Maximize Sharpe ratio on EUR/USD 15-min data via XGBClassifier. Features: returns (1, 3, 5, 10, 20 bars), RSI 14, Bollinger Bands 20/2, SMAs (50, 100, 200), ATR 14. Model trained on 70% historical data, tested on 30% holdout (2025-07-31 to 2026-07-31).

Maximize Sharpe ratio on USD/JPY 1-min data using XGBoost with returns, RSI, Bollinger Bands, multiple MAs (50/100/200), MACD, ATR, and candle-body features. Stop-loss and take-profit set at a 1:2 risk/reward to filter noise and improve Sharpe. n_estimators and moderate depth balance bias-variance. Regularization (alpha/lambda) reduces overfitting on short date range.