Rule Collider

Backtests · GOLD · price_vs_asian_mid · long

Does price_vs_asian_mid above 0.1103 work on GOLD? 2023 to 2026 backtest

GOLD long when Close vs Asian midpoint 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
p10price_vs_asian_mid > -0.8158-174.6 R / 3178-145.6 R / 1254-2.5810-61.1 R / 420Active, net negative
p25price_vs_asian_mid > -0.3064-119.3 R / 2717-79.5 R / 1030-1.51,876-25.3 R / 341No edge shown
p50price_vs_asian_mid > 0.1103-102.3 R / 2156-62.5 R / 815-1.31,879+7.3 R / 229No edge shown
p75price_vs_asian_mid > 0.4463-5.4 R / 1474-1.9 R / 528-0.0877,655+3.5 R / 178No edge shown
p90price_vs_asian_mid > 1+18.0 R / 499-17.7 R / 121-1.2359+4.5 R / 42No 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

price_vs_asian_mid > -0.8158 (p10)

Honesty panelActive, net negative

Traded 1254 times out of sample, net negative beyond chance (-145.6 R, -0.116 R per trade, t = -2.5); still active in the last quarter (-61.1 R over 420 trades).

In sample
2023-09-30 to 2025-11-05
-174.6 R
3178 trades · 32% wins
-0.055 R per trade · t = -1.8, within chance
about 3,836 trades to confirm this mean (-0.055 R per trade) at t = -2 · shown: 3178
spread 0.109 R per trade
Out of sample
2025-11-05 to 2026-09-30
-145.6 R
1254 trades · 30% wins
-0.116 R per trade · t = -2.5, beyond chance
about 810 trades to confirm this mean (-0.116 R per trade) at t = -2 · shown: 1254
spread 0.066 R per trade
Last quarter
last 91 days of the window
-61.1 R
420 trades · 29% wins
-0.145 R per trade · t = -1.8, within chance
about 518 trades to confirm this mean (-0.145 R per trade) at t = -2 · shown: 420
spread 0.089 R per trade
Costs. Spread 0.097 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 834 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 -162.2 R (-0.129 R per trade over 1254 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,680 signals placed, 4,432 filled, 248 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 86.7 pips, 2.50 ATR, 32 raised to the 10-pip floor); target 3 R; exits 66% at the stop, 23% at the target, 11% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (3,890 bars); max spread 30 pips (0 bars over it); M1 confirmation 2 pips (904 signals rejected).

Monthly R, price_vs_asian_mid > -0.8158 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +7.9 R over 135 trades2023-102023-11: -12.5 R over 119 trades2023-12: +3.0 R over 113 trades2024-01: -17.3 R over 152 trades2024-02: -36.8 R over 127 trades2024-03: +9.4 R over 105 trades2024-04: -31.7 R over 133 trades2024-042024-05: -26.1 R over 136 trades2024-06: -19.7 R over 126 trades2024-07: +7.9 R over 132 trades2024-08: -20.8 R over 150 trades2024-09: +7.8 R over 121 trades2024-10: +2.7 R over 136 trades2024-102024-11: -8.7 R over 135 trades2024-12: -24.2 R over 121 trades2025-01: +12.7 R over 113 trades2025-02: +2.6 R over 119 trades2025-03: +11.6 R over 98 trades2025-04: +0.9 R over 116 trades2025-042025-05: -17.7 R over 123 trades2025-06: -26.7 R over 129 trades2025-07: -9.6 R over 128 trades2025-08: -25.4 R over 134 trades2025-09: +33.5 R over 137 trades2025-10: +8.2 R over 135 trades2025-102025-11: +11.4 R over 116 trades2025-12: -1.9 R over 135 trades2026-01: +16.2 R over 109 trades2026-02: +5.0 R over 91 trades2026-03: -27.0 R over 83 trades2026-04: -21.7 R over 123 trades2026-042026-05: -10.5 R over 66 trades2026-06: -61.5 R over 116 trades2026-07: -35.6 R over 143 trades2026-08: +13.0 R over 140 trades2026-09: -38.5 R over 137 trades+33 R-62 R

price_vs_asian_mid > -0.3064 (p25)

Honesty panelNo edge shown

No edge shown out of sample: -79.5 R over 1030 trades is -0.077 R per trade, within what chance produces (t = -1.5); about 1,876 trades would be needed to confirm this mean at t = -2, shown: 1030.

In sample
2023-09-30 to 2025-11-05
-119.3 R
2717 trades · 33% wins
-0.044 R per trade · t = -1.3, within chance
about 6,086 trades to confirm this mean (-0.044 R per trade) at t = -2 · shown: 2717
spread 0.115 R per trade
Out of sample
2025-11-05 to 2026-09-30
-79.5 R
1030 trades · 31% wins
-0.077 R per trade · t = -1.5, within chance
about 1,876 trades to confirm this mean (-0.077 R per trade) at t = -2 · shown: 1030
spread 0.069 R per trade
Last quarter
last 91 days of the window
-25.3 R
341 trades · 31% wins
-0.074 R per trade · t = -0.8, within chance
about 2,109 trades to confirm this mean (-0.074 R per trade) at t = -2 · shown: 341
spread 0.095 R per trade
Costs. Spread 0.102 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 798 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 -93.7 R (-0.091 R per trade over 1030 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,967 signals placed, 3,747 filled, 220 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 84.3 pips, 2.50 ATR, 27 raised to the 10-pip floor); target 3 R; exits 66% at the stop, 23% at the target, 11% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (5,485 bars); max spread 30 pips (2 bars over it); M1 confirmation 2 pips (814 signals rejected).

Monthly R, price_vs_asian_mid > -0.3064 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +4.3 R over 112 trades2023-102023-11: -11.3 R over 99 trades2023-12: +15.1 R over 107 trades2024-01: -27.0 R over 130 trades2024-02: -24.5 R over 96 trades2024-03: +17.5 R over 99 trades2024-04: -14.8 R over 110 trades2024-042024-05: -11.1 R over 111 trades2024-06: -23.5 R over 106 trades2024-07: +1.3 R over 115 trades2024-08: -8.4 R over 118 trades2024-09: -7.7 R over 113 trades2024-10: +9.9 R over 120 trades2024-102024-11: +4.0 R over 104 trades2024-12: -14.8 R over 98 trades2025-01: +10.5 R over 96 trades2025-02: +5.1 R over 98 trades2025-03: +3.3 R over 87 trades2025-04: -2.1 R over 103 trades2025-042025-05: -14.3 R over 107 trades2025-06: -21.0 R over 117 trades2025-07: -5.6 R over 109 trades2025-08: -27.2 R over 111 trades2025-09: +13.2 R over 128 trades2025-10: +13.7 R over 115 trades2025-102025-11: +8.8 R over 104 trades2025-12: -12.7 R over 120 trades2026-01: +17.9 R over 95 trades2026-02: +5.9 R over 83 trades2026-03: -15.4 R over 48 trades2026-04: -6.0 R over 99 trades2026-042026-05: -11.4 R over 53 trades2026-06: -45.3 R over 95 trades2026-07: -22.3 R over 117 trades2026-08: +20.2 R over 115 trades2026-09: -23.1 R over 109 trades+20 R-45 R

price_vs_asian_mid > 0.1103 (p50)

Honesty panelNo edge shown

No edge shown out of sample: -62.5 R over 815 trades is -0.077 R per trade, within what chance produces (t = -1.3); about 1,879 trades would be needed to confirm this mean at t = -2, shown: 815.

In sample
2023-09-30 to 2025-11-05
-102.3 R
2156 trades · 32% wins
-0.047 R per trade · t = -1.3, within chance
about 5,199 trades to confirm this mean (-0.047 R per trade) at t = -2 · shown: 2156
spread 0.114 R per trade
Out of sample
2025-11-05 to 2026-09-30
-62.5 R
815 trades · 31% wins
-0.077 R per trade · t = -1.3, within chance
about 1,879 trades to confirm this mean (-0.077 R per trade) at t = -2 · shown: 815
spread 0.064 R per trade
Last quarter
last 91 days of the window
+7.3 R
229 trades · 33% wins
+0.032 R per trade · t = 0.3, within chance
about 12,063 trades to confirm this mean (+0.032 R per trade) at t = 2 · shown: 229
spread 0.093 R per trade
Costs. Spread 0.100 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 586 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 -72.9 R (-0.089 R per trade over 815 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,148 signals placed, 2,971 filled, 177 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 82.4 pips, 2.50 ATR, 16 raised to the 10-pip floor); 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 (7,221 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (687 signals rejected).

Monthly R, price_vs_asian_mid > 0.1103 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +5.5 R over 89 trades2023-102023-11: -10.1 R over 84 trades2023-12: +11.7 R over 89 trades2024-01: -29.2 R over 111 trades2024-02: -37.3 R over 75 trades2024-03: +5.0 R over 74 trades2024-04: -13.7 R over 88 trades2024-042024-05: -15.7 R over 101 trades2024-06: -8.4 R over 77 trades2024-07: +3.8 R over 92 trades2024-08: -9.9 R over 96 trades2024-09: -9.8 R over 93 trades2024-10: +7.4 R over 100 trades2024-102024-11: +8.5 R over 80 trades2024-12: -18.9 R over 81 trades2025-01: +3.7 R over 89 trades2025-02: +7.9 R over 76 trades2025-03: +8.8 R over 74 trades2025-04: +3.8 R over 79 trades2025-042025-05: +3.8 R over 68 trades2025-06: -11.0 R over 73 trades2025-07: -3.4 R over 94 trades2025-08: -15.9 R over 78 trades2025-09: +6.6 R over 93 trades2025-10: +8.2 R over 97 trades2025-102025-11: -3.7 R over 86 trades2025-12: -15.6 R over 99 trades2026-01: +16.6 R over 86 trades2026-02: +1.7 R over 79 trades2026-03: -40.1 R over 69 trades2026-04: -8.4 R over 68 trades2026-042026-05: -4.3 R over 41 trades2026-06: -19.8 R over 63 trades2026-07: -6.9 R over 78 trades2026-08: +23.0 R over 82 trades2026-09: -8.9 R over 69 trades+23 R-40 R

price_vs_asian_mid > 0.4463 (p75)

Honesty panelNo edge shown

No edge shown out of sample: -1.9 R over 528 trades is -0.004 R per trade, within what chance produces (t = -0.0); about 877,655 trades would be needed to confirm this mean at t = -2, shown: 528.

In sample
2023-09-30 to 2025-11-05
-5.4 R
1474 trades · 34% wins
-0.004 R per trade · t = -0.1, within chance
about 848,420 trades to confirm this mean (-0.004 R per trade) at t = -2 · shown: 1474
spread 0.089 R per trade
Out of sample
2025-11-05 to 2026-09-30
-1.9 R
528 trades · 31% wins
-0.004 R per trade · t = -0.0, within chance
about 877,655 trades to confirm this mean (-0.004 R per trade) at t = -2 · shown: 528
spread 0.057 R per trade
Last quarter
last 91 days of the window
+3.5 R
178 trades · 31% wins
+0.019 R per trade · t = 0.2, within chance
about 31,378 trades to confirm this mean (+0.019 R per trade) at t = 2 · shown: 178
spread 0.076 R per trade
Costs. Spread 0.080 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 244 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 -7.9 R (-0.015 R per trade over 528 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,149 signals placed, 2,002 filled, 147 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 80.1 pips, 2.50 ATR, 4 raised to the 10-pip floor); target 3 R; exits 63% at the stop, 23% at the target, 14% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (8,904 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (483 signals rejected).

Monthly R, price_vs_asian_mid > 0.4463 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +7.4 R over 65 trades2023-102023-11: +9.6 R over 46 trades2023-12: +2.3 R over 57 trades2024-01: -26.6 R over 74 trades2024-02: -18.3 R over 54 trades2024-03: -7.2 R over 60 trades2024-04: -26.2 R over 64 trades2024-042024-05: -10.4 R over 70 trades2024-06: -2.8 R over 53 trades2024-07: +6.2 R over 57 trades2024-08: +1.8 R over 63 trades2024-09: -8.6 R over 74 trades2024-10: +15.0 R over 68 trades2024-102024-11: +1.5 R over 64 trades2024-12: -13.6 R over 47 trades2025-01: +12.2 R over 64 trades2025-02: +9.9 R over 55 trades2025-03: +0.7 R over 60 trades2025-04: +22.4 R over 44 trades2025-042025-05: +12.7 R over 49 trades2025-06: -6.2 R over 45 trades2025-07: +18.5 R over 58 trades2025-08: +3.0 R over 38 trades2025-09: +7.7 R over 68 trades2025-10: -16.1 R over 76 trades2025-102025-11: -2.7 R over 56 trades2025-12: -7.7 R over 60 trades2026-01: +23.3 R over 53 trades2026-02: +10.5 R over 40 trades2026-03: -15.8 R over 36 trades2026-04: -5.6 R over 46 trades2026-042026-05: +1.1 R over 24 trades2026-06: -8.4 R over 36 trades2026-07: -5.6 R over 54 trades2026-08: +6.3 R over 72 trades2026-09: +2.8 R over 52 trades+23 R-27 R

price_vs_asian_mid > 1 (p90)

Honesty panelNo edge shown

No edge shown out of sample: -17.7 R over 121 trades is -0.146 R per trade, within what chance produces (t = -1.2); about 359 trades would be needed to confirm this mean at t = -2, shown: 121.

In sample
2023-09-30 to 2025-11-05
+18.0 R
499 trades · 38% wins
+0.036 R per trade · t = 0.5, within chance
about 7,478 trades to confirm this mean (+0.036 R per trade) at t = 2 · shown: 499
spread 0.046 R per trade
Out of sample
2025-11-05 to 2026-09-30
-17.7 R
121 trades · 34% wins
-0.146 R per trade · t = -1.2, within chance
about 359 trades to confirm this mean (-0.146 R per trade) at t = -2 · shown: 121
spread 0.032 R per trade
Last quarter
last 91 days of the window
+4.5 R
42 trades · 40% wins
+0.106 R per trade · t = 0.5, within chance
about 804 trades to confirm this mean (+0.106 R per trade) at t = 2 · shown: 42
spread 0.041 R per trade
Costs. Spread 0.043 R per trade at 1.25 times the bar’s minimum (99% of the gross); 0 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 -18.5 R (-0.153 R per trade over 121 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 658 signals placed, 620 filled, 38 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 86.2 pips, 2.50 ATR); target 3 R; exits 56% at the stop, 28% at the day end, 16% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (11,491 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (110 signals rejected).

Monthly R, price_vs_asian_mid > 1 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +2.2 R over 24 trades2023-102023-11: +0.6 R over 15 trades2023-12: -1.1 R over 23 trades2024-01: -8.5 R over 27 trades2024-02: -0.5 R over 19 trades2024-03: +11.1 R over 30 trades2024-04: -8.3 R over 19 trades2024-042024-05: -4.2 R over 29 trades2024-06: +6.9 R over 18 trades2024-07: +4.6 R over 22 trades2024-08: +1.3 R over 30 trades2024-09: +0.5 R over 40 trades2024-10: -4.7 R over 21 trades2024-102024-11: -2.1 R over 12 trades2024-12: -3.5 R over 11 trades2025-01: +2.9 R over 25 trades2025-02: -3.9 R over 11 trades2025-03: +8.0 R over 20 trades2025-04: +3.4 R over 8 trades2025-042025-05: +6.6 R over 14 trades2025-06: -1.1 R over 11 trades2025-07: +5.2 R over 18 trades2025-08: +4.7 R over 15 trades2025-09: +5.0 R over 20 trades2025-10: -7.0 R over 17 trades2025-102025-11: +0.7 R over 12 trades2025-12: -0.6 R over 11 trades2026-01: -1.9 R over 11 trades2026-02: -6.5 R over 17 trades2026-03: -5.5 R over 5 trades2026-04: +0.7 R over 10 trades2026-042026-05: -6.0 R over 7 trades2026-06: -3.1 R over 6 trades2026-07: -4.0 R over 13 trades2026-08: +15.7 R over 15 trades2026-09: -7.2 R over 14 trades+16 R-9 R

What price_vs_asian_mid measures

Close vs Asian midpoint (ratio), on M5 bars. Close minus the midpoint of the Asian range, divided by that range; 0.5 at the Asian high, -0.5 at the Asian low.

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.