Rule Collider

Backtests · DJI30 · d1_rsi · long

Does d1_rsi below 57.224 work on DJI30? 2023 to 2026 backtest

DJI30 long when D1 RSI (14) is below the threshold, tested at five thresholds taken from the feature’s own distribution on DJI30 over this window: its 10th, 25th, 50th, 75th and 90th percentiles. Window 2023-09-30 to 2026-09-30, the last 30 percent held out of sample; stop 2.5 ATR, target 3 R, held overnight, max spread 50 pips, one-minute confirmation 0.2 ATR, no hour filter. Fills and spread as measured on a demo fleet (how a result is judged). The direction and the exit are the ones the research catalogue carried for this pair; the thresholds are not.

Five thresholds, one rule shape

PercentileConditionIn sample R / tradesOut of sample R / tradestTrades to confirmLast quarter R / tradesVerdict
p10d1_rsi < 38.991-3.7 R / 283-4.0 R / 126-0.212,107+13.6 R / 48No edge shown
p25d1_rsi < 48.198-141.7 R / 804-47.4 R / 344-1.5592-23.6 R / 153No edge shown
p50d1_rsi < 57.224-179.8 R / 1555-81.4 R / 751-1.8966-54.0 R / 296No edge shown
p75d1_rsi < 63.216-296.7 R / 2270-165.3 R / 1219-2.8607-87.4 R / 414Active, net negative
p90d1_rsi < 67.865-428.8 R / 2837-217.1 R / 1367-3.5436-97.2 R / 444Active, net negative

R is the risk on one trade. The out-of-sample split carries the verdict: below 100 trades it is “no edge shown” whatever the t; a positive mean with t below 2 is “net positive, not yet distinguishable from chance”; the last column is how many trades that mean would need to reach t = 2.

Each threshold in full

d1_rsi < 38.991 (p10)

Honesty panelNo edge shown

No edge shown out of sample: -4.0 R over 126 trades is -0.032 R per trade, within what chance produces (t = -0.2); about 12,107 trades would be needed to confirm this mean at t = -2, shown: 126.

In sample
2023-09-30 to 2025-11-05
-3.7 R
283 trades · 32% wins
-0.013 R per trade · t = -0.1, within chance
about 68,948 trades to confirm this mean (-0.013 R per trade) at t = -2 · shown: 283
spread 0.050 R per trade
Out of sample
2025-11-05 to 2026-09-30
-4.0 R
126 trades · 33% wins
-0.032 R per trade · t = -0.2, within chance
about 12,107 trades to confirm this mean (-0.032 R per trade) at t = -2 · shown: 126
spread 0.052 R per trade
Last quarter
last 91 days of the window
+13.6 R
48 trades · 44% wins
+0.283 R per trade · t = 1.1, within chance
about 173 trades to confirm this mean (+0.283 R per trade) at t = 2 · shown: 48
spread 0.083 R per trade
Costs. Spread 0.050 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread). Fill offset 0.14 stop-distances on every entry, measured on 931 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -5.3 R (-0.042 R per trade over 126 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 409 signals placed, 409 filled, 0 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 1141.9 pips, 2.50 ATR); target 3 R; exits 66% at the stop, 25% at the target, 9% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (14,106 bars); max spread 50 pips (1,985 bars over it); M1 confirmation 0.2 atr (133 signals rejected).

Monthly R, d1_rsi < 38.991 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -8.7 R over 74 trades2023-102024-04: -3.6 R over 44 trades2024-05: +4.6 R over 14 trades2024-08: +0.2 R over 20 trades2024-12: +4.1 R over 25 trades2025-01: +4.4 R over 19 trades2025-02: -4.1 R over 18 trades2025-022025-03: -2.3 R over 32 trades2025-04: +1.1 R over 36 trades2025-10: +0.6 R over 1 trades2025-11: +3.4 R over 2 trades2026-03: -21.0 R over 76 trades2026-09: +13.6 R over 48 trades2026-09+14 R-21 R

d1_rsi < 48.198 (p25)

Honesty panelNo edge shown

No edge shown out of sample: -47.4 R over 344 trades is -0.138 R per trade, within what chance produces (t = -1.5); about 592 trades would be needed to confirm this mean at t = -2, shown: 344.

In sample
2023-09-30 to 2025-11-05
-141.7 R
804 trades · 29% wins
-0.176 R per trade · t = -3.0, beyond chance
about 354 trades to confirm this mean (-0.176 R per trade) at t = -2 · shown: 804
spread 0.055 R per trade
Out of sample
2025-11-05 to 2026-09-30
-47.4 R
344 trades · 31% wins
-0.138 R per trade · t = -1.5, within chance
about 592 trades to confirm this mean (-0.138 R per trade) at t = -2 · shown: 344
spread 0.058 R per trade
Last quarter
last 91 days of the window
-23.6 R
153 trades · 31% wins
-0.154 R per trade · t = -1.1, within chance
about 480 trades to confirm this mean (-0.154 R per trade) at t = -2 · shown: 153
spread 0.079 R per trade
Costs. Spread 0.056 R per trade at 1.25 times the bar’s minimum. Fill offset 0.14 stop-distances on every entry, measured on 931 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -51.4 R (-0.149 R per trade over 344 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,150 signals placed, 1,148 filled, 2 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 998.5 pips, 2.50 ATR); target 3 R; exits 69% at the stop, 21% at the target, 10% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (12,037 bars); max spread 50 pips (1,600 bars over it); M1 confirmation 0.2 atr (372 signals rejected).

Monthly R, d1_rsi < 48.198 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -9.6 R over 118 trades2023-102023-11: +4.5 R over 3 trades2024-04: -28.0 R over 107 trades2024-05: -8.5 R over 27 trades2024-06: -14.1 R over 54 trades2024-08: -7.7 R over 49 trades2024-09: +5.0 R over 7 trades2024-092024-10: -9.2 R over 14 trades2024-11: -0.5 R over 11 trades2024-12: -32.0 R over 71 trades2025-01: +7.2 R over 58 trades2025-02: -21.7 R over 47 trades2025-03: -22.9 R over 83 trades2025-032025-04: -20.7 R over 128 trades2025-06: +2.4 R over 3 trades2025-08: +16.2 R over 15 trades2025-10: -2.0 R over 9 trades2025-11: -6.5 R over 37 trades2026-01: +0.8 R over 7 trades2026-012026-02: +13.5 R over 14 trades2026-03: -39.1 R over 112 trades2026-04: +7.4 R over 21 trades2026-07: +4.3 R over 2 trades2026-08: +6.0 R over 5 trades2026-09: -33.8 R over 146 trades2026-09+16 R-39 R

d1_rsi < 57.224 (p50)

Honesty panelNo edge shown

No edge shown out of sample: -81.4 R over 751 trades is -0.108 R per trade, within what chance produces (t = -1.8); about 966 trades would be needed to confirm this mean at t = -2, shown: 751.

In sample
2023-09-30 to 2025-11-05
-179.8 R
1555 trades · 31% wins
-0.116 R per trade · t = -2.7, beyond chance
about 853 trades to confirm this mean (-0.116 R per trade) at t = -2 · shown: 1555
spread 0.064 R per trade
Out of sample
2025-11-05 to 2026-09-30
-81.4 R
751 trades · 31% wins
-0.108 R per trade · t = -1.8, within chance
about 966 trades to confirm this mean (-0.108 R per trade) at t = -2 · shown: 751
spread 0.061 R per trade
Last quarter
last 91 days of the window
-54.0 R
296 trades · 29% wins
-0.183 R per trade · t = -1.9, within chance
about 328 trades to confirm this mean (-0.183 R per trade) at t = -2 · shown: 296
spread 0.076 R per trade
Costs. Spread 0.063 R per trade at 1.25 times the bar’s minimum. Fill offset 0.14 stop-distances on every entry, measured on 931 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -90.5 R (-0.120 R per trade over 751 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,313 signals placed, 2,306 filled, 7 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 871.8 pips, 2.50 ATR); target 3 R; exits 67% at the stop, 22% at the target, 11% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (8,700 bars); max spread 50 pips (1,371 bars over it); M1 confirmation 0.2 atr (781 signals rejected).

Monthly R, d1_rsi < 57.224 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -20.4 R over 140 trades2023-102023-11: +9.5 R over 18 trades2024-01: -9.7 R over 21 trades2024-02: +9.5 R over 16 trades2024-03: -2.9 R over 43 trades2024-04: -38.6 R over 131 trades2024-05: -5.6 R over 61 trades2024-052024-06: -34.2 R over 119 trades2024-07: +11.5 R over 28 trades2024-08: -5.4 R over 63 trades2024-09: -3.8 R over 61 trades2024-10: -21.8 R over 49 trades2024-11: +13.4 R over 47 trades2024-112024-12: -44.1 R over 103 trades2025-01: +12.5 R over 68 trades2025-02: -29.6 R over 87 trades2025-03: -28.0 R over 84 trades2025-04: -22.8 R over 144 trades2025-05: -4.4 R over 66 trades2025-052025-06: +7.3 R over 59 trades2025-07: -1.2 R over 10 trades2025-08: +20.0 R over 64 trades2025-09: +12.2 R over 21 trades2025-10: -3.2 R over 52 trades2025-11: -20.1 R over 80 trades2025-112025-12: +6.7 R over 58 trades2026-01: +5.9 R over 65 trades2026-02: -0.2 R over 87 trades2026-03: -39.1 R over 112 trades2026-04: +11.8 R over 35 trades2026-05: +2.1 R over 4 trades2026-052026-06: +5.5 R over 14 trades2026-07: +3.5 R over 55 trades2026-08: -9.4 R over 69 trades2026-09: -48.1 R over 172 trades+20 R-48 R

d1_rsi < 63.216 (p75)

Honesty panelActive, net negative

Traded 1219 times out of sample, net negative beyond chance (-165.3 R, -0.136 R per trade, t = -2.8); still active in the last quarter (-87.4 R over 414 trades).

In sample
2023-09-30 to 2025-11-05
-296.7 R
2270 trades · 31% wins
-0.131 R per trade · t = -3.7, beyond chance
about 662 trades to confirm this mean (-0.131 R per trade) at t = -2 · shown: 2270
spread 0.070 R per trade
Out of sample
2025-11-05 to 2026-09-30
-165.3 R
1219 trades · 31% wins
-0.136 R per trade · t = -2.8, beyond chance
about 607 trades to confirm this mean (-0.136 R per trade) at t = -2 · shown: 1219
spread 0.064 R per trade
Last quarter
last 91 days of the window
-87.4 R
414 trades · 29% wins
-0.211 R per trade · t = -2.6, beyond chance
about 241 trades to confirm this mean (-0.211 R per trade) at t = -2 · shown: 414
spread 0.075 R per trade
Costs. Spread 0.068 R per trade at 1.25 times the bar’s minimum. Fill offset 0.14 stop-distances on every entry, measured on 931 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -180.9 R (-0.148 R per trade over 1219 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,510 signals placed, 3,489 filled, 21 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 810.4 pips, 2.50 ATR); target 3 R; exits 67% at the stop, 22% at the target, 11% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (5,346 bars); max spread 50 pips (1,166 bars over it); M1 confirmation 0.2 atr (1,101 signals rejected).

Monthly R, d1_rsi < 63.216 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -20.4 R over 140 trades2023-102023-11: +12.1 R over 53 trades2024-01: -4.9 R over 34 trades2024-02: -7.4 R over 52 trades2024-03: -25.9 R over 95 trades2024-04: -38.6 R over 131 trades2024-05: -10.8 R over 75 trades2024-052024-06: -36.2 R over 133 trades2024-07: -0.2 R over 84 trades2024-08: -8.5 R over 96 trades2024-09: +6.1 R over 91 trades2024-10: -7.7 R over 86 trades2024-11: +8.1 R over 61 trades2024-112024-12: -50.8 R over 116 trades2025-01: +18.0 R over 77 trades2025-02: -42.2 R over 123 trades2025-03: -28.0 R over 84 trades2025-04: -22.8 R over 144 trades2025-05: -25.0 R over 114 trades2025-052025-06: +6.4 R over 119 trades2025-07: -10.1 R over 73 trades2025-08: +7.8 R over 104 trades2025-09: +2.0 R over 90 trades2025-10: -10.7 R over 81 trades2025-11: -24.0 R over 108 trades2025-112025-12: -16.3 R over 133 trades2026-01: -9.8 R over 117 trades2026-02: -15.8 R over 136 trades2026-03: -39.1 R over 112 trades2026-04: +16.0 R over 62 trades2026-05: -2.7 R over 45 trades2026-052026-06: +6.9 R over 106 trades2026-07: -20.3 R over 115 trades2026-08: -19.0 R over 127 trades2026-09: -48.1 R over 172 trades+18 R-51 R

d1_rsi < 67.865 (p90)

Honesty panelActive, net negative

Traded 1367 times out of sample, net negative beyond chance (-217.1 R, -0.159 R per trade, t = -3.5); still active in the last quarter (-97.2 R over 444 trades).

In sample
2023-09-30 to 2025-11-05
-428.8 R
2837 trades · 31% wins
-0.151 R per trade · t = -4.8, beyond chance
about 486 trades to confirm this mean (-0.151 R per trade) at t = -2 · shown: 2837
spread 0.072 R per trade
Out of sample
2025-11-05 to 2026-09-30
-217.1 R
1367 trades · 30% wins
-0.159 R per trade · t = -3.5, beyond chance
about 436 trades to confirm this mean (-0.159 R per trade) at t = -2 · shown: 1367
spread 0.063 R per trade
Last quarter
last 91 days of the window
-97.2 R
444 trades · 28% wins
-0.219 R per trade · t = -2.8, beyond chance
about 222 trades to confirm this mean (-0.219 R per trade) at t = -2 · shown: 444
spread 0.074 R per trade
Costs. Spread 0.069 R per trade at 1.25 times the bar’s minimum. Fill offset 0.14 stop-distances on every entry, measured on 931 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -234.3 R (-0.171 R per trade over 1367 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,228 signals placed, 4,204 filled, 24 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 779.5 pips, 2.50 ATR); target 3 R; exits 67% at the stop, 21% at the target, 11% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (3,257 bars); max spread 50 pips (1,159 bars over it); M1 confirmation 0.2 atr (1,328 signals rejected).

Monthly R, d1_rsi < 67.865 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -20.4 R over 140 trades2023-102023-11: +18.2 R over 67 trades2024-01: -3.9 R over 93 trades2024-02: -10.1 R over 114 trades2024-03: -26.7 R over 99 trades2024-04: -49.7 R over 140 trades2024-05: -7.4 R over 107 trades2024-052024-06: -36.2 R over 133 trades2024-07: -0.6 R over 89 trades2024-08: -16.8 R over 137 trades2024-09: -10.6 R over 128 trades2024-10: -42.3 R over 140 trades2024-11: +5.5 R over 100 trades2024-112024-12: -48.8 R over 119 trades2025-01: +17.0 R over 98 trades2025-02: -45.7 R over 131 trades2025-03: -28.0 R over 84 trades2025-04: -22.8 R over 144 trades2025-05: -31.2 R over 121 trades2025-052025-06: +7.4 R over 120 trades2025-07: -25.6 R over 114 trades2025-08: -4.2 R over 124 trades2025-09: -21.1 R over 140 trades2025-10: -12.7 R over 135 trades2025-11: -22.9 R over 117 trades2025-112025-12: -20.6 R over 138 trades2026-01: -24.1 R over 140 trades2026-02: -15.8 R over 136 trades2026-03: -39.1 R over 112 trades2026-04: +15.0 R over 105 trades2026-05: -21.3 R over 68 trades2026-052026-06: -3.4 R over 127 trades2026-07: -22.8 R over 135 trades2026-08: -26.2 R over 137 trades2026-09: -48.1 R over 172 trades+18 R-50 R

What d1_rsi measures

D1 RSI (14) (index), on D1 bars. RSI(14) of the last completed daily bar.

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Rule Collider runs one rule on one symbol over years of broker M5 data with the fills and the spread a demo fleet measured, and shows the out-of-sample figure first. Early access goes to the waitlist in signup order.

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Historical simulation on broker M5 data with a measured fill offset, a measured spread factor, swap and a one-minute confirmation model. Past results do not predict future results. This is a research tool, not investment advice. Hours are broker time, the chart time in MT5. Built 2026-11-04 from runs ending 2026-09-30; refreshed monthly.