Gold 15-minute: fade unusually strong intraday moves (US hours)
Tested the poster's open question on 15-minute gold in US hours, spread included: after a one-hour move beyond 2.5 ATR, fade it or follow it. Fading lost 11% over five years and following lost 8%. The best tuned versions made under 1% on six unseen months from 23 trades or fewer: no reliable edge either way.
From r/Daytrading. The idea, in our words: The poster's open question: do unusually strong intraday gold moves reverse? Built as: on 15-minute XAU/USD in US hours, when the last hour moved more than 2.5 ATR, trade against it. 1.5 ATR stop, 2 ATR trailing stop, no fixed target, out within 180 minutes, no overnight.
no edgeAs posted · the rules as described (see what we assumed below)
Optimized: best settings Quant Core found · last months held back as unseen data
Improved: follow the strong move instead of fading it
We then tried 8 changes a quant would test first (640 settings in all) and kept the best on past data only. The held-back months played no part in choosing it. It did not hold up on the unseen months.
Ideas tried for this post
Each idea was tuned on past data only, then run on the held-back months (£ won per £1 lost).
| Idea | Tuning months | Unseen months |
| follow the strong move instead of fading it | +6.4% · £1.84 | -1.1% · £0.21 · 7 trades |
| fade only in the first 90 minutes after the New York open | +3.1% · £1.21 | +0.6% · £1.56 · 17 trades |
What we had to assume
- Strong move = the close-to-close move over the last 4 bars (1 hour) beyond 2.5 x ATR(14)
- US hours = 9:30 to 15:00 New York for entries
- Spot gold CFD with its real spread, not Hyperliquid's 0.18% taker fee
- Exit: ATR trailing stop (as the post uses), forced out after 12 bars (180 minutes)
A different reading of the rules could give a different result.
Backtested with the StratOS optimizer on historical data, with spread and costs charged, and the most recent months held back as unseen data. A backtest is not a forecast, and nothing here is investment advice.