Rule Collider

Backtests · US100 · x_gold_momentum_20 · long

Does x_gold_momentum_20 above 0.1929 work on US100? 2023 to 2026 backtest

US100 long when GOLD 20-bar change (its ATR) 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 3.5 ATR, target 3.5 R, held overnight, max spread 30 pips, one-minute confirmation 0.2 ATR, 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
p10x_gold_momentum_20 > -3.331-72.4 R / 1859-82.0 R / 810-1.71,063-38.4 R / 254No edge shown
p25x_gold_momentum_20 > -1.717-69.3 R / 1864-69.9 R / 782-1.51,357-36.4 R / 255No edge shown
p50x_gold_momentum_20 > 0.1929-63.5 R / 1792-45.6 R / 731-1.02,864-31.6 R / 238No edge shown
p75x_gold_momentum_20 > 2.15-57.7 R / 1631-4.1 R / 622-0.1275,933-23.0 R / 201No edge shown
p90x_gold_momentum_20 > 3.861-63.0 R / 1236+8.7 R / 4660.235,625-11.5 R / 137Net positive, not distinguishable from chance

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

x_gold_momentum_20 > -3.331 (p10)

Honesty panelNo edge shown

No edge shown out of sample: -82.0 R over 810 trades is -0.101 R per trade, within what chance produces (t = -1.7); about 1,063 trades would be needed to confirm this mean at t = -2, shown: 810.

In sample
2023-09-30 to 2025-11-05
-72.4 R
1859 trades · 32% wins
-0.039 R per trade · t = -1.0, within chance
about 7,496 trades to confirm this mean (-0.039 R per trade) at t = -2 · shown: 1859
spread 0.047 R per trade
Out of sample
2025-11-05 to 2026-09-30
-82.0 R
810 trades · 30% wins
-0.101 R per trade · t = -1.7, within chance
about 1,063 trades to confirm this mean (-0.101 R per trade) at t = -2 · shown: 810
spread 0.029 R per trade
Last quarter
last 91 days of the window
-38.4 R
254 trades · 29% wins
-0.151 R per trade · t = -1.5, within chance
about 466 trades to confirm this mean (-0.151 R per trade) at t = -2 · shown: 254
spread 0.027 R per trade
Costs. Spread 0.041 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 -86.7 R (-0.107 R per trade over 810 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,682 signals placed, 2,669 filled, 13 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 3.5 ATR (mean 802.4 pips, 3.50 ATR); target 3.5 R; exits 63% at the stop, 22% at the day end, 15% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (1,406 bars); max spread 30 pips (2 bars over it); M1 confirmation 0.2 atr (870 signals rejected).

Monthly R, x_gold_momentum_20 > -3.331 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -19.7 R over 85 trades2023-102023-11: +31.4 R over 72 trades2023-12: +5.5 R over 77 trades2024-01: -4.8 R over 105 trades2024-02: -5.1 R over 73 trades2024-03: -4.4 R over 33 trades2024-04: -20.1 R over 82 trades2024-042024-05: +11.3 R over 86 trades2024-06: +15.2 R over 64 trades2024-07: -26.6 R over 94 trades2024-08: +0.9 R over 80 trades2024-09: -4.5 R over 89 trades2024-10: -8.1 R over 89 trades2024-102024-11: +9.1 R over 62 trades2024-12: -0.8 R over 62 trades2025-01: +0.1 R over 74 trades2025-02: -8.8 R over 63 trades2025-03: -17.5 R over 32 trades2025-04: -2.6 R over 77 trades2025-042025-05: -8.4 R over 71 trades2025-06: +14.0 R over 65 trades2025-07: -1.3 R over 74 trades2025-08: -19.2 R over 80 trades2025-09: +2.0 R over 76 trades2025-10: -2.2 R over 87 trades2025-102025-11: -19.5 R over 74 trades2025-12: -12.3 R over 90 trades2026-01: -8.0 R over 92 trades2026-02: -17.0 R over 77 trades2026-03: -14.1 R over 52 trades2026-04: +26.0 R over 68 trades2026-042026-05: +8.0 R over 39 trades2026-06: -14.7 R over 71 trades2026-07: -39.8 R over 96 trades2026-08: -1.4 R over 77 trades2026-09: +2.8 R over 81 trades+31 R-40 R

x_gold_momentum_20 > -1.717 (p25)

Honesty panelNo edge shown

No edge shown out of sample: -69.9 R over 782 trades is -0.089 R per trade, within what chance produces (t = -1.5); about 1,357 trades would be needed to confirm this mean at t = -2, shown: 782.

In sample
2023-09-30 to 2025-11-05
-69.3 R
1864 trades · 33% wins
-0.037 R per trade · t = -0.9, within chance
about 8,273 trades to confirm this mean (-0.037 R per trade) at t = -2 · shown: 1864
spread 0.048 R per trade
Out of sample
2025-11-05 to 2026-09-30
-69.9 R
782 trades · 30% wins
-0.089 R per trade · t = -1.5, within chance
about 1,357 trades to confirm this mean (-0.089 R per trade) at t = -2 · shown: 782
spread 0.030 R per trade
Last quarter
last 91 days of the window
-36.4 R
255 trades · 29% wins
-0.143 R per trade · t = -1.4, within chance
about 516 trades to confirm this mean (-0.143 R per trade) at t = -2 · shown: 255
spread 0.028 R per trade
Costs. Spread 0.042 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 -74.6 R (-0.095 R per trade over 782 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,667 signals placed, 2,646 filled, 21 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 3.5 ATR (mean 789.1 pips, 3.50 ATR); target 3.5 R; exits 63% at the stop, 22% at the day end, 15% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (1,643 bars); max spread 30 pips (2 bars over it); M1 confirmation 0.2 atr (904 signals rejected).

Monthly R, x_gold_momentum_20 > -1.717 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -30.0 R over 89 trades2023-102023-11: +28.9 R over 77 trades2023-12: +6.4 R over 77 trades2024-01: -6.6 R over 101 trades2024-02: -3.8 R over 69 trades2024-03: -2.0 R over 34 trades2024-04: -16.2 R over 82 trades2024-042024-05: +11.0 R over 91 trades2024-06: +11.5 R over 66 trades2024-07: -28.0 R over 95 trades2024-08: +6.2 R over 71 trades2024-09: +0.9 R over 83 trades2024-10: -4.4 R over 84 trades2024-102024-11: +8.8 R over 65 trades2024-12: +1.1 R over 63 trades2025-01: +3.5 R over 66 trades2025-02: -14.1 R over 65 trades2025-03: -19.9 R over 33 trades2025-04: -0.6 R over 82 trades2025-042025-05: -12.0 R over 78 trades2025-06: +18.3 R over 67 trades2025-07: -4.8 R over 76 trades2025-08: -20.1 R over 80 trades2025-09: +4.5 R over 79 trades2025-10: -2.5 R over 86 trades2025-102025-11: -13.0 R over 65 trades2025-12: -8.2 R over 85 trades2026-01: -4.8 R over 89 trades2026-02: -16.8 R over 73 trades2026-03: -14.9 R over 49 trades2026-04: +25.4 R over 69 trades2026-042026-05: +10.7 R over 37 trades2026-06: -17.6 R over 65 trades2026-07: -40.6 R over 99 trades2026-08: -4.1 R over 82 trades2026-09: +8.2 R over 74 trades+29 R-41 R

x_gold_momentum_20 > 0.1929 (p50)

Honesty panelNo edge shown

No edge shown out of sample: -45.6 R over 731 trades is -0.062 R per trade, within what chance produces (t = -1.0); about 2,864 trades would be needed to confirm this mean at t = -2, shown: 731.

In sample
2023-09-30 to 2025-11-05
-63.5 R
1792 trades · 32% wins
-0.035 R per trade · t = -0.9, within chance
about 9,223 trades to confirm this mean (-0.035 R per trade) at t = -2 · shown: 1792
spread 0.050 R per trade
Out of sample
2025-11-05 to 2026-09-30
-45.6 R
731 trades · 30% wins
-0.062 R per trade · t = -1.0, within chance
about 2,864 trades to confirm this mean (-0.062 R per trade) at t = -2 · shown: 731
spread 0.030 R per trade
Last quarter
last 91 days of the window
-31.6 R
238 trades · 29% wins
-0.133 R per trade · t = -1.3, within chance
about 601 trades to confirm this mean (-0.133 R per trade) at t = -2 · shown: 238
spread 0.028 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). 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 -50.0 R (-0.068 R per trade over 731 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,543 signals placed, 2,523 filled, 20 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 3.5 ATR (mean 761.5 pips, 3.50 ATR); target 3.5 R; exits 63% at the stop, 22% at the day end, 16% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,170 bars); max spread 30 pips (2 bars over it); M1 confirmation 0.2 atr (958 signals rejected).

Monthly R, x_gold_momentum_20 > 0.1929 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -22.4 R over 86 trades2023-102023-11: +17.7 R over 63 trades2023-12: +26.5 R over 66 trades2024-01: -0.6 R over 86 trades2024-02: -4.6 R over 65 trades2024-03: -6.2 R over 41 trades2024-04: -14.3 R over 87 trades2024-042024-05: +14.0 R over 81 trades2024-06: +14.9 R over 63 trades2024-07: -16.8 R over 85 trades2024-08: +3.6 R over 72 trades2024-09: +2.8 R over 74 trades2024-10: -14.4 R over 87 trades2024-102024-11: +6.0 R over 64 trades2024-12: +4.3 R over 51 trades2025-01: +0.8 R over 75 trades2025-02: -20.3 R over 64 trades2025-03: -20.5 R over 31 trades2025-04: +4.2 R over 81 trades2025-042025-05: -21.5 R over 80 trades2025-06: +14.5 R over 62 trades2025-07: -9.6 R over 74 trades2025-08: -19.1 R over 78 trades2025-09: +8.1 R over 78 trades2025-10: -4.1 R over 92 trades2025-102025-11: -13.9 R over 66 trades2025-12: -4.6 R over 80 trades2026-01: +3.6 R over 83 trades2026-02: -13.3 R over 62 trades2026-03: -20.7 R over 49 trades2026-04: +22.5 R over 62 trades2026-042026-05: +16.2 R over 40 trades2026-06: -10.5 R over 57 trades2026-07: -32.2 R over 86 trades2026-08: -9.7 R over 84 trades2026-09: +10.2 R over 68 trades+26 R-32 R

x_gold_momentum_20 > 2.15 (p75)

Honesty panelNo edge shown

No edge shown out of sample: -4.1 R over 622 trades is -0.007 R per trade, within what chance produces (t = -0.1); about 275,933 trades would be needed to confirm this mean at t = -2, shown: 622.

In sample
2023-09-30 to 2025-11-05
-57.7 R
1631 trades · 32% wins
-0.035 R per trade · t = -0.8, within chance
about 9,449 trades to confirm this mean (-0.035 R per trade) at t = -2 · shown: 1631
spread 0.056 R per trade
Out of sample
2025-11-05 to 2026-09-30
-4.1 R
622 trades · 32% wins
-0.007 R per trade · t = -0.1, within chance
about 275,933 trades to confirm this mean (-0.007 R per trade) at t = -2 · shown: 622
spread 0.031 R per trade
Last quarter
last 91 days of the window
-23.0 R
201 trades · 30% wins
-0.115 R per trade · t = -1.0, within chance
about 800 trades to confirm this mean (-0.115 R per trade) at t = -2 · shown: 201
spread 0.029 R per trade
Costs. Spread 0.049 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 -7.9 R (-0.013 R per trade over 622 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,271 signals placed, 2,253 filled, 18 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 3.5 ATR (mean 723.8 pips, 3.50 ATR); target 3.5 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 (3,991 bars); max spread 30 pips (2 bars over it); M1 confirmation 0.2 atr (873 signals rejected).

Monthly R, x_gold_momentum_20 > 2.15 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -30.1 R over 87 trades2023-102023-11: +18.1 R over 58 trades2023-12: +25.9 R over 60 trades2024-01: -7.8 R over 74 trades2024-02: +1.0 R over 63 trades2024-03: -6.3 R over 30 trades2024-04: -16.7 R over 70 trades2024-042024-05: +13.1 R over 69 trades2024-06: +13.2 R over 57 trades2024-07: -16.0 R over 78 trades2024-08: +9.0 R over 66 trades2024-09: +2.9 R over 70 trades2024-10: -11.0 R over 83 trades2024-102024-11: +5.6 R over 56 trades2024-12: -4.8 R over 52 trades2025-01: -8.7 R over 64 trades2025-02: -27.2 R over 66 trades2025-03: -25.2 R over 41 trades2025-04: +3.6 R over 74 trades2025-042025-05: -12.2 R over 70 trades2025-06: +22.8 R over 54 trades2025-07: -3.8 R over 65 trades2025-08: -8.4 R over 68 trades2025-09: +4.0 R over 76 trades2025-10: +5.6 R over 76 trades2025-102025-11: -7.0 R over 58 trades2025-12: -10.7 R over 63 trades2026-01: +7.3 R over 70 trades2026-02: -3.4 R over 56 trades2026-03: -15.3 R over 55 trades2026-04: +26.0 R over 52 trades2026-042026-05: +16.5 R over 30 trades2026-06: +1.0 R over 41 trades2026-07: -24.5 R over 69 trades2026-08: -4.5 R over 68 trades2026-09: +5.9 R over 64 trades+26 R-30 R

x_gold_momentum_20 > 3.861 (p90)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +8.7 R over 466 trades is +0.019 R per trade, t = 0.2; about 35,625 trades would be needed to confirm this mean at t = 2, shown: 466; last quarter -11.5 R over 137 trades.

In sample
2023-09-30 to 2025-11-05
-63.0 R
1236 trades · 31% wins
-0.051 R per trade · t = -1.0, within chance
about 4,560 trades to confirm this mean (-0.051 R per trade) at t = -2 · shown: 1236
spread 0.060 R per trade
Out of sample
2025-11-05 to 2026-09-30
+8.7 R
466 trades · 32% wins
+0.019 R per trade · t = 0.2, within chance
about 35,625 trades to confirm this mean (+0.019 R per trade) at t = 2 · shown: 466
spread 0.032 R per trade
Last quarter
last 91 days of the window
-11.5 R
137 trades · 30% wins
-0.084 R per trade · t = -0.6, within chance
about 1,535 trades to confirm this mean (-0.084 R per trade) at t = -2 · shown: 137
spread 0.029 R per trade
Costs. Spread 0.052 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 +5.7 R (+0.012 R per trade over 466 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,721 signals placed, 1,702 filled, 19 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 3.5 ATR (mean 694.2 pips, 3.50 ATR); target 3.5 R; exits 63% at the stop, 20% at the day end, 17% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (7,159 bars); max spread 30 pips (2 bars over it); M1 confirmation 0.2 atr (697 signals rejected).

Monthly R, x_gold_momentum_20 > 3.861 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -13.1 R over 58 trades2023-102023-11: +2.4 R over 48 trades2023-12: -5.1 R over 45 trades2024-01: -9.4 R over 48 trades2024-02: -2.5 R over 49 trades2024-03: -1.3 R over 36 trades2024-04: -20.7 R over 57 trades2024-042024-05: +7.1 R over 45 trades2024-06: +14.9 R over 48 trades2024-07: +9.1 R over 50 trades2024-08: +4.7 R over 50 trades2024-09: +0.1 R over 51 trades2024-10: -7.6 R over 57 trades2024-102024-11: +4.5 R over 39 trades2024-12: -3.4 R over 42 trades2025-01: +6.8 R over 42 trades2025-02: -17.9 R over 49 trades2025-03: -27.5 R over 50 trades2025-04: -4.5 R over 54 trades2025-042025-05: -25.0 R over 53 trades2025-06: +7.9 R over 43 trades2025-07: +3.0 R over 48 trades2025-08: -7.1 R over 51 trades2025-09: +2.3 R over 58 trades2025-10: +22.8 R over 62 trades2025-102025-11: +2.4 R over 42 trades2025-12: -22.0 R over 47 trades2026-01: +13.7 R over 57 trades2026-02: +0.1 R over 45 trades2026-03: -3.9 R over 38 trades2026-04: +17.4 R over 48 trades2026-042026-05: +6.8 R over 24 trades2026-06: +2.2 R over 31 trades2026-07: -18.3 R over 49 trades2026-08: -11.5 R over 49 trades2026-09: +18.3 R over 39 trades+23 R-28 R

What x_gold_momentum_20 measures

GOLD 20-bar change (its ATR) (atr), on M5 bars. GOLD close minus its close 20 bars earlier, in multiples of the GOLD ATR(14).

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.