Rule Collider

Backtests · USDJPY · ema50_slope · long

Does ema50_slope below 0.3665 work on USDJPY? 2023 to 2026 backtest

USDJPY long when EMA50 slope is below the threshold, tested at five thresholds taken from the feature’s own distribution on USDJPY 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 ATR, target 3 R, held overnight, max spread 3 pips, one-minute confirmation 0.5 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
p10ema50_slope < -7.138-88.1 R / 891+18.3 R / 2410.81,426-2.2 R / 76Net positive, not distinguishable from chance
p25ema50_slope < -2.648-143.6 R / 1637+19.1 R / 5220.57,007-6.2 R / 152Net positive, not distinguishable from chance
p50ema50_slope < 0.3665-147.0 R / 2123+20.3 R / 7730.515,079-20.8 R / 235Net positive, not distinguishable from chance
p75ema50_slope < 3.228-164.8 R / 2379+25.8 R / 8630.511,819-8.7 R / 270Net positive, not distinguishable from chance
p90ema50_slope < 6.908-205.9 R / 2511+14.9 R / 9120.339,228-10.3 R / 283Net 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

ema50_slope < -7.138 (p10)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +18.3 R over 241 trades is +0.076 R per trade, t = 0.8; about 1,426 trades would be needed to confirm this mean at t = 2, shown: 241; last quarter -2.2 R over 76 trades.

In sample
2023-09-30 to 2025-11-05
-88.1 R
891 trades · 34% wins
-0.099 R per trade · t = -2.1, beyond chance
about 805 trades to confirm this mean (-0.099 R per trade) at t = -2 · shown: 891
spread 0.049 R per trade
Out of sample
2025-11-05 to 2026-09-30
+18.3 R
241 trades · 42% wins
+0.076 R per trade · t = 0.8, within chance
about 1,426 trades to confirm this mean (+0.076 R per trade) at t = 2 · shown: 241
spread 0.059 R per trade
Last quarter
last 91 days of the window
-2.2 R
76 trades · 41% wins
-0.029 R per trade · t = -0.2, within chance
about 8,012 trades to confirm this mean (-0.029 R per trade) at t = -2 · shown: 76
spread 0.055 R per trade
Costs. Spread 0.051 R per trade at 1.25 times the bar’s minimum; 59 fills in measured hot hours (01:00 at 4.3 times). Fill offset 0.00 stop-distances on every entry, measured on 473 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read +15.4 R (+0.064 R per trade over 241 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,311 signals placed, 1,132 filled, 179 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 3 ATR (mean 32.6 pips, 3.00 ATR, 3 raised to the 10-pip floor); target 3 R; exits 59% at the stop, 30% at the day end, 11% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (16,745 bars); max spread 3 pips (81 bars over it); M1 confirmation 0.5 atr (1,735 signals rejected).

Monthly R, ema50_slope < -7.138 on USDJPYOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +2.9 R over 9 trades2023-102023-11: -4.0 R over 38 trades2023-12: -16.5 R over 45 trades2024-01: +8.6 R over 23 trades2024-02: -0.0 R over 11 trades2024-03: -4.7 R over 24 trades2024-04: +4.1 R over 7 trades2024-042024-05: -2.5 R over 25 trades2024-06: -0.4 R over 23 trades2024-07: -11.0 R over 43 trades2024-08: -11.8 R over 60 trades2024-09: -3.2 R over 67 trades2024-10: -1.5 R over 33 trades2024-102024-11: -12.1 R over 48 trades2024-12: -5.1 R over 28 trades2025-01: +8.2 R over 40 trades2025-02: -9.0 R over 43 trades2025-03: +4.5 R over 48 trades2025-04: -20.5 R over 67 trades2025-042025-05: -6.2 R over 49 trades2025-06: -8.4 R over 42 trades2025-07: +3.1 R over 28 trades2025-08: -0.4 R over 30 trades2025-09: -7.2 R over 25 trades2025-10: +7.0 R over 31 trades2025-102025-11: +9.4 R over 23 trades2025-12: +0.1 R over 28 trades2026-01: -8.0 R over 28 trades2026-02: +8.0 R over 35 trades2026-03: -2.7 R over 22 trades2026-04: +3.8 R over 22 trades2026-042026-05: +5.3 R over 6 trades2026-06: +2.6 R over 5 trades2026-07: -0.6 R over 18 trades2026-08: +6.9 R over 13 trades2026-09: -8.5 R over 45 trades+9 R-20 R

ema50_slope < -2.648 (p25)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +19.1 R over 522 trades is +0.037 R per trade, t = 0.5; about 7,007 trades would be needed to confirm this mean at t = 2, shown: 522; last quarter -6.2 R over 152 trades.

In sample
2023-09-30 to 2025-11-05
-143.6 R
1637 trades · 32% wins
-0.088 R per trade · t = -2.3, beyond chance
about 1,206 trades to confirm this mean (-0.088 R per trade) at t = -2 · shown: 1637
spread 0.076 R per trade
Out of sample
2025-11-05 to 2026-09-30
+19.1 R
522 trades · 39% wins
+0.037 R per trade · t = 0.5, within chance
about 7,007 trades to confirm this mean (+0.037 R per trade) at t = 2 · shown: 522
spread 0.091 R per trade
Last quarter
last 91 days of the window
-6.2 R
152 trades · 39% wins
-0.041 R per trade · t = -0.3, within chance
about 5,236 trades to confirm this mean (-0.041 R per trade) at t = -2 · shown: 152
spread 0.091 R per trade
Costs. Spread 0.079 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 207 fills in measured hot hours (01:00 at 4.3 times). Fill offset 0.00 stop-distances on every entry, measured on 473 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read +9.6 R (+0.018 R per trade over 522 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,608 signals placed, 2,159 filled, 449 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 3 ATR (mean 25.7 pips, 3.02 ATR, 123 raised to the 10-pip floor); target 3 R; exits 62% at the stop, 23% at the day end, 15% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (13,493 bars); max spread 3 pips (46 bars over it); M1 confirmation 0.5 atr (3,220 signals rejected).

Monthly R, ema50_slope < -2.648 on USDJPYOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +11.2 R over 41 trades2023-102023-11: -5.7 R over 54 trades2023-12: -25.6 R over 81 trades2024-01: +5.6 R over 55 trades2024-02: +4.3 R over 53 trades2024-03: -6.8 R over 55 trades2024-04: +1.5 R over 27 trades2024-042024-05: +5.4 R over 56 trades2024-06: +8.0 R over 45 trades2024-07: -20.4 R over 71 trades2024-08: -1.6 R over 82 trades2024-09: -6.3 R over 83 trades2024-10: +2.7 R over 68 trades2024-102024-11: -21.0 R over 77 trades2024-12: +5.5 R over 61 trades2025-01: -3.2 R over 66 trades2025-02: -20.7 R over 78 trades2025-03: -12.6 R over 70 trades2025-04: -22.8 R over 93 trades2025-042025-05: -18.1 R over 84 trades2025-06: -12.9 R over 75 trades2025-07: +15.6 R over 69 trades2025-08: -5.3 R over 66 trades2025-09: -24.7 R over 61 trades2025-10: +6.5 R over 62 trades2025-102025-11: +6.5 R over 50 trades2025-12: -4.8 R over 61 trades2026-01: +11.2 R over 53 trades2026-02: +12.7 R over 64 trades2026-03: -6.3 R over 58 trades2026-04: -10.5 R over 56 trades2026-042026-05: +6.0 R over 11 trades2026-06: +8.5 R over 21 trades2026-07: -4.9 R over 46 trades2026-08: +8.3 R over 44 trades2026-09: -9.5 R over 62 trades+16 R-26 R

ema50_slope < 0.3665 (p50)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +20.3 R over 773 trades is +0.026 R per trade, t = 0.5; about 15,079 trades would be needed to confirm this mean at t = 2, shown: 773; last quarter -20.8 R over 235 trades.

In sample
2023-09-30 to 2025-11-05
-147.0 R
2123 trades · 33% wins
-0.069 R per trade · t = -2.0, beyond chance
about 2,074 trades to confirm this mean (-0.069 R per trade) at t = -2 · shown: 2123
spread 0.104 R per trade
Out of sample
2025-11-05 to 2026-09-30
+20.3 R
773 trades · 37% wins
+0.026 R per trade · t = 0.5, within chance
about 15,079 trades to confirm this mean (+0.026 R per trade) at t = 2 · shown: 773
spread 0.128 R per trade
Last quarter
last 91 days of the window
-20.8 R
235 trades · 35% wins
-0.088 R per trade · t = -0.9, within chance
about 1,198 trades to confirm this mean (-0.088 R per trade) at t = -2 · shown: 235
spread 0.127 R per trade
Costs. Spread 0.110 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 468 fills in measured hot hours (01:00 at 4.3 times). Fill offset 0.00 stop-distances on every entry, measured on 473 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read +0.6 R (+0.001 R per trade over 773 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,670 signals placed, 2,896 filled, 774 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 3 ATR (mean 22.8 pips, 3.14 ATR, 586 raised to the 10-pip floor); target 3 R; exits 63% at the stop, 20% at the day end, 18% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (11,610 bars); max spread 3 pips (44 bars over it); M1 confirmation 0.5 atr (4,690 signals rejected).

Monthly R, ema50_slope < 0.3665 on USDJPYOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -3.3 R over 66 trades2023-102023-11: -3.7 R over 81 trades2023-12: -28.3 R over 88 trades2024-01: +25.0 R over 79 trades2024-02: +0.8 R over 71 trades2024-03: +2.2 R over 78 trades2024-04: -3.0 R over 59 trades2024-042024-05: +8.2 R over 76 trades2024-06: +0.4 R over 73 trades2024-07: -22.3 R over 100 trades2024-08: -4.9 R over 95 trades2024-09: +3.2 R over 97 trades2024-10: -4.7 R over 89 trades2024-102024-11: -17.6 R over 88 trades2024-12: +5.4 R over 73 trades2025-01: -15.7 R over 83 trades2025-02: -21.1 R over 87 trades2025-03: -14.4 R over 81 trades2025-04: -29.3 R over 102 trades2025-042025-05: -21.7 R over 102 trades2025-06: -11.3 R over 89 trades2025-07: +18.7 R over 96 trades2025-08: +0.7 R over 97 trades2025-09: -13.2 R over 83 trades2025-10: +6.5 R over 85 trades2025-102025-11: -0.5 R over 73 trades2025-12: +1.5 R over 83 trades2026-01: +12.9 R over 72 trades2026-02: +9.5 R over 86 trades2026-03: +1.2 R over 77 trades2026-04: -5.4 R over 76 trades2026-042026-05: +7.6 R over 24 trades2026-06: +10.7 R over 52 trades2026-07: -5.3 R over 72 trades2026-08: -6.4 R over 75 trades2026-09: -9.1 R over 88 trades+25 R-29 R

ema50_slope < 3.228 (p75)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +25.8 R over 863 trades is +0.030 R per trade, t = 0.5; about 11,819 trades would be needed to confirm this mean at t = 2, shown: 863; last quarter -8.7 R over 270 trades.

In sample
2023-09-30 to 2025-11-05
-164.8 R
2379 trades · 33% wins
-0.069 R per trade · t = -2.1, beyond chance
about 2,102 trades to confirm this mean (-0.069 R per trade) at t = -2 · shown: 2379
spread 0.110 R per trade
Out of sample
2025-11-05 to 2026-09-30
+25.8 R
863 trades · 37% wins
+0.030 R per trade · t = 0.5, within chance
about 11,819 trades to confirm this mean (+0.030 R per trade) at t = 2 · shown: 863
spread 0.136 R per trade
Last quarter
last 91 days of the window
-8.7 R
270 trades · 36% wins
-0.032 R per trade · t = -0.3, within chance
about 9,511 trades to confirm this mean (-0.032 R per trade) at t = -2 · shown: 270
spread 0.136 R per trade
Costs. Spread 0.117 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 585 fills in measured hot hours (01:00 at 4.3 times). Fill offset 0.00 stop-distances on every entry, measured on 473 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read +2.3 R (+0.003 R per trade over 863 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,158 signals placed, 3,242 filled, 916 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 3 ATR (mean 22.2 pips, 3.15 ATR, 710 raised to the 10-pip floor); target 3 R; exits 63% at the stop, 19% at the day end, 18% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (10,455 bars); max spread 3 pips (40 bars over it); M1 confirmation 0.5 atr (5,391 signals rejected).

Monthly R, ema50_slope < 3.228 on USDJPYOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +8.7 R over 75 trades2023-102023-11: -12.0 R over 93 trades2023-12: -27.5 R over 96 trades2024-01: +14.2 R over 95 trades2024-02: -3.8 R over 76 trades2024-03: +0.8 R over 89 trades2024-04: +5.7 R over 69 trades2024-042024-05: +4.5 R over 91 trades2024-06: +4.3 R over 93 trades2024-07: -20.7 R over 107 trades2024-08: -2.5 R over 100 trades2024-09: +2.3 R over 108 trades2024-10: -6.7 R over 98 trades2024-102024-11: -8.6 R over 94 trades2024-12: +8.0 R over 84 trades2025-01: -11.5 R over 94 trades2025-02: -23.3 R over 92 trades2025-03: -13.7 R over 93 trades2025-04: -29.5 R over 105 trades2025-042025-05: -23.7 R over 107 trades2025-06: -13.5 R over 100 trades2025-07: +7.2 R over 108 trades2025-08: -4.7 R over 115 trades2025-09: -18.6 R over 94 trades2025-10: +3.1 R over 98 trades2025-102025-11: -2.7 R over 82 trades2025-12: +5.8 R over 91 trades2026-01: +16.4 R over 71 trades2026-02: +7.9 R over 94 trades2026-03: -7.6 R over 84 trades2026-04: -0.8 R over 84 trades2026-042026-05: +7.0 R over 33 trades2026-06: +5.0 R over 59 trades2026-07: +0.7 R over 80 trades2026-08: -5.6 R over 88 trades2026-09: -3.7 R over 102 trades+16 R-30 R

ema50_slope < 6.908 (p90)

Honesty panelNet positive, not distinguishable from chance

Net positive out of sample, not yet distinguishable from chance: +14.9 R over 912 trades is +0.016 R per trade, t = 0.3; about 39,228 trades would be needed to confirm this mean at t = 2, shown: 912; last quarter -10.3 R over 283 trades.

In sample
2023-09-30 to 2025-11-05
-205.9 R
2511 trades · 32% wins
-0.082 R per trade · t = -2.6, beyond chance
about 1,486 trades to confirm this mean (-0.082 R per trade) at t = -2 · shown: 2511
spread 0.109 R per trade
Out of sample
2025-11-05 to 2026-09-30
+14.9 R
912 trades · 37% wins
+0.016 R per trade · t = 0.3, within chance
about 39,228 trades to confirm this mean (+0.016 R per trade) at t = 2 · shown: 912
spread 0.134 R per trade
Last quarter
last 91 days of the window
-10.3 R
283 trades · 36% wins
-0.036 R per trade · t = -0.4, within chance
about 7,428 trades to confirm this mean (-0.036 R per trade) at t = -2 · shown: 283
spread 0.134 R per trade
Costs. Spread 0.116 R per trade at 1.25 times the bar’s minimum (more than the trades made before spread); 620 fills in measured hot hours (01:00 at 4.3 times). Fill offset 0.00 stop-distances on every entry, measured on 473 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -9.5 R (-0.010 R per trade over 912 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,362 signals placed, 3,423 filled, 939 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 3 ATR (mean 22.3 pips, 3.14 ATR, 718 raised to the 10-pip floor); target 3 R; exits 63% at the stop, 19% at the day end, 18% at the target.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (9,696 bars); max spread 3 pips (40 bars over it); M1 confirmation 0.5 atr (5,668 signals rejected).

Monthly R, ema50_slope < 6.908 on USDJPYOne bar per month: the R earned that month; the held-out months in the full colour.2023-10: +11.1 R over 85 trades2023-102023-11: -14.9 R over 95 trades2023-12: -33.6 R over 101 trades2024-01: +9.4 R over 99 trades2024-02: +0.4 R over 84 trades2024-03: -3.3 R over 90 trades2024-04: +6.7 R over 74 trades2024-042024-05: +4.2 R over 102 trades2024-06: +16.2 R over 95 trades2024-07: -34.4 R over 116 trades2024-08: +1.2 R over 99 trades2024-09: -3.7 R over 110 trades2024-10: -18.6 R over 109 trades2024-102024-11: -10.8 R over 98 trades2024-12: +9.4 R over 86 trades2025-01: -16.3 R over 99 trades2025-02: -21.0 R over 95 trades2025-03: -13.6 R over 102 trades2025-04: -28.1 R over 107 trades2025-042025-05: -26.9 R over 111 trades2025-06: -15.9 R over 102 trades2025-07: +8.4 R over 124 trades2025-08: -13.3 R over 119 trades2025-09: -17.5 R over 105 trades2025-10: +2.5 R over 99 trades2025-102025-11: -0.0 R over 86 trades2025-12: +5.0 R over 98 trades2026-01: +13.9 R over 76 trades2026-02: +4.2 R over 96 trades2026-03: -13.4 R over 97 trades2026-04: -4.2 R over 85 trades2026-042026-05: +5.7 R over 34 trades2026-06: +10.6 R over 62 trades2026-07: +1.7 R over 84 trades2026-08: -1.9 R over 89 trades2026-09: -10.1 R over 110 trades+16 R-34 R

What ema50_slope measures

EMA50 slope (pips), on M5 bars. Change of the 50-bar exponential average over the last 10 bars, in pips.

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.