Rule Collider

Backtests · GOLD · d1_rsi · long

Does d1_rsi above 55.842 work on GOLD? 2023 to 2026 backtest

GOLD long when D1 RSI (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_rsi > 43.498-210.4 R / 3309-96.6 R / 1028-1.81,217-67.1 R / 357No edge shown
p25d1_rsi > 48.791-261.8 R / 2825-42.0 R / 783-0.93,823-35.8 R / 196No edge shown
p50d1_rsi > 55.842-54.1 R / 1916+7.2 R / 4580.246,392+5.8 R / 122Net positive, not distinguishable from chance
p75d1_rsi > 65.801+53.3 R / 962+11.2 R / 2050.53,928-13.5 R / 69Net positive, not distinguishable from chance
p90d1_rsi > 74.117-11.8 R / 439+10.6 R / 710.7556+0.0 R / 0No 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_rsi > 43.498 (p10)

Honesty panelNo edge shown

No edge shown out of sample: -96.6 R over 1028 trades is -0.094 R per trade, within what chance produces (t = -1.8); about 1,217 trades would be needed to confirm this mean at t = -2, shown: 1028.

In sample
2023-09-30 to 2025-11-05
-210.4 R
3309 trades · 32% wins
-0.064 R per trade · t = -2.2, beyond chance
about 2,789 trades to confirm this mean (-0.064 R per trade) at t = -2 · shown: 3309
spread 0.102 R per trade
Out of sample
2025-11-05 to 2026-09-30
-96.6 R
1028 trades · 31% wins
-0.094 R per trade · t = -1.8, within chance
about 1,217 trades to confirm this mean (-0.094 R per trade) at t = -2 · shown: 1028
spread 0.061 R per trade
Last quarter
last 91 days of the window
-67.1 R
357 trades · 27% wins
-0.188 R per trade · t = -2.2, beyond chance
about 293 trades to confirm this mean (-0.188 R per trade) at t = -2 · shown: 357
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); 731 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 -109.1 R (-0.106 R per trade over 1028 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,556 signals placed, 4,337 filled, 219 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 86.1 pips, 2.50 ATR, 24 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 (2,463 bars); max spread 30 pips (0 bars over it); M1 confirmation 2 pips (862 signals rejected).

Monthly R, d1_rsi > 43.498 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +28.2 R over 92 trades2023-102023-11: -12.9 R over 135 trades2023-12: -2.5 R over 130 trades2024-01: -30.4 R over 160 trades2024-02: -33.8 R over 127 trades2024-03: +20.1 R over 102 trades2024-04: -28.9 R over 148 trades2024-042024-05: -32.1 R over 157 trades2024-06: -34.7 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: -17.4 R over 98 trades2024-12: -37.3 R over 124 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: -19.2 R over 133 trades2025-06: -28.4 R over 133 trades2025-07: -21.9 R over 142 trades2025-08: -33.4 R over 139 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: -27.0 R over 46 trades2026-04: -26.5 R over 117 trades2026-042026-05: -15.6 R over 41 trades2026-07: -31.8 R over 62 trades2026-08: +18.6 R over 145 trades2026-09: -53.9 R over 150 trades+31 R-54 R

d1_rsi > 48.791 (p25)

Honesty panelNo edge shown

No edge shown out of sample: -42.0 R over 783 trades is -0.054 R per trade, within what chance produces (t = -0.9); about 3,823 trades would be needed to confirm this mean at t = -2, shown: 783.

In sample
2023-09-30 to 2025-11-05
-261.8 R
2825 trades · 31% wins
-0.093 R per trade · t = -3.0, beyond chance
about 1,287 trades to confirm this mean (-0.093 R per trade) at t = -2 · shown: 2825
spread 0.100 R per trade
Out of sample
2025-11-05 to 2026-09-30
-42.0 R
783 trades · 31% wins
-0.054 R per trade · t = -0.9, within chance
about 3,823 trades to confirm this mean (-0.054 R per trade) at t = -2 · shown: 783
spread 0.056 R per trade
Last quarter
last 91 days of the window
-35.8 R
196 trades · 27% wins
-0.183 R per trade · t = -1.6, within chance
about 312 trades to confirm this mean (-0.183 R per trade) at t = -2 · shown: 196
spread 0.082 R per trade
Costs. Spread 0.090 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 612 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 -50.7 R (-0.065 R per trade over 783 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,788 signals placed, 3,608 filled, 180 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 87.0 pips, 2.50 ATR, 20 raised to the 10-pip floor); target 3 R; exits 66% 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 (4,588 bars); max spread 30 pips (2 bars over it); M1 confirmation 2 pips (690 signals rejected).

Monthly R, d1_rsi > 48.791 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +10.1 R over 78 trades2023-102023-11: -16.8 R over 129 trades2023-12: -10.4 R over 118 trades2024-01: -46.0 R over 103 trades2024-02: -39.9 R over 92 trades2024-03: +20.1 R over 102 trades2024-04: -28.9 R over 148 trades2024-042024-05: -38.0 R over 133 trades2024-06: -41.0 R over 81 trades2024-07: +5.0 R over 136 trades2024-08: -19.1 R over 146 trades2024-09: +11.8 R over 133 trades2024-10: +2.8 R over 149 trades2024-102024-11: -11.6 R over 50 trades2024-12: -19.5 R over 46 trades2025-01: +4.6 R over 122 trades2025-02: +3.7 R over 136 trades2025-03: +15.9 R over 81 trades2025-04: -2.5 R over 111 trades2025-042025-05: -22.6 R over 117 trades2025-06: -21.2 R over 119 trades2025-07: -22.9 R over 111 trades2025-08: -25.6 R over 101 trades2025-09: +31.0 R over 140 trades2025-10: +4.7 R over 137 trades2025-102025-11: +6.8 R over 116 trades2025-12: +2.0 R over 145 trades2026-01: +17.7 R over 112 trades2026-02: +0.1 R over 88 trades2026-03: -20.4 R over 40 trades2026-04: -12.8 R over 60 trades2026-042026-05: -5.5 R over 32 trades2026-07: -13.6 R over 15 trades2026-08: +5.1 R over 124 trades2026-09: -27.3 R over 57 trades+31 R-46 R

d1_rsi > 55.842 (p50)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +7.2 R over 458 trades is +0.016 R per trade, t = 0.2; about 46,392 trades would be needed to confirm this mean at t = 2, shown: 458; last quarter +5.8 R over 122 trades.

In sample
2023-09-30 to 2025-11-05
-54.1 R
1916 trades · 33% wins
-0.028 R per trade · t = -0.7, within chance
about 14,314 trades to confirm this mean (-0.028 R per trade) at t = -2 · shown: 1916
spread 0.093 R per trade
Out of sample
2025-11-05 to 2026-09-30
+7.2 R
458 trades · 33% wins
+0.016 R per trade · t = 0.2, within chance
about 46,392 trades to confirm this mean (+0.016 R per trade) at t = 2 · shown: 458
spread 0.056 R per trade
Last quarter
last 91 days of the window
+5.8 R
122 trades · 32% wins
+0.047 R per trade · t = 0.3, within chance
about 5,345 trades to confirm this mean (+0.047 R per trade) at t = 2 · shown: 122
spread 0.080 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); 400 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 +2.1 R (+0.004 R per trade over 458 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,492 signals placed, 2,374 filled, 118 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 87.8 pips, 2.50 ATR, 9 raised to the 10-pip floor); target 3 R; exits 64% at the stop, 23% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (8,186 bars); max spread 30 pips (2 bars over it); M1 confirmation 2 pips (450 signals rejected).

Monthly R, d1_rsi > 55.842 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +10.1 R over 78 trades2023-102023-11: -8.9 R over 93 trades2023-12: -6.7 R over 98 trades2024-01: -18.0 R over 28 trades2024-02: -3.6 R over 4 trades2024-03: +20.1 R over 102 trades2024-04: -30.4 R over 144 trades2024-042024-05: -21.1 R over 65 trades2024-07: -3.0 R over 52 trades2024-08: -13.5 R over 131 trades2024-09: +8.0 R over 117 trades2024-10: +3.3 R over 144 trades2024-11: -15.8 R over 27 trades2024-112024-12: -5.1 R over 14 trades2025-01: +6.7 R over 85 trades2025-02: +7.7 R over 130 trades2025-03: +13.6 R over 83 trades2025-04: -0.4 R over 107 trades2025-05: -12.1 R over 36 trades2025-052025-06: -13.9 R over 55 trades2025-07: -6.5 R over 21 trades2025-08: -7.4 R over 37 trades2025-09: +31.0 R over 140 trades2025-10: +11.8 R over 125 trades2025-11: -1.3 R over 52 trades2025-112025-12: +1.8 R over 130 trades2026-01: +16.1 R over 96 trades2026-02: -7.1 R over 47 trades2026-03: -8.1 R over 11 trades2026-08: +5.8 R over 122 trades+31 R-30 R

d1_rsi > 65.801 (p75)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +11.2 R over 205 trades is +0.055 R per trade, t = 0.5; about 3,928 trades would be needed to confirm this mean at t = 2, shown: 205; last quarter -13.5 R over 69 trades.

In sample
2023-09-30 to 2025-11-05
+53.3 R
962 trades · 35% wins
+0.055 R per trade · t = 1.0, within chance
about 3,879 trades to confirm this mean (+0.055 R per trade) at t = 2 · shown: 962
spread 0.087 R per trade
Out of sample
2025-11-05 to 2026-09-30
+11.2 R
205 trades · 33% wins
+0.055 R per trade · t = 0.5, within chance
about 3,928 trades to confirm this mean (+0.055 R per trade) at t = 2 · shown: 205
spread 0.054 R per trade
Last quarter
last 91 days of the window
-13.5 R
69 trades · 25% wins
-0.196 R per trade · t = -1.0, within chance
about 266 trades to confirm this mean (-0.196 R per trade) at t = -2 · shown: 69
spread 0.072 R per trade
Costs. Spread 0.081 R per trade at 1.25 times the bar’s minimum (60% of the gross); 208 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 +9.0 R (+0.044 R per trade over 205 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,223 signals placed, 1,167 filled, 56 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, 1 raised to the 10-pip floor); target 3 R; exits 63% at the stop, 25% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (11,782 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (190 signals rejected).

Monthly R, d1_rsi > 65.801 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +0.4 R over 53 trades2023-102023-11: -5.7 R over 25 trades2023-12: +2.0 R over 21 trades2024-03: +6.9 R over 88 trades2024-04: -7.6 R over 109 trades2024-05: -12.2 R over 18 trades2024-07: -0.9 R over 9 trades2024-072024-08: -3.3 R over 5 trades2024-09: +4.5 R over 63 trades2024-10: -8.1 R over 85 trades2025-01: -4.8 R over 28 trades2025-02: +10.7 R over 118 trades2025-03: +15.3 R over 31 trades2025-032025-04: +3.8 R over 74 trades2025-05: -3.1 R over 4 trades2025-09: +28.5 R over 135 trades2025-10: +26.5 R over 96 trades2025-12: +8.7 R over 71 trades2026-01: +16.0 R over 65 trades2026-012026-08: -13.5 R over 69 trades+29 R-14 R

d1_rsi > 74.117 (p90)

Honesty panelNo edge shown

No edge shown out of sample: 71 trades, below the floor of 100.

In sample
2023-09-30 to 2025-11-05
-11.8 R
439 trades · 33% wins
-0.027 R per trade · t = -0.3, within chance
about 15,925 trades to confirm this mean (-0.027 R per trade) at t = -2 · shown: 439
spread 0.080 R per trade
Out of sample
2025-11-05 to 2026-09-30
+10.6 R
71 trades · 37% wins
+0.150 R per trade · 71 of the 100 trades needed for a verdict
about 556 trades to confirm this mean (+0.150 R per trade) at t = 2 · shown: 71
spread 0.032 R per trade
Last quarter
last 91 days of the window
+0.0 R
0 trades
Costs. Spread 0.073 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 100 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 +10.2 R (+0.143 R per trade over 71 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 534 signals placed, 510 filled, 24 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 119.6 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 (14,156 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (73 signals rejected).

Monthly R, d1_rsi > 74.117 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-12: -2.7 R over 10 trades2023-122024-03: -5.2 R over 55 trades2024-04: -2.6 R over 82 trades2024-09: -3.1 R over 17 trades2024-10: -5.6 R over 9 trades2025-02: -11.6 R over 39 trades2025-04: -10.6 R over 33 trades2025-042025-09: +3.2 R over 98 trades2025-10: +26.5 R over 96 trades2025-12: -6.3 R over 29 trades2026-01: +16.9 R over 42 trades+27 R-12 R

What d1_rsi measures

D1 RSI (14) (index), on D1 bars. RSI(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.