Rule Collider

Backtests · DJI30 · x_usdjpy_rsi · long

Does x_usdjpy_rsi below 51.247 work on DJI30? 2023 to 2026 backtest

DJI30 long when USDJPY 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 3.5 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
p10x_usdjpy_rsi < 35.649-145.6 R / 1565-58.1 R / 630-1.31,582-22.0 R / 193No edge shown
p25x_usdjpy_rsi < 43.106-251.8 R / 2209-158.4 R / 927-2.9432-57.9 R / 269Active, net negative
p50x_usdjpy_rsi < 51.247-313.5 R / 2662-140.8 R / 1158-2.3870-53.2 R / 347Active, net negative
p75x_usdjpy_rsi < 59.094-359.6 R / 2839-198.5 R / 1264-3.2505-59.2 R / 394Active, net negative
p90x_usdjpy_rsi < 66.079-400.0 R / 2942-208.6 R / 1301-3.3484-71.2 R / 410Active, 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_usdjpy_rsi < 35.649 (p10)

Honesty panelNo edge shown

No edge shown out of sample: -58.1 R over 630 trades is -0.092 R per trade, within what chance produces (t = -1.3); about 1,582 trades would be needed to confirm this mean at t = -2, shown: 630.

In sample
2023-09-30 to 2025-11-05
-145.6 R
1565 trades · 30% wins
-0.093 R per trade · t = -2.0, beyond chance
about 1,543 trades to confirm this mean (-0.093 R per trade) at t = -2 · shown: 1565
spread 0.087 R per trade
Out of sample
2025-11-05 to 2026-09-30
-58.1 R
630 trades · 29% wins
-0.092 R per trade · t = -1.3, within chance
about 1,582 trades to confirm this mean (-0.092 R per trade) at t = -2 · shown: 630
spread 0.076 R per trade
Last quarter
last 91 days of the window
-22.0 R
193 trades · 31% wins
-0.114 R per trade · t = -0.9, within chance
about 992 trades to confirm this mean (-0.114 R per trade) at t = -2 · shown: 193
spread 0.088 R per trade
Costs. Spread 0.084 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 -67.7 R (-0.107 R per trade over 630 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,237 signals placed, 2,195 filled, 42 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 700.4 pips, 2.50 ATR); target 3.5 R; exits 68% at the stop, 20% at the target, 12% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (8,942 bars); max spread 50 pips (2,037 bars over it); M1 confirmation 50 pips (1,501 signals rejected).

Monthly R, x_usdjpy_rsi < 35.649 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -8.5 R over 58 trades2023-102023-11: +6.4 R over 51 trades2023-12: +6.6 R over 58 trades2024-01: -9.8 R over 53 trades2024-02: -7.1 R over 46 trades2024-03: -16.8 R over 46 trades2024-04: -22.5 R over 54 trades2024-042024-05: +1.5 R over 53 trades2024-06: -18.2 R over 56 trades2024-07: -9.4 R over 72 trades2024-08: +7.4 R over 74 trades2024-09: +2.5 R over 77 trades2024-10: -30.2 R over 73 trades2024-102024-11: +1.7 R over 65 trades2024-12: -17.1 R over 49 trades2025-01: +23.0 R over 62 trades2025-02: -1.9 R over 75 trades2025-03: -16.0 R over 55 trades2025-04: +12.9 R over 81 trades2025-042025-05: -23.6 R over 66 trades2025-06: +15.7 R over 72 trades2025-07: -8.3 R over 62 trades2025-08: -2.6 R over 58 trades2025-09: -6.8 R over 65 trades2025-10: -18.1 R over 75 trades2025-102025-11: -6.3 R over 56 trades2025-12: -14.8 R over 66 trades2026-01: -25.6 R over 67 trades2026-02: -11.8 R over 73 trades2026-03: -11.2 R over 53 trades2026-04: +15.3 R over 62 trades2026-042026-05: +10.2 R over 21 trades2026-06: +1.6 R over 48 trades2026-07: -17.9 R over 71 trades2026-08: +7.8 R over 60 trades2026-09: -11.9 R over 62 trades+23 R-30 R

x_usdjpy_rsi < 43.106 (p25)

Honesty panelActive, net negative

Traded 927 times out of sample, net negative beyond chance (-158.4 R, -0.171 R per trade, t = -2.9); still active in the last quarter (-57.9 R over 269 trades).

In sample
2023-09-30 to 2025-11-05
-251.8 R
2209 trades · 29% wins
-0.114 R per trade · t = -3.0, beyond chance
about 1,014 trades to confirm this mean (-0.114 R per trade) at t = -2 · shown: 2209
spread 0.085 R per trade
Out of sample
2025-11-05 to 2026-09-30
-158.4 R
927 trades · 27% wins
-0.171 R per trade · t = -2.9, beyond chance
about 432 trades to confirm this mean (-0.171 R per trade) at t = -2 · shown: 927
spread 0.074 R per trade
Last quarter
last 91 days of the window
-57.9 R
269 trades · 26% wins
-0.215 R per trade · t = -2.0, beyond chance
about 268 trades to confirm this mean (-0.215 R per trade) at t = -2 · shown: 269
spread 0.092 R per trade
Costs. Spread 0.082 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 -172.2 R (-0.186 R per trade over 927 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,194 signals placed, 3,136 filled, 58 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 713.0 pips, 2.50 ATR); target 3.5 R; exits 69% at the stop, 19% at the target, 12% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (5,879 bars); max spread 50 pips (1,548 bars over it); M1 confirmation 50 pips (2,119 signals rejected).

Monthly R, x_usdjpy_rsi < 43.106 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -17.0 R over 92 trades2023-102023-11: +9.1 R over 68 trades2023-12: -5.2 R over 79 trades2024-01: -9.6 R over 79 trades2024-02: -1.8 R over 64 trades2024-03: -2.7 R over 46 trades2024-04: -38.4 R over 87 trades2024-042024-05: -15.2 R over 85 trades2024-06: -2.6 R over 87 trades2024-07: -5.8 R over 95 trades2024-08: +17.1 R over 96 trades2024-09: +4.1 R over 103 trades2024-10: -36.9 R over 101 trades2024-102024-11: +4.3 R over 86 trades2024-12: -55.9 R over 88 trades2025-01: +27.2 R over 89 trades2025-02: -29.5 R over 95 trades2025-03: -16.9 R over 67 trades2025-04: -14.5 R over 106 trades2025-042025-05: -27.1 R over 99 trades2025-06: +8.4 R over 97 trades2025-07: -9.6 R over 85 trades2025-08: +9.7 R over 95 trades2025-09: -23.3 R over 105 trades2025-10: -11.3 R over 103 trades2025-102025-11: -21.4 R over 86 trades2025-12: -22.6 R over 99 trades2026-01: -38.6 R over 95 trades2026-02: -29.7 R over 106 trades2026-03: -4.2 R over 67 trades2026-04: +6.6 R over 93 trades2026-042026-05: -2.5 R over 43 trades2026-06: +3.9 R over 81 trades2026-07: -22.6 R over 93 trades2026-08: -11.7 R over 79 trades2026-09: -23.7 R over 97 trades+27 R-56 R

x_usdjpy_rsi < 51.247 (p50)

Honesty panelActive, net negative

Traded 1158 times out of sample, net negative beyond chance (-140.8 R, -0.122 R per trade, t = -2.3); still active in the last quarter (-53.2 R over 347 trades).

In sample
2023-09-30 to 2025-11-05
-313.5 R
2662 trades · 30% wins
-0.118 R per trade · t = -3.4, beyond chance
about 932 trades to confirm this mean (-0.118 R per trade) at t = -2 · shown: 2662
spread 0.082 R per trade
Out of sample
2025-11-05 to 2026-09-30
-140.8 R
1158 trades · 28% wins
-0.122 R per trade · t = -2.3, beyond chance
about 870 trades to confirm this mean (-0.122 R per trade) at t = -2 · shown: 1158
spread 0.070 R per trade
Last quarter
last 91 days of the window
-53.2 R
347 trades · 27% wins
-0.153 R per trade · t = -1.6, within chance
about 534 trades to confirm this mean (-0.153 R per trade) at t = -2 · shown: 347
spread 0.085 R per trade
Costs. Spread 0.078 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 -156.9 R (-0.136 R per trade over 1158 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,874 signals placed, 3,820 filled, 54 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 734.8 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 (3,144 bars); max spread 50 pips (1,452 bars over it); M1 confirmation 50 pips (2,464 signals rejected).

Monthly R, x_usdjpy_rsi < 51.247 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -14.0 R over 109 trades2023-102023-11: +17.1 R over 95 trades2023-12: +9.7 R over 99 trades2024-01: -23.1 R over 118 trades2024-02: -5.0 R over 87 trades2024-03: +10.0 R over 78 trades2024-04: -33.2 R over 111 trades2024-042024-05: -32.6 R over 110 trades2024-06: -13.1 R over 102 trades2024-07: -3.7 R over 116 trades2024-08: +7.1 R over 110 trades2024-09: -12.7 R over 119 trades2024-10: -50.1 R over 127 trades2024-102024-11: +11.5 R over 105 trades2024-12: -56.9 R over 102 trades2025-01: +9.1 R over 91 trades2025-02: -33.9 R over 108 trades2025-03: -23.0 R over 71 trades2025-04: -11.3 R over 119 trades2025-042025-05: -22.3 R over 112 trades2025-06: +7.7 R over 102 trades2025-07: -12.6 R over 112 trades2025-08: -6.6 R over 109 trades2025-09: -20.4 R over 118 trades2025-10: -5.3 R over 120 trades2025-102025-11: -16.0 R over 98 trades2025-12: -14.2 R over 122 trades2026-01: -41.5 R over 127 trades2026-02: -32.1 R over 119 trades2026-03: -9.5 R over 83 trades2026-04: +24.9 R over 112 trades2026-042026-05: -6.4 R over 59 trades2026-06: +1.5 R over 103 trades2026-07: -12.4 R over 112 trades2026-08: -7.5 R over 104 trades2026-09: -33.3 R over 131 trades+25 R-57 R

x_usdjpy_rsi < 59.094 (p75)

Honesty panelActive, net negative

Traded 1264 times out of sample, net negative beyond chance (-198.5 R, -0.157 R per trade, t = -3.2); still active in the last quarter (-59.2 R over 394 trades).

In sample
2023-09-30 to 2025-11-05
-359.6 R
2839 trades · 29% wins
-0.127 R per trade · t = -3.8, beyond chance
about 800 trades to confirm this mean (-0.127 R per trade) at t = -2 · shown: 2839
spread 0.078 R per trade
Out of sample
2025-11-05 to 2026-09-30
-198.5 R
1264 trades · 28% wins
-0.157 R per trade · t = -3.2, beyond chance
about 505 trades to confirm this mean (-0.157 R per trade) at t = -2 · shown: 1264
spread 0.065 R per trade
Last quarter
last 91 days of the window
-59.2 R
394 trades · 27% wins
-0.150 R per trade · t = -1.7, within chance
about 557 trades to confirm this mean (-0.150 R per trade) at t = -2 · shown: 394
spread 0.077 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 -214.8 R (-0.170 R per trade over 1264 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,162 signals placed, 4,103 filled, 59 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 757.8 pips, 2.50 ATR); target 3.5 R; exits 68% 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 (2,057 bars); max spread 50 pips (1,325 bars over it); M1 confirmation 50 pips (2,388 signals rejected).

Monthly R, x_usdjpy_rsi < 59.094 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -14.6 R over 127 trades2023-102023-11: +24.3 R over 97 trades2023-12: +18.2 R over 110 trades2024-01: -20.6 R over 129 trades2024-02: -5.7 R over 91 trades2024-03: -1.4 R over 80 trades2024-04: -48.5 R over 133 trades2024-042024-05: -15.2 R over 114 trades2024-06: -19.2 R over 118 trades2024-07: +2.5 R over 123 trades2024-08: +10.3 R over 116 trades2024-09: -22.6 R over 124 trades2024-10: -49.1 R over 131 trades2024-102024-11: +4.9 R over 110 trades2024-12: -66.4 R over 112 trades2025-01: +11.0 R over 104 trades2025-02: -40.7 R over 112 trades2025-03: -23.7 R over 76 trades2025-04: -16.8 R over 122 trades2025-042025-05: -27.7 R over 118 trades2025-06: +13.2 R over 97 trades2025-07: -17.1 R over 116 trades2025-08: -15.8 R over 117 trades2025-09: -18.1 R over 124 trades2025-10: -14.1 R over 125 trades2025-102025-11: -22.0 R over 102 trades2025-12: -13.7 R over 130 trades2026-01: -46.4 R over 124 trades2026-02: -16.8 R over 123 trades2026-03: -26.9 R over 103 trades2026-04: +10.9 R over 118 trades2026-042026-05: -24.4 R over 69 trades2026-06: -6.9 R over 114 trades2026-07: -16.4 R over 130 trades2026-08: -8.8 R over 121 trades2026-09: -34.0 R over 143 trades+24 R-66 R

x_usdjpy_rsi < 66.079 (p90)

Honesty panelActive, net negative

Traded 1301 times out of sample, net negative beyond chance (-208.6 R, -0.160 R per trade, t = -3.3); still active in the last quarter (-71.2 R over 410 trades).

In sample
2023-09-30 to 2025-11-05
-400.0 R
2942 trades · 29% wins
-0.136 R per trade · t = -4.1, beyond chance
about 691 trades to confirm this mean (-0.136 R per trade) at t = -2 · shown: 2942
spread 0.077 R per trade
Out of sample
2025-11-05 to 2026-09-30
-208.6 R
1301 trades · 28% wins
-0.160 R per trade · t = -3.3, beyond chance
about 484 trades to confirm this mean (-0.160 R per trade) at t = -2 · shown: 1301
spread 0.064 R per trade
Last quarter
last 91 days of the window
-71.2 R
410 trades · 27% wins
-0.174 R per trade · t = -2.0, within chance
about 411 trades to confirm this mean (-0.174 R per trade) at t = -2 · shown: 410
spread 0.076 R per trade
Costs. Spread 0.073 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 -225.2 R (-0.173 R per trade over 1301 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,295 signals placed, 4,243 filled, 52 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 758.6 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 (1,801 bars); max spread 50 pips (1,234 bars over it); M1 confirmation 50 pips (2,334 signals rejected).

Monthly R, x_usdjpy_rsi < 66.079 on DJI30One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -19.4 R over 134 trades2023-102023-11: +21.5 R over 105 trades2023-12: +13.2 R over 108 trades2024-01: -15.1 R over 132 trades2024-02: -7.4 R over 101 trades2024-03: -7.7 R over 70 trades2024-04: -43.2 R over 130 trades2024-042024-05: -8.3 R over 107 trades2024-06: -24.2 R over 124 trades2024-07: -2.5 R over 123 trades2024-08: +4.4 R over 122 trades2024-09: -23.4 R over 135 trades2024-10: -50.5 R over 135 trades2024-102024-11: +5.9 R over 120 trades2024-12: -67.7 R over 113 trades2025-01: +10.1 R over 114 trades2025-02: -38.8 R over 112 trades2025-03: -24.9 R over 77 trades2025-04: -22.9 R over 131 trades2025-042025-05: -25.4 R over 119 trades2025-06: +5.7 R over 110 trades2025-07: -20.7 R over 125 trades2025-08: -19.7 R over 120 trades2025-09: -15.6 R over 125 trades2025-10: -16.6 R over 137 trades2025-102025-11: -24.7 R over 111 trades2025-12: -22.5 R over 134 trades2026-01: -41.8 R over 128 trades2026-02: -7.4 R over 124 trades2026-03: -31.9 R over 102 trades2026-04: +18.4 R over 121 trades2026-042026-05: -20.7 R over 61 trades2026-06: -13.6 R over 123 trades2026-07: -18.8 R over 136 trades2026-08: -21.5 R over 132 trades2026-09: -30.8 R over 142 trades+22 R-68 R

What x_usdjpy_rsi measures

USDJPY RSI (14) (index), on M5 bars. RSI(14) of USDJPY 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.

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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.