Rule Collider

Backtests · GOLD · momentum_5_pips · long

Does momentum_5_pips above 0.9 work on GOLD? 2023 to 2026 backtest

GOLD long when 5-bar change (pips) 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_5_pips > -52-181.8 R / 3274-166.4 R / 1195-3.0535-61.8 R / 410Active, net negative
p25momentum_5_pips > -18.6-134.0 R / 3026-159.3 R / 1173-2.9562-66.1 R / 396Active, net negative
p50momentum_5_pips > 0.9-127.0 R / 2900-158.7 R / 1156-2.9546-63.6 R / 396Active, net negative
p75momentum_5_pips > 20.9-7.6 R / 2298-130.1 R / 1115-2.4761-48.6 R / 366Active, net negative
p90momentum_5_pips > 54.576+2.4 R / 1193-79.7 R / 989-1.61,609-33.8 R / 316No 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_5_pips > -52 (p10)

Honesty panelActive, net negative

Traded 1195 times out of sample, net negative beyond chance (-166.4 R, -0.139 R per trade, t = -3.0); still active in the last quarter (-61.8 R over 410 trades).

In sample
2023-09-30 to 2025-11-05
-181.8 R
3274 trades · 33% wins
-0.056 R per trade · t = -1.9, within chance
about 3,660 trades to confirm this mean (-0.056 R per trade) at t = -2 · shown: 3274
spread 0.106 R per trade
Out of sample
2025-11-05 to 2026-09-30
-166.4 R
1195 trades · 30% wins
-0.139 R per trade · t = -3.0, beyond chance
about 535 trades to confirm this mean (-0.139 R per trade) at t = -2 · shown: 1195
spread 0.065 R per trade
Last quarter
last 91 days of the window
-61.8 R
410 trades · 29% wins
-0.151 R per trade · t = -1.9, within chance
about 468 trades to confirm this mean (-0.151 R per trade) at t = -2 · shown: 410
spread 0.085 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); 788 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 -181.9 R (-0.152 R per trade over 1195 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,709 signals placed, 4,469 filled, 240 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 88.1 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 (1,374 bars); max spread 30 pips (1 bars over it); M1 confirmation 2 pips (934 signals rejected).

Monthly R, momentum_5_pips > -52 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +10.9 R over 142 trades2023-102023-11: -17.3 R over 133 trades2023-12: -4.5 R over 130 trades2024-01: -26.1 R over 166 trades2024-02: -28.8 R over 138 trades2024-03: +13.8 R over 104 trades2024-04: -29.4 R over 142 trades2024-042024-05: -32.6 R over 153 trades2024-06: -28.2 R over 142 trades2024-07: +10.0 R over 143 trades2024-08: -13.4 R over 143 trades2024-09: +9.2 R over 132 trades2024-10: +18.0 R over 137 trades2024-102024-11: -1.8 R over 122 trades2024-12: -30.0 R over 135 trades2025-01: +1.7 R over 128 trades2025-02: +7.8 R over 118 trades2025-03: +13.1 R over 66 trades2025-04: +4.8 R over 108 trades2025-042025-05: -14.0 R over 114 trades2025-06: -31.4 R over 133 trades2025-07: -19.8 R over 146 trades2025-08: -25.6 R over 141 trades2025-09: +29.2 R over 124 trades2025-10: +7.6 R over 125 trades2025-102025-11: +18.2 R over 109 trades2025-12: -3.0 R over 122 trades2026-01: +8.1 R over 101 trades2026-02: +2.5 R over 88 trades2026-03: -32.9 R over 61 trades2026-04: -25.8 R over 118 trades2026-042026-05: -13.5 R over 68 trades2026-06: -63.1 R over 127 trades2026-07: -30.3 R over 136 trades2026-08: +8.8 R over 129 trades2026-09: -40.3 R over 145 trades+29 R-63 R

momentum_5_pips > -18.6 (p25)

Honesty panelActive, net negative

Traded 1173 times out of sample, net negative beyond chance (-159.3 R, -0.136 R per trade, t = -2.9); still active in the last quarter (-66.1 R over 396 trades).

In sample
2023-09-30 to 2025-11-05
-134.0 R
3026 trades · 33% wins
-0.044 R per trade · t = -1.5, within chance
about 5,726 trades to confirm this mean (-0.044 R per trade) at t = -2 · shown: 3026
spread 0.107 R per trade
Out of sample
2025-11-05 to 2026-09-30
-159.3 R
1173 trades · 29% wins
-0.136 R per trade · t = -2.9, beyond chance
about 562 trades to confirm this mean (-0.136 R per trade) at t = -2 · shown: 1173
spread 0.063 R per trade
Last quarter
last 91 days of the window
-66.1 R
396 trades · 28% wins
-0.167 R per trade · t = -2.1, beyond chance
about 376 trades to confirm this mean (-0.167 R per trade) at t = -2 · shown: 396
spread 0.086 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); 763 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 -174.2 R (-0.148 R per trade over 1173 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,454 signals placed, 4,199 filled, 255 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 90.9 pips, 2.50 ATR, 29 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 (1,571 bars); max spread 30 pips (1 bars over it); M1 confirmation 2 pips (943 signals rejected).

Monthly R, momentum_5_pips > -18.6 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +4.0 R over 134 trades2023-102023-11: -16.6 R over 129 trades2023-12: -4.9 R over 131 trades2024-01: -16.2 R over 152 trades2024-02: -25.5 R over 133 trades2024-03: +19.0 R over 83 trades2024-04: -16.8 R over 132 trades2024-042024-05: -33.6 R over 144 trades2024-06: -22.5 R over 131 trades2024-07: +1.9 R over 134 trades2024-08: -4.9 R over 128 trades2024-09: +12.4 R over 115 trades2024-10: +8.1 R over 127 trades2024-102024-11: -0.6 R over 114 trades2024-12: -22.3 R over 121 trades2025-01: -3.6 R over 121 trades2025-02: +2.6 R over 108 trades2025-03: +17.6 R over 53 trades2025-04: +3.7 R over 105 trades2025-042025-05: -8.6 R over 110 trades2025-06: -23.3 R over 119 trades2025-07: -19.1 R over 129 trades2025-08: -24.4 R over 123 trades2025-09: +30.6 R over 120 trades2025-10: +14.0 R over 120 trades2025-102025-11: +11.3 R over 114 trades2025-12: +0.0 R over 112 trades2026-01: +15.0 R over 95 trades2026-02: +3.7 R over 88 trades2026-03: -32.2 R over 81 trades2026-04: -27.0 R over 117 trades2026-042026-05: -9.4 R over 64 trades2026-06: -59.8 R over 116 trades2026-07: -39.3 R over 139 trades2026-08: +6.2 R over 125 trades2026-09: -33.0 R over 132 trades+31 R-60 R

momentum_5_pips > 0.9 (p50)

Honesty panelActive, net negative

Traded 1156 times out of sample, net negative beyond chance (-158.7 R, -0.137 R per trade, t = -2.9); still active in the last quarter (-63.6 R over 396 trades).

In sample
2023-09-30 to 2025-11-05
-127.0 R
2900 trades · 33% wins
-0.044 R per trade · t = -1.4, within chance
about 5,825 trades to confirm this mean (-0.044 R per trade) at t = -2 · shown: 2900
spread 0.096 R per trade
Out of sample
2025-11-05 to 2026-09-30
-158.7 R
1156 trades · 29% wins
-0.137 R per trade · t = -2.9, beyond chance
about 546 trades to confirm this mean (-0.137 R per trade) at t = -2 · shown: 1156
spread 0.062 R per trade
Last quarter
last 91 days of the window
-63.6 R
396 trades · 28% wins
-0.161 R per trade · t = -2.0, within chance
about 410 trades to confirm this mean (-0.161 R per trade) at t = -2 · shown: 396
spread 0.082 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); 654 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 -173.0 R (-0.150 R per trade over 1156 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,355 signals placed, 4,056 filled, 299 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 92.7 pips, 2.50 ATR, 18 raised to the 10-pip floor); target 3 R; exits 64% 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 (1,822 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (920 signals rejected).

Monthly R, momentum_5_pips > 0.9 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +1.6 R over 122 trades2023-102023-11: -22.8 R over 117 trades2023-12: +15.2 R over 119 trades2024-01: -23.5 R over 135 trades2024-02: -15.8 R over 111 trades2024-03: +19.1 R over 88 trades2024-04: -15.2 R over 124 trades2024-042024-05: -39.6 R over 134 trades2024-06: -11.4 R over 109 trades2024-07: +2.3 R over 131 trades2024-08: -2.8 R over 126 trades2024-09: +11.6 R over 118 trades2024-10: +12.0 R over 122 trades2024-102024-11: -7.4 R over 112 trades2024-12: -28.2 R over 112 trades2025-01: -10.9 R over 129 trades2025-02: -8.2 R over 112 trades2025-03: +17.9 R over 60 trades2025-04: +0.3 R over 111 trades2025-042025-05: -2.7 R over 105 trades2025-06: -16.8 R over 116 trades2025-07: -16.0 R over 130 trades2025-08: -22.9 R over 118 trades2025-09: +24.5 R over 115 trades2025-10: +17.9 R over 114 trades2025-102025-11: +1.8 R over 118 trades2025-12: +2.7 R over 109 trades2026-01: +17.0 R over 92 trades2026-02: +3.4 R over 88 trades2026-03: -28.0 R over 77 trades2026-04: -34.8 R over 111 trades2026-042026-05: -10.9 R over 59 trades2026-06: -51.6 R over 116 trades2026-07: -37.6 R over 137 trades2026-08: +0.7 R over 129 trades2026-09: -26.7 R over 130 trades+24 R-52 R

momentum_5_pips > 20.9 (p75)

Honesty panelActive, net negative

Traded 1115 times out of sample, net negative beyond chance (-130.1 R, -0.117 R per trade, t = -2.4); still active in the last quarter (-48.6 R over 366 trades).

In sample
2023-09-30 to 2025-11-05
-7.6 R
2298 trades · 34% wins
-0.003 R per trade · t = -0.1, within chance
about 992,454 trades to confirm this mean (-0.003 R per trade) at t = -2 · shown: 2298
spread 0.061 R per trade
Out of sample
2025-11-05 to 2026-09-30
-130.1 R
1115 trades · 30% wins
-0.117 R per trade · t = -2.4, beyond chance
about 761 trades to confirm this mean (-0.117 R per trade) at t = -2 · shown: 1115
spread 0.057 R per trade
Last quarter
last 91 days of the window
-48.6 R
366 trades · 29% wins
-0.133 R per trade · t = -1.6, within chance
about 597 trades to confirm this mean (-0.133 R per trade) at t = -2 · shown: 366
spread 0.075 R per trade
Costs. Spread 0.060 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 389 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 -143.0 R (-0.128 R per trade over 1115 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,612 signals placed, 3,413 filled, 199 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 103.0 pips, 2.50 ATR); target 3 R; exits 63% at the stop, 21% at the target, 16% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,414 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (595 signals rejected).

Monthly R, momentum_5_pips > 20.9 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -2.8 R over 86 trades2023-102023-11: +3.4 R over 65 trades2023-12: +13.7 R over 75 trades2024-01: -24.5 R over 91 trades2024-02: -9.8 R over 50 trades2024-03: +17.8 R over 65 trades2024-04: -0.6 R over 104 trades2024-042024-05: -24.8 R over 106 trades2024-06: -4.9 R over 84 trades2024-07: +6.9 R over 96 trades2024-08: -4.5 R over 105 trades2024-09: +3.4 R over 88 trades2024-10: +8.3 R over 95 trades2024-102024-11: -4.0 R over 89 trades2024-12: -10.0 R over 90 trades2025-01: +14.8 R over 96 trades2025-02: -13.2 R over 102 trades2025-03: +14.0 R over 54 trades2025-04: -0.5 R over 112 trades2025-042025-05: -3.3 R over 100 trades2025-06: -14.9 R over 107 trades2025-07: -15.4 R over 126 trades2025-08: -2.6 R over 94 trades2025-09: +26.8 R over 101 trades2025-10: +23.3 R over 105 trades2025-102025-11: +3.6 R over 112 trades2025-12: +4.4 R over 111 trades2026-01: +22.8 R over 86 trades2026-02: +7.1 R over 88 trades2026-03: -30.9 R over 76 trades2026-04: -31.1 R over 110 trades2026-042026-05: -14.5 R over 65 trades2026-06: -47.3 R over 113 trades2026-07: -25.4 R over 123 trades2026-08: +5.0 R over 121 trades2026-09: -28.2 R over 122 trades+27 R-47 R

momentum_5_pips > 54.576 (p90)

Honesty panelNo edge shown

No edge shown out of sample: -79.7 R over 989 trades is -0.081 R per trade, within what chance produces (t = -1.6); about 1,609 trades would be needed to confirm this mean at t = -2, shown: 989.

In sample
2023-09-30 to 2025-11-05
+2.4 R
1193 trades · 36% wins
+0.002 R per trade · t = 0.0, within chance
about 2,520,202 trades to confirm this mean (+0.002 R per trade) at t = 2 · shown: 1193
spread 0.040 R per trade
Out of sample
2025-11-05 to 2026-09-30
-79.7 R
989 trades · 31% wins
-0.081 R per trade · t = -1.6, within chance
about 1,609 trades to confirm this mean (-0.081 R per trade) at t = -2 · shown: 989
spread 0.050 R per trade
Last quarter
last 91 days of the window
-33.8 R
316 trades · 29% wins
-0.107 R per trade · t = -1.2, within chance
about 924 trades to confirm this mean (-0.107 R per trade) at t = -2 · shown: 316
spread 0.067 R per trade
Costs. Spread 0.045 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 222 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 -89.6 R (-0.091 R per trade over 989 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,259 signals placed, 2,182 filled, 77 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 131.2 pips, 2.50 ATR); target 3 R; exits 62% at the stop, 19% at the day end, 19% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (5,560 bars); max spread 30 pips (3 bars over it); M1 confirmation 2 pips (227 signals rejected).

Monthly R, momentum_5_pips > 54.576 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +7.4 R over 23 trades2023-102023-11: +6.9 R over 14 trades2023-12: -7.8 R over 26 trades2024-01: -12.7 R over 19 trades2024-02: +3.4 R over 9 trades2024-03: +4.2 R over 29 trades2024-04: -10.7 R over 58 trades2024-042024-05: -13.7 R over 44 trades2024-06: -9.5 R over 27 trades2024-07: +0.6 R over 39 trades2024-08: +0.2 R over 41 trades2024-09: +2.8 R over 38 trades2024-10: -8.0 R over 45 trades2024-102024-11: -3.9 R over 54 trades2024-12: +0.2 R over 38 trades2025-01: +5.6 R over 31 trades2025-02: +0.1 R over 54 trades2025-03: +19.6 R over 43 trades2025-04: +2.2 R over 94 trades2025-042025-05: +3.6 R over 82 trades2025-06: -7.1 R over 73 trades2025-07: -18.1 R over 67 trades2025-08: +3.4 R over 56 trades2025-09: +24.2 R over 71 trades2025-10: +13.3 R over 107 trades2025-102025-11: +1.8 R over 95 trades2025-12: +11.2 R over 93 trades2026-01: +27.8 R over 80 trades2026-02: +1.6 R over 85 trades2026-03: -32.7 R over 74 trades2026-04: -23.3 R over 100 trades2026-042026-05: -15.9 R over 63 trades2026-06: -20.2 R over 94 trades2026-07: -8.3 R over 98 trades2026-08: +3.3 R over 116 trades2026-09: -28.8 R over 102 trades+28 R-33 R

What momentum_5_pips measures

5-bar change (pips) (pips), on M5 bars. Close minus the close 5 bars earlier, in pips.

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.