QWLAB Backtest Monitor

Context model using DXY synth, US02Y/US10Y pressure, SPX/NDX/DOW risk, BRN oil stress, BTC/ETH liquidity and XAU momentum. It allows long_only, short_only or none.

Confirmation model. A trade is allowed only when macro_regime_v1 and XAU M15 momentum point in the same direction. Conflicts are blocked as none.

Strict macro model. Only dollar_yield_relief longs and dollar_yield_pressure shorts are allowed. Other regimes are blocked for cleaner attribution.

Dollar impulse model. Keeps dollar/yield relief longs and pressure shorts, and adds selective shorts when DXY rises strongly on both 15m and 60m while yields are not falling hard enough to invalidate dollar pressure.

Experimental DXY-only model. Uses DXY impulse alone without yield confirmation. Raw decisions show directional edge, but trade simulation overtrades and has materially worse drawdown than the default.

Experimental impulse model. Extends dollar_impulse_v1 with early macro_gold_long events when XAU accelerates and DXY/Yields are not opposing the move, intended to capture economic-calendar spike phases earlier.

Yield-shock impulse model. Extends macro_impulse_v2 with selective yield_shock_short states when US yields rise strongly and XAU is not already rallying, intended to catch sessions like 30 June.

Experimental liquidity overlay. Starts from macro_impulse_v2 and adds stateful context for large XAU liquidation drops, local-low rebounds and weak oil/crypto confirmation. It can mark rebound zones as blocked or caution instead of normal dollar/yield relief.

Experimental swing model. Adds DXY-led gold downswings when DXY rises, XAU is falling over 60m and yields are not falling hard enough to end the swing. Relief longs require stronger reversal confirmation.

Entry model. Uses macro_dollar_yield_only_v1 as directional bias and only allows trades when short-term XAU price action confirms with a reclaim/breakout for longs or rejection/breakdown for shorts.

Technical entry filter. Starts from entry_v1, then blocks RSI/ATR overextension near 4h range extremes and applies same-direction cooldown to avoid chasing news liquidation spikes.

Current test entry. Uses macro_dollar_impulse_v1, so strong DXY shorts are allowed even when yields are falling mildly, then applies the same XAU trigger and overextension filter as entry_v2.

Current default entry. Starts from entry_v3 and blocks shorts during oil-shock conditions when BRN is up at least 0.75% over 60m, because those shorts showed adverse forward movement in XAU.

Experimental swing entry. Trades macro_swing_v1 with a 20 minute same-direction cooldown. It reduces drawdown in the 22-25 June swing window but is too selective for the full sample.

Experimental density filter. Keeps entry_v4 direction logic but adds a 20 minute same-direction cooldown. It reduces the 22-25 June loss cluster, but cuts too much profitable trade flow.

Current default entry. Starts from entry_v4 and blocks late spike longs when RSI, 60m move and 4h range position are stretched. It also blocks weak dollar/yield pressure shorts when DXY15 and XAU60 do not confirm.

Experimental news impulse entry. Trades macro_impulse_v2 and allows early macro_gold_long entries before full dollar/yield relief confirmation. It captures 1 July well, but is not default because it overtrades weak early longs on the full sample.

News entry baseline. Starts from entry_v7 and adds high-impact US news windows for strict news breakouts: DXY and yields must turn with the XAU breakout near the range high.

News breakout entry. Extends entry_v9 with one event-limited breakout continuation when high-impact US news flips into hard dollar/yield relief. It is designed for spikes like 2 July without allowing repeated late buys at the top.

Baseline default entry. Extends entry_v10 with a liquidation-rebound block for non-news dollar/yield relief longs when XAU has already rebounded strongly but oil and crypto remain under liquidation pressure.

Experimental liquidity-regime entry. Trades macro_liquidity_v1 directly. It reduces drawdown and blocks the 24 June liquidity-rebound cluster structurally, but is currently too selective for full-sample net profit.

Baseline event-exhaustion entry. Extends entry_v11 with a late-breakdown short block when XAU is already deeply sold off near the lower 4h range after a large 60m drop, preventing repeated shorts into event exhaustion.

Macro-chop baseline. Extends entry_v13 with a macro-chop lockout: after repeated long/short regime flips inside 8 hours, entries are blocked unless XAU shows a clear directional impulse. This is designed for 22 June style DXY/Yield zigzag.

Previous baseline entry. Extends entry_v14 with a late relief-long block: after XAU has already moved strongly into the upper 4h range, new longs are blocked when DXY/Yield relief is no longer fresh enough. This targets the 12 June late-entry cluster.

Conservative reference entry. Trades macro_impulse_v3 and adds M1/M5/M15 EMA structure filters, pre-news weak-short blocking, and late spike continuation blocks to reduce peak entries while keeping the first news impulse entries.

Experimental oil inverse layer. Starts from entry_v16 and permits oil-shock shorts only when BRN and XAU show strong inverse 60m correlation and opposite minute flow. Current test is not default because the extra oil-inverse trades reduce net profit.

Experimental event-density filter. Starts from entry_v16 and limits repeated same-direction entries inside one high-impact US news window unless price pulls back toward the M5 EMA9. Current test is not default because it cuts too many profitable continuation trades, especially in July spike windows.

Current risk-adjusted entry. Starts from entry_v16 and may boost or allow one confirmed news-window entry when news_event_basket_v1 confidence is at least 0.70 and DXY plus US yields confirm the basket direction without lookahead.

Experimental DXY-only entry. Applies the normal XAU trigger and overextension filter to macro_dxy_only_v1. It catches some DXY-led moves earlier, but produces too many regime-flip exits.

Experimental event entry. Tests short-hold oil-shock longs only when BRN and XAU are already moving up. Current evidence is weak, so it is documented as an experiment rather than the default.

Monetary simulation. Trades entry_v1 with M15 ATR stop, fixed RR take profit, spread-aware bid/ask entry and normalized risk per trade.

Scale-out simulation. Uses ATR3 stop, TP1 closes 30% at 1R, TP2 closes 30% at 2R, break-even is activated at the tested R threshold and the remaining 40% runs with walking trailing logic.

Soft-TP simulation. Uses ATR3 stop, BE at 0.8R, TP1 closes 30% at 1R, soft-TP at 2R keeps the remaining 70% open and activates a 1R trailing stop.

Current risk-adjusted favorite. Keeps the same ATR SL and Soft-TP exits, but scales dollar risk by entry confidence. Active profile uses base 250, min 150, max 400 and confidence floor 0.55.

Experimental dynamic-exit simulation. Adds an early dead-trade exit after 45 minutes below 0.5R MFE and replaces the fixed runner trail after soft-TP with a volatility-aware M5 ATR trail. Current test is not default because the dead-trade exit removes too many slow winners.

Soft-TP plus macro invalidation and day stop. Uses the soft-TP rules, exits early when the macro dollar/yield regime flips to the opposite trade direction, and stops taking new entries for a UTC day after 3 stop-loss exits.