Rule Collider

Backtests · EURJPY · momentum_3_atr · long

Does momentum_3_atr below 0.03665 work on EURJPY? 2023 to 2026 backtest

EURJPY long when 3-bar change (ATR) is below the threshold, tested at five thresholds taken from the feature’s own distribution on EURJPY 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 3 pips, one-minute confirmation 2 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
p10momentum_3_atr < -1.377-698.5 R / 2416-161.0 R / 735-3.5235-82.4 R / 233Active, net negative
p25momentum_3_atr < -0.6736-777.0 R / 2765-203.2 R / 895-4.1215-100.3 R / 284Active, net negative
p50momentum_3_atr < 0.03665-796.9 R / 2852-237.0 R / 939-4.7171-104.1 R / 292Active, net negative
p75momentum_3_atr < 0.7303-785.0 R / 2886-253.8 R / 960-5.0156-105.8 R / 294Active, net negative
p90momentum_3_atr < 1.384-791.3 R / 2918-254.8 R / 964-5.0157-106.2 R / 297Active, 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

momentum_3_atr < -1.377 (p10)

Honesty panelActive, net negative

Traded 735 times out of sample, net negative beyond chance (-161.0 R, -0.219 R per trade, t = -3.5); still active in the last quarter (-82.4 R over 233 trades).

In sample
2023-09-30 to 2025-11-05
-698.5 R
2416 trades · 30% wins
-0.289 R per trade · t = -8.9, beyond chance
about 122 trades to confirm this mean (-0.289 R per trade) at t = -2 · shown: 2416
spread 0.096 R per trade
Out of sample
2025-11-05 to 2026-09-30
-161.0 R
735 trades · 34% wins
-0.219 R per trade · t = -3.5, beyond chance
about 235 trades to confirm this mean (-0.219 R per trade) at t = -2 · shown: 735
spread 0.151 R per trade
Last quarter
last 91 days of the window
-82.4 R
233 trades · 30% wins
-0.354 R per trade · t = -3.4, beyond chance
about 83 trades to confirm this mean (-0.354 R per trade) at t = -2 · shown: 233
spread 0.169 R per trade
Costs. Spread 0.109 R per trade at 1.25 times the bar’s minimum. Fill offset 0.24 stop-distances on every entry, measured on 560 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -183.2 R (-0.249 R per trade over 735 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,866 signals placed, 3,151 filled, 715 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 20.1 pips, 2.58 ATR, 512 raised to the 10-pip floor); target 3 R; exits 64% at the stop, 19% at the target, 17% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (11,758 bars); max spread 3 pips (7,144 bars over it); M1 confirmation 2 pips (2,439 signals rejected).

Monthly R, momentum_3_atr < -1.377 on EURJPYOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -27.8 R over 102 trades2023-102023-11: -27.4 R over 101 trades2023-12: -53.3 R over 113 trades2024-01: -21.0 R over 86 trades2024-02: -10.8 R over 83 trades2024-03: -21.4 R over 75 trades2024-04: -5.7 R over 90 trades2024-042024-05: -18.9 R over 89 trades2024-06: -16.2 R over 85 trades2024-07: -39.6 R over 106 trades2024-08: -11.8 R over 110 trades2024-09: -38.4 R over 113 trades2024-10: -25.0 R over 103 trades2024-102024-11: -62.2 R over 99 trades2024-12: -44.9 R over 115 trades2025-01: -49.4 R over 104 trades2025-02: -41.5 R over 101 trades2025-03: -15.3 R over 92 trades2025-04: -22.4 R over 79 trades2025-042025-05: -31.1 R over 89 trades2025-06: +6.4 R over 90 trades2025-07: -21.2 R over 111 trades2025-08: -31.8 R over 97 trades2025-09: -23.3 R over 69 trades2025-10: -37.1 R over 103 trades2025-102025-11: -16.4 R over 90 trades2025-12: +6.0 R over 83 trades2026-01: -13.4 R over 81 trades2026-02: -19.0 R over 80 trades2026-03: +0.6 R over 14 trades2026-04: -23.5 R over 50 trades2026-042026-05: -3.4 R over 33 trades2026-06: -16.7 R over 82 trades2026-07: -46.9 R over 82 trades2026-08: +8.4 R over 56 trades2026-09: -43.8 R over 95 trades+8 R-62 R

momentum_3_atr < -0.6736 (p25)

Honesty panelActive, net negative

Traded 895 times out of sample, net negative beyond chance (-203.2 R, -0.227 R per trade, t = -4.1); still active in the last quarter (-100.3 R over 284 trades).

In sample
2023-09-30 to 2025-11-05
-777.0 R
2765 trades · 30% wins
-0.281 R per trade · t = -9.2, beyond chance
about 130 trades to confirm this mean (-0.281 R per trade) at t = -2 · shown: 2765
spread 0.096 R per trade
Out of sample
2025-11-05 to 2026-09-30
-203.2 R
895 trades · 34% wins
-0.227 R per trade · t = -4.1, beyond chance
about 215 trades to confirm this mean (-0.227 R per trade) at t = -2 · shown: 895
spread 0.154 R per trade
Last quarter
last 91 days of the window
-100.3 R
284 trades · 30% wins
-0.353 R per trade · t = -3.7, beyond chance
about 82 trades to confirm this mean (-0.353 R per trade) at t = -2 · shown: 284
spread 0.171 R per trade
Costs. Spread 0.110 R per trade at 1.25 times the bar’s minimum. Fill offset 0.24 stop-distances on every entry, measured on 560 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -230.7 R (-0.258 R per trade over 895 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,555 signals placed, 3,660 filled, 895 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 20.4 pips, 2.59 ATR, 630 raised to the 10-pip floor); target 3 R; exits 64% at the stop, 19% at the target, 17% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (9,800 bars); max spread 3 pips (6,800 bars over it); M1 confirmation 2 pips (3,315 signals rejected).

Monthly R, momentum_3_atr < -0.6736 on EURJPYOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -16.4 R over 108 trades2023-102023-11: -30.1 R over 109 trades2023-12: -64.2 R over 121 trades2024-01: -19.5 R over 113 trades2024-02: -18.3 R over 103 trades2024-03: -29.9 R over 92 trades2024-04: -4.3 R over 98 trades2024-042024-05: -16.8 R over 103 trades2024-06: -25.5 R over 110 trades2024-07: -38.3 R over 118 trades2024-08: -19.3 R over 110 trades2024-09: -42.2 R over 138 trades2024-10: -25.1 R over 122 trades2024-102024-11: -62.6 R over 109 trades2024-12: -45.4 R over 123 trades2025-01: -41.5 R over 115 trades2025-02: -43.1 R over 114 trades2025-03: -21.1 R over 107 trades2025-04: -33.2 R over 98 trades2025-042025-05: -37.4 R over 95 trades2025-06: -2.8 R over 106 trades2025-07: -21.6 R over 124 trades2025-08: -34.5 R over 116 trades2025-09: -31.8 R over 90 trades2025-10: -43.5 R over 113 trades2025-102025-11: -0.9 R over 86 trades2025-12: +3.6 R over 104 trades2026-01: -25.9 R over 94 trades2026-02: -2.2 R over 101 trades2026-03: -6.1 R over 20 trades2026-04: -33.0 R over 71 trades2026-042026-05: -17.4 R over 43 trades2026-06: -29.4 R over 102 trades2026-07: -46.8 R over 99 trades2026-08: +7.7 R over 63 trades2026-09: -61.1 R over 122 trades+8 R-64 R

momentum_3_atr < 0.03665 (p50)

Honesty panelActive, net negative

Traded 939 times out of sample, net negative beyond chance (-237.0 R, -0.252 R per trade, t = -4.7); still active in the last quarter (-104.1 R over 292 trades).

In sample
2023-09-30 to 2025-11-05
-796.9 R
2852 trades · 31% wins
-0.279 R per trade · t = -9.3, beyond chance
about 132 trades to confirm this mean (-0.279 R per trade) at t = -2 · shown: 2852
spread 0.096 R per trade
Out of sample
2025-11-05 to 2026-09-30
-237.0 R
939 trades · 33% wins
-0.252 R per trade · t = -4.7, beyond chance
about 171 trades to confirm this mean (-0.252 R per trade) at t = -2 · shown: 939
spread 0.157 R per trade
Last quarter
last 91 days of the window
-104.1 R
292 trades · 29% wins
-0.357 R per trade · t = -3.8, beyond chance
about 80 trades to confirm this mean (-0.357 R per trade) at t = -2 · shown: 292
spread 0.172 R per trade
Costs. Spread 0.111 R per trade at 1.25 times the bar’s minimum. Fill offset 0.24 stop-distances on every entry, measured on 560 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -266.4 R (-0.284 R per trade over 939 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,764 signals placed, 3,791 filled, 973 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 20.6 pips, 2.60 ATR, 708 raised to the 10-pip floor); target 3 R; exits 64% at the stop, 19% at the target, 17% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (9,400 bars); max spread 3 pips (6,499 bars over it); M1 confirmation 2 pips (4,102 signals rejected).

Monthly R, momentum_3_atr < 0.03665 on EURJPYOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -23.5 R over 114 trades2023-102023-11: -21.9 R over 110 trades2023-12: -54.5 R over 120 trades2024-01: -17.5 R over 112 trades2024-02: -16.4 R over 107 trades2024-03: -26.6 R over 101 trades2024-04: -14.2 R over 111 trades2024-042024-05: -17.9 R over 106 trades2024-06: -25.6 R over 115 trades2024-07: -48.2 R over 122 trades2024-08: -20.7 R over 118 trades2024-09: -36.1 R over 143 trades2024-10: -38.5 R over 128 trades2024-102024-11: -66.2 R over 117 trades2024-12: -36.3 R over 122 trades2025-01: -50.1 R over 123 trades2025-02: -34.5 R over 107 trades2025-03: -20.4 R over 112 trades2025-04: -32.5 R over 95 trades2025-042025-05: -30.3 R over 96 trades2025-06: -13.9 R over 107 trades2025-07: -31.4 R over 130 trades2025-08: -41.9 R over 114 trades2025-09: -25.4 R over 95 trades2025-10: -40.1 R over 115 trades2025-102025-11: -17.5 R over 94 trades2025-12: -2.6 R over 106 trades2026-01: -22.7 R over 99 trades2026-02: -14.3 R over 111 trades2026-03: -7.8 R over 25 trades2026-04: -31.8 R over 75 trades2026-042026-05: -22.7 R over 46 trades2026-06: -25.5 R over 103 trades2026-07: -42.6 R over 96 trades2026-08: +0.4 R over 71 trades2026-09: -62.0 R over 125 trades+0 R-66 R

momentum_3_atr < 0.7303 (p75)

Honesty panelActive, net negative

Traded 960 times out of sample, net negative beyond chance (-253.8 R, -0.264 R per trade, t = -5.0); still active in the last quarter (-105.8 R over 294 trades).

In sample
2023-09-30 to 2025-11-05
-785.0 R
2886 trades · 31% wins
-0.272 R per trade · t = -9.1, beyond chance
about 140 trades to confirm this mean (-0.272 R per trade) at t = -2 · shown: 2886
spread 0.096 R per trade
Out of sample
2025-11-05 to 2026-09-30
-253.8 R
960 trades · 33% wins
-0.264 R per trade · t = -5.0, beyond chance
about 156 trades to confirm this mean (-0.264 R per trade) at t = -2 · shown: 960
spread 0.158 R per trade
Last quarter
last 91 days of the window
-105.8 R
294 trades · 29% wins
-0.360 R per trade · t = -3.9, beyond chance
about 78 trades to confirm this mean (-0.360 R per trade) at t = -2 · shown: 294
spread 0.172 R per trade
Costs. Spread 0.112 R per trade at 1.25 times the bar’s minimum. Fill offset 0.24 stop-distances on every entry, measured on 560 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -284.1 R (-0.296 R per trade over 960 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,836 signals placed, 3,846 filled, 990 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 20.6 pips, 2.60 ATR, 718 raised to the 10-pip floor); target 3 R; exits 64% at the stop, 19% at the target, 17% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (9,340 bars); max spread 3 pips (6,249 bars over it); M1 confirmation 2 pips (4,437 signals rejected).

Monthly R, momentum_3_atr < 0.7303 on EURJPYOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -32.3 R over 122 trades2023-102023-11: -20.3 R over 113 trades2023-12: -57.9 R over 123 trades2024-01: -17.7 R over 116 trades2024-02: -22.1 R over 112 trades2024-03: -17.1 R over 90 trades2024-04: -13.7 R over 111 trades2024-042024-05: -12.9 R over 109 trades2024-06: -26.6 R over 122 trades2024-07: -51.5 R over 124 trades2024-08: -22.1 R over 119 trades2024-09: -27.9 R over 145 trades2024-10: -40.3 R over 136 trades2024-102024-11: -70.5 R over 117 trades2024-12: -29.3 R over 118 trades2025-01: -49.4 R over 121 trades2025-02: -33.2 R over 110 trades2025-03: -27.5 R over 118 trades2025-04: -26.2 R over 94 trades2025-042025-05: -33.9 R over 92 trades2025-06: -4.9 R over 98 trades2025-07: -35.6 R over 133 trades2025-08: -33.9 R over 110 trades2025-09: -26.5 R over 102 trades2025-10: -39.9 R over 119 trades2025-102025-11: -22.2 R over 95 trades2025-12: -4.8 R over 109 trades2026-01: -22.7 R over 104 trades2026-02: -10.3 R over 114 trades2026-03: -13.3 R over 30 trades2026-04: -35.9 R over 78 trades2026-042026-05: -21.2 R over 45 trades2026-06: -29.0 R over 103 trades2026-07: -40.4 R over 96 trades2026-08: -3.3 R over 73 trades2026-09: -62.1 R over 125 trades+0 R-70 R

momentum_3_atr < 1.384 (p90)

Honesty panelActive, net negative

Traded 964 times out of sample, net negative beyond chance (-254.8 R, -0.264 R per trade, t = -5.0); still active in the last quarter (-106.2 R over 297 trades).

In sample
2023-09-30 to 2025-11-05
-791.3 R
2918 trades · 31% wins
-0.271 R per trade · t = -9.1, beyond chance
about 141 trades to confirm this mean (-0.271 R per trade) at t = -2 · shown: 2918
spread 0.097 R per trade
Out of sample
2025-11-05 to 2026-09-30
-254.8 R
964 trades · 33% wins
-0.264 R per trade · t = -5.0, beyond chance
about 157 trades to confirm this mean (-0.264 R per trade) at t = -2 · shown: 964
spread 0.159 R per trade
Last quarter
last 91 days of the window
-106.2 R
297 trades · 30% wins
-0.357 R per trade · t = -3.9, beyond chance
about 80 trades to confirm this mean (-0.357 R per trade) at t = -2 · shown: 297
spread 0.172 R per trade
Costs. Spread 0.112 R per trade at 1.25 times the bar’s minimum. Fill offset 0.24 stop-distances on every entry, measured on 560 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -285.5 R (-0.296 R per trade over 964 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,830 signals placed, 3,882 filled, 948 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 20.7 pips, 2.60 ATR, 693 raised to the 10-pip floor); target 3 R; exits 64% at the stop, 19% at the target, 17% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (9,315 bars); max spread 3 pips (6,011 bars over it); M1 confirmation 2 pips (4,400 signals rejected).

Monthly R, momentum_3_atr < 1.384 on EURJPYOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -31.3 R over 124 trades2023-102023-11: -20.5 R over 115 trades2023-12: -62.0 R over 126 trades2024-01: -16.4 R over 119 trades2024-02: -23.5 R over 109 trades2024-03: -22.6 R over 97 trades2024-04: -10.8 R over 112 trades2024-042024-05: -20.0 R over 114 trades2024-06: -23.7 R over 122 trades2024-07: -50.4 R over 131 trades2024-08: -29.8 R over 125 trades2024-09: -32.1 R over 148 trades2024-10: -42.5 R over 138 trades2024-102024-11: -69.5 R over 116 trades2024-12: -28.2 R over 120 trades2025-01: -47.1 R over 120 trades2025-02: -31.7 R over 111 trades2025-03: -28.2 R over 119 trades2025-04: -23.7 R over 92 trades2025-042025-05: -33.3 R over 94 trades2025-06: +1.3 R over 98 trades2025-07: -32.5 R over 127 trades2025-08: -35.5 R over 114 trades2025-09: -26.8 R over 99 trades2025-10: -40.2 R over 117 trades2025-102025-11: -15.8 R over 90 trades2025-12: -5.2 R over 111 trades2026-01: -20.7 R over 100 trades2026-02: -16.3 R over 113 trades2026-03: -11.1 R over 31 trades2026-04: -42.4 R over 83 trades2026-042026-05: -17.3 R over 43 trades2026-06: -30.1 R over 107 trades2026-07: -39.9 R over 97 trades2026-08: -2.7 R over 74 trades2026-09: -63.6 R over 126 trades+1 R-70 R

What momentum_3_atr measures

3-bar change (ATR) (atr), on M5 bars. Close minus the close 3 bars earlier, in multiples of the 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.