Rule Collider

Backtests · GOLD · d1_price_vs_ema20_atr · long

Does d1_price_vs_ema20_atr above 13.027 work on GOLD? 2023 to 2026 backtest

GOLD long when Close vs D1 EMA20 (M5 ATR) 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_price_vs_ema20_atr > -20.143-190.5 R / 3339-87.2 R / 1115-1.61,751-46.3 R / 388No edge shown
p25d1_price_vs_ema20_atr > -4.831-201.7 R / 2832-44.7 R / 834-0.93,782-31.4 R / 234No edge shown
p50d1_price_vs_ema20_atr > 13.027-55.0 R / 2051-16.7 R / 530-0.411,395+5.9 R / 133No edge shown
p75d1_price_vs_ema20_atr > 35.576+5.9 R / 1264-6.2 R / 330-0.233,162-2.7 R / 117No edge shown
p90d1_price_vs_ema20_atr > 58.411-36.4 R / 734-3.4 R / 166-0.228,159-27.6 R / 79No 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_price_vs_ema20_atr > -20.143 (p10)

Honesty panelNo edge shown

No edge shown out of sample: -87.2 R over 1115 trades is -0.078 R per trade, within what chance produces (t = -1.6); about 1,751 trades would be needed to confirm this mean at t = -2, shown: 1115.

In sample
2023-09-30 to 2025-11-05
-190.5 R
3339 trades · 32% wins
-0.057 R per trade · t = -2.0, within chance
about 3,455 trades to confirm this mean (-0.057 R per trade) at t = -2 · shown: 3339
spread 0.099 R per trade
Out of sample
2025-11-05 to 2026-09-30
-87.2 R
1115 trades · 31% wins
-0.078 R per trade · t = -1.6, within chance
about 1,751 trades to confirm this mean (-0.078 R per trade) at t = -2 · shown: 1115
spread 0.056 R per trade
Last quarter
last 91 days of the window
-46.3 R
388 trades · 29% wins
-0.119 R per trade · t = -1.4, within chance
about 747 trades to confirm this mean (-0.119 R per trade) at t = -2 · shown: 388
spread 0.074 R per trade
Costs. Spread 0.088 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 720 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 -99.7 R (-0.089 R per trade over 1115 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,670 signals placed, 4,454 filled, 216 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 89.5 pips, 2.50 ATR, 20 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 (1,554 bars); max spread 30 pips (0 bars over it); M1 confirmation 2 pips (855 signals rejected).

Monthly R, d1_price_vs_ema20_atr > -20.143 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +32.6 R over 104 trades2023-102023-11: -15.6 R over 137 trades2023-12: -3.3 R over 128 trades2024-01: -31.1 R over 161 trades2024-02: -34.2 R over 129 trades2024-03: +20.1 R over 102 trades2024-04: -28.9 R over 148 trades2024-042024-05: -32.3 R over 157 trades2024-06: -26.5 R over 136 trades2024-07: +9.1 R over 141 trades2024-08: -15.2 R over 162 trades2024-09: +11.8 R over 133 trades2024-10: +2.8 R over 149 trades2024-102024-11: -13.1 R over 106 trades2024-12: -37.6 R over 131 trades2025-01: +9.8 R over 126 trades2025-02: +3.7 R over 136 trades2025-03: +15.9 R over 81 trades2025-04: +3.7 R over 126 trades2025-042025-05: -21.9 R over 131 trades2025-06: -23.8 R over 136 trades2025-07: -20.4 R over 145 trades2025-08: -29.3 R over 143 trades2025-09: +31.0 R over 140 trades2025-10: +7.9 R over 145 trades2025-102025-11: +9.3 R over 120 trades2025-12: +2.0 R over 145 trades2026-01: +17.7 R over 112 trades2026-02: +4.7 R over 93 trades2026-03: -26.4 R over 59 trades2026-04: -26.2 R over 119 trades2026-042026-05: -15.9 R over 58 trades2026-06: -12.0 R over 27 trades2026-07: -33.5 R over 113 trades2026-08: +18.6 R over 145 trades2026-09: -31.4 R over 130 trades+33 R-38 R

d1_price_vs_ema20_atr > -4.831 (p25)

Honesty panelNo edge shown

No edge shown out of sample: -44.7 R over 834 trades is -0.054 R per trade, within what chance produces (t = -0.9); about 3,782 trades would be needed to confirm this mean at t = -2, shown: 834.

In sample
2023-09-30 to 2025-11-05
-201.7 R
2832 trades · 32% wins
-0.071 R per trade · t = -2.3, beyond chance
about 2,194 trades to confirm this mean (-0.071 R per trade) at t = -2 · shown: 2832
spread 0.096 R per trade
Out of sample
2025-11-05 to 2026-09-30
-44.7 R
834 trades · 32% wins
-0.054 R per trade · t = -0.9, within chance
about 3,782 trades to confirm this mean (-0.054 R per trade) at t = -2 · shown: 834
spread 0.055 R per trade
Last quarter
last 91 days of the window
-31.4 R
234 trades · 29% wins
-0.134 R per trade · t = -1.3, within chance
about 593 trades to confirm this mean (-0.134 R per trade) at t = -2 · shown: 234
spread 0.078 R per trade
Costs. Spread 0.087 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 600 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 -53.9 R (-0.065 R per trade over 834 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,852 signals placed, 3,666 filled, 186 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 88.3 pips, 2.50 ATR, 20 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 (4,026 bars); max spread 30 pips (2 bars over it); M1 confirmation 2 pips (713 signals rejected).

Monthly R, d1_price_vs_ema20_atr > -4.831 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +26.8 R over 93 trades2023-102023-11: -8.6 R over 118 trades2023-12: -1.0 R over 112 trades2024-01: -41.7 R over 117 trades2024-02: -39.3 R over 93 trades2024-03: +20.1 R over 102 trades2024-04: -27.8 R over 147 trades2024-042024-05: -33.2 R over 126 trades2024-06: -25.5 R over 72 trades2024-07: +6.1 R over 130 trades2024-08: -19.6 R over 152 trades2024-09: +11.8 R over 133 trades2024-10: +1.9 R over 147 trades2024-102024-11: -11.0 R over 51 trades2024-12: -24.7 R over 69 trades2025-01: +7.0 R over 125 trades2025-02: +5.3 R over 132 trades2025-03: +15.9 R over 81 trades2025-04: -2.8 R over 118 trades2025-042025-05: -13.5 R over 97 trades2025-06: -18.9 R over 114 trades2025-07: -34.2 R over 114 trades2025-08: -30.1 R over 116 trades2025-09: +31.0 R over 140 trades2025-10: +6.3 R over 130 trades2025-102025-11: +1.3 R over 105 trades2025-12: +2.0 R over 145 trades2026-01: +17.7 R over 112 trades2026-02: +3.9 R over 84 trades2026-03: -19.3 R over 39 trades2026-04: -17.2 R over 79 trades2026-042026-05: -2.4 R over 38 trades2026-06: -1.1 R over 1 trades2026-07: -15.5 R over 27 trades2026-08: +15.5 R over 141 trades2026-09: -31.4 R over 66 trades+31 R-42 R

d1_price_vs_ema20_atr > 13.027 (p50)

Honesty panelNo edge shown

No edge shown out of sample: -16.7 R over 530 trades is -0.031 R per trade, within what chance produces (t = -0.4); about 11,395 trades would be needed to confirm this mean at t = -2, shown: 530.

In sample
2023-09-30 to 2025-11-05
-55.0 R
2051 trades · 33% wins
-0.027 R per trade · t = -0.7, within chance
about 16,114 trades to confirm this mean (-0.027 R per trade) at t = -2 · shown: 2051
spread 0.102 R per trade
Out of sample
2025-11-05 to 2026-09-30
-16.7 R
530 trades · 32% wins
-0.031 R per trade · t = -0.4, within chance
about 11,395 trades to confirm this mean (-0.031 R per trade) at t = -2 · shown: 530
spread 0.059 R per trade
Last quarter
last 91 days of the window
+5.9 R
133 trades · 32% wins
+0.045 R per trade · t = 0.3, within chance
about 6,114 trades to confirm this mean (+0.045 R per trade) at t = 2 · shown: 133
spread 0.081 R per trade
Costs. Spread 0.093 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 430 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 -22.9 R (-0.043 R per trade over 530 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,744 signals placed, 2,581 filled, 163 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 75.7 pips, 2.50 ATR, 19 raised to the 10-pip floor); 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 (7,927 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (560 signals rejected).

Monthly R, d1_price_vs_ema20_atr > 13.027 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +21.6 R over 84 trades2023-102023-11: -14.8 R over 87 trades2023-12: +0.5 R over 106 trades2024-01: -17.4 R over 27 trades2024-02: -10.4 R over 28 trades2024-03: +11.1 R over 107 trades2024-04: -26.5 R over 124 trades2024-042024-05: -13.2 R over 63 trades2024-06: -6.4 R over 17 trades2024-07: -6.2 R over 89 trades2024-08: -14.0 R over 115 trades2024-09: +10.4 R over 124 trades2024-10: +5.9 R over 136 trades2024-102024-11: -7.1 R over 29 trades2024-12: -2.0 R over 21 trades2025-01: +0.8 R over 107 trades2025-02: +12.5 R over 122 trades2025-03: +3.6 R over 83 trades2025-04: -5.2 R over 103 trades2025-042025-05: -4.7 R over 50 trades2025-06: -9.3 R over 77 trades2025-07: +1.2 R over 35 trades2025-08: -38.4 R over 73 trades2025-09: +30.8 R over 139 trades2025-10: +22.1 R over 105 trades2025-102025-11: +6.2 R over 56 trades2025-12: -3.7 R over 129 trades2026-01: +19.3 R over 96 trades2026-02: -13.4 R over 62 trades2026-03: -18.0 R over 21 trades2026-04: -14.0 R over 27 trades2026-042026-05: +0.9 R over 6 trades2026-07: -4.6 R over 4 trades2026-08: +17.6 R over 123 trades2026-09: -7.1 R over 6 trades+31 R-38 R

d1_price_vs_ema20_atr > 35.576 (p75)

Honesty panelNo edge shown

No edge shown out of sample: -6.2 R over 330 trades is -0.019 R per trade, within what chance produces (t = -0.2); about 33,162 trades would be needed to confirm this mean at t = -2, shown: 330.

In sample
2023-09-30 to 2025-11-05
+5.9 R
1264 trades · 33% wins
+0.005 R per trade · t = 0.1, within chance
about 559,016 trades to confirm this mean (+0.005 R per trade) at t = 2 · shown: 1264
spread 0.116 R per trade
Out of sample
2025-11-05 to 2026-09-30
-6.2 R
330 trades · 31% wins
-0.019 R per trade · t = -0.2, within chance
about 33,162 trades to confirm this mean (-0.019 R per trade) at t = -2 · shown: 330
spread 0.067 R per trade
Last quarter
last 91 days of the window
-2.7 R
117 trades · 32% wins
-0.023 R per trade · t = -0.1, within chance
about 21,859 trades to confirm this mean (-0.023 R per trade) at t = -2 · shown: 117
spread 0.087 R per trade
Costs. Spread 0.106 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 261 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 (-0.032 R per trade over 330 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,705 signals placed, 1,594 filled, 111 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 61.1 pips, 2.50 ATR, 10 raised to the 10-pip floor); target 3 R; exits 64% at the stop, 25% at the target, 10% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (11,081 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (411 signals rejected).

Monthly R, d1_price_vs_ema20_atr > 35.576 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +6.1 R over 68 trades2023-102023-11: -8.3 R over 59 trades2023-12: +3.3 R over 48 trades2024-01: -0.6 R over 6 trades2024-02: -2.9 R over 2 trades2024-03: -0.1 R over 91 trades2024-04: -6.1 R over 95 trades2024-042024-05: -8.9 R over 34 trades2024-06: -0.7 R over 3 trades2024-07: -6.9 R over 43 trades2024-08: -9.8 R over 70 trades2024-09: +5.1 R over 78 trades2024-10: +0.6 R over 98 trades2024-102024-11: -3.0 R over 5 trades2024-12: -0.9 R over 6 trades2025-01: -8.0 R over 59 trades2025-02: +3.7 R over 100 trades2025-03: +12.8 R over 57 trades2025-04: +3.8 R over 73 trades2025-042025-05: -0.0 R over 11 trades2025-06: -7.0 R over 15 trades2025-07: +0.8 R over 9 trades2025-08: -7.5 R over 13 trades2025-09: +17.1 R over 133 trades2025-10: +23.2 R over 88 trades2025-102025-11: -6.8 R over 25 trades2025-12: +1.6 R over 63 trades2026-01: +11.4 R over 86 trades2026-02: -6.5 R over 35 trades2026-03: -2.1 R over 3 trades2026-04: -1.2 R over 1 trades2026-042026-08: -2.7 R over 117 trades+23 R-10 R

d1_price_vs_ema20_atr > 58.411 (p90)

Honesty panelNo edge shown

No edge shown out of sample: -3.4 R over 166 trades is -0.021 R per trade, within what chance produces (t = -0.2); about 28,159 trades would be needed to confirm this mean at t = -2, shown: 166.

In sample
2023-09-30 to 2025-11-05
-36.4 R
734 trades · 32% wins
-0.050 R per trade · t = -0.8, within chance
about 4,928 trades to confirm this mean (-0.050 R per trade) at t = -2 · shown: 734
spread 0.137 R per trade
Out of sample
2025-11-05 to 2026-09-30
-3.4 R
166 trades · 30% wins
-0.021 R per trade · t = -0.2, within chance
about 28,159 trades to confirm this mean (-0.021 R per trade) at t = -2 · shown: 166
spread 0.082 R per trade
Last quarter
last 91 days of the window
-27.6 R
79 trades · 22% wins
-0.349 R per trade · t = -2.0, beyond chance
about 79 trades to confirm this mean (-0.349 R per trade) at t = -2 · shown: 79
spread 0.110 R per trade
Costs. Spread 0.127 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 163 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 -6.2 R (-0.037 R per trade over 166 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 982 signals placed, 900 filled, 82 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 50.8 pips, 2.51 ATR, 13 raised to the 10-pip floor); target 3 R; exits 66% at the stop, 26% at the target, 8% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (13,470 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (276 signals rejected).

Monthly R, d1_price_vs_ema20_atr > 58.411 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -11.8 R over 50 trades2023-102023-11: -5.7 R over 18 trades2023-12: -1.3 R over 16 trades2024-03: -12.2 R over 73 trades2024-04: -10.2 R over 73 trades2024-05: +1.0 R over 5 trades2024-06: -1.5 R over 1 trades2024-062024-07: -3.8 R over 23 trades2024-08: -11.8 R over 22 trades2024-09: -7.5 R over 44 trades2024-10: +7.2 R over 47 trades2024-11: -2.7 R over 2 trades2024-12: -1.3 R over 1 trades2024-122025-01: -4.3 R over 25 trades2025-02: +7.5 R over 58 trades2025-03: -8.6 R over 33 trades2025-04: +8.3 R over 46 trades2025-05: +4.2 R over 2 trades2025-06: -1.2 R over 1 trades2025-062025-07: +0.8 R over 3 trades2025-08: -1.2 R over 1 trades2025-09: -6.9 R over 118 trades2025-10: +26.4 R over 72 trades2025-11: +0.5 R over 3 trades2025-12: +13.0 R over 28 trades2025-122026-01: +15.0 R over 50 trades2026-02: -4.4 R over 6 trades2026-08: -27.6 R over 79 trades+26 R-28 R

What d1_price_vs_ema20_atr measures

Close vs D1 EMA20 (M5 ATR) (atr), on D1 bars. M5 close minus the daily EMA20 of the last completed day, in multiples of the M5 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.