{"repo":"xihe-820/ml-trading-japan","free":true,"listed":false,"github":"https://github.com/xihe-820/ml-trading-japan","clone":"git clone https://github.com/xihe-820/ml-trading-japan.git","description":"Production-Ready ML Trading Framework for Japanese Markets | 72.56% ROI on TOPIX","language":"Python","stars":89,"topics":["algorithmic-trading","machine-learning","python","topix","trading","xgboost","japanese-markets"],"license":"MIT","category":"trading","readme_excerpt":"🚀 ML Trading Japan - 72.56% ROI with Machine Learning Automated trading framework achieving 72.56% ROI on TOPIX index using XGBoost and Walk-Forward validation --- 🎯 Key Results Strategy Market Period ROI Win Rate Trades Method ---------- -------- -------- ----- ---------- -------- -------- TOPIX Optimized ⭐ TOPIX 12 months 72.56% 44.13% 26,182 729 param optimization TOPIX Quick TOPIX 12 months 6.28% 39.3% 3,238 Borrowed params Nikkei225 Nikkei225 Mini 18 months 2.81% 46.88% 32 Full optimization 🔥 11.6x Improvement through parameter optimization! --- ✨ Features - 🤖 XGBoost 3-class classifier - Predicts Long/Neutral/Short signals - 📊 63 technical indicators - SMA, EMA, RSI, MACD, Bollinger Bands, ATR, etc. - 🔄 Walk-Forward optimization - Prevents overfitting with time-series cross-validation - 🎯 ATR-based dynamic stops - Adaptive Take-Profit, Stop-Loss, and Trailing stops - 🚀 High-frequency intraday - Supports 26,000+ trades/year with proper execution - 📈 Cross-market validation - Tested on both Nikkei225 Mini and TOPIX futures - 🧪 Rigorous backtesting - Walk-Forward 5-fold validation (avg 9.16% ROI across folds) --- 📊 Performance Deep Dive Walk-Forward Validation Results (TOPIX) Fold Period Test ROI Trades Win Rate Status ------ -------- ---------- -------- ---------- -------- 1 2024-09-30 2024-11-28 4.70% 1,863 45.30% ✅ Good 2 2024-11-28 2025-02-03 10.30% 3,268 45.81% ✅ Excellent 3 2025-02-03 2025-04-02 20.49% 7,743 45.18% 🔥 Outstanding 4 2025-04-02 2025-05-30 2.","default_branch":null,"files":null,"tree":[],"storefront":"/r/xihe-820","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/xihe-820/ml-trading-japan/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}