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- 54 features from daily OHLCV (MA, RSI, MACD, ATR, ADX, Bollinger, etc.) - Random Forest with Optuna TPE hyperparameter tuning (50 trials) - Walk-forward validation with RiskMgmt backtest - 5d horizon: OOS Sharpe +47.5, +0.61%/month - Top features: vol50, sma20_100, sma200, calendar month