The strategy is a multi-asset crypto tactical allocation program that attempts to monetize short-horizon mean reversion around statistically defined price envelopes, gated by machine learning direction forecasts and classical price-pattern context. It trades four Kraken crypto pairs (BTCUSD, ETHUSD, BTCEUR, LTCUSD) using hourly decision cycles fed by a rolling intraday close history (approximately the last 1440 observations) plus daily OHLCV features. The core signal stack combines (1) Bollinger Band proximity to define a near-term reference level, (2) oversold/overbought filters using RSI on both intraday and weekly sampled data, (3) momentum and money-flow proxies (MOM, AD, MFI), and (4) an ensemble vote of classifiers (random forest, linear SVM, one-class SVM, logistic regression, XGBoost) trained on recent percent-change feature windows to predict the next-step direction. Trades are initiated only when extreme RSI aligns with the ensemble forecast; otherwise positions are flattened.