Rule Collider

Backtests · US100 · stoch_k · long

Does stoch_k above 55.766 work on US100? 2023 to 2026 backtest

US100 long when Stochastic %K (14) 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
p10stoch_k > 11.084-445.8 R / 3688-189.1 R / 1684-2.61,033-80.5 R / 517Active, net negative
p25stoch_k > 27.005-281.0 R / 3279-141.1 R / 1506-2.01,487-53.7 R / 465Active, net negative
p50stoch_k > 55.766-260.1 R / 2804-146.1 R / 1286-2.3988-70.3 R / 420Active, net negative
p75stoch_k > 81.135-97.4 R / 2222-61.7 R / 1021-1.13,606-28.4 R / 307No edge shown
p90stoch_k > 92.917-87.7 R / 1673-35.9 R / 823-0.77,293-18.0 R / 260No 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 > 11.084 (p10)

Honesty panelActive, net negative

Traded 1684 times out of sample, net negative beyond chance (-189.1 R, -0.112 R per trade, t = -2.6); still active in the last quarter (-80.5 R over 517 trades).

In sample
2023-09-30 to 2025-11-05
-445.8 R
3688 trades · 27% wins
-0.121 R per trade · t = -4.0, beyond chance
about 900 trades to confirm this mean (-0.121 R per trade) at t = -2 · shown: 3688
spread 0.088 R per trade
Out of sample
2025-11-05 to 2026-09-30
-189.1 R
1684 trades · 26% wins
-0.112 R per trade · t = -2.6, beyond chance
about 1,033 trades to confirm this mean (-0.112 R per trade) at t = -2 · shown: 1684
spread 0.052 R per trade
Last quarter
last 91 days of the window
-80.5 R
517 trades · 26% wins
-0.156 R per trade · t = -2.0, beyond chance
about 500 trades to confirm this mean (-0.156 R per trade) at t = -2 · shown: 517
spread 0.046 R per trade
Costs. Spread 0.076 R per trade at 1.25 times the bar’s minimum. 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 -206.5 R (-0.123 R per trade over 1684 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 5,425 signals placed, 5,372 filled, 53 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 444.8 pips, 2.00 ATR); target 3.5 R; exits 72% at the stop, 19% at the target, 9% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,879 bars); max spread 30 pips (0 bars over it); M1 confirmation 65 pips (13,814 signals rejected).

Monthly R, stoch_k > 11.084 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -61.6 R over 169 trades2023-102023-11: +19.2 R over 119 trades2023-12: +7.9 R over 132 trades2024-01: -27.1 R over 180 trades2024-02: -16.9 R over 136 trades2024-03: -14.9 R over 100 trades2024-04: -55.8 R over 170 trades2024-042024-05: -6.6 R over 140 trades2024-06: +0.8 R over 139 trades2024-07: -36.5 R over 161 trades2024-08: -1.4 R over 169 trades2024-09: -8.4 R over 168 trades2024-10: -18.4 R over 164 trades2024-102024-11: +0.1 R over 140 trades2024-12: -30.2 R over 134 trades2025-01: -1.3 R over 154 trades2025-02: -34.4 R over 128 trades2025-03: -54.0 R over 91 trades2025-04: -10.6 R over 164 trades2025-042025-05: -20.7 R over 139 trades2025-06: +7.0 R over 143 trades2025-07: -23.7 R over 154 trades2025-08: -43.0 R over 149 trades2025-09: -2.3 R over 162 trades2025-10: +0.2 R over 166 trades2025-102025-11: -40.1 R over 160 trades2025-12: -27.6 R over 164 trades2026-01: +5.9 R over 160 trades2026-02: -19.1 R over 142 trades2026-03: -57.4 R over 169 trades2026-04: +28.8 R over 136 trades2026-042026-05: +12.6 R over 93 trades2026-06: -24.9 R over 160 trades2026-07: -65.2 R over 199 trades2026-08: -13.3 R over 148 trades2026-09: -2.1 R over 170 trades+29 R-65 R

stoch_k > 27.005 (p25)

Honesty panelActive, net negative

Traded 1506 times out of sample, net negative beyond chance (-141.1 R, -0.094 R per trade, t = -2.0); still active in the last quarter (-53.7 R over 465 trades).

In sample
2023-09-30 to 2025-11-05
-281.0 R
3279 trades · 28% wins
-0.086 R per trade · t = -2.7, beyond chance
about 1,816 trades to confirm this mean (-0.086 R per trade) at t = -2 · shown: 3279
spread 0.087 R per trade
Out of sample
2025-11-05 to 2026-09-30
-141.1 R
1506 trades · 26% wins
-0.094 R per trade · t = -2.0, beyond chance
about 1,487 trades to confirm this mean (-0.094 R per trade) at t = -2 · shown: 1506
spread 0.050 R per trade
Last quarter
last 91 days of the window
-53.7 R
465 trades · 27% wins
-0.116 R per trade · t = -1.4, within chance
about 925 trades to confirm this mean (-0.116 R per trade) at t = -2 · shown: 465
spread 0.046 R per trade
Costs. Spread 0.076 R per trade at 1.25 times the bar’s minimum. 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 -156.2 R (-0.104 R per trade over 1506 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,834 signals placed, 4,785 filled, 49 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 450.4 pips, 2.00 ATR); target 3.5 R; exits 71% at the stop, 19% at the target, 10% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (3,340 bars); max spread 30 pips (0 bars over it); M1 confirmation 65 pips (12,822 signals rejected).

Monthly R, stoch_k > 27.005 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -50.1 R over 143 trades2023-102023-11: +3.6 R over 129 trades2023-12: +7.0 R over 120 trades2024-01: -31.8 R over 156 trades2024-02: -15.5 R over 126 trades2024-03: -13.4 R over 84 trades2024-04: -30.6 R over 129 trades2024-042024-05: +2.8 R over 123 trades2024-06: +29.4 R over 110 trades2024-07: -33.0 R over 139 trades2024-08: +16.8 R over 140 trades2024-09: +1.2 R over 144 trades2024-10: -8.4 R over 140 trades2024-102024-11: +5.7 R over 125 trades2024-12: -18.9 R over 112 trades2025-01: +5.4 R over 134 trades2025-02: -19.1 R over 111 trades2025-03: -48.0 R over 114 trades2025-04: +6.8 R over 147 trades2025-042025-05: -21.3 R over 127 trades2025-06: -2.4 R over 145 trades2025-07: -14.0 R over 137 trades2025-08: -38.2 R over 138 trades2025-09: -14.9 R over 145 trades2025-10: +5.3 R over 151 trades2025-102025-11: -25.3 R over 136 trades2025-12: -26.4 R over 143 trades2026-01: +6.2 R over 141 trades2026-02: -19.2 R over 135 trades2026-03: -48.5 R over 148 trades2026-04: +31.0 R over 129 trades2026-042026-05: +8.8 R over 92 trades2026-06: -19.5 R over 127 trades2026-07: -45.1 R over 173 trades2026-08: -5.5 R over 137 trades2026-09: -3.2 R over 155 trades+31 R-50 R

stoch_k > 55.766 (p50)

Honesty panelActive, net negative

Traded 1286 times out of sample, net negative beyond chance (-146.1 R, -0.114 R per trade, t = -2.3); still active in the last quarter (-70.3 R over 420 trades).

In sample
2023-09-30 to 2025-11-05
-260.1 R
2804 trades · 28% wins
-0.093 R per trade · t = -2.7, beyond chance
about 1,541 trades to confirm this mean (-0.093 R per trade) at t = -2 · shown: 2804
spread 0.088 R per trade
Out of sample
2025-11-05 to 2026-09-30
-146.1 R
1286 trades · 27% wins
-0.114 R per trade · t = -2.3, beyond chance
about 988 trades to confirm this mean (-0.114 R per trade) at t = -2 · shown: 1286
spread 0.051 R per trade
Last quarter
last 91 days of the window
-70.3 R
420 trades · 25% wins
-0.167 R per trade · t = -2.0, within chance
about 433 trades to confirm this mean (-0.167 R per trade) at t = -2 · shown: 420
spread 0.047 R per trade
Costs. Spread 0.077 R per trade at 1.25 times the bar’s minimum. 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 -159.2 R (-0.124 R per trade over 1286 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,132 signals placed, 4,090 filled, 42 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 448.6 pips, 2.00 ATR); target 3.5 R; exits 71% at the stop, 19% at the target, 10% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (4,708 bars); max spread 30 pips (0 bars over it); M1 confirmation 65 pips (11,256 signals rejected).

Monthly R, stoch_k > 55.766 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -51.9 R over 125 trades2023-102023-11: -3.8 R over 91 trades2023-12: +3.2 R over 103 trades2024-01: -13.7 R over 132 trades2024-02: -0.3 R over 106 trades2024-03: -2.7 R over 73 trades2024-04: -33.7 R over 114 trades2024-042024-05: -8.8 R over 99 trades2024-06: +0.7 R over 94 trades2024-07: -22.1 R over 120 trades2024-08: -1.7 R over 134 trades2024-09: -2.8 R over 134 trades2024-10: -7.1 R over 123 trades2024-102024-11: -0.3 R over 100 trades2024-12: -4.9 R over 101 trades2025-01: -8.2 R over 104 trades2025-02: -15.4 R over 95 trades2025-03: -49.8 R over 109 trades2025-04: +1.2 R over 134 trades2025-042025-05: +5.0 R over 104 trades2025-06: +12.7 R over 115 trades2025-07: -10.6 R over 118 trades2025-08: -39.1 R over 116 trades2025-09: +7.5 R over 116 trades2025-10: -6.9 R over 137 trades2025-102025-11: -14.4 R over 107 trades2025-12: -28.8 R over 126 trades2026-01: +12.6 R over 110 trades2026-02: -16.6 R over 113 trades2026-03: -47.2 R over 136 trades2026-04: +22.3 R over 113 trades2026-042026-05: +7.9 R over 69 trades2026-06: -18.2 R over 99 trades2026-07: -35.6 R over 143 trades2026-08: -28.8 R over 133 trades2026-09: -5.9 R over 144 trades+22 R-52 R

stoch_k > 81.135 (p75)

Honesty panelNo edge shown

No edge shown out of sample: -61.7 R over 1021 trades is -0.060 R per trade, within what chance produces (t = -1.1); about 3,606 trades would be needed to confirm this mean at t = -2, shown: 1021.

In sample
2023-09-30 to 2025-11-05
-97.4 R
2222 trades · 29% wins
-0.044 R per trade · t = -1.1, within chance
about 7,129 trades to confirm this mean (-0.044 R per trade) at t = -2 · shown: 2222
spread 0.085 R per trade
Out of sample
2025-11-05 to 2026-09-30
-61.7 R
1021 trades · 28% wins
-0.060 R per trade · t = -1.1, within chance
about 3,606 trades to confirm this mean (-0.060 R per trade) at t = -2 · shown: 1021
spread 0.052 R per trade
Last quarter
last 91 days of the window
-28.4 R
307 trades · 28% wins
-0.092 R per trade · t = -0.9, within chance
about 1,476 trades to confirm this mean (-0.092 R per trade) at t = -2 · shown: 307
spread 0.045 R per trade
Costs. Spread 0.074 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 -72.2 R (-0.071 R per trade over 1021 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,270 signals placed, 3,243 filled, 27 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 447.1 pips, 2.00 ATR); target 3.5 R; exits 69% at the stop, 20% at the target, 12% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (5,886 bars); max spread 30 pips (0 bars over it); M1 confirmation 65 pips (7,689 signals rejected).

Monthly R, stoch_k > 81.135 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -21.7 R over 97 trades2023-102023-11: -9.5 R over 79 trades2023-12: +12.5 R over 65 trades2024-01: -12.3 R over 96 trades2024-02: +1.5 R over 84 trades2024-03: -16.6 R over 65 trades2024-04: -17.7 R over 84 trades2024-042024-05: -3.7 R over 76 trades2024-06: +4.6 R over 71 trades2024-07: -0.5 R over 90 trades2024-08: +12.3 R over 101 trades2024-09: +0.2 R over 107 trades2024-10: -15.7 R over 109 trades2024-102024-11: +4.2 R over 91 trades2024-12: +4.2 R over 76 trades2025-01: -4.0 R over 95 trades2025-02: -33.0 R over 81 trades2025-03: -18.0 R over 72 trades2025-04: +2.0 R over 112 trades2025-042025-05: +1.6 R over 100 trades2025-06: +13.6 R over 94 trades2025-07: -17.4 R over 100 trades2025-08: -14.3 R over 86 trades2025-09: +17.6 R over 96 trades2025-10: +17.6 R over 90 trades2025-102025-11: -18.8 R over 88 trades2025-12: -27.2 R over 100 trades2026-01: +20.8 R over 95 trades2026-02: -17.1 R over 87 trades2026-03: -23.3 R over 105 trades2026-04: +22.1 R over 103 trades2026-042026-05: +4.8 R over 61 trades2026-06: +0.6 R over 80 trades2026-07: -20.7 R over 105 trades2026-08: -17.3 R over 102 trades2026-09: +9.7 R over 100 trades+22 R-33 R

stoch_k > 92.917 (p90)

Honesty panelNo edge shown

No edge shown out of sample: -35.9 R over 823 trades is -0.044 R per trade, within what chance produces (t = -0.7); about 7,293 trades would be needed to confirm this mean at t = -2, shown: 823.

In sample
2023-09-30 to 2025-11-05
-87.7 R
1673 trades · 30% wins
-0.052 R per trade · t = -1.2, within chance
about 4,761 trades to confirm this mean (-0.052 R per trade) at t = -2 · shown: 1673
spread 0.080 R per trade
Out of sample
2025-11-05 to 2026-09-30
-35.9 R
823 trades · 29% wins
-0.044 R per trade · t = -0.7, within chance
about 7,293 trades to confirm this mean (-0.044 R per trade) at t = -2 · shown: 823
spread 0.051 R per trade
Last quarter
last 91 days of the window
-18.0 R
260 trades · 28% wins
-0.069 R per trade · t = -0.6, within chance
about 2,797 trades to confirm this mean (-0.069 R per trade) at t = -2 · shown: 260
spread 0.046 R per trade
Costs. Spread 0.070 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 -44.3 R (-0.054 R per trade over 823 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,527 signals placed, 2,496 filled, 31 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 458.5 pips, 2.00 ATR); target 3.5 R; exits 68% at the stop, 19% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (7,395 bars); max spread 30 pips (0 bars over it); M1 confirmation 65 pips (4,853 signals rejected).

Monthly R, stoch_k > 92.917 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -4.0 R over 60 trades2023-102023-11: -6.6 R over 50 trades2023-12: -4.9 R over 43 trades2024-01: +9.6 R over 62 trades2024-02: +23.5 R over 52 trades2024-03: -0.5 R over 40 trades2024-04: +0.3 R over 51 trades2024-042024-05: -6.7 R over 55 trades2024-06: +8.7 R over 51 trades2024-07: -7.7 R over 78 trades2024-08: +3.1 R over 81 trades2024-09: -4.3 R over 78 trades2024-10: -14.2 R over 77 trades2024-102024-11: +0.8 R over 68 trades2024-12: +9.5 R over 66 trades2025-01: -23.7 R over 86 trades2025-02: -20.6 R over 63 trades2025-03: -25.2 R over 65 trades2025-04: -5.3 R over 96 trades2025-042025-05: -19.6 R over 85 trades2025-06: +0.5 R over 76 trades2025-07: -2.0 R over 69 trades2025-08: -4.9 R over 65 trades2025-09: +1.3 R over 76 trades2025-10: +8.6 R over 77 trades2025-102025-11: -13.3 R over 63 trades2025-12: -20.4 R over 79 trades2026-01: +26.8 R over 73 trades2026-02: -20.6 R over 75 trades2026-03: -12.4 R over 82 trades2026-04: +13.9 R over 80 trades2026-042026-05: -2.3 R over 43 trades2026-06: +7.0 R over 71 trades2026-07: -22.2 R over 94 trades2026-08: -11.6 R over 82 trades2026-09: +15.8 R over 84 trades+27 R-25 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.