/Bollinger extremes back toward the mean; classifier decides direction. Features: RSI 14, BB (14,2.0), Z-score 30, Stochastic (14,3), Candle structure, Session/time features. Model: Random Forest. Label horizon 6 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.
+16.27%
PF 3.35
19 trades
USD/CHF Signal Mix: ADX 14 + Keltner (20,1.5) (XGBoost, 15m)
Random Mix strategy on USD/CHF 15min: API-default style: randomly composed indicator set, model learns the rule. Features: Volatility 50, ADX 14, Session/time features, Keltner (20,1.5). Model: XGBoost. Label horizon 12 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.
+7.76%
PF 1.49
30 trades
GBP/USD Mean-Reversion: RSI 21 + BB (14,2.0) (XGBoost, 15m)
Mean-Reversion strategy on GBP/USD 15min: Fade RSI/Bollinger extremes back toward the mean; classifier decides direction. Features: RSI 21, BB (14,2.0), Z-score 30, Stochastic (14,3), Candle structure, Session/time features. Model: XGBoost. Label horizon 2 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.
+17.55%
PF 2.53
33 trades
AUD/USD Multi-Indicator: RSI 14 + MACD (LogReg, 5m)
Multi-Indicator strategy on AUD/USD 5min. Broad indicator set; the gradient-boosted model learns the entry rule. Features: RSI 14, MACD (12,26,9), BB (20,2.0), Stochastic (14,3), ATR 14, ADX 14, EMA 9/21 cross, Candle structure, Return lags 1-3, Session/time features. Model: Logistic Regression; label horizon 8 bars, confidence threshold 0.55, direction long. Risk: 15 pip stop / 30 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;
+3.46%
PF 1.38
11 trades
NZD/USD Vol-Regime: BB + ATR 14 (GradBoost, 1h)
Vol-Regime strategy on NZD/USD 1h. Squeeze (Bollinger inside Keltner) then expansion; the classifier picks the direction of the release. Features: BB (20,2.0), ATR 14, ADX 14, Volatility 20, Return lags 1-3, Keltner (20,1.5), Session/time features. Model: Gradient Boosting; label horizon 3 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
+5.80%
PF 1.68
19 trades
USD/CAD Multi-Indicator: RSI 14 + MACD (GradBoost, 5m)
Multi-Indicator strategy on USD/CAD 5min. Broad indicator set; the gradient-boosted model learns the entry rule. Features: RSI 14, MACD (12,26,9), BB (20,2.0), Stochastic (14,3), ATR 14, ADX 14, EMA 9/21 cross, Candle structure, Return lags 1-3, Session/time features. Model: Gradient Boosting; label horizon 6 bars, confidence threshold 0.60, direction long. Risk: 15 pip stop / 30 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; th
+3.50%
PF 1.51
12 trades
NZD/USD Signal Mix: Volatility 20 + EMA 12/26 (LogReg, 1h)
Signal Mix strategy on NZD/USD 1h. A compact, machine-selected indicator set; the classifier learns the entry rule directly from the features. Features: Volatility 20, Session/time features, EMA 12/26 cross, Williams %R 21, RSI 21, ROC 5. Model: Logistic Regression; label horizon 9 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
+7.21%
PF 2.34
10 trades
EUR/USD Signal Mix: ADX 20 + SMA 200 (LightGBM, 1h)
Signal Mix strategy on EUR/USD 1h. A compact, machine-selected indicator set; the classifier learns the entry rule directly from the features. Features: ADX 20, SMA 200, Candle structure. Model: LightGBM; label horizon 1 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. Trained on the last 40 days with a 70/30 holdout; the published numbers are the out-of-sample 30%.
+23.85%
PF 2.97
55 trades