Rule Collider

Backtests · GOLD · session_atr_z · long

Does session_atr_z above -0.1529 work on GOLD? 2023 to 2026 backtest

GOLD long when ATR z-score for this session type 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
p10session_atr_z > -1.028-129.0 R / 3332-162.6 R / 1276-2.8641-53.3 R / 419Active, net negative
p25session_atr_z > -0.6648-117.6 R / 3156-111.8 R / 1143-2.11,088-25.8 R / 371Active, net negative
p50session_atr_z > -0.1529-28.7 R / 2640-104.1 R / 918-2.2773-33.5 R / 319Active, net negative
p75session_atr_z > 0.5478+45.8 R / 1827-71.9 R / 610-1.9679-22.8 R / 200No edge shown
p90session_atr_z > 1.423+3.8 R / 990-87.6 R / 334-3.3120-35.0 R / 105Active, net negative

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

session_atr_z > -1.028 (p10)

Honesty panelActive, net negative

Traded 1276 times out of sample, net negative beyond chance (-162.6 R, -0.127 R per trade, t = -2.8); still active in the last quarter (-53.3 R over 419 trades).

In sample
2023-09-30 to 2025-11-05
-129.0 R
3332 trades · 33% wins
-0.039 R per trade · t = -1.3, within chance
about 7,551 trades to confirm this mean (-0.039 R per trade) at t = -2 · shown: 3332
spread 0.094 R per trade
Out of sample
2025-11-05 to 2026-09-30
-162.6 R
1276 trades · 29% wins
-0.127 R per trade · t = -2.8, beyond chance
about 641 trades to confirm this mean (-0.127 R per trade) at t = -2 · shown: 1276
spread 0.052 R per trade
Last quarter
last 91 days of the window
-53.3 R
419 trades · 28% wins
-0.127 R per trade · t = -1.6, within chance
about 657 trades to confirm this mean (-0.127 R per trade) at t = -2 · shown: 419
spread 0.067 R per trade
Costs. Spread 0.082 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 707 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 -175.8 R (-0.138 R per trade over 1276 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,832 signals placed, 4,608 filled, 224 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 92.4 pips, 2.50 ATR, 8 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 (1,320 bars); max spread 30 pips (1 bars over it); M1 confirmation 2 pips (868 signals rejected).

Monthly R, session_atr_z > -1.028 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +19.5 R over 138 trades2023-102023-11: -11.2 R over 131 trades2023-12: -2.5 R over 130 trades2024-01: -22.0 R over 162 trades2024-02: -18.3 R over 127 trades2024-03: +20.1 R over 102 trades2024-04: -27.8 R over 147 trades2024-042024-05: -35.5 R over 153 trades2024-06: -13.9 R over 130 trades2024-07: +13.8 R over 141 trades2024-08: -13.5 R over 161 trades2024-09: +13.6 R over 129 trades2024-10: +4.8 R over 143 trades2024-102024-11: -12.0 R over 137 trades2024-12: -29.2 R over 127 trades2025-01: +11.8 R over 124 trades2025-02: +4.9 R over 135 trades2025-03: +15.9 R over 81 trades2025-04: +3.7 R over 126 trades2025-042025-05: -7.5 R over 120 trades2025-06: -33.5 R over 121 trades2025-07: -22.1 R over 135 trades2025-08: -21.4 R over 141 trades2025-09: +31.0 R over 140 trades2025-10: +7.9 R over 145 trades2025-102025-11: +2.8 R over 118 trades2025-12: -5.0 R over 140 trades2026-01: +17.8 R over 112 trades2026-02: +4.7 R over 93 trades2026-03: -43.7 R over 81 trades2026-04: -28.5 R over 127 trades2026-042026-05: -14.5 R over 74 trades2026-06: -48.7 R over 118 trades2026-07: -18.8 R over 129 trades2026-08: +13.3 R over 141 trades2026-09: -47.7 R over 149 trades+31 R-49 R

session_atr_z > -0.6648 (p25)

Honesty panelActive, net negative

Traded 1143 times out of sample, net negative beyond chance (-111.8 R, -0.098 R per trade, t = -2.1); still active in the last quarter (-25.8 R over 371 trades).

In sample
2023-09-30 to 2025-11-05
-117.6 R
3156 trades · 33% wins
-0.037 R per trade · t = -1.3, within chance
about 8,053 trades to confirm this mean (-0.037 R per trade) at t = -2 · shown: 3156
spread 0.081 R per trade
Out of sample
2025-11-05 to 2026-09-30
-111.8 R
1143 trades · 30% wins
-0.098 R per trade · t = -2.1, beyond chance
about 1,088 trades to confirm this mean (-0.098 R per trade) at t = -2 · shown: 1143
spread 0.044 R per trade
Last quarter
last 91 days of the window
-25.8 R
371 trades · 30% wins
-0.070 R per trade · t = -0.8, within chance
about 2,248 trades to confirm this mean (-0.070 R per trade) at t = -2 · shown: 371
spread 0.056 R per trade
Costs. Spread 0.071 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 551 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 -121.8 R (-0.107 R per trade over 1143 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,505 signals placed, 4,299 filled, 206 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 95.6 pips, 2.50 ATR, 3 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 (1,724 bars); max spread 30 pips (1 bars over it); M1 confirmation 2 pips (721 signals rejected).

Monthly R, session_atr_z > -0.6648 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +12.2 R over 141 trades2023-102023-11: -8.0 R over 120 trades2023-12: +0.5 R over 128 trades2024-01: -29.0 R over 158 trades2024-02: -19.6 R over 109 trades2024-03: +13.8 R over 106 trades2024-04: -15.3 R over 138 trades2024-042024-05: -34.0 R over 139 trades2024-06: -7.7 R over 113 trades2024-07: +9.0 R over 135 trades2024-08: -9.1 R over 153 trades2024-09: +15.0 R over 124 trades2024-10: -2.9 R over 145 trades2024-102024-11: -8.4 R over 129 trades2024-12: -27.5 R over 114 trades2025-01: +16.4 R over 109 trades2025-02: -2.4 R over 138 trades2025-03: +13.8 R over 83 trades2025-04: +4.9 R over 125 trades2025-042025-05: -7.6 R over 116 trades2025-06: -27.4 R over 116 trades2025-07: -37.7 R over 119 trades2025-08: -1.9 R over 114 trades2025-09: +31.8 R over 134 trades2025-10: +8.1 R over 145 trades2025-102025-11: +3.7 R over 103 trades2025-12: +1.2 R over 123 trades2026-01: +18.3 R over 112 trades2026-02: +8.9 R over 90 trades2026-03: -41.3 R over 79 trades2026-04: -14.8 R over 95 trades2026-042026-05: -16.0 R over 62 trades2026-06: -50.7 R over 113 trades2026-07: -5.6 R over 112 trades2026-08: +7.4 R over 132 trades2026-09: -27.6 R over 127 trades+32 R-51 R

session_atr_z > -0.1529 (p50)

Honesty panelActive, net negative

Traded 918 times out of sample, net negative beyond chance (-104.1 R, -0.113 R per trade, t = -2.2); still active in the last quarter (-33.5 R over 319 trades).

In sample
2023-09-30 to 2025-11-05
-28.7 R
2640 trades · 34% wins
-0.011 R per trade · t = -0.3, within chance
about 92,929 trades to confirm this mean (-0.011 R per trade) at t = -2 · shown: 2640
spread 0.062 R per trade
Out of sample
2025-11-05 to 2026-09-30
-104.1 R
918 trades · 31% wins
-0.113 R per trade · t = -2.2, beyond chance
about 773 trades to confirm this mean (-0.113 R per trade) at t = -2 · shown: 918
spread 0.037 R per trade
Last quarter
last 91 days of the window
-33.5 R
319 trades · 29% wins
-0.105 R per trade · t = -1.2, within chance
about 947 trades to confirm this mean (-0.105 R per trade) at t = -2 · shown: 319
spread 0.047 R per trade
Costs. Spread 0.055 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 336 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 -110.8 R (-0.121 R per trade over 918 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,741 signals placed, 3,558 filled, 183 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 104.7 pips, 2.50 ATR); target 3 R; exits 64% at the stop, 20% at the target, 15% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,568 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (527 signals rejected).

Monthly R, session_atr_z > -0.1529 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +16.4 R over 129 trades2023-102023-11: -8.0 R over 97 trades2023-12: +2.7 R over 100 trades2024-01: -29.7 R over 116 trades2024-02: -12.6 R over 79 trades2024-03: +16.2 R over 100 trades2024-04: -4.4 R over 111 trades2024-042024-05: -24.4 R over 106 trades2024-06: +3.3 R over 96 trades2024-07: -3.3 R over 124 trades2024-08: -8.6 R over 126 trades2024-09: +16.5 R over 112 trades2024-10: +6.3 R over 123 trades2024-102024-11: -12.3 R over 111 trades2024-12: -15.3 R over 87 trades2025-01: +14.5 R over 85 trades2025-02: -7.3 R over 134 trades2025-03: +26.9 R over 65 trades2025-04: +8.8 R over 115 trades2025-042025-05: -13.1 R over 94 trades2025-06: -21.6 R over 88 trades2025-07: -29.1 R over 90 trades2025-08: +5.9 R over 91 trades2025-09: +44.6 R over 117 trades2025-10: +2.7 R over 140 trades2025-102025-11: -9.6 R over 66 trades2025-12: -3.8 R over 111 trades2026-01: +25.2 R over 98 trades2026-02: +11.9 R over 51 trades2026-03: -37.2 R over 77 trades2026-04: -9.8 R over 49 trades2026-042026-05: -16.5 R over 57 trades2026-06: -34.6 R over 94 trades2026-07: -12.4 R over 96 trades2026-08: +2.4 R over 119 trades2026-09: -23.5 R over 104 trades+45 R-37 R

session_atr_z > 0.5478 (p75)

Honesty panelNo edge shown

No edge shown out of sample: -71.9 R over 610 trades is -0.118 R per trade, within what chance produces (t = -1.9); about 679 trades would be needed to confirm this mean at t = -2, shown: 610.

In sample
2023-09-30 to 2025-11-05
+45.8 R
1827 trades · 35% wins
+0.025 R per trade · t = 0.7, within chance
about 17,153 trades to confirm this mean (+0.025 R per trade) at t = 2 · shown: 1827
spread 0.049 R per trade
Out of sample
2025-11-05 to 2026-09-30
-71.9 R
610 trades · 32% wins
-0.118 R per trade · t = -1.9, within chance
about 679 trades to confirm this mean (-0.118 R per trade) at t = -2 · shown: 610
spread 0.030 R per trade
Last quarter
last 91 days of the window
-22.8 R
200 trades · 30% wins
-0.114 R per trade · t = -1.0, within chance
about 750 trades to confirm this mean (-0.114 R per trade) at t = -2 · shown: 200
spread 0.038 R per trade
Costs. Spread 0.044 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 196 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 -75.6 R (-0.124 R per trade over 610 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,527 signals placed, 2,437 filled, 90 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 121.8 pips, 2.50 ATR); target 3 R; exits 62% at the stop, 20% at the target, 19% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (4,791 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (322 signals rejected).

Monthly R, session_atr_z > 0.5478 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +12.9 R over 104 trades2023-102023-11: +2.0 R over 51 trades2023-12: -11.4 R over 58 trades2024-01: -31.3 R over 73 trades2024-02: -10.5 R over 49 trades2024-03: +18.0 R over 89 trades2024-04: -5.9 R over 90 trades2024-042024-05: -10.6 R over 65 trades2024-06: -7.8 R over 61 trades2024-07: -2.0 R over 87 trades2024-08: -9.0 R over 76 trades2024-09: +1.6 R over 70 trades2024-10: +7.2 R over 89 trades2024-102024-11: -9.6 R over 87 trades2024-12: -7.1 R over 48 trades2025-01: +10.3 R over 61 trades2025-02: +7.2 R over 103 trades2025-03: +22.3 R over 54 trades2025-04: +15.5 R over 96 trades2025-042025-05: +3.5 R over 46 trades2025-06: -4.2 R over 56 trades2025-07: -4.9 R over 53 trades2025-08: +10.9 R over 54 trades2025-09: +33.4 R over 88 trades2025-10: +12.6 R over 117 trades2025-102025-11: +6.4 R over 25 trades2025-12: +12.6 R over 74 trades2026-01: +18.2 R over 86 trades2026-02: -0.4 R over 33 trades2026-03: -36.3 R over 58 trades2026-04: +0.2 R over 21 trades2026-042026-05: -16.5 R over 34 trades2026-06: -30.8 R over 81 trades2026-07: -7.4 R over 45 trades2026-08: -10.4 R over 87 trades2026-09: -5.1 R over 68 trades+33 R-36 R

session_atr_z > 1.423 (p90)

Honesty panelActive, net negative

Traded 334 times out of sample, net negative beyond chance (-87.6 R, -0.262 R per trade, t = -3.3); still active in the last quarter (-35.0 R over 105 trades).

In sample
2023-09-30 to 2025-11-05
+3.8 R
990 trades · 36% wins
+0.004 R per trade · t = 0.1, within chance
about 704,734 trades to confirm this mean (+0.004 R per trade) at t = 2 · shown: 990
spread 0.042 R per trade
Out of sample
2025-11-05 to 2026-09-30
-87.6 R
334 trades · 27% wins
-0.262 R per trade · t = -3.3, beyond chance
about 120 trades to confirm this mean (-0.262 R per trade) at t = -2 · shown: 334
spread 0.025 R per trade
Last quarter
last 91 days of the window
-35.0 R
105 trades · 23% wins
-0.333 R per trade · t = -2.5, beyond chance
about 69 trades to confirm this mean (-0.333 R per trade) at t = -2 · shown: 105
spread 0.032 R per trade
Costs. Spread 0.037 R per trade at 1.25 times the bar’s minimum; 106 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 -89.3 R (-0.267 R per trade over 334 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,360 signals placed, 1,324 filled, 36 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 146.7 pips, 2.50 ATR); target 3 R; exits 62% at the stop, 21% at the day end, 17% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (8,820 bars); max spread 30 pips (7 bars over it); M1 confirmation 2 pips (148 signals rejected).

Monthly R, session_atr_z > 1.423 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +14.2 R over 67 trades2023-102023-11: +4.9 R over 18 trades2023-12: -14.5 R over 33 trades2024-01: -20.9 R over 36 trades2024-02: -4.2 R over 19 trades2024-03: +7.1 R over 62 trades2024-04: +4.5 R over 53 trades2024-042024-05: -4.4 R over 24 trades2024-06: -9.0 R over 23 trades2024-07: +3.4 R over 53 trades2024-08: -14.2 R over 44 trades2024-09: +3.4 R over 37 trades2024-10: +4.6 R over 38 trades2024-102024-11: -12.6 R over 50 trades2024-12: -6.3 R over 19 trades2025-01: +0.2 R over 36 trades2025-02: +3.0 R over 59 trades2025-03: +18.8 R over 33 trades2025-04: -1.5 R over 63 trades2025-042025-05: -7.9 R over 21 trades2025-06: -5.3 R over 23 trades2025-07: +0.4 R over 21 trades2025-08: -3.0 R over 22 trades2025-09: +26.8 R over 61 trades2025-10: +16.5 R over 75 trades2025-102025-11: +0.6 R over 3 trades2025-12: -7.4 R over 41 trades2026-01: +10.5 R over 61 trades2026-02: -1.7 R over 16 trades2026-03: -20.2 R over 33 trades2026-04: +2.0 R over 8 trades2026-042026-05: -17.7 R over 20 trades2026-06: -18.9 R over 47 trades2026-07: -7.2 R over 18 trades2026-08: -12.9 R over 54 trades2026-09: -14.9 R over 33 trades+27 R-21 R

What session_atr_z measures

ATR z-score for this session type (zscore), on M5 bars. ATR(14) z-scored against the trailing 1,920 bars of the same session type (Asian, London, New York or off-hours).

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.