Rule Collider

Backtests · US100 · x_sp500_rsi · long

Does x_sp500_rsi above 51.321 work on US100? 2023 to 2026 backtest

US100 long when [SP500] RSI (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 R, held overnight, max spread 30 pips, one-minute confirmation 25 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
p10x_sp500_rsi > 35.64-383.2 R / 4034-209.8 R / 1837-2.9868-67.7 R / 538Active, net negative
p25x_sp500_rsi > 43.258-353.1 R / 3749-164.1 R / 1635-2.41,133-71.9 R / 503Active, net negative
p50x_sp500_rsi > 51.321-284.6 R / 3164-91.3 R / 1270-1.52,279-54.6 R / 416No edge shown
p75x_sp500_rsi > 59.461-177.6 R / 2404-58.1 R / 943-1.13,046-40.9 R / 306No edge shown
p90x_sp500_rsi > 66.409-63.1 R / 1467+10.0 R / 5770.240,064-18.7 R / 182Net 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_sp500_rsi > 35.64 (p10)

Honesty panelActive, net negative

Traded 1837 times out of sample, net negative beyond chance (-209.8 R, -0.114 R per trade, t = -2.9); still active in the last quarter (-67.7 R over 538 trades).

In sample
2023-09-30 to 2025-11-05
-383.2 R
4034 trades · 30% wins
-0.095 R per trade · t = -3.5, beyond chance
about 1,312 trades to confirm this mean (-0.095 R per trade) at t = -2 · shown: 4034
spread 0.089 R per trade
Out of sample
2025-11-05 to 2026-09-30
-209.8 R
1837 trades · 28% wins
-0.114 R per trade · t = -2.9, beyond chance
about 868 trades to confirm this mean (-0.114 R per trade) at t = -2 · shown: 1837
spread 0.053 R per trade
Last quarter
last 91 days of the window
-67.7 R
538 trades · 28% wins
-0.126 R per trade · t = -1.8, within chance
about 691 trades to confirm this mean (-0.126 R per trade) at t = -2 · shown: 538
spread 0.046 R per trade
Costs. Spread 0.078 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 -229.1 R (-0.125 R per trade over 1837 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 5,931 signals placed, 5,871 filled, 60 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 436.4 pips, 2.00 ATR); target 3 R; exits 69% at the stop, 23% at the target, 8% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (3,404 bars); max spread 30 pips (0 bars over it); M1 confirmation 25 pips (2,209 signals rejected).

Monthly R, x_sp500_rsi > 35.64 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -34.3 R over 161 trades2023-102023-11: +27.0 R over 167 trades2023-12: +10.7 R over 153 trades2024-01: -20.4 R over 206 trades2024-02: -21.2 R over 154 trades2024-03: -17.6 R over 128 trades2024-04: -48.9 R over 177 trades2024-042024-05: -21.4 R over 172 trades2024-06: +15.5 R over 127 trades2024-07: -34.9 R over 181 trades2024-08: -10.9 R over 166 trades2024-09: -9.9 R over 181 trades2024-10: -35.9 R over 184 trades2024-102024-11: -27.1 R over 163 trades2024-12: -8.6 R over 128 trades2025-01: +0.2 R over 157 trades2025-02: -17.1 R over 130 trades2025-03: -35.0 R over 103 trades2025-04: -15.7 R over 181 trades2025-042025-05: -17.6 R over 154 trades2025-06: +23.4 R over 149 trades2025-07: -14.7 R over 167 trades2025-08: -46.3 R over 158 trades2025-09: -7.2 R over 169 trades2025-10: -6.8 R over 202 trades2025-102025-11: -32.0 R over 157 trades2025-12: -38.9 R over 195 trades2026-01: -4.6 R over 171 trades2026-02: -31.1 R over 160 trades2026-03: -58.1 R over 193 trades2026-04: +18.1 R over 163 trades2026-042026-05: +17.3 R over 88 trades2026-06: -21.3 R over 188 trades2026-07: -62.6 R over 200 trades2026-08: -9.6 R over 146 trades2026-09: +4.5 R over 192 trades+27 R-63 R

x_sp500_rsi > 43.258 (p25)

Honesty panelActive, net negative

Traded 1635 times out of sample, net negative beyond chance (-164.1 R, -0.100 R per trade, t = -2.4); still active in the last quarter (-71.9 R over 503 trades).

In sample
2023-09-30 to 2025-11-05
-353.1 R
3749 trades · 30% wins
-0.094 R per trade · t = -3.4, beyond chance
about 1,332 trades to confirm this mean (-0.094 R per trade) at t = -2 · shown: 3749
spread 0.091 R per trade
Out of sample
2025-11-05 to 2026-09-30
-164.1 R
1635 trades · 28% wins
-0.100 R per trade · t = -2.4, beyond chance
about 1,133 trades to confirm this mean (-0.100 R per trade) at t = -2 · shown: 1635
spread 0.053 R per trade
Last quarter
last 91 days of the window
-71.9 R
503 trades · 27% wins
-0.143 R per trade · t = -1.9, within chance
about 533 trades to confirm this mean (-0.143 R per trade) at t = -2 · shown: 503
spread 0.047 R per trade
Costs. Spread 0.079 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 -181.4 R (-0.111 R per trade over 1635 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 5,438 signals placed, 5,384 filled, 54 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 431.0 pips, 2.00 ATR); target 3 R; exits 69% at the stop, 23% at the target, 8% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (4,117 bars); max spread 30 pips (0 bars over it); M1 confirmation 25 pips (2,276 signals rejected).

Monthly R, x_sp500_rsi > 43.258 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -38.4 R over 156 trades2023-102023-11: +17.2 R over 171 trades2023-12: +0.3 R over 153 trades2024-01: -47.4 R over 200 trades2024-02: -3.7 R over 146 trades2024-03: -18.4 R over 107 trades2024-04: -33.3 R over 140 trades2024-042024-05: -21.3 R over 156 trades2024-06: +16.7 R over 115 trades2024-07: -29.7 R over 162 trades2024-08: +10.5 R over 156 trades2024-09: -5.7 R over 161 trades2024-10: -20.5 R over 176 trades2024-102024-11: -16.4 R over 148 trades2024-12: -1.9 R over 124 trades2025-01: -0.9 R over 140 trades2025-02: -27.8 R over 137 trades2025-03: -40.0 R over 127 trades2025-04: +0.2 R over 155 trades2025-042025-05: -30.0 R over 146 trades2025-06: +1.5 R over 154 trades2025-07: -8.6 R over 156 trades2025-08: -47.6 R over 146 trades2025-09: -5.5 R over 140 trades2025-10: +1.8 R over 165 trades2025-102025-11: -20.8 R over 125 trades2025-12: -31.7 R over 167 trades2026-01: -3.2 R over 166 trades2026-02: -11.0 R over 142 trades2026-03: -41.3 R over 137 trades2026-04: +16.0 R over 145 trades2026-042026-05: +14.7 R over 83 trades2026-06: -19.2 R over 179 trades2026-07: -48.9 R over 179 trades2026-08: -19.9 R over 144 trades2026-09: -3.2 R over 180 trades+17 R-49 R

x_sp500_rsi > 51.321 (p50)

Honesty panelNo edge shown

No edge shown out of sample: -91.3 R over 1270 trades is -0.072 R per trade, within what chance produces (t = -1.5); about 2,279 trades would be needed to confirm this mean at t = -2, shown: 1270.

In sample
2023-09-30 to 2025-11-05
-284.6 R
3164 trades · 30% wins
-0.090 R per trade · t = -2.9, beyond chance
about 1,462 trades to confirm this mean (-0.090 R per trade) at t = -2 · shown: 3164
spread 0.095 R per trade
Out of sample
2025-11-05 to 2026-09-30
-91.3 R
1270 trades · 30% wins
-0.072 R per trade · t = -1.5, within chance
about 2,279 trades to confirm this mean (-0.072 R per trade) at t = -2 · shown: 1270
spread 0.055 R per trade
Last quarter
last 91 days of the window
-54.6 R
416 trades · 28% wins
-0.131 R per trade · t = -1.6, within chance
about 636 trades to confirm this mean (-0.131 R per trade) at t = -2 · shown: 416
spread 0.048 R per trade
Costs. Spread 0.083 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 -105.3 R (-0.083 R per trade over 1270 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,481 signals placed, 4,434 filled, 47 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 410.6 pips, 2.00 ATR); target 3 R; exits 68% at the stop, 23% at the target, 8% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (5,575 bars); max spread 30 pips (0 bars over it); M1 confirmation 25 pips (2,020 signals rejected).

Monthly R, x_sp500_rsi > 51.321 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -40.0 R over 128 trades2023-102023-11: +15.2 R over 127 trades2023-12: +10.1 R over 125 trades2024-01: -28.7 R over 154 trades2024-02: -18.8 R over 147 trades2024-03: -17.3 R over 94 trades2024-04: -14.3 R over 124 trades2024-042024-05: -20.9 R over 129 trades2024-06: +21.1 R over 103 trades2024-07: -20.4 R over 136 trades2024-08: -3.4 R over 130 trades2024-09: -0.5 R over 128 trades2024-10: -6.3 R over 141 trades2024-102024-11: -9.0 R over 122 trades2024-12: -18.1 R over 129 trades2025-01: -29.1 R over 141 trades2025-02: -14.8 R over 104 trades2025-03: -31.2 R over 91 trades2025-04: -1.2 R over 133 trades2025-042025-05: -7.8 R over 117 trades2025-06: +4.2 R over 130 trades2025-07: -21.7 R over 133 trades2025-08: -30.0 R over 125 trades2025-09: -11.9 R over 132 trades2025-10: +15.3 R over 135 trades2025-102025-11: -25.0 R over 110 trades2025-12: -33.4 R over 147 trades2026-01: +7.6 R over 126 trades2026-02: -13.3 R over 121 trades2026-03: -6.2 R over 106 trades2026-04: +18.1 R over 126 trades2026-042026-05: +8.2 R over 75 trades2026-06: +2.0 R over 49 trades2026-07: -42.7 R over 145 trades2026-08: -12.5 R over 133 trades2026-09: +0.6 R over 138 trades+21 R-43 R

x_sp500_rsi > 59.461 (p75)

Honesty panelNo edge shown

No edge shown out of sample: -58.1 R over 943 trades is -0.062 R per trade, within what chance produces (t = -1.1); about 3,046 trades would be needed to confirm this mean at t = -2, shown: 943.

In sample
2023-09-30 to 2025-11-05
-177.6 R
2404 trades · 30% wins
-0.074 R per trade · t = -2.1, beyond chance
about 2,196 trades to confirm this mean (-0.074 R per trade) at t = -2 · shown: 2404
spread 0.100 R per trade
Out of sample
2025-11-05 to 2026-09-30
-58.1 R
943 trades · 30% wins
-0.062 R per trade · t = -1.1, within chance
about 3,046 trades to confirm this mean (-0.062 R per trade) at t = -2 · shown: 943
spread 0.056 R per trade
Last quarter
last 91 days of the window
-40.9 R
306 trades · 29% wins
-0.134 R per trade · t = -1.4, within chance
about 614 trades to confirm this mean (-0.134 R per trade) at t = -2 · shown: 306
spread 0.050 R per trade
Costs. Spread 0.088 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 -68.6 R (-0.073 R per trade over 943 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,395 signals placed, 3,347 filled, 48 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 392.5 pips, 2.00 ATR); target 3 R; exits 68% at the stop, 24% at the target, 8% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (8,175 bars); max spread 30 pips (0 bars over it); M1 confirmation 25 pips (1,609 signals rejected).

Monthly R, x_sp500_rsi > 59.461 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -21.5 R over 94 trades2023-102023-11: +9.0 R over 89 trades2023-12: +10.9 R over 84 trades2024-01: -11.8 R over 105 trades2024-02: -23.0 R over 106 trades2024-03: -10.4 R over 80 trades2024-04: -27.2 R over 92 trades2024-042024-05: -14.2 R over 94 trades2024-06: +0.2 R over 97 trades2024-07: -9.6 R over 108 trades2024-08: -6.9 R over 111 trades2024-09: -16.5 R over 112 trades2024-10: -4.7 R over 102 trades2024-102024-11: +1.0 R over 86 trades2024-12: +1.0 R over 88 trades2025-01: -5.5 R over 103 trades2025-02: -21.8 R over 87 trades2025-03: -5.2 R over 65 trades2025-04: +2.2 R over 104 trades2025-042025-05: -15.3 R over 100 trades2025-06: +11.4 R over 100 trades2025-07: -4.8 R over 96 trades2025-08: -29.5 R over 92 trades2025-09: +7.4 R over 109 trades2025-10: +11.6 R over 96 trades2025-102025-11: -14.0 R over 73 trades2025-12: -22.0 R over 101 trades2026-01: +14.3 R over 100 trades2026-02: -15.4 R over 86 trades2026-03: -0.8 R over 86 trades2026-04: +11.2 R over 102 trades2026-042026-05: +7.1 R over 57 trades2026-06: -2.0 R over 36 trades2026-07: -33.6 R over 112 trades2026-08: -31.2 R over 101 trades2026-09: +23.8 R over 93 trades+24 R-34 R

x_sp500_rsi > 66.409 (p90)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +10.0 R over 577 trades is +0.017 R per trade, t = 0.2; about 40,064 trades would be needed to confirm this mean at t = 2, shown: 577; last quarter -18.7 R over 182 trades.

In sample
2023-09-30 to 2025-11-05
-63.1 R
1467 trades · 31% wins
-0.043 R per trade · t = -0.9, within chance
about 6,551 trades to confirm this mean (-0.043 R per trade) at t = -2 · shown: 1467
spread 0.098 R per trade
Out of sample
2025-11-05 to 2026-09-30
+10.0 R
577 trades · 32% wins
+0.017 R per trade · t = 0.2, within chance
about 40,064 trades to confirm this mean (+0.017 R per trade) at t = 2 · shown: 577
spread 0.056 R per trade
Last quarter
last 91 days of the window
-18.7 R
182 trades · 27% wins
-0.103 R per trade · t = -0.8, within chance
about 1,079 trades to confirm this mean (-0.103 R per trade) at t = -2 · shown: 182
spread 0.047 R per trade
Costs. Spread 0.086 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 +3.5 R (+0.006 R per trade over 577 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,072 signals placed, 2,044 filled, 28 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2 ATR (mean 387.4 pips, 2.00 ATR); target 3 R; exits 67% at the stop, 25% at the target, 9% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (10,553 bars); max spread 30 pips (0 bars over it); M1 confirmation 25 pips (929 signals rejected).

Monthly R, x_sp500_rsi > 66.409 on US100One bar per month: the R earned that month; the held-out months in the full colour.2023-10: -11.7 R over 53 trades2023-102023-11: -8.2 R over 62 trades2023-12: -2.5 R over 53 trades2024-01: +15.6 R over 62 trades2024-02: -9.1 R over 58 trades2024-03: -4.3 R over 42 trades2024-04: -1.3 R over 49 trades2024-042024-05: -12.1 R over 58 trades2024-06: -8.9 R over 55 trades2024-07: +4.5 R over 56 trades2024-08: -8.4 R over 69 trades2024-09: -14.1 R over 71 trades2024-10: +7.1 R over 62 trades2024-102024-11: -15.8 R over 58 trades2024-12: +19.3 R over 50 trades2025-01: +2.1 R over 66 trades2025-02: -11.5 R over 53 trades2025-03: -12.9 R over 44 trades2025-04: -11.6 R over 67 trades2025-042025-05: +15.6 R over 55 trades2025-06: +21.6 R over 64 trades2025-07: -18.7 R over 66 trades2025-08: -1.5 R over 54 trades2025-09: +9.0 R over 59 trades2025-10: -4.9 R over 77 trades2025-102025-11: +5.4 R over 44 trades2025-12: -9.6 R over 54 trades2026-01: +6.9 R over 63 trades2026-02: -5.4 R over 54 trades2026-03: +18.6 R over 55 trades2026-04: +7.4 R over 73 trades2026-042026-05: +4.5 R over 35 trades2026-06: +0.2 R over 21 trades2026-07: -34.4 R over 67 trades2026-08: -2.9 R over 55 trades2026-09: +18.6 R over 60 trades+22 R-34 R

What x_sp500_rsi measures

[SP500] RSI (14) (index), on M5 bars. RSI(14) of [SP500] on M5 bars, 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.