GBP/USD RSI-MACD Momentum + Volatility Regime XGBoost
Maximize risk-adjusted return (Sharpe/Calmar) by combining RSI momentum divergence, MACD histogram dynamics, Bollinger squeeze, Stochastic crossovers, volatility regime, and session-aware time features. XGBoost with moderate depth and strong regularization prevents overfitting on 15-min GBP/USD data. Signal threshold 0.56 filters weak signals, SL/TP at 0.5%/1.0% gives 1:2 RR.
+0.11%
PF 1.01
379 trades
AUD/USD Stoch+BB+RSI Mean-Reversion XGBoost
Maximize risk-adjusted return (Sharpe / Calmar). XGBoost chosen for its ability to capture non-linear interactions between Stochastic, Bollinger Bands, and RSI regimes. Shallow trees (max_depth=4) + high regularisation (reg_lambda=1.5, gamma=0.15) prevent overfitting on 15-min FX data. 2:1 TP:SL ratio (1.0% / 0.5%) improves expectancy per trade. Reverse on opposite signal minimises flat time and captures regime flips.
+10.93%
PF 1.18
742 trades