Rule Collider

Backtests · GOLD · momentum_3_atr · long

Does momentum_3_atr above 0.03248 work on GOLD? 2023 to 2026 backtest

GOLD long when 3-bar change (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
p10momentum_3_atr > -1.362-156.3 R / 3175-166.9 R / 1246-2.9581-48.4 R / 427Active, net negative
p25momentum_3_atr > -0.6811-142.3 R / 3083-160.0 R / 1210-2.9593-59.0 R / 418Active, net negative
p50momentum_3_atr > 0.03248-158.2 R / 2969-169.3 R / 1178-3.1494-70.9 R / 409Active, net negative
p75momentum_3_atr > 0.7324-113.0 R / 2832-125.6 R / 1128-2.3845-59.3 R / 386Active, net negative
p90momentum_3_atr > 1.413-98.8 R / 2441-90.5 R / 997-1.71,307-31.9 R / 323No 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

momentum_3_atr > -1.362 (p10)

Honesty panelActive, net negative

Traded 1246 times out of sample, net negative beyond chance (-166.9 R, -0.134 R per trade, t = -2.9); still active in the last quarter (-48.4 R over 427 trades).

In sample
2023-09-30 to 2025-11-05
-156.3 R
3175 trades · 33% wins
-0.049 R per trade · t = -1.7, within chance
about 4,623 trades to confirm this mean (-0.049 R per trade) at t = -2 · shown: 3175
spread 0.102 R per trade
Out of sample
2025-11-05 to 2026-09-30
-166.9 R
1246 trades · 30% wins
-0.134 R per trade · t = -2.9, beyond chance
about 581 trades to confirm this mean (-0.134 R per trade) at t = -2 · shown: 1246
spread 0.063 R per trade
Last quarter
last 91 days of the window
-48.4 R
427 trades · 29% wins
-0.113 R per trade · t = -1.4, within chance
about 851 trades to confirm this mean (-0.113 R per trade) at t = -2 · shown: 427
spread 0.085 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); 781 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 -182.6 R (-0.147 R per trade over 1246 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,653 signals placed, 4,421 filled, 232 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 93.4 pips, 2.50 ATR, 27 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 (1,236 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (973 signals rejected).

Monthly R, momentum_3_atr > -1.362 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +0.9 R over 136 trades2023-102023-11: -17.8 R over 121 trades2023-12: +0.2 R over 124 trades2024-01: -24.7 R over 155 trades2024-02: -20.5 R over 127 trades2024-03: +13.5 R over 101 trades2024-04: -19.7 R over 130 trades2024-042024-05: -29.4 R over 140 trades2024-06: -19.8 R over 130 trades2024-07: +9.4 R over 128 trades2024-08: -14.7 R over 140 trades2024-09: +7.0 R over 126 trades2024-10: +8.4 R over 137 trades2024-102024-11: -1.9 R over 115 trades2024-12: -25.6 R over 133 trades2025-01: +1.0 R over 125 trades2025-02: +10.9 R over 113 trades2025-03: +14.9 R over 71 trades2025-04: +6.6 R over 113 trades2025-042025-05: -21.1 R over 130 trades2025-06: -23.8 R over 131 trades2025-07: -14.0 R over 143 trades2025-08: -22.2 R over 126 trades2025-09: +31.0 R over 131 trades2025-10: -1.7 R over 141 trades2025-102025-11: +11.7 R over 106 trades2025-12: -0.1 R over 123 trades2026-01: +10.8 R over 105 trades2026-02: +8.5 R over 84 trades2026-03: -42.4 R over 83 trades2026-04: -27.2 R over 130 trades2026-042026-05: -13.7 R over 70 trades2026-06: -69.3 R over 126 trades2026-07: -23.5 R over 145 trades2026-08: +15.6 R over 135 trades2026-09: -40.5 R over 147 trades+31 R-69 R

momentum_3_atr > -0.6811 (p25)

Honesty panelActive, net negative

Traded 1210 times out of sample, net negative beyond chance (-160.0 R, -0.132 R per trade, t = -2.9); still active in the last quarter (-59.0 R over 418 trades).

In sample
2023-09-30 to 2025-11-05
-142.3 R
3083 trades · 33% wins
-0.046 R per trade · t = -1.5, within chance
about 5,265 trades to confirm this mean (-0.046 R per trade) at t = -2 · shown: 3083
spread 0.100 R per trade
Out of sample
2025-11-05 to 2026-09-30
-160.0 R
1210 trades · 30% wins
-0.132 R per trade · t = -2.9, beyond chance
about 593 trades to confirm this mean (-0.132 R per trade) at t = -2 · shown: 1210
spread 0.063 R per trade
Last quarter
last 91 days of the window
-59.0 R
418 trades · 29% wins
-0.141 R per trade · t = -1.8, within chance
about 540 trades to confirm this mean (-0.141 R per trade) at t = -2 · shown: 418
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); 746 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 -175.3 R (-0.145 R per trade over 1210 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,548 signals placed, 4,293 filled, 255 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 93.8 pips, 2.50 ATR, 25 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 (1,329 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (985 signals rejected).

Monthly R, momentum_3_atr > -0.6811 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -2.3 R over 139 trades2023-102023-11: -10.1 R over 113 trades2023-12: -1.7 R over 126 trades2024-01: -25.9 R over 156 trades2024-02: -18.5 R over 121 trades2024-03: +20.8 R over 78 trades2024-04: -11.7 R over 131 trades2024-042024-05: -37.5 R over 138 trades2024-06: -21.6 R over 126 trades2024-07: +5.5 R over 127 trades2024-08: -11.4 R over 130 trades2024-09: +8.5 R over 120 trades2024-10: +10.6 R over 134 trades2024-102024-11: -6.7 R over 121 trades2024-12: -27.4 R over 126 trades2025-01: -5.2 R over 128 trades2025-02: +3.7 R over 111 trades2025-03: +19.8 R over 67 trades2025-04: +12.3 R over 110 trades2025-042025-05: -18.4 R over 128 trades2025-06: -21.9 R over 129 trades2025-07: -16.5 R over 134 trades2025-08: -20.6 R over 122 trades2025-09: +33.9 R over 127 trades2025-10: +1.9 R over 134 trades2025-102025-11: +15.9 R over 102 trades2025-12: -2.4 R over 112 trades2026-01: +14.2 R over 104 trades2026-02: +9.3 R over 88 trades2026-03: -38.2 R over 79 trades2026-04: -21.5 R over 119 trades2026-042026-05: -18.9 R over 74 trades2026-06: -61.6 R over 121 trades2026-07: -26.2 R over 135 trades2026-08: +9.5 R over 135 trades2026-09: -42.4 R over 148 trades+34 R-62 R

momentum_3_atr > 0.03248 (p50)

Honesty panelActive, net negative

Traded 1178 times out of sample, net negative beyond chance (-169.3 R, -0.144 R per trade, t = -3.1); still active in the last quarter (-70.9 R over 409 trades).

In sample
2023-09-30 to 2025-11-05
-158.2 R
2969 trades · 33% wins
-0.053 R per trade · t = -1.7, within chance
about 3,899 trades to confirm this mean (-0.053 R per trade) at t = -2 · shown: 2969
spread 0.097 R per trade
Out of sample
2025-11-05 to 2026-09-30
-169.3 R
1178 trades · 30% wins
-0.144 R per trade · t = -3.1, beyond chance
about 494 trades to confirm this mean (-0.144 R per trade) at t = -2 · shown: 1178
spread 0.063 R per trade
Last quarter
last 91 days of the window
-70.9 R
409 trades · 28% wins
-0.173 R per trade · t = -2.2, beyond chance
about 347 trades to confirm this mean (-0.173 R per trade) at t = -2 · shown: 409
spread 0.083 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); 689 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 -184.0 R (-0.156 R per trade over 1178 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,415 signals placed, 4,147 filled, 268 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 93.5 pips, 2.50 ATR, 21 raised to the 10-pip floor); target 3 R; exits 65% at the stop, 21% at the target, 14% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (1,489 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (968 signals rejected).

Monthly R, momentum_3_atr > 0.03248 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -5.7 R over 137 trades2023-102023-11: -11.2 R over 110 trades2023-12: +3.4 R over 120 trades2024-01: -16.9 R over 150 trades2024-02: -20.1 R over 116 trades2024-03: +8.1 R over 93 trades2024-04: -9.2 R over 127 trades2024-042024-05: -39.2 R over 134 trades2024-06: -21.6 R over 113 trades2024-07: +5.1 R over 131 trades2024-08: -14.4 R over 127 trades2024-09: +12.9 R over 116 trades2024-10: +14.3 R over 119 trades2024-102024-11: -16.6 R over 125 trades2024-12: -26.5 R over 118 trades2025-01: -10.3 R over 123 trades2025-02: -4.6 R over 113 trades2025-03: +19.4 R over 64 trades2025-04: +0.2 R over 115 trades2025-042025-05: -13.1 R over 114 trades2025-06: -18.8 R over 112 trades2025-07: -11.7 R over 130 trades2025-08: -19.3 R over 118 trades2025-09: +30.6 R over 117 trades2025-10: +9.0 R over 120 trades2025-102025-11: +11.5 R over 102 trades2025-12: -1.3 R over 113 trades2026-01: +15.5 R over 101 trades2026-02: +5.5 R over 95 trades2026-03: -32.8 R over 67 trades2026-04: -25.2 R over 117 trades2026-042026-05: -13.4 R over 64 trades2026-06: -60.4 R over 117 trades2026-07: -28.0 R over 135 trades2026-08: +1.3 R over 139 trades2026-09: -44.3 R over 135 trades+31 R-60 R

momentum_3_atr > 0.7324 (p75)

Honesty panelActive, net negative

Traded 1128 times out of sample, net negative beyond chance (-125.6 R, -0.111 R per trade, t = -2.3); still active in the last quarter (-59.3 R over 386 trades).

In sample
2023-09-30 to 2025-11-05
-113.0 R
2832 trades · 33% wins
-0.040 R per trade · t = -1.3, within chance
about 6,993 trades to confirm this mean (-0.040 R per trade) at t = -2 · shown: 2832
spread 0.092 R per trade
Out of sample
2025-11-05 to 2026-09-30
-125.6 R
1128 trades · 30% wins
-0.111 R per trade · t = -2.3, beyond chance
about 845 trades to confirm this mean (-0.111 R per trade) at t = -2 · shown: 1128
spread 0.060 R per trade
Last quarter
last 91 days of the window
-59.3 R
386 trades · 28% wins
-0.154 R per trade · t = -1.9, within chance
about 445 trades to confirm this mean (-0.154 R per trade) at t = -2 · shown: 386
spread 0.081 R per trade
Costs. Spread 0.083 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 553 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 -139.2 R (-0.123 R per trade over 1128 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,210 signals placed, 3,960 filled, 250 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 91.5 pips, 2.50 ATR, 19 raised to the 10-pip floor); target 3 R; exits 64% 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 (1,879 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (907 signals rejected).

Monthly R, momentum_3_atr > 0.7324 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -7.7 R over 129 trades2023-102023-11: -19.5 R over 111 trades2023-12: +4.1 R over 118 trades2024-01: -16.7 R over 138 trades2024-02: -13.7 R over 104 trades2024-03: +15.9 R over 82 trades2024-04: -14.7 R over 122 trades2024-042024-05: -33.8 R over 127 trades2024-06: -25.6 R over 115 trades2024-07: -6.4 R over 134 trades2024-08: -5.6 R over 122 trades2024-09: +2.8 R over 118 trades2024-10: +14.5 R over 118 trades2024-102024-11: +1.1 R over 103 trades2024-12: -20.2 R over 113 trades2025-01: +4.4 R over 121 trades2025-02: +4.3 R over 117 trades2025-03: +15.8 R over 53 trades2025-04: +0.3 R over 112 trades2025-042025-05: -4.1 R over 98 trades2025-06: -13.3 R over 115 trades2025-07: -21.3 R over 124 trades2025-08: -12.9 R over 113 trades2025-09: +25.0 R over 112 trades2025-10: +17.4 R over 102 trades2025-102025-11: +6.3 R over 102 trades2025-12: +2.6 R over 109 trades2026-01: +29.1 R over 86 trades2026-02: +4.4 R over 95 trades2026-03: -27.7 R over 62 trades2026-04: -19.8 R over 109 trades2026-042026-05: -14.8 R over 68 trades2026-06: -49.5 R over 122 trades2026-07: -30.7 R over 132 trades2026-08: +7.6 R over 129 trades2026-09: -36.2 R over 125 trades+29 R-50 R

momentum_3_atr > 1.413 (p90)

Honesty panelNo edge shown

No edge shown out of sample: -90.5 R over 997 trades is -0.091 R per trade, within what chance produces (t = -1.7); about 1,307 trades would be needed to confirm this mean at t = -2, shown: 997.

In sample
2023-09-30 to 2025-11-05
-98.8 R
2441 trades · 33% wins
-0.040 R per trade · t = -1.2, within chance
about 6,783 trades to confirm this mean (-0.040 R per trade) at t = -2 · shown: 2441
spread 0.084 R per trade
Out of sample
2025-11-05 to 2026-09-30
-90.5 R
997 trades · 30% wins
-0.091 R per trade · t = -1.7, within chance
about 1,307 trades to confirm this mean (-0.091 R per trade) at t = -2 · shown: 997
spread 0.056 R per trade
Last quarter
last 91 days of the window
-31.9 R
323 trades · 29% wins
-0.099 R per trade · t = -1.1, within chance
about 1,113 trades to confirm this mean (-0.099 R per trade) at t = -2 · shown: 323
spread 0.075 R per trade
Costs. Spread 0.076 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 363 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 -101.7 R (-0.102 R per trade over 997 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,661 signals placed, 3,438 filled, 223 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 86.0 pips, 2.50 ATR, 14 raised to the 10-pip floor); target 3 R; exits 64% 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 (4,001 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (804 signals rejected).

Monthly R, momentum_3_atr > 1.413 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -10.3 R over 109 trades2023-102023-11: -21.8 R over 99 trades2023-12: +11.1 R over 93 trades2024-01: -1.3 R over 114 trades2024-02: -16.3 R over 89 trades2024-03: -4.7 R over 89 trades2024-04: -10.1 R over 100 trades2024-042024-05: -35.8 R over 110 trades2024-06: -10.3 R over 93 trades2024-07: +4.7 R over 100 trades2024-08: +6.5 R over 96 trades2024-09: -9.8 R over 99 trades2024-10: +7.1 R over 102 trades2024-102024-11: +1.0 R over 92 trades2024-12: -25.8 R over 95 trades2025-01: +3.4 R over 102 trades2025-02: +5.9 R over 89 trades2025-03: +5.8 R over 76 trades2025-04: +1.9 R over 99 trades2025-042025-05: +4.6 R over 93 trades2025-06: -9.1 R over 97 trades2025-07: -23.3 R over 116 trades2025-08: -11.3 R over 91 trades2025-09: +33.8 R over 91 trades2025-10: +8.9 R over 102 trades2025-102025-11: +0.4 R over 95 trades2025-12: -9.5 R over 103 trades2026-01: +17.4 R over 88 trades2026-02: +10.0 R over 88 trades2026-03: -21.6 R over 60 trades2026-04: -14.8 R over 91 trades2026-042026-05: -6.1 R over 53 trades2026-06: -37.9 R over 101 trades2026-07: -10.0 R over 99 trades2026-08: +7.4 R over 116 trades2026-09: -29.2 R over 108 trades+34 R-38 R

What momentum_3_atr measures

3-bar change (ATR) (atr), on M5 bars. Close minus the close 3 bars earlier, in multiples of the 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.