Rule Collider

Backtests · DJI30 · x_brent_trend · long

Does x_brent_trend below 1 work on DJI30? 2023 to 2026 backtest

DJI30 long when BRENT EMA20 above EMA50 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 3.5 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
p50, p75, p90x_brent_trend < 1-168.1 R / 2238-63.5 R / 910-1.22,718-5.6 R / 270No edge shown

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_trend < 1 (p50, p75, p90)

Honesty panelNo edge shown

No edge shown out of sample: -63.5 R over 910 trades is -0.070 R per trade, within what chance produces (t = -1.2); about 2,718 trades would be needed to confirm this mean at t = -2, shown: 910.

In sample
2023-09-30 to 2025-11-05
-168.1 R
2238 trades · 30% wins
-0.075 R per trade · t = -1.9, within chance
about 2,377 trades to confirm this mean (-0.075 R per trade) at t = -2 · shown: 2238
spread 0.084 R per trade
Out of sample
2025-11-05 to 2026-09-30
-63.5 R
910 trades · 30% wins
-0.070 R per trade · t = -1.2, within chance
about 2,718 trades to confirm this mean (-0.070 R per trade) at t = -2 · shown: 910
spread 0.066 R per trade
Last quarter
last 91 days of the window
-5.6 R
270 trades · 29% wins
-0.021 R per trade · t = -0.2, within chance
about 31,698 trades to confirm this mean (-0.021 R per trade) at t = -2 · shown: 270
spread 0.076 R per trade
Costs. Spread 0.079 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 -75.5 R (-0.083 R per trade over 910 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,193 signals placed, 3,148 filled, 45 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 725.7 pips, 2.50 ATR); target 3.5 R; exits 67% at the stop, 20% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (5,503 bars); max spread 50 pips (1,455 bars over it); M1 confirmation 50 pips (2,003 signals rejected).

Monthly R, x_brent_trend < 1 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: +7.4 R over 96 trades2023-102023-11: +29.9 R over 79 trades2023-12: -3.2 R over 77 trades2024-01: -0.1 R over 91 trades2024-02: -11.9 R over 80 trades2024-03: -11.9 R over 77 trades2024-04: -23.9 R over 107 trades2024-042024-05: -4.4 R over 82 trades2024-06: -17.4 R over 88 trades2024-07: +7.9 R over 99 trades2024-08: +16.9 R over 80 trades2024-09: +1.0 R over 97 trades2024-10: -44.0 R over 91 trades2024-102024-11: -0.6 R over 87 trades2024-12: -50.2 R over 82 trades2025-01: +13.3 R over 93 trades2025-02: -15.9 R over 87 trades2025-03: -36.0 R over 82 trades2025-04: -2.2 R over 102 trades2025-042025-05: -7.7 R over 80 trades2025-06: +22.8 R over 74 trades2025-07: -10.0 R over 102 trades2025-08: +8.2 R over 82 trades2025-09: -20.6 R over 99 trades2025-10: -5.0 R over 110 trades2025-102025-11: -27.8 R over 95 trades2025-12: -4.6 R over 97 trades2026-01: -21.1 R over 71 trades2026-02: -8.3 R over 84 trades2026-03: +3.0 R over 56 trades2026-04: +13.8 R over 72 trades2026-042026-05: -2.6 R over 53 trades2026-06: -20.7 R over 126 trades2026-07: -0.5 R over 80 trades2026-08: +2.1 R over 90 trades2026-09: -7.3 R over 100 trades+30 R-50 R

What x_brent_trend measures

BRENT EMA20 above EMA50 (flag), on M5 bars. 1 when the BRENT 20-bar exponential average is above its 50-bar average, else 0.

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.