I took your advice and ran the following parameters: {"n_estimators": 600, "criterion": "squared_error", "max_depth": null, "min_samples_leaf": 12, "min_samples_split": 24, "bootstrap": true, "max_samples": 0.2, "max_features": 0.2} The result scored higher than the previous time. I haven't done my usual 5-year rolling-screen out-of-sample test, but I feel pretty sure that your advice was good and I'm just going to use this model instead. So thank you!