Rule Collider

Backtests · GOLD · h4_bb_pct_b · long

Does h4_bb_pct_b above 0.5938 work on GOLD? 2023 to 2026 backtest

GOLD long when H4 Bollinger %B 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
p10h4_bb_pct_b > 0.1169-142.1 R / 3227-130.9 R / 1232-2.3949-52.6 R / 420Active, net negative
p25h4_bb_pct_b > 0.3056-141.6 R / 2785-101.2 R / 1018-1.91,085-53.3 R / 337No edge shown
p50h4_bb_pct_b > 0.5938-66.5 R / 1962-54.4 R / 651-1.31,544-20.3 R / 193No edge shown
p75h4_bb_pct_b > 0.8188+53.0 R / 1063+25.8 R / 2990.91,559+4.8 R / 86Net positive, not distinguishable from chance
p90h4_bb_pct_b > 0.9623+11.4 R / 446+23.0 R / 1501.1523+1.9 R / 39Net 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

h4_bb_pct_b > 0.1169 (p10)

Honesty panelActive, net negative

Traded 1232 times out of sample, net negative beyond chance (-130.9 R, -0.106 R per trade, t = -2.3); still active in the last quarter (-52.6 R over 420 trades).

In sample
2023-09-30 to 2025-11-05
-142.1 R
3227 trades · 33% wins
-0.044 R per trade · t = -1.5, within chance
about 5,879 trades to confirm this mean (-0.044 R per trade) at t = -2 · shown: 3227
spread 0.102 R per trade
Out of sample
2025-11-05 to 2026-09-30
-130.9 R
1232 trades · 30% wins
-0.106 R per trade · t = -2.3, beyond chance
about 949 trades to confirm this mean (-0.106 R per trade) at t = -2 · shown: 1232
spread 0.063 R per trade
Last quarter
last 91 days of the window
-52.6 R
420 trades · 29% wins
-0.125 R per trade · t = -1.6, within chance
about 692 trades to confirm this mean (-0.125 R per trade) at t = -2 · shown: 420
spread 0.083 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); 723 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 -146.3 R (-0.119 R per trade over 1232 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,684 signals placed, 4,459 filled, 225 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, 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 (2,217 bars); max spread 30 pips (0 bars over it); M1 confirmation 2 pips (872 signals rejected).

Monthly R, h4_bb_pct_b > 0.1169 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +29.3 R over 122 trades2023-102023-11: -2.7 R over 117 trades2023-12: +3.0 R over 119 trades2024-01: -19.0 R over 150 trades2024-02: -26.2 R over 129 trades2024-03: +19.2 R over 96 trades2024-04: -22.6 R over 139 trades2024-042024-05: -22.7 R over 143 trades2024-06: -36.8 R over 139 trades2024-07: +9.9 R over 134 trades2024-08: -16.2 R over 158 trades2024-09: +14.0 R over 130 trades2024-10: +3.6 R over 146 trades2024-102024-11: -3.9 R over 117 trades2024-12: -36.0 R over 123 trades2025-01: +9.8 R over 126 trades2025-02: +7.1 R over 124 trades2025-03: +10.7 R over 89 trades2025-04: +1.3 R over 118 trades2025-042025-05: -24.0 R over 127 trades2025-06: -28.2 R over 125 trades2025-07: -24.7 R over 140 trades2025-08: -22.9 R over 139 trades2025-09: +29.5 R over 138 trades2025-10: +11.0 R over 135 trades2025-102025-11: +8.4 R over 113 trades2025-12: +0.3 R over 135 trades2026-01: +16.9 R over 111 trades2026-02: +4.8 R over 84 trades2026-03: -39.7 R over 94 trades2026-04: -24.2 R over 125 trades2026-042026-05: -7.0 R over 61 trades2026-06: -42.2 R over 93 trades2026-07: -42.0 R over 147 trades2026-08: +20.7 R over 137 trades2026-09: -31.3 R over 136 trades+30 R-42 R

h4_bb_pct_b > 0.3056 (p25)

Honesty panelNo edge shown

No edge shown out of sample: -101.2 R over 1018 trades is -0.099 R per trade, within what chance produces (t = -1.9); about 1,085 trades would be needed to confirm this mean at t = -2, shown: 1018.

In sample
2023-09-30 to 2025-11-05
-141.6 R
2785 trades · 32% wins
-0.051 R per trade · t = -1.6, within chance
about 4,377 trades to confirm this mean (-0.051 R per trade) at t = -2 · shown: 2785
spread 0.101 R per trade
Out of sample
2025-11-05 to 2026-09-30
-101.2 R
1018 trades · 30% wins
-0.099 R per trade · t = -1.9, within chance
about 1,085 trades to confirm this mean (-0.099 R per trade) at t = -2 · shown: 1018
spread 0.061 R per trade
Last quarter
last 91 days of the window
-53.3 R
337 trades · 28% wins
-0.158 R per trade · t = -1.8, within chance
about 423 trades to confirm this mean (-0.158 R per trade) at t = -2 · shown: 337
spread 0.084 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); 603 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 -113.7 R (-0.112 R per trade over 1018 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,005 signals placed, 3,803 filled, 202 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 85.5 pips, 2.50 ATR, 25 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 (3,861 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (743 signals rejected).

Monthly R, h4_bb_pct_b > 0.3056 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +29.6 R over 112 trades2023-102023-11: +2.7 R over 96 trades2023-12: +2.1 R over 104 trades2024-01: -29.9 R over 122 trades2024-02: -32.7 R over 105 trades2024-03: +20.6 R over 94 trades2024-04: -22.3 R over 129 trades2024-042024-05: -25.0 R over 128 trades2024-06: -38.3 R over 114 trades2024-07: +20.0 R over 114 trades2024-08: -22.7 R over 131 trades2024-09: +5.0 R over 124 trades2024-10: -8.0 R over 128 trades2024-102024-11: -4.2 R over 94 trades2024-12: -29.3 R over 97 trades2025-01: +5.9 R over 120 trades2025-02: +12.1 R over 114 trades2025-03: +14.6 R over 84 trades2025-04: +1.0 R over 97 trades2025-042025-05: -11.3 R over 90 trades2025-06: -20.1 R over 99 trades2025-07: -20.1 R over 113 trades2025-08: -29.2 R over 117 trades2025-09: +28.2 R over 137 trades2025-10: +15.5 R over 117 trades2025-102025-11: +11.8 R over 100 trades2025-12: +6.6 R over 119 trades2026-01: +20.0 R over 106 trades2026-02: +0.8 R over 79 trades2026-03: -24.4 R over 66 trades2026-04: -19.8 R over 95 trades2026-042026-05: -12.2 R over 62 trades2026-06: -36.3 R over 59 trades2026-07: -47.8 R over 121 trades2026-08: +13.2 R over 131 trades2026-09: -18.7 R over 85 trades+30 R-48 R

h4_bb_pct_b > 0.5938 (p50)

Honesty panelNo edge shown

No edge shown out of sample: -54.4 R over 651 trades is -0.084 R per trade, within what chance produces (t = -1.3); about 1,544 trades would be needed to confirm this mean at t = -2, shown: 651.

In sample
2023-09-30 to 2025-11-05
-66.5 R
1962 trades · 33% wins
-0.034 R per trade · t = -0.9, within chance
about 9,902 trades to confirm this mean (-0.034 R per trade) at t = -2 · shown: 1962
spread 0.100 R per trade
Out of sample
2025-11-05 to 2026-09-30
-54.4 R
651 trades · 30% wins
-0.084 R per trade · t = -1.3, within chance
about 1,544 trades to confirm this mean (-0.084 R per trade) at t = -2 · shown: 651
spread 0.058 R per trade
Last quarter
last 91 days of the window
-20.3 R
193 trades · 30% wins
-0.105 R per trade · t = -0.9, within chance
about 984 trades to confirm this mean (-0.105 R per trade) at t = -2 · shown: 193
spread 0.078 R per trade
Costs. Spread 0.089 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 416 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 -61.9 R (-0.095 R per trade over 651 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,741 signals placed, 2,613 filled, 128 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 84.1 pips, 2.50 ATR, 15 raised to the 10-pip floor); target 3 R; exits 64% 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 (7,294 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (506 signals rejected).

Monthly R, h4_bb_pct_b > 0.5938 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +27.3 R over 89 trades2023-102023-11: -1.6 R over 75 trades2023-12: -16.7 R over 74 trades2024-01: -16.7 R over 60 trades2024-02: -19.7 R over 67 trades2024-03: +11.1 R over 72 trades2024-04: -17.1 R over 102 trades2024-042024-05: -23.9 R over 87 trades2024-06: -38.0 R over 79 trades2024-07: +9.1 R over 92 trades2024-08: -25.3 R over 105 trades2024-09: +9.5 R over 89 trades2024-10: +2.5 R over 93 trades2024-102024-11: +14.2 R over 44 trades2024-12: -23.7 R over 58 trades2025-01: +12.9 R over 86 trades2025-02: +3.1 R over 91 trades2025-03: +17.2 R over 67 trades2025-04: +16.9 R over 65 trades2025-042025-05: -6.1 R over 59 trades2025-06: -7.6 R over 62 trades2025-07: +6.4 R over 57 trades2025-08: -33.2 R over 94 trades2025-09: +19.9 R over 114 trades2025-10: +13.0 R over 81 trades2025-102025-11: +10.3 R over 71 trades2025-12: -3.5 R over 92 trades2026-01: +25.7 R over 83 trades2026-02: -15.6 R over 63 trades2026-03: -14.3 R over 37 trades2026-04: -18.1 R over 57 trades2026-042026-05: -4.8 R over 32 trades2026-06: -13.8 R over 23 trades2026-07: -24.0 R over 54 trades2026-08: +7.7 R over 107 trades2026-09: -4.1 R over 32 trades+27 R-38 R

h4_bb_pct_b > 0.8188 (p75)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +25.8 R over 299 trades is +0.086 R per trade, t = 0.9; about 1,559 trades would be needed to confirm this mean at t = 2, shown: 299; last quarter +4.8 R over 86 trades.

In sample
2023-09-30 to 2025-11-05
+53.0 R
1063 trades · 36% wins
+0.050 R per trade · t = 1.0, within chance
about 4,644 trades to confirm this mean (+0.050 R per trade) at t = 2 · shown: 1063
spread 0.098 R per trade
Out of sample
2025-11-05 to 2026-09-30
+25.8 R
299 trades · 36% wins
+0.086 R per trade · t = 0.9, within chance
about 1,559 trades to confirm this mean (+0.086 R per trade) at t = 2 · shown: 299
spread 0.054 R per trade
Last quarter
last 91 days of the window
+4.8 R
86 trades · 36% wins
+0.055 R per trade · t = 0.3, within chance
about 3,602 trades to confirm this mean (+0.055 R per trade) at t = 2 · shown: 86
spread 0.070 R per trade
Costs. Spread 0.088 R per trade at 1.25 times the bar’s minimum (60% of the gross); 232 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 +22.6 R (+0.076 R per trade over 299 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,427 signals placed, 1,362 filled, 65 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 84.9 pips, 2.50 ATR, 5 raised to the 10-pip floor); target 3 R; exits 61% at the stop, 24% at the target, 15% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (10,597 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (240 signals rejected).

Monthly R, h4_bb_pct_b > 0.8188 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +9.4 R over 59 trades2023-102023-11: +6.4 R over 48 trades2023-12: -8.9 R over 37 trades2024-01: -7.1 R over 33 trades2024-02: -18.5 R over 24 trades2024-03: +21.0 R over 48 trades2024-04: -7.6 R over 44 trades2024-042024-05: -6.2 R over 40 trades2024-06: -14.2 R over 42 trades2024-07: +3.5 R over 46 trades2024-08: -8.8 R over 45 trades2024-09: +10.4 R over 59 trades2024-10: +5.6 R over 47 trades2024-102024-11: +6.5 R over 32 trades2024-12: -9.6 R over 26 trades2025-01: +4.1 R over 52 trades2025-02: +4.6 R over 42 trades2025-03: +10.0 R over 41 trades2025-04: +11.5 R over 35 trades2025-042025-05: -1.1 R over 31 trades2025-06: +3.3 R over 27 trades2025-07: +1.7 R over 28 trades2025-08: -6.0 R over 41 trades2025-09: +25.2 R over 72 trades2025-10: +17.8 R over 64 trades2025-102025-11: +1.9 R over 37 trades2025-12: +0.0 R over 47 trades2026-01: +24.0 R over 50 trades2026-02: +1.1 R over 18 trades2026-03: -1.6 R over 9 trades2026-04: -5.7 R over 27 trades2026-042026-05: +1.3 R over 18 trades2026-06: +0.1 R over 7 trades2026-07: +3.6 R over 19 trades2026-08: +4.2 R over 57 trades2026-09: -3.1 R over 10 trades+25 R-18 R

h4_bb_pct_b > 0.9623 (p90)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +23.0 R over 150 trades is +0.153 R per trade, t = 1.1; about 523 trades would be needed to confirm this mean at t = 2, shown: 150; last quarter +1.9 R over 39 trades.

In sample
2023-09-30 to 2025-11-05
+11.4 R
446 trades · 37% wins
+0.026 R per trade · t = 0.3, within chance
about 16,295 trades to confirm this mean (+0.026 R per trade) at t = 2 · shown: 446
spread 0.093 R per trade
Out of sample
2025-11-05 to 2026-09-30
+23.0 R
150 trades · 37% wins
+0.153 R per trade · t = 1.1, within chance
about 523 trades to confirm this mean (+0.153 R per trade) at t = 2 · shown: 150
spread 0.050 R per trade
Last quarter
last 91 days of the window
+1.9 R
39 trades · 36% wins
+0.048 R per trade · t = 0.2, within chance
about 4,750 trades to confirm this mean (+0.048 R per trade) at t = 2 · shown: 39
spread 0.072 R per trade
Costs. Spread 0.082 R per trade at 1.25 times the bar’s minimum (59% of the gross); 112 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 +21.5 R (+0.143 R per trade over 150 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 625 signals placed, 596 filled, 29 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 90.0 pips, 2.50 ATR); target 3 R; exits 59% at the stop, 23% at the target, 18% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (12,928 bars); max spread 30 pips (5 bars over it); M1 confirmation 2 pips (100 signals rejected).

Monthly R, h4_bb_pct_b > 0.9623 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -0.6 R over 20 trades2023-102023-11: -7.4 R over 13 trades2023-12: +1.1 R over 21 trades2024-01: -5.2 R over 9 trades2024-02: -8.3 R over 11 trades2024-03: +9.5 R over 15 trades2024-04: -11.6 R over 23 trades2024-042024-05: +2.5 R over 16 trades2024-06: -10.4 R over 22 trades2024-07: +1.7 R over 20 trades2024-08: -6.7 R over 10 trades2024-09: +11.4 R over 18 trades2024-10: -1.2 R over 19 trades2024-102024-11: +0.6 R over 16 trades2024-12: -1.6 R over 7 trades2025-01: +5.7 R over 22 trades2025-02: +16.2 R over 16 trades2025-03: +8.1 R over 23 trades2025-04: +2.8 R over 21 trades2025-042025-05: +1.0 R over 23 trades2025-06: +3.8 R over 11 trades2025-07: +0.2 R over 11 trades2025-08: -14.2 R over 18 trades2025-09: +9.2 R over 46 trades2025-10: +4.7 R over 15 trades2025-102025-11: +4.6 R over 21 trades2025-12: +2.9 R over 30 trades2026-01: +15.9 R over 21 trades2026-02: +2.8 R over 8 trades2026-03: -2.8 R over 6 trades2026-04: -5.3 R over 19 trades2026-042026-05: -0.4 R over 2 trades2026-06: +3.5 R over 4 trades2026-07: +2.4 R over 13 trades2026-08: +2.7 R over 21 trades2026-09: -3.2 R over 5 trades+16 R-14 R

What h4_bb_pct_b measures

H4 Bollinger %B (ratio), on H4 bars. Position of the last completed H4 close within the H4 Bollinger bands (20, 2).

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.