ML Ensemble (3x XGBoost) + LightGBM Top-Gainer | v1.0.0
| Abbrev | Full Name | Meaning |
|---|---|---|
| TP | Take Profit | Price target where profit is locked in |
| SL | Stop Loss | Price level where loss is capped |
| ATR | Average True Range | 14-period volatility measure; TP = 3×ATR, SL = 2×ATR |
| RSI | Relative Strength Index | Momentum oscillator (0-100); >70 = overbought, <30 = oversold |
| MACD | Moving Avg Convergence Divergence | Trend strength indicator (EMA12 - EMA26) |
| SMA | Simple Moving Average | Average price over N periods; 200 SMA = long-term trend |
| EMA | Exponential Moving Average | Weighted average giving more weight to recent prices |
| F&G | Fear & Greed Index | Market sentiment (0=extreme fear, 100=extreme greed) |
| DSR | Deflated Sharpe Ratio | Statistical test: probability true Sharpe > 0 (Bailey 2014) |
| PSR | Probabilistic Sharpe Ratio | Probability that model's Sharpe exceeds target (2.0) |
| BB | Bollinger Bands | Volatility bands; width = squeeze/expansion measure |
| P&L | Profit & Loss | Unrealized (active) or realized (closed) gain/loss |
| WR | Win Rate | Percentage of trades that hit TP (profitable) |
| XGB | XGBoost | Gradient-boosted tree ML model (3 variants used) |
| LGB | LightGBM | Fast gradient-boosted tree (used for top-gainer prediction) |