Rule Collider

Backtests · GOLD · d1_price_vs_ema50_atr · long

Does d1_price_vs_ema50_atr above 33.803 work on GOLD? 2023 to 2026 backtest

GOLD long when Close vs D1 EMA50 (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_ema50_atr > -22.84-189.1 R / 3372-59.7 R / 995-1.13,017-28.8 R / 290No edge shown
p25d1_price_vs_ema50_atr > 6.873-231.3 R / 2974-9.1 R / 704-0.267,015-5.5 R / 177No edge shown
p50d1_price_vs_ema50_atr > 33.803-124.6 R / 2188-33.9 R / 556-0.92,981-17.1 R / 117No edge shown
p75d1_price_vs_ema50_atr > 65.945-71.8 R / 1434-22.8 R / 364-0.72,971-15.3 R / 56No edge shown
p90d1_price_vs_ema50_atr > 98.738-45.2 R / 821+16.1 R / 1610.71,323-5.3 R / 19Net positive, not distinguishable from chance

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_ema50_atr > -22.84 (p10)

Honesty panelNo edge shown

No edge shown out of sample: -59.7 R over 995 trades is -0.060 R per trade, within what chance produces (t = -1.1); about 3,017 trades would be needed to confirm this mean at t = -2, shown: 995.

In sample
2023-09-30 to 2025-11-05
-189.1 R
3372 trades · 32% wins
-0.056 R per trade · t = -1.9, within chance
about 3,590 trades to confirm this mean (-0.056 R per trade) at t = -2 · shown: 3372
spread 0.101 R per trade
Out of sample
2025-11-05 to 2026-09-30
-59.7 R
995 trades · 31% wins
-0.060 R per trade · t = -1.1, within chance
about 3,017 trades to confirm this mean (-0.060 R per trade) at t = -2 · shown: 995
spread 0.056 R per trade
Last quarter
last 91 days of the window
-28.8 R
290 trades · 30% wins
-0.099 R per trade · t = -1.0, within chance
about 1,103 trades to confirm this mean (-0.099 R per trade) at t = -2 · shown: 290
spread 0.079 R per trade
Costs. Spread 0.091 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 726 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 -70.8 R (-0.071 R per trade over 995 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,592 signals placed, 4,367 filled, 225 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 88.2 pips, 2.50 ATR, 23 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 (1,901 bars); max spread 30 pips (0 bars over it); M1 confirmation 2 pips (861 signals rejected).

Monthly R, d1_price_vs_ema50_atr > -22.84 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +24.1 R over 92 trades2023-102023-11: -12.9 R over 135 trades2023-12: -2.5 R over 130 trades2024-01: -22.5 R over 166 trades2024-02: -35.0 R over 136 trades2024-03: +20.1 R over 102 trades2024-04: -28.9 R over 148 trades2024-042024-05: -32.1 R over 157 trades2024-06: -27.8 R over 144 trades2024-07: +8.5 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: -21.5 R over 122 trades2024-12: -33.8 R over 128 trades2025-01: +10.4 R over 129 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: -25.3 R over 136 trades2025-07: -19.7 R over 148 trades2025-08: -26.6 R over 147 trades2025-09: +31.0 R over 140 trades2025-10: +7.9 R over 145 trades2025-102025-11: +9.5 R over 123 trades2025-12: +2.0 R over 145 trades2026-01: +17.7 R over 112 trades2026-02: +4.7 R over 93 trades2026-03: -34.2 R over 68 trades2026-04: -23.4 R over 111 trades2026-042026-05: -13.4 R over 56 trades2026-06: +0.3 R over 3 trades2026-07: -4.5 R over 9 trades2026-08: +16.8 R over 134 trades2026-09: -41.1 R over 147 trades+31 R-41 R

d1_price_vs_ema50_atr > 6.873 (p25)

Honesty panelNo edge shown

No edge shown out of sample: -9.1 R over 704 trades is -0.013 R per trade, within what chance produces (t = -0.2); about 67,015 trades would be needed to confirm this mean at t = -2, shown: 704.

In sample
2023-09-30 to 2025-11-05
-231.3 R
2974 trades · 32% wins
-0.078 R per trade · t = -2.5, beyond chance
about 1,848 trades to confirm this mean (-0.078 R per trade) at t = -2 · shown: 2974
spread 0.101 R per trade
Out of sample
2025-11-05 to 2026-09-30
-9.1 R
704 trades · 32% wins
-0.013 R per trade · t = -0.2, within chance
about 67,015 trades to confirm this mean (-0.013 R per trade) at t = -2 · shown: 704
spread 0.055 R per trade
Last quarter
last 91 days of the window
-5.5 R
177 trades · 29% wins
-0.031 R per trade · t = -0.2, within chance
about 12,096 trades to confirm this mean (-0.031 R per trade) at t = -2 · shown: 177
spread 0.084 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); 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 -16.9 R (-0.024 R per trade over 704 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,873 signals placed, 3,678 filled, 195 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 83.1 pips, 2.50 ATR, 21 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 (4,400 bars); max spread 30 pips (2 bars over it); M1 confirmation 2 pips (784 signals rejected).

Monthly R, d1_price_vs_ema50_atr > 6.873 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +11.6 R over 81 trades2023-102023-11: -13.5 R over 130 trades2023-12: +2.1 R over 121 trades2024-01: -28.8 R over 145 trades2024-02: -45.5 R over 80 trades2024-03: +20.1 R over 102 trades2024-04: -28.9 R over 148 trades2024-042024-05: -32.6 R over 157 trades2024-06: -45.9 R over 98 trades2024-07: -1.0 R over 136 trades2024-08: -15.2 R over 154 trades2024-09: +11.8 R over 133 trades2024-10: +2.8 R over 149 trades2024-102024-11: -22.0 R over 67 trades2024-12: -10.9 R over 48 trades2025-01: +6.6 R over 112 trades2025-02: +3.7 R over 136 trades2025-03: +15.9 R over 81 trades2025-04: +1.2 R over 126 trades2025-042025-05: -19.1 R over 124 trades2025-06: -25.1 R over 127 trades2025-07: -19.9 R over 118 trades2025-08: -31.9 R over 110 trades2025-09: +31.0 R over 140 trades2025-10: +7.9 R over 145 trades2025-102025-11: +9.5 R over 123 trades2025-12: +2.0 R over 145 trades2026-01: +16.5 R over 112 trades2026-02: -1.6 R over 90 trades2026-03: -25.3 R over 44 trades2026-04: -9.3 R over 18 trades2026-042026-05: -1.3 R over 1 trades2026-08: +3.4 R over 126 trades2026-09: -8.9 R over 51 trades+31 R-46 R

d1_price_vs_ema50_atr > 33.803 (p50)

Honesty panelNo edge shown

No edge shown out of sample: -33.9 R over 556 trades is -0.061 R per trade, within what chance produces (t = -0.9); about 2,981 trades would be needed to confirm this mean at t = -2, shown: 556.

In sample
2023-09-30 to 2025-11-05
-124.6 R
2188 trades · 32% wins
-0.057 R per trade · t = -1.6, within chance
about 3,508 trades to confirm this mean (-0.057 R per trade) at t = -2 · shown: 2188
spread 0.105 R per trade
Out of sample
2025-11-05 to 2026-09-30
-33.9 R
556 trades · 31% wins
-0.061 R per trade · t = -0.9, within chance
about 2,981 trades to confirm this mean (-0.061 R per trade) at t = -2 · shown: 556
spread 0.057 R per trade
Last quarter
last 91 days of the window
-17.1 R
117 trades · 28% wins
-0.146 R per trade · t = -1.0, within chance
about 514 trades to confirm this mean (-0.146 R per trade) at t = -2 · shown: 117
spread 0.093 R per trade
Costs. Spread 0.095 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 470 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 -40.3 R (-0.072 R per trade over 556 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,910 signals placed, 2,744 filled, 166 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 72.6 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 (7,460 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (585 signals rejected).

Monthly R, d1_price_vs_ema50_atr > 33.803 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +9.0 R over 58 trades2023-102023-11: -5.6 R over 101 trades2023-12: +0.7 R over 101 trades2024-01: -19.6 R over 46 trades2024-02: -11.7 R over 8 trades2024-03: +4.5 R over 107 trades2024-04: -28.6 R over 149 trades2024-042024-05: -44.9 R over 133 trades2024-06: -9.1 R over 22 trades2024-07: -6.0 R over 88 trades2024-08: -3.4 R over 103 trades2024-09: +14.8 R over 125 trades2024-10: +1.9 R over 148 trades2024-102024-11: -4.5 R over 25 trades2024-12: -2.0 R over 9 trades2025-01: -7.8 R over 79 trades2025-02: +4.9 R over 127 trades2025-03: +16.5 R over 84 trades2025-04: -6.6 R over 107 trades2025-042025-05: -7.0 R over 93 trades2025-06: -26.0 R over 118 trades2025-07: -4.7 R over 44 trades2025-08: -21.9 R over 38 trades2025-09: +26.9 R over 135 trades2025-10: +10.0 R over 131 trades2025-102025-11: -1.8 R over 98 trades2025-12: -13.3 R over 137 trades2026-01: +23.9 R over 101 trades2026-02: -9.3 R over 74 trades2026-03: -21.0 R over 38 trades2026-08: -6.6 R over 105 trades2026-082026-09: -10.5 R over 12 trades+27 R-45 R

d1_price_vs_ema50_atr > 65.945 (p75)

Honesty panelNo edge shown

No edge shown out of sample: -22.8 R over 364 trades is -0.063 R per trade, within what chance produces (t = -0.7); about 2,971 trades would be needed to confirm this mean at t = -2, shown: 364.

In sample
2023-09-30 to 2025-11-05
-71.8 R
1434 trades · 31% wins
-0.050 R per trade · t = -1.1, within chance
about 4,716 trades to confirm this mean (-0.050 R per trade) at t = -2 · shown: 1434
spread 0.121 R per trade
Out of sample
2025-11-05 to 2026-09-30
-22.8 R
364 trades · 30% wins
-0.063 R per trade · t = -0.7, within chance
about 2,971 trades to confirm this mean (-0.063 R per trade) at t = -2 · shown: 364
spread 0.065 R per trade
Last quarter
last 91 days of the window
-15.3 R
56 trades · 25% wins
-0.273 R per trade · t = -1.2, within chance
about 144 trades to confirm this mean (-0.273 R per trade) at t = -2 · shown: 56
spread 0.113 R per trade
Costs. Spread 0.110 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 315 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 -27.6 R (-0.076 R per trade over 364 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,938 signals placed, 1,798 filled, 140 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 57.3 pips, 2.50 ATR, 16 raised to the 10-pip floor); target 3 R; exits 66% at the stop, 25% at the target, 9% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (10,954 bars); max spread 30 pips (6 bars over it); M1 confirmation 2 pips (490 signals rejected).

Monthly R, d1_price_vs_ema50_atr > 65.945 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -10.4 R over 42 trades2023-102023-11: -4.1 R over 60 trades2023-12: +14.1 R over 57 trades2024-01: +1.8 R over 7 trades2024-02: -1.3 R over 1 trades2024-03: +6.5 R over 90 trades2024-04: -17.0 R over 129 trades2024-042024-05: -23.4 R over 64 trades2024-06: -2.0 R over 4 trades2024-07: -5.5 R over 38 trades2024-08: -29.0 R over 75 trades2024-09: -10.4 R over 99 trades2024-10: +2.9 R over 125 trades2024-102024-11: -7.9 R over 18 trades2024-12: -1.3 R over 1 trades2025-01: -15.5 R over 39 trades2025-02: -0.4 R over 108 trades2025-03: -0.2 R over 95 trades2025-04: -7.1 R over 91 trades2025-042025-05: +3.2 R over 33 trades2025-06: -8.4 R over 30 trades2025-07: -0.1 R over 6 trades2025-08: -3.2 R over 3 trades2025-09: +23.3 R over 125 trades2025-10: +23.5 R over 94 trades2025-102025-11: +2.4 R over 36 trades2025-12: -0.8 R over 98 trades2026-01: +16.2 R over 96 trades2026-02: -12.1 R over 58 trades2026-03: -13.3 R over 20 trades2026-08: -15.3 R over 56 trades2026-08+23 R-29 R

d1_price_vs_ema50_atr > 98.738 (p90)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +16.1 R over 161 trades is +0.100 R per trade, t = 0.7; about 1,323 trades would be needed to confirm this mean at t = 2, shown: 161; last quarter -5.3 R over 19 trades.

In sample
2023-09-30 to 2025-11-05
-45.2 R
821 trades · 31% wins
-0.055 R per trade · t = -0.9, within chance
about 4,042 trades to confirm this mean (-0.055 R per trade) at t = -2 · shown: 821
spread 0.143 R per trade
Out of sample
2025-11-05 to 2026-09-30
+16.1 R
161 trades · 33% wins
+0.100 R per trade · t = 0.7, within chance
about 1,323 trades to confirm this mean (+0.100 R per trade) at t = 2 · shown: 161
spread 0.075 R per trade
Last quarter
last 91 days of the window
-5.3 R
19 trades · 26% wins
-0.277 R per trade · t = -0.7, within chance
about 143 trades to confirm this mean (-0.277 R per trade) at t = -2 · shown: 19
spread 0.174 R per trade
Costs. Spread 0.132 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 174 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 +13.7 R (+0.085 R per trade over 161 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,065 signals placed, 982 filled, 83 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 47.3 pips, 2.51 ATR, 15 raised to the 10-pip floor); target 3 R; exits 67% at the stop, 27% at the target, 6% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (13,579 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (291 signals rejected).

Monthly R, d1_price_vs_ema50_atr > 98.738 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -14.8 R over 19 trades2023-102023-11: -5.6 R over 19 trades2023-12: -0.6 R over 21 trades2024-01: -1.9 R over 4 trades2024-03: -8.8 R over 68 trades2024-04: -14.8 R over 96 trades2024-05: -13.1 R over 24 trades2024-052024-06: -1.4 R over 1 trades2024-07: +4.6 R over 15 trades2024-08: +1.2 R over 24 trades2024-09: -9.6 R over 52 trades2024-10: +1.1 R over 88 trades2024-11: -4.3 R over 6 trades2024-112025-01: -2.6 R over 12 trades2025-02: -13.9 R over 74 trades2025-03: +7.1 R over 57 trades2025-04: +5.1 R over 40 trades2025-05: +3.7 R over 6 trades2025-06: +1.5 R over 3 trades2025-062025-08: -1.3 R over 1 trades2025-09: -0.4 R over 116 trades2025-10: +23.8 R over 75 trades2025-11: +1.9 R over 10 trades2025-12: +11.5 R over 41 trades2026-01: +15.4 R over 65 trades2026-012026-02: -6.3 R over 25 trades2026-03: -1.2 R over 1 trades2026-08: -5.3 R over 19 trades+24 R-15 R

What d1_price_vs_ema50_atr measures

Close vs D1 EMA50 (M5 ATR) (atr), on D1 bars. M5 close minus the daily EMA50 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.