Rule Collider

Backtests · DJI30 · x_brent_momentum_20 · long

Does x_brent_momentum_20 below 0 work on DJI30? 2023 to 2026 backtest

DJI30 long when BRENT 20-bar change (its ATR) 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 ATR, target 2.5 R, held overnight, max spread 50 pips, one-minute confirmation 80 pips, 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
p10x_brent_momentum_20 < -4-211.9 R / 1428-93.4 R / 611-2.4420-35.3 R / 174Active, net negative
p25x_brent_momentum_20 < -2.154-389.6 R / 2573-123.0 R / 1168-2.3917-45.3 R / 323Active, net negative
p50x_brent_momentum_20 < 0-592.4 R / 3819-308.2 R / 1693-4.8295-86.2 R / 494Active, net negative
p75x_brent_momentum_20 < 2.188-779.4 R / 4655-394.4 R / 2051-5.6265-137.6 R / 636Active, net negative
p90x_brent_momentum_20 < 4.098-830.4 R / 4903-428.6 R / 2186-5.9255-160.5 R / 702Active, 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

x_brent_momentum_20 < -4 (p10)

Honesty panelActive, net negative

Traded 611 times out of sample, net negative beyond chance (-93.4 R, -0.153 R per trade, t = -2.4); still active in the last quarter (-35.3 R over 174 trades).

In sample
2023-09-30 to 2025-11-05
-211.9 R
1428 trades · 34% wins
-0.148 R per trade · t = -3.6, beyond chance
about 449 trades to confirm this mean (-0.148 R per trade) at t = -2 · shown: 1428
spread 0.099 R per trade
Out of sample
2025-11-05 to 2026-09-30
-93.4 R
611 trades · 33% wins
-0.153 R per trade · t = -2.4, beyond chance
about 420 trades to confirm this mean (-0.153 R per trade) at t = -2 · shown: 611
spread 0.092 R per trade
Last quarter
last 91 days of the window
-35.3 R
174 trades · 32% wins
-0.203 R per trade · t = -1.7, within chance
about 237 trades to confirm this mean (-0.203 R per trade) at t = -2 · shown: 174
spread 0.109 R per trade
Costs. Spread 0.097 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 -104.6 R (-0.171 R per trade over 611 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,083 signals placed, 2,039 filled, 44 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 574.9 pips, 2.00 ATR); target 2.5 R; exits 65% at the stop, 28% at the target, 7% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (11,360 bars); max spread 50 pips (2,140 bars over it); M1 confirmation 80 pips (3,561 signals rejected).

Monthly R, x_brent_momentum_20 < -4 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -2.2 R over 62 trades2023-102023-11: +1.9 R over 51 trades2023-12: -2.0 R over 37 trades2024-01: -1.1 R over 44 trades2024-02: -3.8 R over 36 trades2024-03: -13.3 R over 40 trades2024-04: -4.8 R over 55 trades2024-042024-05: -10.2 R over 58 trades2024-06: -7.5 R over 40 trades2024-07: -5.1 R over 63 trades2024-08: +9.1 R over 60 trades2024-09: -13.0 R over 52 trades2024-10: -23.4 R over 50 trades2024-102024-11: -9.3 R over 63 trades2024-12: -30.8 R over 57 trades2025-01: -0.6 R over 62 trades2025-02: -1.7 R over 53 trades2025-03: -29.7 R over 68 trades2025-04: -18.9 R over 78 trades2025-042025-05: -29.9 R over 71 trades2025-06: +11.6 R over 64 trades2025-07: -0.7 R over 60 trades2025-08: +3.9 R over 47 trades2025-09: -12.7 R over 71 trades2025-10: -13.7 R over 80 trades2025-102025-11: -19.9 R over 68 trades2025-12: -2.0 R over 56 trades2026-01: -7.4 R over 48 trades2026-02: -7.4 R over 56 trades2026-03: +1.3 R over 43 trades2026-04: +7.4 R over 55 trades2026-042026-05: -14.8 R over 33 trades2026-06: -19.2 R over 84 trades2026-07: -16.3 R over 64 trades2026-08: +2.0 R over 46 trades2026-09: -21.0 R over 64 trades+12 R-31 R

x_brent_momentum_20 < -2.154 (p25)

Honesty panelActive, net negative

Traded 1168 times out of sample, net negative beyond chance (-123.0 R, -0.105 R per trade, t = -2.3); still active in the last quarter (-45.3 R over 323 trades).

In sample
2023-09-30 to 2025-11-05
-389.6 R
2573 trades · 33% wins
-0.151 R per trade · t = -4.9, beyond chance
about 431 trades to confirm this mean (-0.151 R per trade) at t = -2 · shown: 2573
spread 0.099 R per trade
Out of sample
2025-11-05 to 2026-09-30
-123.0 R
1168 trades · 33% wins
-0.105 R per trade · t = -2.3, beyond chance
about 917 trades to confirm this mean (-0.105 R per trade) at t = -2 · shown: 1168
spread 0.087 R per trade
Last quarter
last 91 days of the window
-45.3 R
323 trades · 32% wins
-0.140 R per trade · t = -1.6, within chance
about 506 trades to confirm this mean (-0.140 R per trade) at t = -2 · shown: 323
spread 0.104 R per trade
Costs. Spread 0.095 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 -143.3 R (-0.123 R per trade over 1168 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,805 signals placed, 3,741 filled, 64 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 581.9 pips, 2.00 ATR); target 2.5 R; exits 65% at the stop, 28% at the target, 8% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (7,797 bars); max spread 50 pips (1,777 bars over it); M1 confirmation 80 pips (6,622 signals rejected).

Monthly R, x_brent_momentum_20 < -2.154 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -11.1 R over 117 trades2023-102023-11: +26.8 R over 86 trades2023-12: +5.9 R over 69 trades2024-01: -14.6 R over 94 trades2024-02: -20.3 R over 85 trades2024-03: -2.9 R over 74 trades2024-04: -5.8 R over 107 trades2024-042024-05: -10.8 R over 98 trades2024-06: -19.8 R over 83 trades2024-07: -3.0 R over 118 trades2024-08: +3.0 R over 100 trades2024-09: -21.7 R over 91 trades2024-10: -44.7 R over 90 trades2024-102024-11: -11.8 R over 122 trades2024-12: -48.4 R over 96 trades2025-01: -0.1 R over 124 trades2025-02: -21.8 R over 101 trades2025-03: -44.8 R over 111 trades2025-04: -28.5 R over 131 trades2025-042025-05: -39.2 R over 119 trades2025-06: +25.0 R over 92 trades2025-07: -34.7 R over 115 trades2025-08: -10.2 R over 96 trades2025-09: -27.4 R over 108 trades2025-10: -14.8 R over 130 trades2025-102025-11: -18.6 R over 124 trades2025-12: -25.9 R over 112 trades2026-01: -17.5 R over 104 trades2026-02: -24.3 R over 110 trades2026-03: -9.7 R over 107 trades2026-04: +24.4 R over 105 trades2026-042026-05: -9.9 R over 63 trades2026-06: -10.0 R over 136 trades2026-07: -22.8 R over 111 trades2026-08: -0.9 R over 99 trades2026-09: -21.6 R over 113 trades+27 R-48 R

x_brent_momentum_20 < 0 (p50)

Honesty panelActive, net negative

Traded 1693 times out of sample, net negative beyond chance (-308.2 R, -0.182 R per trade, t = -4.8); still active in the last quarter (-86.2 R over 494 trades).

In sample
2023-09-30 to 2025-11-05
-592.4 R
3819 trades · 33% wins
-0.155 R per trade · t = -6.1, beyond chance
about 415 trades to confirm this mean (-0.155 R per trade) at t = -2 · shown: 3819
spread 0.100 R per trade
Out of sample
2025-11-05 to 2026-09-30
-308.2 R
1693 trades · 32% wins
-0.182 R per trade · t = -4.8, beyond chance
about 295 trades to confirm this mean (-0.182 R per trade) at t = -2 · shown: 1693
spread 0.085 R per trade
Last quarter
last 91 days of the window
-86.2 R
494 trades · 31% wins
-0.175 R per trade · t = -2.5, beyond chance
about 325 trades to confirm this mean (-0.175 R per trade) at t = -2 · shown: 494
spread 0.100 R per trade
Costs. Spread 0.095 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 -337.0 R (-0.199 R per trade over 1693 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 5,597 signals placed, 5,512 filled, 85 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 580.5 pips, 2.00 ATR); target 2.5 R; exits 66% at the stop, 27% at the target, 7% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (5,385 bars); max spread 50 pips (1,792 bars over it); M1 confirmation 80 pips (9,380 signals rejected).

Monthly R, x_brent_momentum_20 < 0 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -28.4 R over 162 trades2023-102023-11: +12.1 R over 133 trades2023-12: +6.2 R over 112 trades2024-01: -31.4 R over 142 trades2024-02: -6.4 R over 122 trades2024-03: -40.6 R over 138 trades2024-04: -21.1 R over 165 trades2024-042024-05: -28.6 R over 155 trades2024-06: -27.4 R over 147 trades2024-07: -15.9 R over 166 trades2024-08: -6.2 R over 152 trades2024-09: -19.8 R over 147 trades2024-10: -55.4 R over 171 trades2024-102024-11: -11.6 R over 158 trades2024-12: -51.2 R over 133 trades2025-01: +11.6 R over 158 trades2025-02: -25.9 R over 158 trades2025-03: -58.1 R over 141 trades2025-04: -35.6 R over 193 trades2025-042025-05: -40.4 R over 154 trades2025-06: +14.8 R over 131 trades2025-07: -7.7 R over 164 trades2025-08: -18.0 R over 151 trades2025-09: -33.2 R over 162 trades2025-10: -55.4 R over 179 trades2025-102025-11: -57.5 R over 181 trades2025-12: -39.2 R over 166 trades2026-01: -27.3 R over 148 trades2026-02: -16.3 R over 150 trades2026-03: -36.5 R over 159 trades2026-04: +6.4 R over 152 trades2026-042026-05: -37.7 R over 96 trades2026-06: -32.8 R over 172 trades2026-07: -25.1 R over 171 trades2026-08: -14.5 R over 148 trades2026-09: -46.6 R over 175 trades+15 R-58 R

x_brent_momentum_20 < 2.188 (p75)

Honesty panelActive, net negative

Traded 2051 times out of sample, net negative beyond chance (-394.4 R, -0.192 R per trade, t = -5.6); still active in the last quarter (-137.6 R over 636 trades).

In sample
2023-09-30 to 2025-11-05
-779.4 R
4655 trades · 33% wins
-0.167 R per trade · t = -7.2, beyond chance
about 357 trades to confirm this mean (-0.167 R per trade) at t = -2 · shown: 4655
spread 0.101 R per trade
Out of sample
2025-11-05 to 2026-09-30
-394.4 R
2051 trades · 31% wins
-0.192 R per trade · t = -5.6, beyond chance
about 265 trades to confirm this mean (-0.192 R per trade) at t = -2 · shown: 2051
spread 0.083 R per trade
Last quarter
last 91 days of the window
-137.6 R
636 trades · 31% wins
-0.216 R per trade · t = -3.5, beyond chance
about 206 trades to confirm this mean (-0.216 R per trade) at t = -2 · shown: 636
spread 0.096 R per trade
Costs. Spread 0.096 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 -428.4 R (-0.209 R per trade over 2051 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 6,815 signals placed, 6,706 filled, 109 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 576.6 pips, 2.00 ATR); target 2.5 R; exits 67% at the stop, 27% at the target, 6% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (4,223 bars); max spread 50 pips (1,663 bars over it); M1 confirmation 80 pips (11,325 signals rejected).

Monthly R, x_brent_momentum_20 < 2.188 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -53.4 R over 193 trades2023-102023-11: +6.9 R over 174 trades2023-12: -4.3 R over 147 trades2024-01: -34.9 R over 171 trades2024-02: -7.5 R over 165 trades2024-03: -47.9 R over 152 trades2024-04: -48.5 R over 196 trades2024-042024-05: -49.1 R over 196 trades2024-06: -54.6 R over 182 trades2024-07: -14.3 R over 201 trades2024-08: -1.1 R over 194 trades2024-09: -19.1 R over 188 trades2024-10: -71.1 R over 208 trades2024-102024-11: +4.2 R over 180 trades2024-12: -63.0 R over 183 trades2025-01: -10.7 R over 200 trades2025-02: -49.3 R over 176 trades2025-03: -56.8 R over 156 trades2025-04: -34.0 R over 213 trades2025-042025-05: -44.1 R over 194 trades2025-06: +14.2 R over 168 trades2025-07: -20.1 R over 187 trades2025-08: -14.2 R over 187 trades2025-09: -44.2 R over 198 trades2025-10: -46.1 R over 221 trades2025-102025-11: -67.1 R over 206 trades2025-12: -35.5 R over 195 trades2026-01: -35.2 R over 194 trades2026-02: -9.3 R over 185 trades2026-03: -57.7 R over 174 trades2026-04: +11.2 R over 173 trades2026-042026-05: -41.9 R over 111 trades2026-06: -37.7 R over 202 trades2026-07: -66.3 R over 239 trades2026-08: -21.2 R over 182 trades2026-09: -50.1 R over 215 trades+14 R-71 R

x_brent_momentum_20 < 4.098 (p90)

Honesty panelActive, net negative

Traded 2186 times out of sample, net negative beyond chance (-428.6 R, -0.196 R per trade, t = -5.9); still active in the last quarter (-160.5 R over 702 trades).

In sample
2023-09-30 to 2025-11-05
-830.4 R
4903 trades · 32% wins
-0.169 R per trade · t = -7.5, beyond chance
about 350 trades to confirm this mean (-0.169 R per trade) at t = -2 · shown: 4903
spread 0.102 R per trade
Out of sample
2025-11-05 to 2026-09-30
-428.6 R
2186 trades · 31% wins
-0.196 R per trade · t = -5.9, beyond chance
about 255 trades to confirm this mean (-0.196 R per trade) at t = -2 · shown: 2186
spread 0.083 R per trade
Last quarter
last 91 days of the window
-160.5 R
702 trades · 30% wins
-0.229 R per trade · t = -3.9, beyond chance
about 184 trades to confirm this mean (-0.229 R per trade) at t = -2 · shown: 702
spread 0.097 R per trade
Costs. Spread 0.096 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 -464.8 R (-0.213 R per trade over 2186 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 7,199 signals placed, 7,089 filled, 110 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 577.2 pips, 2.00 ATR); target 2.5 R; exits 67% at the stop, 27% at the target, 6% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (3,877 bars); max spread 50 pips (1,526 bars over it); M1 confirmation 80 pips (12,191 signals rejected).

Monthly R, x_brent_momentum_20 < 4.098 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -62.3 R over 213 trades2023-102023-11: +11.3 R over 175 trades2023-12: -17.7 R over 159 trades2024-01: -39.7 R over 187 trades2024-02: -9.6 R over 176 trades2024-03: -32.7 R over 156 trades2024-04: -54.2 R over 209 trades2024-042024-05: -49.1 R over 210 trades2024-06: -47.3 R over 188 trades2024-07: -27.5 R over 214 trades2024-08: -4.3 R over 204 trades2024-09: -20.0 R over 199 trades2024-10: -76.3 R over 221 trades2024-102024-11: +4.6 R over 188 trades2024-12: -66.6 R over 202 trades2025-01: -13.2 R over 214 trades2025-02: -46.0 R over 177 trades2025-03: -52.6 R over 154 trades2025-04: -33.4 R over 213 trades2025-042025-05: -36.1 R over 189 trades2025-06: -0.8 R over 177 trades2025-07: -22.5 R over 204 trades2025-08: -36.3 R over 206 trades2025-09: -31.6 R over 213 trades2025-10: -50.1 R over 228 trades2025-102025-11: -63.8 R over 216 trades2025-12: -31.0 R over 192 trades2026-01: -37.4 R over 198 trades2026-02: -16.4 R over 195 trades2026-03: -64.4 R over 205 trades2026-04: -3.4 R over 179 trades2026-042026-05: -30.7 R over 110 trades2026-06: -37.4 R over 216 trades2026-07: -55.9 R over 255 trades2026-08: -49.0 R over 210 trades2026-09: -55.5 R over 237 trades+11 R-76 R

What x_brent_momentum_20 measures

BRENT 20-bar change (its ATR) (atr), on M5 bars. BRENT close minus its close 20 bars earlier, in multiples of the BRENT ATR(14).

Test your own variant

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.