Rule Collider

Backtests · GOLD · stoch_k · long

Does stoch_k above 53.899 work on GOLD? 2023 to 2026 backtest

GOLD long when Stochastic %K (14) 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
p10stoch_k > 11.415-204.4 R / 3298-143.9 R / 1292-2.5858-69.4 R / 447Active, net negative
p25stoch_k > 27.173-147.9 R / 3061-164.7 R / 1210-2.9560-69.5 R / 409Active, net negative
p50stoch_k > 53.899-122.6 R / 2763-147.8 R / 1128-2.7608-62.9 R / 378Active, net negative
p75stoch_k > 79.073-46.0 R / 2473-143.0 R / 1012-2.8513-66.3 R / 336Active, net negative
p90stoch_k > 91.975-45.1 R / 2121-83.7 R / 887-1.71,202-20.4 R / 271No 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

stoch_k > 11.415 (p10)

Honesty panelActive, net negative

Traded 1292 times out of sample, net negative beyond chance (-143.9 R, -0.111 R per trade, t = -2.5); still active in the last quarter (-69.4 R over 447 trades).

In sample
2023-09-30 to 2025-11-05
-204.4 R
3298 trades · 32% wins
-0.062 R per trade · t = -2.1, beyond chance
about 2,920 trades to confirm this mean (-0.062 R per trade) at t = -2 · shown: 3298
spread 0.103 R per trade
Out of sample
2025-11-05 to 2026-09-30
-143.9 R
1292 trades · 30% wins
-0.111 R per trade · t = -2.5, beyond chance
about 858 trades to confirm this mean (-0.111 R per trade) at t = -2 · shown: 1292
spread 0.063 R per trade
Last quarter
last 91 days of the window
-69.4 R
447 trades · 29% wins
-0.155 R per trade · t = -2.0, beyond chance
about 440 trades to confirm this mean (-0.155 R per trade) at t = -2 · shown: 447
spread 0.084 R per trade
Costs. Spread 0.092 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 801 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 -160.3 R (-0.124 R per trade over 1292 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,842 signals placed, 4,590 filled, 252 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 91.0 pips, 2.50 ATR, 28 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 (1,130 bars); max spread 30 pips (1 bars over it); M1 confirmation 2 pips (932 signals rejected).

Monthly R, stoch_k > 11.415 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +7.0 R over 131 trades2023-102023-11: -16.9 R over 127 trades2023-12: +2.5 R over 127 trades2024-01: -33.7 R over 169 trades2024-02: -21.2 R over 133 trades2024-03: +18.8 R over 97 trades2024-04: -28.7 R over 143 trades2024-042024-05: -27.5 R over 144 trades2024-06: -28.4 R over 140 trades2024-07: +3.4 R over 138 trades2024-08: -16.0 R over 146 trades2024-09: +4.9 R over 134 trades2024-10: +6.7 R over 135 trades2024-102024-11: -4.1 R over 130 trades2024-12: -26.0 R over 126 trades2025-01: +3.4 R over 123 trades2025-02: +1.1 R over 124 trades2025-03: +19.5 R over 75 trades2025-04: -0.9 R over 128 trades2025-042025-05: -23.3 R over 132 trades2025-06: -26.1 R over 138 trades2025-07: -25.1 R over 148 trades2025-08: -19.9 R over 131 trades2025-09: +26.2 R over 139 trades2025-10: +3.9 R over 136 trades2025-102025-11: +12.4 R over 111 trades2025-12: +7.3 R over 135 trades2026-01: +22.2 R over 103 trades2026-02: +10.4 R over 85 trades2026-03: -35.7 R over 75 trades2026-04: -22.9 R over 134 trades2026-042026-05: -10.2 R over 72 trades2026-06: -61.9 R over 134 trades2026-07: -29.3 R over 150 trades2026-08: +6.1 R over 145 trades2026-09: -46.3 R over 152 trades+26 R-62 R

stoch_k > 27.173 (p25)

Honesty panelActive, net negative

Traded 1210 times out of sample, net negative beyond chance (-164.7 R, -0.136 R per trade, t = -2.9); still active in the last quarter (-69.5 R over 409 trades).

In sample
2023-09-30 to 2025-11-05
-147.9 R
3061 trades · 33% wins
-0.048 R per trade · t = -1.6, within chance
about 4,813 trades to confirm this mean (-0.048 R per trade) at t = -2 · shown: 3061
spread 0.103 R per trade
Out of sample
2025-11-05 to 2026-09-30
-164.7 R
1210 trades · 30% wins
-0.136 R per trade · t = -2.9, beyond chance
about 560 trades to confirm this mean (-0.136 R per trade) at t = -2 · shown: 1210
spread 0.063 R per trade
Last quarter
last 91 days of the window
-69.5 R
409 trades · 28% wins
-0.170 R per trade · t = -2.1, beyond chance
about 364 trades to confirm this mean (-0.170 R per trade) at t = -2 · shown: 409
spread 0.085 R per trade
Costs. Spread 0.092 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 740 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 -179.9 R (-0.149 R per trade over 1210 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,540 signals placed, 4,271 filled, 269 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 92.3 pips, 2.50 ATR, 23 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 (1,503 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (940 signals rejected).

Monthly R, stoch_k > 27.173 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -1.2 R over 132 trades2023-102023-11: -12.6 R over 115 trades2023-12: +10.2 R over 120 trades2024-01: -26.1 R over 150 trades2024-02: -22.2 R over 120 trades2024-03: +9.3 R over 95 trades2024-04: -18.6 R over 135 trades2024-042024-05: -28.7 R over 134 trades2024-06: -17.5 R over 116 trades2024-07: +1.3 R over 145 trades2024-08: -8.7 R over 133 trades2024-09: -2.0 R over 121 trades2024-10: +13.8 R over 123 trades2024-102024-11: -2.2 R over 109 trades2024-12: -20.2 R over 118 trades2025-01: -1.6 R over 123 trades2025-02: +6.5 R over 121 trades2025-03: +21.7 R over 68 trades2025-04: -5.7 R over 114 trades2025-042025-05: -14.4 R over 119 trades2025-06: -18.1 R over 128 trades2025-07: -24.7 R over 138 trades2025-08: -26.3 R over 131 trades2025-09: +25.1 R over 134 trades2025-10: +19.0 R over 115 trades2025-102025-11: +10.6 R over 101 trades2025-12: -0.0 R over 119 trades2026-01: +13.9 R over 100 trades2026-02: +8.9 R over 87 trades2026-03: -33.9 R over 73 trades2026-04: -29.1 R over 133 trades2026-042026-05: -14.4 R over 70 trades2026-06: -55.5 R over 122 trades2026-07: -37.5 R over 142 trades2026-08: +8.2 R over 130 trades2026-09: -40.2 R over 137 trades+25 R-55 R

stoch_k > 53.899 (p50)

Honesty panelActive, net negative

Traded 1128 times out of sample, net negative beyond chance (-147.8 R, -0.131 R per trade, t = -2.7); still active in the last quarter (-62.9 R over 378 trades).

In sample
2023-09-30 to 2025-11-05
-122.6 R
2763 trades · 33% wins
-0.044 R per trade · t = -1.4, within chance
about 5,657 trades to confirm this mean (-0.044 R per trade) at t = -2 · shown: 2763
spread 0.098 R per trade
Out of sample
2025-11-05 to 2026-09-30
-147.8 R
1128 trades · 30% wins
-0.131 R per trade · t = -2.7, beyond chance
about 608 trades to confirm this mean (-0.131 R per trade) at t = -2 · shown: 1128
spread 0.060 R per trade
Last quarter
last 91 days of the window
-62.9 R
378 trades · 27% wins
-0.166 R per trade · t = -2.0, within chance
about 389 trades to confirm this mean (-0.166 R per trade) at t = -2 · shown: 378
spread 0.080 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); 587 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 -161.2 R (-0.143 R per trade over 1128 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,148 signals placed, 3,891 filled, 257 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 90.6 pips, 2.50 ATR, 22 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 (2,213 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (945 signals rejected).

Monthly R, stoch_k > 53.899 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +3.9 R over 118 trades2023-102023-11: -17.4 R over 109 trades2023-12: +17.1 R over 106 trades2024-01: -10.5 R over 132 trades2024-02: -17.8 R over 109 trades2024-03: +28.9 R over 76 trades2024-04: -8.2 R over 117 trades2024-042024-05: -34.8 R over 128 trades2024-06: -22.4 R over 109 trades2024-07: -10.1 R over 132 trades2024-08: -5.5 R over 120 trades2024-09: -7.1 R over 111 trades2024-10: +16.9 R over 113 trades2024-102024-11: +3.2 R over 91 trades2024-12: -20.1 R over 104 trades2025-01: -2.9 R over 121 trades2025-02: -0.9 R over 103 trades2025-03: +12.5 R over 59 trades2025-04: +2.1 R over 106 trades2025-042025-05: -6.1 R over 104 trades2025-06: -18.0 R over 100 trades2025-07: -23.1 R over 138 trades2025-08: -32.0 R over 122 trades2025-09: +21.0 R over 116 trades2025-10: +14.4 R over 112 trades2025-102025-11: +2.2 R over 103 trades2025-12: -3.7 R over 112 trades2026-01: +24.2 R over 77 trades2026-02: +4.6 R over 90 trades2026-03: -35.2 R over 88 trades2026-04: -23.5 R over 105 trades2026-042026-05: -11.6 R over 69 trades2026-06: -47.9 R over 113 trades2026-07: -31.0 R over 134 trades2026-08: +1.8 R over 122 trades2026-09: -33.7 R over 122 trades+29 R-48 R

stoch_k > 79.073 (p75)

Honesty panelActive, net negative

Traded 1012 times out of sample, net negative beyond chance (-143.0 R, -0.141 R per trade, t = -2.8); still active in the last quarter (-66.3 R over 336 trades).

In sample
2023-09-30 to 2025-11-05
-46.0 R
2473 trades · 33% wins
-0.019 R per trade · t = -0.6, within chance
about 32,324 trades to confirm this mean (-0.019 R per trade) at t = -2 · shown: 2473
spread 0.089 R per trade
Out of sample
2025-11-05 to 2026-09-30
-143.0 R
1012 trades · 29% wins
-0.141 R per trade · t = -2.8, beyond chance
about 513 trades to confirm this mean (-0.141 R per trade) at t = -2 · shown: 1012
spread 0.056 R per trade
Last quarter
last 91 days of the window
-66.3 R
336 trades · 27% wins
-0.197 R per trade · t = -2.3, beyond chance
about 261 trades to confirm this mean (-0.197 R per trade) at t = -2 · shown: 336
spread 0.074 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); 404 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 -154.4 R (-0.153 R per trade over 1012 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,725 signals placed, 3,485 filled, 240 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 87.4 pips, 2.50 ATR, 15 raised to the 10-pip floor); target 3 R; exits 64% at the stop, 22% at the target, 15% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (3,085 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (854 signals rejected).

Monthly R, stoch_k > 79.073 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +4.2 R over 106 trades2023-102023-11: -10.5 R over 93 trades2023-12: +5.3 R over 97 trades2024-01: -8.9 R over 114 trades2024-02: -9.7 R over 98 trades2024-03: +13.5 R over 82 trades2024-04: -23.8 R over 111 trades2024-042024-05: -32.7 R over 119 trades2024-06: -18.6 R over 101 trades2024-07: +10.8 R over 106 trades2024-08: +6.7 R over 103 trades2024-09: +1.8 R over 104 trades2024-10: +19.2 R over 102 trades2024-102024-11: +1.1 R over 79 trades2024-12: -14.4 R over 89 trades2025-01: -3.5 R over 102 trades2025-02: +6.0 R over 89 trades2025-03: +6.5 R over 73 trades2025-04: +3.1 R over 100 trades2025-042025-05: +6.0 R over 89 trades2025-06: -1.7 R over 92 trades2025-07: -16.4 R over 119 trades2025-08: -18.6 R over 102 trades2025-09: +22.5 R over 96 trades2025-10: +9.5 R over 102 trades2025-102025-11: +4.0 R over 90 trades2025-12: -3.2 R over 106 trades2026-01: +25.9 R over 84 trades2026-02: -1.6 R over 87 trades2026-03: -33.2 R over 64 trades2026-04: -24.9 R over 93 trades2026-042026-05: -14.2 R over 59 trades2026-06: -33.4 R over 98 trades2026-07: -29.1 R over 113 trades2026-08: +3.5 R over 110 trades2026-09: -40.6 R over 113 trades+26 R-41 R

stoch_k > 91.975 (p90)

Honesty panelNo edge shown

No edge shown out of sample: -83.7 R over 887 trades is -0.094 R per trade, within what chance produces (t = -1.7); about 1,202 trades would be needed to confirm this mean at t = -2, shown: 887.

In sample
2023-09-30 to 2025-11-05
-45.1 R
2121 trades · 33% wins
-0.021 R per trade · t = -0.6, within chance
about 24,393 trades to confirm this mean (-0.021 R per trade) at t = -2 · shown: 2121
spread 0.082 R per trade
Out of sample
2025-11-05 to 2026-09-30
-83.7 R
887 trades · 30% wins
-0.094 R per trade · t = -1.7, within chance
about 1,202 trades to confirm this mean (-0.094 R per trade) at t = -2 · shown: 887
spread 0.051 R per trade
Last quarter
last 91 days of the window
-20.4 R
271 trades · 30% wins
-0.075 R per trade · t = -0.7, within chance
about 1,940 trades to confirm this mean (-0.075 R per trade) at t = -2 · shown: 271
spread 0.068 R per trade
Costs. Spread 0.073 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 266 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 -92.8 R (-0.105 R per trade over 887 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,218 signals placed, 3,008 filled, 210 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 86.4 pips, 2.50 ATR, 8 raised to the 10-pip floor); target 3 R; exits 63% at the stop, 22% at the target, 15% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (4,724 bars); max spread 30 pips (4 bars over it); M1 confirmation 2 pips (704 signals rejected).

Monthly R, stoch_k > 91.975 on GOLDOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +4.7 R over 92 trades2023-102023-11: -2.1 R over 70 trades2023-12: +0.7 R over 76 trades2024-01: -8.2 R over 83 trades2024-02: -20.2 R over 82 trades2024-03: -7.1 R over 76 trades2024-04: -11.6 R over 95 trades2024-042024-05: -18.6 R over 101 trades2024-06: -11.6 R over 85 trades2024-07: +3.1 R over 85 trades2024-08: +12.2 R over 92 trades2024-09: +1.8 R over 85 trades2024-10: +4.5 R over 97 trades2024-102024-11: +2.3 R over 74 trades2024-12: -10.1 R over 74 trades2025-01: +1.0 R over 89 trades2025-02: +4.3 R over 81 trades2025-03: -10.0 R over 72 trades2025-04: +4.3 R over 85 trades2025-042025-05: +1.2 R over 93 trades2025-06: -16.5 R over 81 trades2025-07: +7.8 R over 90 trades2025-08: -16.2 R over 86 trades2025-09: +32.5 R over 82 trades2025-10: +9.5 R over 91 trades2025-102025-11: +7.0 R over 78 trades2025-12: -5.6 R over 100 trades2026-01: +17.0 R over 75 trades2026-02: -5.5 R over 78 trades2026-03: -33.8 R over 74 trades2026-04: -3.8 R over 82 trades2026-042026-05: -12.8 R over 53 trades2026-06: -28.7 R over 80 trades2026-07: -4.6 R over 90 trades2026-08: +6.3 R over 98 trades2026-09: -22.1 R over 83 trades+33 R-34 R

What stoch_k measures

Stochastic %K (14) (index), on M5 bars. Position of the close within the 14-bar high-low range, 0 to 100.

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.