Rule Collider

Backtests · GOLD · macd_histogram_pct_60d · long

Does macd_histogram_pct_60d above 0.4992 work on GOLD? 2023 to 2026 backtest

GOLD long when MACD histogram, 60-day percentile 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
p10macd_histogram_pct_60d > 0.08767-149.0 R / 3167-155.2 R / 1272-2.7716-65.9 R / 440Active, net negative
p25macd_histogram_pct_60d > 0.2363-170.7 R / 2946-143.8 R / 1230-2.5776-48.4 R / 415Active, net negative
p50macd_histogram_pct_60d > 0.4992-139.9 R / 2743-118.8 R / 1094-2.2892-55.8 R / 366Active, net negative
p75macd_histogram_pct_60d > 0.7634-38.0 R / 2200-100.1 R / 914-2.1851-34.9 R / 292Active, net negative
p90macd_histogram_pct_60d > 0.9128+49.7 R / 1391-34.3 R / 509-1.02,220+0.5 R / 160No 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

macd_histogram_pct_60d > 0.08767 (p10)

Honesty panelActive, net negative

Traded 1272 times out of sample, net negative beyond chance (-155.2 R, -0.122 R per trade, t = -2.7); still active in the last quarter (-65.9 R over 440 trades).

In sample
2023-09-30 to 2025-11-05
-149.0 R
3167 trades · 33% wins
-0.047 R per trade · t = -1.6, within chance
about 5,102 trades to confirm this mean (-0.047 R per trade) at t = -2 · shown: 3167
spread 0.108 R per trade
Out of sample
2025-11-05 to 2026-09-30
-155.2 R
1272 trades · 30% wins
-0.122 R per trade · t = -2.7, beyond chance
about 716 trades to confirm this mean (-0.122 R per trade) at t = -2 · shown: 1272
spread 0.065 R per trade
Last quarter
last 91 days of the window
-65.9 R
440 trades · 28% wins
-0.150 R per trade · t = -1.9, within chance
about 479 trades to confirm this mean (-0.150 R per trade) at t = -2 · shown: 440
spread 0.086 R per trade
Costs. Spread 0.096 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 792 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 -171.6 R (-0.135 R per trade over 1272 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,682 signals placed, 4,439 filled, 243 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 88.9 pips, 2.50 ATR, 31 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 (1,433 bars); max spread 30 pips (1 bars over it); M1 confirmation 2 pips (907 signals rejected).

Monthly R, macd_histogram_pct_60d > 0.08767 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +3.2 R over 134 trades2023-102023-11: -12.3 R over 131 trades2023-12: +10.0 R over 116 trades2024-01: -20.1 R over 154 trades2024-02: -27.6 R over 136 trades2024-03: +12.6 R over 93 trades2024-04: -31.4 R over 132 trades2024-042024-05: -31.6 R over 144 trades2024-06: -25.9 R over 145 trades2024-07: +7.2 R over 143 trades2024-08: -2.9 R over 142 trades2024-09: +7.1 R over 122 trades2024-10: +3.9 R over 131 trades2024-102024-11: -11.2 R over 116 trades2024-12: -20.3 R over 117 trades2025-01: +5.5 R over 125 trades2025-02: +6.2 R over 114 trades2025-03: +17.5 R over 69 trades2025-04: +8.5 R over 112 trades2025-042025-05: -4.5 R over 110 trades2025-06: -26.1 R over 134 trades2025-07: -18.8 R over 145 trades2025-08: -28.3 R over 144 trades2025-09: +30.5 R over 128 trades2025-10: +5.6 R over 120 trades2025-102025-11: +17.0 R over 114 trades2025-12: +7.9 R over 127 trades2026-01: +11.6 R over 102 trades2026-02: +4.7 R over 87 trades2026-03: -30.3 R over 81 trades2026-04: -29.4 R over 135 trades2026-042026-05: -12.0 R over 71 trades2026-06: -64.3 R over 125 trades2026-07: -33.4 R over 152 trades2026-08: +18.2 R over 131 trades2026-09: -50.8 R over 157 trades+30 R-64 R

macd_histogram_pct_60d > 0.2363 (p25)

Honesty panelActive, net negative

Traded 1230 times out of sample, net negative beyond chance (-143.8 R, -0.117 R per trade, t = -2.5); still active in the last quarter (-48.4 R over 415 trades).

In sample
2023-09-30 to 2025-11-05
-170.7 R
2946 trades · 33% wins
-0.058 R per trade · t = -1.9, within chance
about 3,319 trades to confirm this mean (-0.058 R per trade) at t = -2 · shown: 2946
spread 0.108 R per trade
Out of sample
2025-11-05 to 2026-09-30
-143.8 R
1230 trades · 30% wins
-0.117 R per trade · t = -2.5, beyond chance
about 776 trades to confirm this mean (-0.117 R per trade) at t = -2 · shown: 1230
spread 0.065 R per trade
Last quarter
last 91 days of the window
-48.4 R
415 trades · 29% wins
-0.117 R per trade · t = -1.4, within chance
about 798 trades to confirm this mean (-0.117 R per trade) at t = -2 · shown: 415
spread 0.087 R per trade
Costs. Spread 0.096 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 739 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 -159.7 R (-0.130 R per trade over 1230 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,440 signals placed, 4,176 filled, 264 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 89.9 pips, 2.50 ATR, 30 raised to the 10-pip floor); target 3 R; exits 65% at the stop, 22% at the target, 14% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (1,766 bars); max spread 30 pips (2 bars over it); M1 confirmation 2 pips (926 signals rejected).

Monthly R, macd_histogram_pct_60d > 0.2363 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +2.7 R over 121 trades2023-102023-11: -24.3 R over 127 trades2023-12: +18.7 R over 111 trades2024-01: -23.6 R over 144 trades2024-02: -30.4 R over 131 trades2024-03: +7.6 R over 93 trades2024-04: -19.7 R over 121 trades2024-042024-05: -39.0 R over 137 trades2024-06: -24.6 R over 132 trades2024-07: -7.9 R over 136 trades2024-08: -3.3 R over 126 trades2024-09: +0.3 R over 113 trades2024-10: +9.7 R over 121 trades2024-102024-11: -7.8 R over 107 trades2024-12: -22.2 R over 111 trades2025-01: -7.5 R over 115 trades2025-02: +2.6 R over 114 trades2025-03: +17.3 R over 62 trades2025-04: +12.3 R over 104 trades2025-042025-05: -11.1 R over 104 trades2025-06: -25.8 R over 118 trades2025-07: -19.4 R over 134 trades2025-08: -19.7 R over 124 trades2025-09: +29.5 R over 122 trades2025-10: +18.3 R over 110 trades2025-102025-11: +11.4 R over 108 trades2025-12: +5.5 R over 116 trades2026-01: +12.8 R over 102 trades2026-02: +11.5 R over 78 trades2026-03: -31.4 R over 82 trades2026-04: -32.0 R over 137 trades2026-042026-05: -12.5 R over 64 trades2026-06: -64.3 R over 136 trades2026-07: -28.3 R over 136 trades2026-08: +21.7 R over 128 trades2026-09: -41.8 R over 151 trades+29 R-64 R

macd_histogram_pct_60d > 0.4992 (p50)

Honesty panelActive, net negative

Traded 1094 times out of sample, net negative beyond chance (-118.8 R, -0.109 R per trade, t = -2.2); still active in the last quarter (-55.8 R over 366 trades).

In sample
2023-09-30 to 2025-11-05
-139.9 R
2743 trades · 33% wins
-0.051 R per trade · t = -1.6, within chance
about 4,240 trades to confirm this mean (-0.051 R per trade) at t = -2 · shown: 2743
spread 0.096 R per trade
Out of sample
2025-11-05 to 2026-09-30
-118.8 R
1094 trades · 31% wins
-0.109 R per trade · t = -2.2, beyond chance
about 892 trades to confirm this mean (-0.109 R per trade) at t = -2 · shown: 1094
spread 0.061 R per trade
Last quarter
last 91 days of the window
-55.8 R
366 trades · 29% wins
-0.152 R per trade · t = -1.8, within chance
about 454 trades to confirm this mean (-0.152 R per trade) at t = -2 · shown: 366
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); 571 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 -132.1 R (-0.121 R per trade over 1094 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,071 signals placed, 3,837 filled, 234 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 91.2 pips, 2.50 ATR, 18 raised to the 10-pip floor); target 3 R; exits 64% at the stop, 21% at the target, 15% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,108 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (910 signals rejected).

Monthly R, macd_histogram_pct_60d > 0.4992 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +3.4 R over 120 trades2023-102023-11: -26.7 R over 119 trades2023-12: +13.9 R over 112 trades2024-01: -26.1 R over 125 trades2024-02: -21.6 R over 107 trades2024-03: +6.4 R over 86 trades2024-04: -11.9 R over 108 trades2024-042024-05: -42.7 R over 137 trades2024-06: -15.9 R over 105 trades2024-07: +3.6 R over 130 trades2024-08: -1.8 R over 118 trades2024-09: +7.3 R over 113 trades2024-10: +9.5 R over 116 trades2024-102024-11: -1.6 R over 90 trades2024-12: -20.7 R over 96 trades2025-01: -5.5 R over 115 trades2025-02: -5.6 R over 105 trades2025-03: +16.5 R over 62 trades2025-04: +2.5 R over 105 trades2025-042025-05: -5.3 R over 104 trades2025-06: -18.6 R over 105 trades2025-07: -12.9 R over 120 trades2025-08: -17.0 R over 113 trades2025-09: +28.7 R over 111 trades2025-10: +5.6 R over 113 trades2025-102025-11: +18.3 R over 103 trades2025-12: +0.6 R over 114 trades2026-01: +27.8 R over 80 trades2026-02: +5.7 R over 85 trades2026-03: -34.3 R over 73 trades2026-04: -23.0 R over 100 trades2026-042026-05: -13.4 R over 65 trades2026-06: -48.1 R over 116 trades2026-07: -27.2 R over 121 trades2026-08: -0.2 R over 123 trades2026-09: -28.4 R over 122 trades+29 R-48 R

macd_histogram_pct_60d > 0.7634 (p75)

Honesty panelActive, net negative

Traded 914 times out of sample, net negative beyond chance (-100.1 R, -0.110 R per trade, t = -2.1); still active in the last quarter (-34.9 R over 292 trades).

In sample
2023-09-30 to 2025-11-05
-38.0 R
2200 trades · 34% wins
-0.017 R per trade · t = -0.5, within chance
about 36,177 trades to confirm this mean (-0.017 R per trade) at t = -2 · shown: 2200
spread 0.071 R per trade
Out of sample
2025-11-05 to 2026-09-30
-100.1 R
914 trades · 30% wins
-0.110 R per trade · t = -2.1, beyond chance
about 851 trades to confirm this mean (-0.110 R per trade) at t = -2 · shown: 914
spread 0.047 R per trade
Last quarter
last 91 days of the window
-34.9 R
292 trades · 29% wins
-0.119 R per trade · t = -1.3, within chance
about 732 trades to confirm this mean (-0.119 R per trade) at t = -2 · shown: 292
spread 0.063 R per trade
Costs. Spread 0.064 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 277 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 -108.7 R (-0.119 R per trade over 914 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,319 signals placed, 3,114 filled, 205 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 97.9 pips, 2.50 ATR, 2 raised to the 10-pip floor); target 3 R; exits 63% at the stop, 20% at the target, 17% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,921 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (571 signals rejected).

Monthly R, macd_histogram_pct_60d > 0.7634 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +0.6 R over 97 trades2023-102023-11: -3.0 R over 96 trades2023-12: +4.0 R over 94 trades2024-01: -4.3 R over 103 trades2024-02: -9.4 R over 73 trades2024-03: +10.0 R over 76 trades2024-04: -4.7 R over 96 trades2024-042024-05: -29.7 R over 114 trades2024-06: +0.5 R over 77 trades2024-07: +4.9 R over 94 trades2024-08: -6.9 R over 96 trades2024-09: +9.7 R over 79 trades2024-10: +8.7 R over 84 trades2024-102024-11: +7.2 R over 73 trades2024-12: -23.8 R over 85 trades2025-01: +7.7 R over 81 trades2025-02: -7.1 R over 82 trades2025-03: +10.9 R over 56 trades2025-04: +8.6 R over 100 trades2025-042025-05: +1.8 R over 86 trades2025-06: -16.2 R over 84 trades2025-07: -27.2 R over 93 trades2025-08: -7.4 R over 82 trades2025-09: +34.5 R over 86 trades2025-10: -4.1 R over 108 trades2025-102025-11: +3.3 R over 87 trades2025-12: -4.8 R over 98 trades2026-01: +20.3 R over 77 trades2026-02: +7.5 R over 80 trades2026-03: -33.1 R over 75 trades2026-04: -8.6 R over 71 trades2026-042026-05: -15.8 R over 48 trades2026-06: -37.3 R over 91 trades2026-07: +1.6 R over 89 trades2026-08: -8.9 R over 113 trades2026-09: -27.6 R over 90 trades+34 R-37 R

macd_histogram_pct_60d > 0.9128 (p90)

Honesty panelNo edge shown

No edge shown out of sample: -34.3 R over 509 trades is -0.067 R per trade, within what chance produces (t = -1.0); about 2,220 trades would be needed to confirm this mean at t = -2, shown: 509.

In sample
2023-09-30 to 2025-11-05
+49.7 R
1391 trades · 36% wins
+0.036 R per trade · t = 0.8, within chance
about 8,037 trades to confirm this mean (+0.036 R per trade) at t = 2 · shown: 1391
spread 0.052 R per trade
Out of sample
2025-11-05 to 2026-09-30
-34.3 R
509 trades · 31% wins
-0.067 R per trade · t = -1.0, within chance
about 2,220 trades to confirm this mean (-0.067 R per trade) at t = -2 · shown: 509
spread 0.035 R per trade
Last quarter
last 91 days of the window
+0.5 R
160 trades · 33% wins
+0.003 R per trade · t = 0.0, within chance
about 1,120,383 trades to confirm this mean (+0.003 R per trade) at t = 2 · shown: 160
spread 0.047 R per trade
Costs. Spread 0.047 R per trade at 1.25 times the bar’s minimum (85% of the gross); 126 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 -37.8 R (-0.074 R per trade over 509 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,995 signals placed, 1,900 filled, 95 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 111.7 pips, 2.50 ATR); target 3 R; exits 58% at the stop, 22% at the day end, 20% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (5,459 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (305 signals rejected).

Monthly R, macd_histogram_pct_60d > 0.9128 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +4.3 R over 69 trades2023-102023-11: +0.0 R over 57 trades2023-12: +3.4 R over 59 trades2024-01: -16.0 R over 63 trades2024-02: -4.1 R over 34 trades2024-03: +24.7 R over 52 trades2024-04: +7.1 R over 73 trades2024-042024-05: -22.7 R over 68 trades2024-06: -8.0 R over 44 trades2024-07: +2.8 R over 49 trades2024-08: -1.8 R over 52 trades2024-09: +8.4 R over 55 trades2024-10: -6.1 R over 51 trades2024-102024-11: +6.2 R over 53 trades2024-12: -10.2 R over 51 trades2025-01: +1.3 R over 47 trades2025-02: +0.5 R over 62 trades2025-03: +14.8 R over 39 trades2025-04: +3.6 R over 82 trades2025-042025-05: +9.4 R over 58 trades2025-06: -7.0 R over 46 trades2025-07: +6.6 R over 26 trades2025-08: +3.3 R over 38 trades2025-09: +29.4 R over 73 trades2025-10: +2.0 R over 86 trades2025-102025-11: -4.7 R over 66 trades2025-12: -6.4 R over 45 trades2026-01: +17.5 R over 54 trades2026-02: +5.5 R over 53 trades2026-03: -25.3 R over 49 trades2026-04: -4.7 R over 29 trades2026-042026-05: -7.7 R over 17 trades2026-06: -11.3 R over 40 trades2026-07: -1.6 R over 45 trades2026-08: +10.4 R over 57 trades2026-09: -8.4 R over 58 trades+29 R-25 R

What macd_histogram_pct_60d measures

MACD histogram, 60-day percentile (percentile), on M5 bars. Percentile rank of macd_histogram within the trailing 17,280 bars, 0 to 1.

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.

Join the waitlist

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.