EUR/USD RSI Mean-Reversion + BB Confluence (XGBoost)
Maximize Sharpe ratio via RSI mean-reversion on EURUSD 15-min. A single XGBClassifier is trained on a 70/30 train/test holdout. Core signal: RSI < 30 (buy) / RSI > 70 (sell), confirmed by Bollinger Band %B, Stochastic, MACD histogram, and candle structure features. SL=15 pips / TP=30 pips gives 2:1 reward-to-risk aligned with mean-reversion style. XGBoost depth-4 trees with regularisation (alpha, lambda, gamma) reduce overfitting on the short date range. Session filter [7,17]
+5.89%
PF 1.26
71 trades