Rule Collider

Backtests · GOLD · d1_adx · long

Does d1_adx above 26.983 work on GOLD? 2023 to 2026 backtest

GOLD long when D1 ADX (14) is above the threshold, tested at five thresholds taken from the feature’s own distribution on GOLD 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 30 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
p10d1_adx > 13.041-127.0 R / 2972-153.1 R / 1324-2.6797-59.8 R / 455Active, net negative
p25d1_adx > 18.301-97.8 R / 2372-87.9 R / 1187-1.52,000-33.6 R / 394No edge shown
p50d1_adx > 26.983-109.3 R / 1644-1.5 R / 707-0.02,597,284-16.5 R / 323No edge shown
p75d1_adx > 34.233-83.7 R / 880-71.3 R / 311-2.6188-46.8 R / 188Active, net negative
p90d1_adx > 41.493+0.7 R / 397+11.2 R / 940.7860+10.9 R / 59No 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

d1_adx > 13.041 (p10)

Honesty panelActive, net negative

Traded 1324 times out of sample, net negative beyond chance (-153.1 R, -0.116 R per trade, t = -2.6); still active in the last quarter (-59.8 R over 455 trades).

In sample
2023-09-30 to 2025-11-05
-127.0 R
2972 trades · 33% wins
-0.043 R per trade · t = -1.4, within chance
about 6,239 trades to confirm this mean (-0.043 R per trade) at t = -2 · shown: 2972
spread 0.104 R per trade
Out of sample
2025-11-05 to 2026-09-30
-153.1 R
1324 trades · 30% wins
-0.116 R per trade · t = -2.6, beyond chance
about 797 trades to confirm this mean (-0.116 R per trade) at t = -2 · shown: 1324
spread 0.064 R per trade
Last quarter
last 91 days of the window
-59.8 R
455 trades · 29% wins
-0.131 R per trade · t = -1.7, within chance
about 626 trades to confirm this mean (-0.131 R per trade) at t = -2 · shown: 455
spread 0.085 R per trade
Costs. Spread 0.092 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 730 fills in measured hot hours (01:00 at 3.9 times). Fill offset 0.08 stop-distances on every entry, measured on 732 demo fills. Note: the symbol's quoting precision changed on 2025-08-04; the spread field is converted with the point of each era. At 1.5 times the bar’s minimum the out-of-sample figure would read -170.1 R (-0.128 R per trade over 1324 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,517 signals placed, 4,296 filled, 221 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 93.7 pips, 2.50 ATR, 30 raised to the 10-pip floor); target 3 R; exits 65% at the stop, 22% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,513 bars); max spread 30 pips (0 bars over it); M1 confirmation 2 pips (825 signals rejected).

Monthly R, d1_adx > 13.041 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +18.3 R over 139 trades2023-102023-11: -12.9 R over 135 trades2023-12: -2.5 R over 130 trades2024-01: -22.5 R over 166 trades2024-02: -31.8 R over 142 trades2024-03: +20.1 R over 102 trades2024-04: -28.9 R over 148 trades2024-042024-05: -32.1 R over 157 trades2024-06: -18.6 R over 93 trades2024-07: +11.3 R over 104 trades2024-08: -15.2 R over 162 trades2024-09: +11.8 R over 133 trades2024-10: +2.8 R over 149 trades2024-102024-11: -13.9 R over 135 trades2024-12: -32.9 R over 137 trades2025-01: +5.5 R over 87 trades2025-02: +3.7 R over 136 trades2025-03: +15.9 R over 81 trades2025-04: +3.7 R over 126 trades2025-042025-05: -19.2 R over 133 trades2025-06: -22.6 R over 86 trades2025-09: +31.0 R over 140 trades2025-10: +7.9 R over 145 trades2025-11: +9.5 R over 123 trades2025-12: +2.0 R over 145 trades2025-122026-01: +17.7 R over 112 trades2026-02: +4.7 R over 93 trades2026-03: -26.9 R over 66 trades2026-04: -26.9 R over 135 trades2026-05: -15.1 R over 75 trades2026-06: -64.2 R over 126 trades2026-062026-07: -33.4 R over 154 trades2026-08: +18.6 R over 145 trades2026-09: -44.9 R over 156 trades+31 R-64 R

d1_adx > 18.301 (p25)

Honesty panelNo edge shown

No edge shown out of sample: -87.9 R over 1187 trades is -0.074 R per trade, within what chance produces (t = -1.5); about 2,000 trades would be needed to confirm this mean at t = -2, shown: 1187.

In sample
2023-09-30 to 2025-11-05
-97.8 R
2372 trades · 33% wins
-0.041 R per trade · t = -1.2, within chance
about 6,669 trades to confirm this mean (-0.041 R per trade) at t = -2 · shown: 2372
spread 0.097 R per trade
Out of sample
2025-11-05 to 2026-09-30
-87.9 R
1187 trades · 31% wins
-0.074 R per trade · t = -1.5, within chance
about 2,000 trades to confirm this mean (-0.074 R per trade) at t = -2 · shown: 1187
spread 0.064 R per trade
Last quarter
last 91 days of the window
-33.6 R
394 trades · 30% wins
-0.085 R per trade · t = -1.0, within chance
about 1,540 trades to confirm this mean (-0.085 R per trade) at t = -2 · shown: 394
spread 0.085 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); 624 fills in measured hot hours (01:00 at 3.9 times). Fill offset 0.08 stop-distances on every entry, measured on 732 demo fills. Note: the symbol's quoting precision changed on 2025-08-04; the spread field is converted with the point of each era. At 1.5 times the bar’s minimum the out-of-sample figure would read -103.1 R (-0.087 R per trade over 1187 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,723 signals placed, 3,559 filled, 164 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 97.8 pips, 2.50 ATR, 14 raised to the 10-pip floor); target 3 R; exits 65% at the stop, 22% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (4,647 bars); max spread 30 pips (2 bars over it); M1 confirmation 2 pips (629 signals rejected).

Monthly R, d1_adx > 18.301 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +26.2 R over 128 trades2023-102023-11: -12.9 R over 135 trades2023-12: -2.5 R over 130 trades2024-01: -20.7 R over 151 trades2024-02: -12.5 R over 14 trades2024-03: +5.8 R over 88 trades2024-04: -28.9 R over 148 trades2024-042024-05: -32.1 R over 157 trades2024-06: -4.5 R over 14 trades2024-07: -2.8 R over 87 trades2024-08: -30.1 R over 150 trades2024-09: -1.3 R over 71 trades2024-10: +2.8 R over 149 trades2024-102024-11: -13.9 R over 135 trades2024-12: -9.5 R over 38 trades2025-01: -1.3 R over 46 trades2025-02: +3.7 R over 136 trades2025-03: +15.9 R over 81 trades2025-04: +3.7 R over 126 trades2025-042025-05: -8.0 R over 107 trades2025-09: +22.8 R over 130 trades2025-10: +7.9 R over 145 trades2025-11: +9.5 R over 123 trades2025-12: +2.0 R over 145 trades2026-01: +17.7 R over 112 trades2026-012026-02: +1.6 R over 89 trades2026-03: -7.8 R over 25 trades2026-04: -26.9 R over 135 trades2026-05: +2.9 R over 54 trades2026-06: -59.1 R over 116 trades2026-07: -33.4 R over 154 trades2026-072026-08: +18.6 R over 145 trades2026-09: -18.8 R over 95 trades+26 R-59 R

d1_adx > 26.983 (p50)

Honesty panelNo edge shown

No edge shown out of sample: -1.5 R over 707 trades is -0.002 R per trade, within what chance produces (t = -0.0); about 2,597,284 trades would be needed to confirm this mean at t = -2, shown: 707.

In sample
2023-09-30 to 2025-11-05
-109.3 R
1644 trades · 32% wins
-0.066 R per trade · t = -1.6, within chance
about 2,529 trades to confirm this mean (-0.066 R per trade) at t = -2 · shown: 1644
spread 0.089 R per trade
Out of sample
2025-11-05 to 2026-09-30
-1.5 R
707 trades · 33% wins
-0.002 R per trade · t = -0.0, within chance
about 2,597,284 trades to confirm this mean (-0.002 R per trade) at t = -2 · shown: 707
spread 0.065 R per trade
Last quarter
last 91 days of the window
-16.5 R
323 trades · 31% wins
-0.051 R per trade · t = -0.5, within chance
about 4,313 trades to confirm this mean (-0.051 R per trade) at t = -2 · shown: 323
spread 0.086 R per trade
Costs. Spread 0.082 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 425 fills in measured hot hours (01:00 at 3.9 times). Fill offset 0.08 stop-distances on every entry, measured on 732 demo fills. Note: the symbol's quoting precision changed on 2025-08-04; the spread field is converted with the point of each era. At 1.5 times the bar’s minimum the out-of-sample figure would read -10.7 R (-0.015 R per trade over 707 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,472 signals placed, 2,351 filled, 121 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 102.6 pips, 2.50 ATR, 9 raised to the 10-pip floor); target 3 R; exits 65% at the stop, 22% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (8,247 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (411 signals rejected).

Monthly R, d1_adx > 26.983 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +11.1 R over 81 trades2023-102023-11: -28.2 R over 54 trades2023-12: -4.5 R over 109 trades2024-01: -11.2 R over 112 trades2024-03: -0.2 R over 63 trades2024-04: -28.9 R over 148 trades2024-05: -21.3 R over 129 trades2024-052024-07: -14.7 R over 49 trades2024-09: -11.3 R over 13 trades2024-10: -11.0 R over 108 trades2024-11: -13.6 R over 128 trades2025-02: +3.7 R over 136 trades2025-03: -1.9 R over 71 trades2025-032025-04: +3.7 R over 126 trades2025-05: +2.9 R over 53 trades2025-09: +14.1 R over 113 trades2025-10: +7.9 R over 145 trades2025-11: +7.3 R over 42 trades2025-12: +4.1 R over 53 trades2025-122026-01: +17.7 R over 112 trades2026-02: +4.0 R over 44 trades2026-03: +6.9 R over 23 trades2026-04: -1.4 R over 48 trades2026-06: -29.4 R over 68 trades2026-07: -33.4 R over 154 trades2026-072026-08: +18.6 R over 145 trades2026-09: -1.7 R over 24 trades+19 R-33 R

d1_adx > 34.233 (p75)

Honesty panelActive, net negative

Traded 311 times out of sample, net negative beyond chance (-71.3 R, -0.229 R per trade, t = -2.6); still active in the last quarter (-46.8 R over 188 trades).

In sample
2023-09-30 to 2025-11-05
-83.7 R
880 trades · 31% wins
-0.095 R per trade · t = -1.7, within chance
about 1,215 trades to confirm this mean (-0.095 R per trade) at t = -2 · shown: 880
spread 0.080 R per trade
Out of sample
2025-11-05 to 2026-09-30
-71.3 R
311 trades · 27% wins
-0.229 R per trade · t = -2.6, beyond chance
about 188 trades to confirm this mean (-0.229 R per trade) at t = -2 · shown: 311
spread 0.069 R per trade
Last quarter
last 91 days of the window
-46.8 R
188 trades · 26% wins
-0.249 R per trade · t = -2.2, beyond chance
about 159 trades to confirm this mean (-0.249 R per trade) at t = -2 · shown: 188
spread 0.087 R per trade
Costs. Spread 0.078 R per trade at 1.25 times the bar’s minimum; 215 fills in measured hot hours (01:00 at 3.9 times). Fill offset 0.08 stop-distances on every entry, measured on 732 demo fills. Note: the symbol's quoting precision changed on 2025-08-04; the spread field is converted with the point of each era. At 1.5 times the bar’s minimum the out-of-sample figure would read -75.6 R (-0.243 R per trade over 311 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,244 signals placed, 1,191 filled, 53 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 115.7 pips, 2.50 ATR); target 3 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 (11,901 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (180 signals rejected).

Monthly R, d1_adx > 34.233 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -6.8 R over 8 trades2023-102023-11: +4.0 R over 7 trades2023-12: -7.1 R over 37 trades2024-01: -21.1 R over 70 trades2024-03: -4.4 R over 52 trades2024-04: -28.9 R over 148 trades2024-05: -4.6 R over 31 trades2024-052024-10: +3.0 R over 15 trades2024-11: +7.9 R over 54 trades2025-02: -12.2 R over 94 trades2025-03: +4.4 R over 9 trades2025-04: -24.4 R over 98 trades2025-05: -3.8 R over 12 trades2025-052025-09: +8.2 R over 94 trades2025-10: +7.9 R over 145 trades2025-11: -5.8 R over 6 trades2025-12: -10.1 R over 27 trades2026-01: +3.1 R over 31 trades2026-02: +2.2 R over 29 trades2026-022026-06: -19.7 R over 36 trades2026-07: -33.4 R over 154 trades2026-08: -13.4 R over 34 trades+8 R-33 R

d1_adx > 41.493 (p90)

Honesty panelNo edge shown

No edge shown out of sample: 94 trades, below the floor of 100.

In sample
2023-09-30 to 2025-11-05
+0.7 R
397 trades · 33% wins
+0.002 R per trade · t = 0.0, within chance
about 3,466,638 trades to confirm this mean (+0.002 R per trade) at t = 2 · shown: 397
spread 0.066 R per trade
Out of sample
2025-11-05 to 2026-09-30
+11.2 R
94 trades · 37% wins
+0.119 R per trade · 94 of the 100 trades needed for a verdict
about 860 trades to confirm this mean (+0.119 R per trade) at t = 2 · shown: 94
spread 0.065 R per trade
Last quarter
last 91 days of the window
+10.9 R
59 trades · 39% wins
+0.185 R per trade · t = 0.8, within chance
about 367 trades to confirm this mean (+0.185 R per trade) at t = 2 · shown: 59
spread 0.094 R per trade
Costs. Spread 0.066 R per trade at 1.25 times the bar’s minimum (73% of the gross); 91 fills in measured hot hours (01:00 at 3.9 times). Fill offset 0.08 stop-distances on every entry, measured on 732 demo fills. Note: the symbol's quoting precision changed on 2025-08-04; the spread field is converted with the point of each era. At 1.5 times the bar’s minimum the out-of-sample figure would read +10.0 R (+0.106 R per trade over 94 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 512 signals placed, 491 filled, 21 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 141.3 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 (14,150 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (60 signals rejected).

Monthly R, d1_adx > 41.493 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2024-03: +8.2 R over 17 trades2024-032024-04: -28.9 R over 148 trades2024-05: -0.5 R over 13 trades2025-09: +15.1 R over 75 trades2025-10: +6.8 R over 144 trades2026-01: -0.9 R over 22 trades2026-02: +1.1 R over 13 trades2026-022026-07: +10.9 R over 59 trades+15 R-29 R

What d1_adx measures

D1 ADX (14) (index), on D1 bars. ADX(14) of the last completed daily bar.

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.