Rule Collider

Backtests · DJI30 · x_brent_rsi · long

Does x_brent_rsi below 50.066 work on DJI30? 2023 to 2026 backtest

DJI30 long when BRENT 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 50 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_rsi < 34.453-136.5 R / 1478-48.4 R / 598-1.21,751-27.3 R / 173No edge shown
p25x_brent_rsi < 41.704-251.2 R / 2281-136.5 R / 960-2.6550-14.0 R / 274Active, net negative
p50x_brent_rsi < 50.066-361.6 R / 2837-175.4 R / 1186-3.1500-19.3 R / 347Active, net negative
p75x_brent_rsi < 58.451-476.4 R / 3166-181.7 R / 1321-3.0585-41.4 R / 408Active, net negative
p90x_brent_rsi < 65.67-529.7 R / 3236-207.6 R / 1387-3.4493-76.5 R / 443Active, 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_rsi < 34.453 (p10)

Honesty panelNo edge shown

No edge shown out of sample: -48.4 R over 598 trades is -0.081 R per trade, within what chance produces (t = -1.2); about 1,751 trades would be needed to confirm this mean at t = -2, shown: 598.

In sample
2023-09-30 to 2025-11-05
-136.5 R
1478 trades · 32% wins
-0.092 R per trade · t = -2.1, beyond chance
about 1,349 trades to confirm this mean (-0.092 R per trade) at t = -2 · shown: 1478
spread 0.084 R per trade
Out of sample
2025-11-05 to 2026-09-30
-48.4 R
598 trades · 32% wins
-0.081 R per trade · t = -1.2, within chance
about 1,751 trades to confirm this mean (-0.081 R per trade) at t = -2 · shown: 598
spread 0.072 R per trade
Last quarter
last 91 days of the window
-27.3 R
173 trades · 29% wins
-0.158 R per trade · t = -1.3, within chance
about 441 trades to confirm this mean (-0.158 R per trade) at t = -2 · shown: 173
spread 0.085 R per trade
Costs. Spread 0.080 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 -57.1 R (-0.095 R per trade over 598 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,109 signals placed, 2,076 filled, 33 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 716.0 pips, 2.50 ATR); target 3 R; exits 65% at the stop, 23% at the target, 12% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (9,367 bars); max spread 50 pips (2,058 bars over it); M1 confirmation 50 pips (1,374 signals rejected).

Monthly R, x_brent_rsi < 34.453 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: +10.6 R over 61 trades2023-102023-11: +32.3 R over 58 trades2023-12: -9.5 R over 49 trades2024-01: +3.9 R over 55 trades2024-02: -9.7 R over 52 trades2024-03: -18.9 R over 40 trades2024-04: +1.8 R over 56 trades2024-042024-05: -2.1 R over 62 trades2024-06: -25.6 R over 58 trades2024-07: +7.8 R over 78 trades2024-08: +7.6 R over 62 trades2024-09: +3.6 R over 57 trades2024-10: -14.6 R over 46 trades2024-102024-11: +2.3 R over 59 trades2024-12: -36.2 R over 55 trades2025-01: +16.9 R over 57 trades2025-02: -8.6 R over 58 trades2025-03: -24.9 R over 58 trades2025-04: -21.1 R over 78 trades2025-042025-05: -21.8 R over 65 trades2025-06: +9.9 R over 55 trades2025-07: -15.2 R over 60 trades2025-08: +0.6 R over 53 trades2025-09: -18.7 R over 70 trades2025-10: -3.7 R over 70 trades2025-102025-11: -11.0 R over 63 trades2025-12: +12.0 R over 56 trades2026-01: -21.0 R over 52 trades2026-02: -4.7 R over 61 trades2026-03: -2.4 R over 45 trades2026-04: +13.4 R over 50 trades2026-042026-05: -3.0 R over 26 trades2026-06: -7.7 R over 78 trades2026-07: -6.2 R over 62 trades2026-08: -5.5 R over 51 trades2026-09: -15.6 R over 60 trades+32 R-36 R

x_brent_rsi < 41.704 (p25)

Honesty panelActive, net negative

Traded 960 times out of sample, net negative beyond chance (-136.5 R, -0.142 R per trade, t = -2.6); still active in the last quarter (-14.0 R over 274 trades).

In sample
2023-09-30 to 2025-11-05
-251.2 R
2281 trades · 32% wins
-0.110 R per trade · t = -3.1, beyond chance
about 941 trades to confirm this mean (-0.110 R per trade) at t = -2 · shown: 2281
spread 0.084 R per trade
Out of sample
2025-11-05 to 2026-09-30
-136.5 R
960 trades · 30% wins
-0.142 R per trade · t = -2.6, beyond chance
about 550 trades to confirm this mean (-0.142 R per trade) at t = -2 · shown: 960
spread 0.070 R per trade
Last quarter
last 91 days of the window
-14.0 R
274 trades · 32% wins
-0.051 R per trade · t = -0.5, within chance
about 4,459 trades to confirm this mean (-0.051 R per trade) at t = -2 · shown: 274
spread 0.081 R per trade
Costs. Spread 0.080 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 -149.9 R (-0.156 R per trade over 960 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,284 signals placed, 3,241 filled, 43 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 719.6 pips, 2.50 ATR); target 3 R; exits 66% at the stop, 22% at the target, 12% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (5,890 bars); max spread 50 pips (1,977 bars over it); M1 confirmation 50 pips (2,105 signals rejected).

Monthly R, x_brent_rsi < 41.704 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: +10.2 R over 97 trades2023-102023-11: +33.2 R over 77 trades2023-12: -2.0 R over 75 trades2024-01: +5.2 R over 88 trades2024-02: -22.3 R over 92 trades2024-03: -14.9 R over 63 trades2024-04: -8.1 R over 96 trades2024-042024-05: -20.6 R over 93 trades2024-06: -13.9 R over 85 trades2024-07: -14.0 R over 109 trades2024-08: -9.6 R over 94 trades2024-09: +7.6 R over 94 trades2024-10: -31.7 R over 85 trades2024-102024-11: +15.9 R over 98 trades2024-12: -47.5 R over 78 trades2025-01: +26.3 R over 94 trades2025-02: -14.5 R over 89 trades2025-03: -41.7 R over 86 trades2025-04: -21.6 R over 118 trades2025-042025-05: -30.5 R over 92 trades2025-06: +5.6 R over 79 trades2025-07: -9.7 R over 103 trades2025-08: -19.6 R over 97 trades2025-09: -12.8 R over 82 trades2025-10: -12.7 R over 104 trades2025-102025-11: -31.4 R over 98 trades2025-12: -21.6 R over 104 trades2026-01: -42.0 R over 92 trades2026-02: -10.8 R over 90 trades2026-03: -7.1 R over 65 trades2026-04: +23.8 R over 81 trades2026-042026-05: -13.9 R over 53 trades2026-06: -27.1 R over 116 trades2026-07: +1.8 R over 96 trades2026-08: -4.8 R over 85 trades2026-09: -11.0 R over 93 trades+33 R-48 R

x_brent_rsi < 50.066 (p50)

Honesty panelActive, net negative

Traded 1186 times out of sample, net negative beyond chance (-175.4 R, -0.148 R per trade, t = -3.1); still active in the last quarter (-19.3 R over 347 trades).

In sample
2023-09-30 to 2025-11-05
-361.6 R
2837 trades · 31% wins
-0.127 R per trade · t = -4.0, beyond chance
about 694 trades to confirm this mean (-0.127 R per trade) at t = -2 · shown: 2837
spread 0.083 R per trade
Out of sample
2025-11-05 to 2026-09-30
-175.4 R
1186 trades · 30% wins
-0.148 R per trade · t = -3.1, beyond chance
about 500 trades to confirm this mean (-0.148 R per trade) at t = -2 · shown: 1186
spread 0.068 R per trade
Last quarter
last 91 days of the window
-19.3 R
347 trades · 33% wins
-0.056 R per trade · t = -0.6, within chance
about 3,721 trades to confirm this mean (-0.056 R per trade) at t = -2 · shown: 347
spread 0.078 R per trade
Costs. Spread 0.079 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 -191.5 R (-0.162 R per trade over 1186 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,076 signals placed, 4,023 filled, 53 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 730.1 pips, 2.50 ATR); target 3 R; exits 66% at the stop, 22% at the target, 12% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (3,372 bars); max spread 50 pips (1,494 bars over it); M1 confirmation 50 pips (2,545 signals rejected).

Monthly R, x_brent_rsi < 50.066 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -20.2 R over 128 trades2023-102023-11: +20.9 R over 106 trades2023-12: +6.3 R over 103 trades2024-01: -4.7 R over 115 trades2024-02: -12.9 R over 116 trades2024-03: -29.4 R over 97 trades2024-04: -23.3 R over 122 trades2024-042024-05: -33.6 R over 124 trades2024-06: -38.4 R over 123 trades2024-07: -2.2 R over 134 trades2024-08: -6.5 R over 118 trades2024-09: -8.8 R over 110 trades2024-10: -26.3 R over 112 trades2024-102024-11: +0.3 R over 109 trades2024-12: -52.2 R over 113 trades2025-01: +13.6 R over 101 trades2025-02: -25.5 R over 115 trades2025-03: -30.2 R over 85 trades2025-04: -18.2 R over 128 trades2025-042025-05: -19.5 R over 107 trades2025-06: +12.5 R over 95 trades2025-07: -15.5 R over 118 trades2025-08: +0.5 R over 109 trades2025-09: -26.1 R over 107 trades2025-10: -14.8 R over 129 trades2025-102025-11: -33.4 R over 112 trades2025-12: -24.6 R over 130 trades2026-01: -38.7 R over 118 trades2026-02: -2.9 R over 106 trades2026-03: -13.5 R over 88 trades2026-04: +14.7 R over 105 trades2026-042026-05: -32.2 R over 70 trades2026-06: -33.0 R over 123 trades2026-07: +0.1 R over 113 trades2026-08: -2.3 R over 108 trades2026-09: -17.2 R over 126 trades+21 R-52 R

x_brent_rsi < 58.451 (p75)

Honesty panelActive, net negative

Traded 1321 times out of sample, net negative beyond chance (-181.7 R, -0.138 R per trade, t = -3.0); still active in the last quarter (-41.4 R over 408 trades).

In sample
2023-09-30 to 2025-11-05
-476.4 R
3166 trades · 31% wins
-0.150 R per trade · t = -5.0, beyond chance
about 498 trades to confirm this mean (-0.150 R per trade) at t = -2 · shown: 3166
spread 0.080 R per trade
Out of sample
2025-11-05 to 2026-09-30
-181.7 R
1321 trades · 30% wins
-0.138 R per trade · t = -3.0, beyond chance
about 585 trades to confirm this mean (-0.138 R per trade) at t = -2 · shown: 1321
spread 0.065 R per trade
Last quarter
last 91 days of the window
-41.4 R
408 trades · 30% wins
-0.102 R per trade · t = -1.2, within chance
about 1,109 trades to confirm this mean (-0.102 R per trade) at t = -2 · shown: 408
spread 0.076 R per trade
Costs. Spread 0.076 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 -198.9 R (-0.151 R per trade over 1321 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,551 signals placed, 4,487 filled, 64 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 740.3 pips, 2.50 ATR); target 3 R; exits 67% at the stop, 22% at the target, 12% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,486 bars); max spread 50 pips (1,403 bars over it); M1 confirmation 50 pips (2,722 signals rejected).

Monthly R, x_brent_rsi < 58.451 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -29.4 R over 140 trades2023-102023-11: +19.5 R over 116 trades2023-12: -1.6 R over 121 trades2024-01: -5.8 R over 126 trades2024-02: -0.9 R over 120 trades2024-03: -29.1 R over 102 trades2024-04: -44.7 R over 141 trades2024-042024-05: -45.6 R over 133 trades2024-06: -32.5 R over 136 trades2024-07: -11.7 R over 139 trades2024-08: -6.1 R over 137 trades2024-09: -16.3 R over 136 trades2024-10: -44.2 R over 125 trades2024-102024-11: -3.2 R over 134 trades2024-12: -60.3 R over 115 trades2025-01: +2.0 R over 119 trades2025-02: -38.8 R over 126 trades2025-03: -28.6 R over 99 trades2025-04: -23.4 R over 138 trades2025-042025-05: -20.8 R over 124 trades2025-06: +21.6 R over 101 trades2025-07: -29.5 R over 139 trades2025-08: -4.5 R over 129 trades2025-09: -18.5 R over 119 trades2025-10: -14.9 R over 137 trades2025-102025-11: -34.4 R over 123 trades2025-12: -25.0 R over 143 trades2026-01: -29.0 R over 125 trades2026-02: -11.5 R over 122 trades2026-03: -28.3 R over 119 trades2026-04: +17.5 R over 105 trades2026-042026-05: -14.6 R over 66 trades2026-06: -24.2 R over 124 trades2026-07: +3.5 R over 134 trades2026-08: -11.7 R over 130 trades2026-09: -33.3 R over 144 trades+22 R-60 R

x_brent_rsi < 65.67 (p90)

Honesty panelActive, net negative

Traded 1387 times out of sample, net negative beyond chance (-207.6 R, -0.150 R per trade, t = -3.4); still active in the last quarter (-76.5 R over 443 trades).

In sample
2023-09-30 to 2025-11-05
-529.7 R
3236 trades · 31% wins
-0.164 R per trade · t = -5.6, beyond chance
about 412 trades to confirm this mean (-0.164 R per trade) at t = -2 · shown: 3236
spread 0.079 R per trade
Out of sample
2025-11-05 to 2026-09-30
-207.6 R
1387 trades · 30% wins
-0.150 R per trade · t = -3.4, beyond chance
about 493 trades to confirm this mean (-0.150 R per trade) at t = -2 · shown: 1387
spread 0.064 R per trade
Last quarter
last 91 days of the window
-76.5 R
443 trades · 28% wins
-0.173 R per trade · t = -2.2, beyond chance
about 370 trades to confirm this mean (-0.173 R per trade) at t = -2 · shown: 443
spread 0.076 R per trade
Costs. Spread 0.074 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 -225.4 R (-0.163 R per trade over 1387 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,687 signals placed, 4,623 filled, 64 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 752.0 pips, 2.50 ATR); target 3 R; exits 67% at the stop, 21% at the target, 12% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,064 bars); max spread 50 pips (1,346 bars over it); M1 confirmation 50 pips (2,601 signals rejected).

Monthly R, x_brent_rsi < 65.67 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -24.8 R over 136 trades2023-102023-11: +21.3 R over 125 trades2023-12: -3.2 R over 124 trades2024-01: -15.8 R over 143 trades2024-02: -9.6 R over 120 trades2024-03: -21.4 R over 88 trades2024-04: -53.8 R over 141 trades2024-042024-05: -39.1 R over 131 trades2024-06: -36.6 R over 141 trades2024-07: -12.1 R over 138 trades2024-08: -9.1 R over 140 trades2024-09: -14.4 R over 147 trades2024-10: -55.6 R over 135 trades2024-102024-11: -3.3 R over 134 trades2024-12: -55.5 R over 119 trades2025-01: +4.4 R over 117 trades2025-02: -43.0 R over 131 trades2025-03: -29.7 R over 97 trades2025-04: -23.4 R over 140 trades2025-042025-05: -30.4 R over 128 trades2025-06: +16.9 R over 113 trades2025-07: -30.2 R over 139 trades2025-08: -12.4 R over 132 trades2025-09: -25.1 R over 127 trades2025-10: -15.6 R over 137 trades2025-102025-11: -31.7 R over 122 trades2025-12: -12.0 R over 140 trades2026-01: -24.3 R over 134 trades2026-02: -8.2 R over 127 trades2026-03: -39.0 R over 128 trades2026-04: +17.8 R over 109 trades2026-042026-05: -19.8 R over 68 trades2026-06: -22.2 R over 129 trades2026-07: -4.6 R over 146 trades2026-08: -25.5 R over 136 trades2026-09: -46.4 R over 161 trades+21 R-56 R

What x_brent_rsi measures

BRENT RSI (14) (index), on M5 bars. RSI(14) of BRENT on M5 bars, 0 to 100.

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.

Join the waitlist

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.