USD/CHF Vol-Regime: BB (20,2.0) + ATR 14 (Random Forest, 1h)
Vol-Regime strategy on USD/CHF 1h: Squeeze (BB inside Keltner) then expansion; classifier picks the direction of the release. Features: BB (20,2.0), ATR 14, ADX 14, Volatility 10, Return lags 1-3, Keltner (20,1.5), Session/time features. 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.
+8.01%
PF 1.77
19 trades
GBP/USD Mean-Reversion: RSI 21 (Random Forest, 5m)
Mean-Reversion strategy on GBP/USD 5min: Fade RSI/Bollinger extremes back toward the mean; classifier decides direction. Features: RSI 21, BB (20,2.5), Z-score 20, Stochastic (14,3), Candle structure, Session/time features. Model: Random Forest. Label horizon 2 bars, confidence threshold 0.58, direction both. Risk: 15 pip stop / 30 pip target (1:2 R/R), 1.0 lot on $10k, $6 round-trip commission.
+13.53%
PF 1.85
63 trades
USD/CHF Mean-Reversion: RSI 21 (Random Forest, 15m)
Mean-Reversion strategy on USD/CHF 15min: Fade RSI/Bollinger extremes back toward the mean; classifier decides direction. Features: RSI 21, BB (14,2.0), Z-score 50, Stochastic (14,3), Candle structure, Session/time features. Model: Random Forest. Label horizon 6 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.
+17.28%
PF 2.10
37 trades
AUD/USD Mean-Reversion: RSI 21 + BB (XGBoost, 1h)
Mean-Reversion strategy on AUD/USD 1h. Fade RSI/Bollinger extremes back toward the mean; the classifier decides direction. Features: RSI 21, BB (14,2.0), Z-score 50, Stochastic (14,3), Candle structure, Session/time features. Model: XGBoost; label horizon 2 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%.
+1.99%
PF 1.30
12 trades
USD/CAD Trend: EMA 10/30 + ADX 20 (XGBoost, 15m)
Trend strategy on USD/CAD 15min. Enter with the EMA crossover when ADX confirms a trend; the model gates each entry. Features: EMA 10/30 cross, ADX 20, ATR 14, ROC 20, EMA ribbon 8-55, Session/time features. Model: XGBoost; label horizon 12 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%.
+5.63%
PF 1.57
16 trades
USD/CAD MACD Momentum: MACD + RSI 14 (ExtraTrees, 5m)
MACD Momentum strategy on USD/CAD 5min. MACD histogram turns with RSI confirmation; a long-term EMA gives regime context. Features: MACD (8,21,5), RSI 14, ATR 14, EMA 50/200 cross, Return lags 1-4. Model: Extra Trees; label horizon 6 bars, confidence threshold 0.52, direction both. 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; the published numbers are the out-of-sample 30%.
+9.82%
PF 2.33
17 trades