Rule Collider

Backtests · XAUEUR · d1_adx · long

Does d1_adx above 26.971 work on XAUEUR? 2023 to 2026 backtest

XAUEUR long when D1 ADX (14) is above the threshold, tested at five thresholds taken from the feature’s own distribution on XAUEUR 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 2.5 ATR, target 3 R, held overnight, max spread 30 pips, one-minute confirmation 2 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
p10d1_adx > 14.188-1094.7 R / 2828-270.5 R / 1232-4.7221-79.5 R / 399Active, net negative
p25d1_adx > 18.996-870.4 R / 2274-222.7 R / 1140-4.0285-68.0 R / 364Active, net negative
p50d1_adx > 26.971-624.9 R / 1517-89.6 R / 717-2.0721-41.7 R / 307No edge shown
p75d1_adx > 34.279-285.7 R / 804-64.2 R / 321-2.2268-42.4 R / 162Active, net negative
p90d1_adx > 44.853-104.3 R / 425+4.6 R / 410.4988+7.4 R / 13No 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

d1_adx > 14.188 (p10)

Honesty panelActive, net negative

Traded 1232 times out of sample, net negative beyond chance (-270.5 R, -0.220 R per trade, t = -4.7); still active in the last quarter (-79.5 R over 399 trades).

In sample
2023-09-30 to 2025-11-05
-1094.7 R
2828 trades · 31% wins
-0.387 R per trade · t = -12.1, beyond chance
about 78 trades to confirm this mean (-0.387 R per trade) at t = -2 · shown: 2828
spread 0.364 R per trade
Out of sample
2025-11-05 to 2026-09-30
-270.5 R
1232 trades · 30% wins
-0.220 R per trade · t = -4.7, beyond chance
about 221 trades to confirm this mean (-0.220 R per trade) at t = -2 · shown: 1232
spread 0.118 R per trade
Last quarter
last 91 days of the window
-79.5 R
399 trades · 30% wins
-0.199 R per trade · t = -2.4, beyond chance
about 276 trades to confirm this mean (-0.199 R per trade) at t = -2 · shown: 399
spread 0.116 R per trade
Costs. Spread 0.289 R per trade at 1.25 times the bar’s minimum; 706 fills in measured hot hours (01:00 at 2.9 times). Fill offset 0.14 stop-distances on every entry, measured on 430 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -299.6 R (-0.243 R per trade over 1232 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 4,302 signals placed, 4,060 filled, 242 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 80.0 pips, 2.50 ATR, 24 raised to the 10-pip floor); target 3 R; exits 65% at the stop, 22% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (2,639 bars); max spread 30 pips (35 bars over it); M1 confirmation 2 pips (843 signals rejected).

Monthly R, d1_adx > 14.188 on XAUEUROne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -31.6 R over 133 trades2023-102023-11: -68.8 R over 131 trades2023-12: -50.9 R over 120 trades2024-01: -64.7 R over 157 trades2024-02: -72.5 R over 107 trades2024-03: -4.4 R over 92 trades2024-04: -60.9 R over 163 trades2024-042024-05: -72.2 R over 146 trades2024-06: -70.1 R over 139 trades2024-07: -28.4 R over 143 trades2024-08: -54.8 R over 131 trades2024-09: -40.3 R over 83 trades2024-10: -35.9 R over 129 trades2024-102024-11: -61.8 R over 124 trades2024-12: -81.8 R over 129 trades2025-01: -51.9 R over 109 trades2025-02: -55.8 R over 119 trades2025-03: -14.9 R over 64 trades2025-04: -62.4 R over 148 trades2025-042025-05: -47.9 R over 111 trades2025-06: -1.2 R over 4 trades2025-07: -23.1 R over 68 trades2025-09: -13.7 R over 130 trades2025-10: -18.0 R over 143 trades2025-11: -21.4 R over 119 trades2025-112025-12: -33.2 R over 135 trades2026-01: +6.1 R over 103 trades2026-02: -0.5 R over 89 trades2026-03: -29.8 R over 69 trades2026-04: -39.6 R over 134 trades2026-05: -13.0 R over 63 trades2026-052026-06: -66.3 R over 126 trades2026-07: -35.3 R over 146 trades2026-08: +1.6 R over 141 trades2026-09: -45.8 R over 112 trades+6 R-82 R

d1_adx > 18.996 (p25)

Honesty panelActive, net negative

Traded 1140 times out of sample, net negative beyond chance (-222.7 R, -0.195 R per trade, t = -4.0); still active in the last quarter (-68.0 R over 364 trades).

In sample
2023-09-30 to 2025-11-05
-870.4 R
2274 trades · 31% wins
-0.383 R per trade · t = -10.8, beyond chance
about 79 trades to confirm this mean (-0.383 R per trade) at t = -2 · shown: 2274
spread 0.349 R per trade
Out of sample
2025-11-05 to 2026-09-30
-222.7 R
1140 trades · 31% wins
-0.195 R per trade · t = -4.0, beyond chance
about 285 trades to confirm this mean (-0.195 R per trade) at t = -2 · shown: 1140
spread 0.121 R per trade
Last quarter
last 91 days of the window
-68.0 R
364 trades · 30% wins
-0.187 R per trade · t = -2.1, beyond chance
about 318 trades to confirm this mean (-0.187 R per trade) at t = -2 · shown: 364
spread 0.116 R per trade
Costs. Spread 0.273 R per trade at 1.25 times the bar’s minimum; 600 fills in measured hot hours (01:00 at 2.9 times). Fill offset 0.14 stop-distances on every entry, measured on 430 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -250.3 R (-0.220 R per trade over 1140 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 3,601 signals placed, 3,414 filled, 187 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 83.5 pips, 2.50 ATR, 11 raised to the 10-pip floor); target 3 R; exits 65% at the stop, 22% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (4,820 bars); max spread 30 pips (37 bars over it); M1 confirmation 2 pips (637 signals rejected).

Monthly R, d1_adx > 18.996 on XAUEUROne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -31.6 R over 133 trades2023-102023-11: -68.8 R over 107 trades2023-12: -50.9 R over 120 trades2024-01: -54.8 R over 125 trades2024-02: -29.6 R over 28 trades2024-03: -4.3 R over 83 trades2024-04: -60.9 R over 163 trades2024-042024-05: -72.2 R over 146 trades2024-06: -10.0 R over 14 trades2024-07: -9.3 R over 105 trades2024-08: -29.3 R over 79 trades2024-09: -29.6 R over 65 trades2024-10: -35.9 R over 129 trades2024-102024-11: -61.8 R over 124 trades2024-12: -70.3 R over 110 trades2025-01: -45.5 R over 79 trades2025-02: -55.8 R over 119 trades2025-03: -14.9 R over 64 trades2025-04: -62.4 R over 148 trades2025-042025-05: -25.5 R over 60 trades2025-09: -22.2 R over 125 trades2025-10: -18.0 R over 143 trades2025-11: -21.4 R over 119 trades2025-12: -33.2 R over 135 trades2026-01: +6.1 R over 103 trades2026-012026-02: -3.6 R over 83 trades2026-03: -4.2 R over 35 trades2026-04: -39.6 R over 134 trades2026-05: -3.8 R over 51 trades2026-06: -61.8 R over 121 trades2026-07: -35.3 R over 146 trades2026-072026-08: +1.6 R over 141 trades2026-09: -34.2 R over 77 trades+6 R-72 R

d1_adx > 26.971 (p50)

Honesty panelNo edge shown

No edge shown out of sample: -89.6 R over 717 trades is -0.125 R per trade, within what chance produces (t = -2.0); about 721 trades would be needed to confirm this mean at t = -2, shown: 717.

In sample
2023-09-30 to 2025-11-05
-624.9 R
1517 trades · 30% wins
-0.412 R per trade · t = -9.7, beyond chance
about 65 trades to confirm this mean (-0.412 R per trade) at t = -2 · shown: 1517
spread 0.339 R per trade
Out of sample
2025-11-05 to 2026-09-30
-89.6 R
717 trades · 32% wins
-0.125 R per trade · t = -2.0, within chance
about 721 trades to confirm this mean (-0.125 R per trade) at t = -2 · shown: 717
spread 0.116 R per trade
Last quarter
last 91 days of the window
-41.7 R
307 trades · 31% wins
-0.136 R per trade · t = -1.4, within chance
about 614 trades to confirm this mean (-0.136 R per trade) at t = -2 · shown: 307
spread 0.115 R per trade
Costs. Spread 0.268 R per trade at 1.25 times the bar’s minimum; 409 fills in measured hot hours (01:00 at 2.9 times). Fill offset 0.14 stop-distances on every entry, measured on 430 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -106.3 R (-0.148 R per trade over 717 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 2,352 signals placed, 2,234 filled, 118 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 86.4 pips, 2.50 ATR, 8 raised to the 10-pip floor); target 3 R; exits 65% at the stop, 21% at the target, 13% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (8,310 bars); max spread 30 pips (86 bars over it); M1 confirmation 2 pips (403 signals rejected).

Monthly R, d1_adx > 26.971 on XAUEUROne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -39.8 R over 117 trades2023-102023-11: -56.5 R over 56 trades2023-12: -45.6 R over 87 trades2024-01: -29.2 R over 73 trades2024-03: -7.9 R over 56 trades2024-04: -60.9 R over 163 trades2024-05: -54.0 R over 119 trades2024-052024-07: -13.0 R over 66 trades2024-08: -7.6 R over 11 trades2024-09: -13.4 R over 14 trades2024-10: -35.9 R over 129 trades2024-11: -61.8 R over 124 trades2024-12: -22.0 R over 26 trades2024-122025-01: -12.8 R over 12 trades2025-02: -55.8 R over 119 trades2025-03: -26.6 R over 30 trades2025-04: -39.8 R over 62 trades2025-09: -17.7 R over 105 trades2025-10: -18.0 R over 143 trades2025-102025-11: -15.0 R over 85 trades2025-12: -14.0 R over 55 trades2026-01: +6.1 R over 103 trades2026-02: -0.3 R over 40 trades2026-03: +10.0 R over 14 trades2026-04: -7.6 R over 42 trades2026-042026-06: -33.8 R over 76 trades2026-07: -35.3 R over 146 trades2026-08: +1.6 R over 141 trades2026-09: -8.0 R over 20 trades+10 R-62 R

d1_adx > 34.279 (p75)

Honesty panelActive, net negative

Traded 321 times out of sample, net negative beyond chance (-64.2 R, -0.200 R per trade, t = -2.2); still active in the last quarter (-42.4 R over 162 trades).

In sample
2023-09-30 to 2025-11-05
-285.7 R
804 trades · 30% wins
-0.355 R per trade · t = -6.0, beyond chance
about 90 trades to confirm this mean (-0.355 R per trade) at t = -2 · shown: 804
spread 0.303 R per trade
Out of sample
2025-11-05 to 2026-09-30
-64.2 R
321 trades · 30% wins
-0.200 R per trade · t = -2.2, beyond chance
about 268 trades to confirm this mean (-0.200 R per trade) at t = -2 · shown: 321
spread 0.105 R per trade
Last quarter
last 91 days of the window
-42.4 R
162 trades · 28% wins
-0.262 R per trade · t = -2.1, beyond chance
about 154 trades to confirm this mean (-0.262 R per trade) at t = -2 · shown: 162
spread 0.117 R per trade
Costs. Spread 0.247 R per trade at 1.25 times the bar’s minimum; 198 fills in measured hot hours (01:00 at 2.9 times). Fill offset 0.14 stop-distances on every entry, measured on 430 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read -71.0 R (-0.221 R per trade over 321 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 1,169 signals placed, 1,125 filled, 44 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 96.1 pips, 2.50 ATR); target 3 R; exits 66% at the stop, 21% at the target, 12% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (11,899 bars); max spread 30 pips (95 bars over it); M1 confirmation 2 pips (178 signals rejected).

Monthly R, d1_adx > 34.279 on XAUEUROne bar per month: the R earned that month; the held-out months in the full colour.2023-10: -7.3 R over 40 trades2023-102023-11: -20.6 R over 24 trades2024-01: -13.7 R over 18 trades2024-03: -5.9 R over 42 trades2024-04: -60.9 R over 163 trades2024-05: -15.4 R over 50 trades2024-07: -9.9 R over 8 trades2024-072024-10: -7.4 R over 68 trades2024-11: -45.1 R over 54 trades2025-02: -52.4 R over 98 trades2025-03: -1.7 R over 2 trades2025-09: -20.5 R over 89 trades2025-10: -18.0 R over 143 trades2025-102025-11: -7.8 R over 26 trades2025-12: -11.4 R over 22 trades2026-01: +16.2 R over 45 trades2026-02: -1.5 R over 28 trades2026-06: -24.1 R over 43 trades2026-07: -35.3 R over 146 trades2026-072026-08: -7.1 R over 16 trades+16 R-61 R

d1_adx > 44.853 (p90)

Honesty panelNo edge shown

No edge shown out of sample: 41 trades, below the floor of 100.

In sample
2023-09-30 to 2025-11-05
-104.3 R
425 trades · 31% wins
-0.245 R per trade · t = -2.9, beyond chance
about 197 trades to confirm this mean (-0.245 R per trade) at t = -2 · shown: 425
spread 0.223 R per trade
Out of sample
2025-11-05 to 2026-09-30
+4.6 R
41 trades · 39% wins
+0.112 R per trade · 41 of the 100 trades needed for a verdict
about 988 trades to confirm this mean (+0.112 R per trade) at t = 2 · shown: 41
spread 0.059 R per trade
Last quarter
last 91 days of the window
+7.4 R
13 trades · 54% wins
+0.572 R per trade · t = 1.1, within chance
about 46 trades to confirm this mean (+0.572 R per trade) at t = 2 · shown: 13
spread 0.135 R per trade
Costs. Spread 0.209 R per trade at 1.25 times the bar’s minimum; 79 fills in measured hot hours (01:00 at 2.9 times). Fill offset 0.14 stop-distances on every entry, measured on 430 demo fills. At 1.5 times the bar’s minimum the out-of-sample figure would read +4.1 R (+0.100 R per trade over 41 trades).

Entry: stop order 2 pips past the signal close, cancelled after 4 bars; 483 signals placed, 466 filled, 17 expired; trigger state, an entry on every bar the conditions hold while flat.

Exit: stop 2.5 ATR (mean 110.7 pips, 2.50 ATR); target 3 R; exits 66% at the stop, 23% at the target, 11% at the day end.

Filters: signals on every weekday; no entries 22:00 to 01:00 broker time (14,130 bars); max spread 30 pips (96 bars over it); M1 confirmation 2 pips (74 signals rejected).

Monthly R, d1_adx > 44.853 on XAUEUROne bar per month: the R earned that month; the held-out months in the full colour.2024-03: +8.0 R over 17 trades2024-032024-04: -60.9 R over 163 trades2024-05: -12.0 R over 26 trades2024-10: -13.2 R over 30 trades2024-11: -13.3 R over 22 trades2025-09: +5.2 R over 24 trades2025-10: -18.0 R over 143 trades2025-102026-01: +0.9 R over 20 trades2026-02: -3.7 R over 8 trades2026-07: +7.4 R over 13 trades+8 R-61 R

What d1_adx measures

D1 ADX (14) (index), on D1 bars. ADX(14) of the last completed daily bar.

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.