Rule Collider

Backtests · US100 · price_above_ema50 · long

Does price_above_ema50 above 0 work on US100? 2023 to 2026 backtest

US100 long when Close above EMA50 is above the threshold, tested at five thresholds taken from the feature’s own distribution on US100 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 ATR, target 3.5 R, held overnight, max spread 30 pips, one-minute confirmation 65 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
p10, p25price_above_ema50 > 0-173.0 R / 2525-57.0 R / 1064-0.94,803-22.5 R / 317No 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_above_ema50 > 0 (p10, p25)

Honesty panelNo edge shown

No edge shown out of sample: -57.0 R over 1064 trades is -0.054 R per trade, within what chance produces (t = -0.9); about 4,803 trades would be needed to confirm this mean at t = -2, shown: 1064.

In sample
2023-09-30 to 2025-11-05
-173.0 R
2525 trades · 28% wins
-0.069 R per trade · t = -1.9, within chance
about 2,907 trades to confirm this mean (-0.069 R per trade) at t = -2 · shown: 2525
spread 0.092 R per trade
Out of sample
2025-11-05 to 2026-09-30
-57.0 R
1064 trades · 28% wins
-0.054 R per trade · t = -0.9, within chance
about 4,803 trades to confirm this mean (-0.054 R per trade) at t = -2 · shown: 1064
spread 0.053 R per trade
Last quarter
last 91 days of the window
-22.5 R
317 trades · 28% wins
-0.071 R per trade · t = -0.7, within chance
about 2,565 trades to confirm this mean (-0.071 R per trade) at t = -2 · shown: 317
spread 0.048 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). Fill offset 0.08 stop-distances on every entry, measured on 1,037 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -68.2 R (-0.064 R per trade over 1064 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,624 signals placed, 3,589 filled, 35 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 421.7 pips, 2.00 ATR); target 3.5 R; exits 70% at the stop, 20% at the target, 10% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (6,584 bars); max spread 30 pips (0 bars over it); M1 confirmation 65 pips (10,741 signals rejected).

Monthly R, price_above_ema50 > 0 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -39.8 R over 111 trades2023-102023-11: +7.4 R over 85 trades2023-12: +13.4 R over 84 trades2024-01: -5.9 R over 117 trades2024-02: -17.7 R over 102 trades2024-03: -4.5 R over 72 trades2024-04: -34.5 R over 103 trades2024-042024-05: -3.4 R over 93 trades2024-06: -0.1 R over 94 trades2024-07: -0.7 R over 97 trades2024-08: +11.0 R over 120 trades2024-09: -25.7 R over 123 trades2024-10: -10.0 R over 111 trades2024-102024-11: +3.4 R over 88 trades2024-12: +1.1 R over 97 trades2025-01: -28.1 R over 115 trades2025-02: -18.2 R over 83 trades2025-03: -22.3 R over 77 trades2025-04: +8.5 R over 108 trades2025-042025-05: -3.1 R over 101 trades2025-06: +8.5 R over 115 trades2025-07: -20.1 R over 106 trades2025-08: -17.9 R over 95 trades2025-09: +9.1 R over 114 trades2025-10: +17.9 R over 105 trades2025-102025-11: -8.9 R over 96 trades2025-12: -23.4 R over 114 trades2026-01: +9.2 R over 104 trades2026-02: -6.1 R over 84 trades2026-03: -12.6 R over 97 trades2026-04: +9.4 R over 109 trades2026-042026-05: +16.0 R over 66 trades2026-06: -18.9 R over 86 trades2026-07: -31.1 R over 105 trades2026-08: -9.3 R over 109 trades2026-09: +17.9 R over 103 trades+18 R-40 R

What price_above_ema50 measures

Close above EMA50 (flag), on M5 bars. 1 when the bar closes above the 50-bar exponential average, else 0.

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.