Rule Collider

Backtests · DJI30 · x_brent_vs_ema50 · long

Does x_brent_vs_ema50 below 0.04512 work on DJI30? 2023 to 2026 backtest

DJI30 long when BRENT close vs EMA50 (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 2.5 ATR, target 3.5 R, held overnight, max spread 50 pips, one-minute confirmation 25 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_vs_ema50 < -3.218-79.5 R / 1102+5.5 R / 4030.177,616-14.0 R / 112Net positive, not distinguishable from chance
p25x_brent_vs_ema50 < -1.668-154.0 R / 1883-97.9 R / 770-2.0802-7.4 R / 218No edge shown
p50x_brent_vs_ema50 < 0.04512-283.9 R / 2554-129.5 R / 1043-2.2832-16.7 R / 303Active, net negative
p75x_brent_vs_ema50 < 1.776-342.2 R / 2841-171.3 R / 1215-2.8631-39.5 R / 365Active, net negative
p90x_brent_vs_ema50 < 3.276-383.7 R / 2943-216.5 R / 1297-3.4447-71.8 R / 407Active, 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_vs_ema50 < -3.218 (p10)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +5.5 R over 403 trades is +0.014 R per trade, t = 0.1; about 77,616 trades would be needed to confirm this mean at t = 2, shown: 403; last quarter -14.0 R over 112 trades.

In sample
2023-09-30 to 2025-11-05
-79.5 R
1102 trades · 30% wins
-0.072 R per trade · t = -1.3, within chance
about 2,610 trades to confirm this mean (-0.072 R per trade) at t = -2 · shown: 1102
spread 0.090 R per trade
Out of sample
2025-11-05 to 2026-09-30
+5.5 R
403 trades · 31% wins
+0.014 R per trade · t = 0.1, within chance
about 77,616 trades to confirm this mean (+0.014 R per trade) at t = 2 · shown: 403
spread 0.074 R per trade
Last quarter
last 91 days of the window
-14.0 R
112 trades · 27% wins
-0.125 R per trade · t = -0.7, within chance
about 863 trades to confirm this mean (-0.125 R per trade) at t = -2 · shown: 112
spread 0.086 R per trade
Costs. Spread 0.086 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 -0.5 R (-0.001 R per trade over 403 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,523 signals placed, 1,505 filled, 18 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 704.5 pips, 2.50 ATR); target 3.5 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 (10,745 bars); max spread 50 pips (1,881 bars over it); M1 confirmation 25 pips (407 signals rejected).

Monthly R, x_brent_vs_ema50 < -3.218 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: +9.7 R over 43 trades2023-102023-11: +9.4 R over 47 trades2023-12: +9.8 R over 39 trades2024-01: -13.9 R over 39 trades2024-02: -4.1 R over 34 trades2024-03: -30.5 R over 38 trades2024-04: -2.6 R over 41 trades2024-042024-05: -9.6 R over 43 trades2024-06: -1.6 R over 38 trades2024-07: +15.4 R over 48 trades2024-08: +3.5 R over 44 trades2024-09: +5.8 R over 44 trades2024-10: -14.6 R over 34 trades2024-102024-11: -4.4 R over 47 trades2024-12: -23.3 R over 40 trades2025-01: +10.5 R over 44 trades2025-02: -2.4 R over 40 trades2025-03: -22.2 R over 45 trades2025-04: -10.3 R over 62 trades2025-042025-05: -13.4 R over 58 trades2025-06: +29.2 R over 39 trades2025-07: -12.2 R over 43 trades2025-08: +7.1 R over 39 trades2025-09: -8.3 R over 58 trades2025-10: -4.3 R over 49 trades2025-102025-11: -6.0 R over 43 trades2025-12: +5.1 R over 45 trades2026-01: +2.6 R over 34 trades2026-02: +2.7 R over 44 trades2026-03: +0.5 R over 23 trades2026-04: +3.9 R over 32 trades2026-042026-05: +4.4 R over 18 trades2026-06: +4.0 R over 58 trades2026-07: -5.4 R over 37 trades2026-08: +2.8 R over 33 trades2026-09: -11.5 R over 42 trades+29 R-31 R

x_brent_vs_ema50 < -1.668 (p25)

Honesty panelNo edge shown

No edge shown out of sample: -97.9 R over 770 trades is -0.127 R per trade, within what chance produces (t = -2.0); about 802 trades would be needed to confirm this mean at t = -2, shown: 770.

In sample
2023-09-30 to 2025-11-05
-154.0 R
1883 trades · 30% wins
-0.082 R per trade · t = -1.9, within chance
about 1,991 trades to confirm this mean (-0.082 R per trade) at t = -2 · shown: 1883
spread 0.087 R per trade
Out of sample
2025-11-05 to 2026-09-30
-97.9 R
770 trades · 28% wins
-0.127 R per trade · t = -2.0, within chance
about 802 trades to confirm this mean (-0.127 R per trade) at t = -2 · shown: 770
spread 0.072 R per trade
Last quarter
last 91 days of the window
-7.4 R
218 trades · 30% wins
-0.034 R per trade · t = -0.3, within chance
about 11,939 trades to confirm this mean (-0.034 R per trade) at t = -2 · shown: 218
spread 0.088 R per trade
Costs. Spread 0.083 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 -109.0 R (-0.142 R per trade over 770 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,687 signals placed, 2,653 filled, 34 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 706.7 pips, 2.50 ATR); target 3.5 R; exits 68% at the stop, 19% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (7,016 bars); max spread 50 pips (1,629 bars over it); M1 confirmation 25 pips (628 signals rejected).

Monthly R, x_brent_vs_ema50 < -1.668 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: +17.3 R over 82 trades2023-102023-11: +32.3 R over 68 trades2023-12: -6.8 R over 69 trades2024-01: +1.4 R over 78 trades2024-02: -13.3 R over 63 trades2024-03: -21.3 R over 61 trades2024-04: -21.7 R over 82 trades2024-042024-05: +4.4 R over 73 trades2024-06: -10.4 R over 70 trades2024-07: -14.9 R over 90 trades2024-08: +4.2 R over 77 trades2024-09: +2.2 R over 82 trades2024-10: -13.2 R over 62 trades2024-102024-11: +6.8 R over 77 trades2024-12: -42.2 R over 71 trades2025-01: +11.4 R over 84 trades2025-02: +0.3 R over 76 trades2025-03: -45.5 R over 72 trades2025-04: -9.4 R over 98 trades2025-042025-05: -18.7 R over 68 trades2025-06: +25.7 R over 59 trades2025-07: -24.8 R over 76 trades2025-08: +8.8 R over 70 trades2025-09: -11.2 R over 78 trades2025-10: -8.1 R over 86 trades2025-102025-11: -17.5 R over 75 trades2025-12: -11.5 R over 83 trades2026-01: -34.4 R over 78 trades2026-02: -11.6 R over 71 trades2026-03: -3.6 R over 47 trades2026-04: +5.7 R over 64 trades2026-042026-05: -3.7 R over 39 trades2026-06: -20.8 R over 106 trades2026-07: -2.4 R over 71 trades2026-08: +5.9 R over 73 trades2026-09: -10.9 R over 74 trades+32 R-45 R

x_brent_vs_ema50 < 0.04512 (p50)

Honesty panelActive, net negative

Traded 1043 times out of sample, net negative beyond chance (-129.5 R, -0.124 R per trade, t = -2.2); still active in the last quarter (-16.7 R over 303 trades).

In sample
2023-09-30 to 2025-11-05
-283.9 R
2554 trades · 29% wins
-0.111 R per trade · t = -3.1, beyond chance
about 1,048 trades to confirm this mean (-0.111 R per trade) at t = -2 · shown: 2554
spread 0.080 R per trade
Out of sample
2025-11-05 to 2026-09-30
-129.5 R
1043 trades · 28% wins
-0.124 R per trade · t = -2.2, beyond chance
about 832 trades to confirm this mean (-0.124 R per trade) at t = -2 · shown: 1043
spread 0.067 R per trade
Last quarter
last 91 days of the window
-16.7 R
303 trades · 30% wins
-0.055 R per trade · t = -0.5, within chance
about 4,349 trades to confirm this mean (-0.055 R per trade) at t = -2 · shown: 303
spread 0.075 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 -143.5 R (-0.138 R per trade over 1043 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,625 signals placed, 3,597 filled, 28 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 742.0 pips, 2.50 ATR); target 3.5 R; exits 68% at the stop, 19% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (3,844 bars); max spread 50 pips (1,395 bars over it); M1 confirmation 25 pips (782 signals rejected).

Monthly R, x_brent_vs_ema50 < 0.04512 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: +5.2 R over 106 trades2023-102023-11: +31.5 R over 94 trades2023-12: -6.6 R over 94 trades2024-01: +3.4 R over 106 trades2024-02: -16.0 R over 90 trades2024-03: -22.1 R over 69 trades2024-04: -22.8 R over 111 trades2024-042024-05: -7.4 R over 105 trades2024-06: -31.3 R over 109 trades2024-07: -10.1 R over 122 trades2024-08: +13.5 R over 95 trades2024-09: -5.6 R over 112 trades2024-10: -34.9 R over 106 trades2024-102024-11: +5.1 R over 99 trades2024-12: -55.7 R over 93 trades2025-01: +19.4 R over 103 trades2025-02: -30.6 R over 102 trades2025-03: -37.2 R over 87 trades2025-04: -22.6 R over 122 trades2025-042025-05: -28.5 R over 103 trades2025-06: +13.8 R over 88 trades2025-07: -9.0 R over 104 trades2025-08: -11.5 R over 99 trades2025-09: -20.4 R over 96 trades2025-10: +4.4 R over 125 trades2025-102025-11: -22.2 R over 103 trades2025-12: -11.5 R over 113 trades2026-01: -37.9 R over 101 trades2026-02: -14.6 R over 98 trades2026-03: -2.3 R over 70 trades2026-04: +6.1 R over 98 trades2026-042026-05: -17.0 R over 59 trades2026-06: -21.6 R over 112 trades2026-07: -7.5 R over 107 trades2026-08: +6.5 R over 91 trades2026-09: -15.8 R over 105 trades+32 R-56 R

x_brent_vs_ema50 < 1.776 (p75)

Honesty panelActive, net negative

Traded 1215 times out of sample, net negative beyond chance (-171.3 R, -0.141 R per trade, t = -2.8); still active in the last quarter (-39.5 R over 365 trades).

In sample
2023-09-30 to 2025-11-05
-342.2 R
2841 trades · 29% wins
-0.120 R per trade · t = -3.6, beyond chance
about 884 trades to confirm this mean (-0.120 R per trade) at t = -2 · shown: 2841
spread 0.078 R per trade
Out of sample
2025-11-05 to 2026-09-30
-171.3 R
1215 trades · 28% wins
-0.141 R per trade · t = -2.8, beyond chance
about 631 trades to confirm this mean (-0.141 R per trade) at t = -2 · shown: 1215
spread 0.064 R per trade
Last quarter
last 91 days of the window
-39.5 R
365 trades · 28% wins
-0.108 R per trade · t = -1.1, within chance
about 1,118 trades to confirm this mean (-0.108 R per trade) at t = -2 · shown: 365
spread 0.073 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 -187.0 R (-0.154 R per trade over 1215 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,084 signals placed, 4,056 filled, 28 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 751.7 pips, 2.50 ATR); target 3.5 R; exits 68% at the stop, 19% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,340 bars); max spread 50 pips (1,086 bars over it); M1 confirmation 25 pips (879 signals rejected).

Monthly R, x_brent_vs_ema50 < 1.776 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -14.1 R over 122 trades2023-102023-11: +28.8 R over 104 trades2023-12: -0.2 R over 106 trades2024-01: -13.0 R over 127 trades2024-02: -10.0 R over 110 trades2024-03: -28.8 R over 77 trades2024-04: -37.6 R over 130 trades2024-042024-05: -9.8 R over 115 trades2024-06: -21.1 R over 123 trades2024-07: -9.5 R over 128 trades2024-08: -2.5 R over 120 trades2024-09: -8.7 R over 117 trades2024-10: -36.2 R over 124 trades2024-102024-11: +4.9 R over 113 trades2024-12: -58.5 R over 102 trades2025-01: +12.2 R over 109 trades2025-02: -24.0 R over 111 trades2025-03: -29.8 R over 85 trades2025-04: -24.9 R over 122 trades2025-042025-05: -14.7 R over 112 trades2025-06: +20.4 R over 95 trades2025-07: -22.1 R over 124 trades2025-08: -5.6 R over 103 trades2025-09: -17.8 R over 115 trades2025-10: -12.9 R over 135 trades2025-102025-11: -19.6 R over 107 trades2025-12: -30.3 R over 131 trades2026-01: -35.0 R over 130 trades2026-02: -8.4 R over 116 trades2026-03: -27.5 R over 95 trades2026-04: +17.1 R over 103 trades2026-042026-05: -17.9 R over 62 trades2026-06: -17.1 R over 118 trades2026-07: -12.0 R over 122 trades2026-08: +5.7 R over 111 trades2026-09: -33.3 R over 132 trades+29 R-58 R

x_brent_vs_ema50 < 3.276 (p90)

Honesty panelActive, net negative

Traded 1297 times out of sample, net negative beyond chance (-216.5 R, -0.167 R per trade, t = -3.4); still active in the last quarter (-71.8 R over 407 trades).

In sample
2023-09-30 to 2025-11-05
-383.7 R
2943 trades · 29% wins
-0.130 R per trade · t = -4.0, beyond chance
about 751 trades to confirm this mean (-0.130 R per trade) at t = -2 · shown: 2943
spread 0.076 R per trade
Out of sample
2025-11-05 to 2026-09-30
-216.5 R
1297 trades · 27% wins
-0.167 R per trade · t = -3.4, beyond chance
about 447 trades to confirm this mean (-0.167 R per trade) at t = -2 · shown: 1297
spread 0.063 R per trade
Last quarter
last 91 days of the window
-71.8 R
407 trades · 26% wins
-0.176 R per trade · t = -2.0, beyond chance
about 402 trades to confirm this mean (-0.176 R per trade) at t = -2 · shown: 407
spread 0.072 R per trade
Costs. Spread 0.072 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 -232.9 R (-0.180 R per trade over 1297 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,274 signals placed, 4,240 filled, 34 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 759.5 pips, 2.50 ATR); target 3.5 R; exits 69% at the stop, 18% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (1,914 bars); max spread 50 pips (1,093 bars over it); M1 confirmation 25 pips (863 signals rejected).

Monthly R, x_brent_vs_ema50 < 3.276 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -16.4 R over 131 trades2023-102023-11: +32.7 R over 102 trades2023-12: -0.2 R over 108 trades2024-01: -18.8 R over 135 trades2024-02: -9.8 R over 119 trades2024-03: -16.7 R over 85 trades2024-04: -42.6 R over 129 trades2024-042024-05: -12.0 R over 113 trades2024-06: -17.3 R over 119 trades2024-07: -3.0 R over 126 trades2024-08: -2.6 R over 125 trades2024-09: -6.0 R over 127 trades2024-10: -44.4 R over 129 trades2024-102024-11: +3.1 R over 112 trades2024-12: -70.7 R over 111 trades2025-01: +7.3 R over 112 trades2025-02: -25.8 R over 122 trades2025-03: -25.1 R over 74 trades2025-04: -28.8 R over 126 trades2025-042025-05: -24.7 R over 117 trades2025-06: +13.5 R over 110 trades2025-07: -24.9 R over 127 trades2025-08: -13.2 R over 110 trades2025-09: -18.8 R over 127 trades2025-10: -11.9 R over 135 trades2025-102025-11: -22.8 R over 113 trades2025-12: -28.5 R over 133 trades2026-01: -35.0 R over 130 trades2026-02: -7.6 R over 124 trades2026-03: -38.6 R over 109 trades2026-04: +14.0 R over 112 trades2026-042026-05: -16.9 R over 58 trades2026-06: -16.2 R over 123 trades2026-07: -25.1 R over 145 trades2026-08: -2.9 R over 121 trades2026-09: -43.8 R over 141 trades+33 R-71 R

What x_brent_vs_ema50 measures

BRENT close vs EMA50 (its ATR) (atr), on M5 bars. BRENT close minus its 50-bar exponential average, 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.

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.