USD/CAD Stoch+BB+RSI Mean-Reversion (XGBoost)
Maximize risk-adjusted return (Sharpe/Calmar) by combining Stochastic (14,3), Bollinger Bands (20,2) and RSI(14) mean-reversion signals with XGBoost. Regularisation (reg_alpha, reg_lambda, gamma, min_child_weight) and column/row subsampling control overfitting. A 0.55 confidence threshold filters low-conviction trades. Session filter [7,20] UTC focuses on liquid London+NY overlap hours. SL=0.5% / TP=1.0% gives a 1:2 risk-reward per trade.
+2.45%
PF 1.15
309 trades