GC EMA Ribbon Pullback (B3_01)
Trend continuation: waits for a pullback to the middle EMA of a stacked 8/21/55 EMA ribbon, then trades the reclaim.
Last validated: 2026-10-16 (baseline; weekly cadence starts after launch) · Validation status: Flagged — Single-timeframe; PF barely above the bar; year 1 loss; does not help any stack.
1 full-size GC contract ($100 per $1). Test window 2024-09-23 to 2026-09-23 (2 years). Slippage 4 ticks per order, $2.50 commission per contract per side ($5 round trip); $100k account. 4-tick slippage per side = NQ $20, ES $50, GC $40 before commission.
Plain-English rules
- Market
- COMEX Gold (GC)
- Timeframe
- 30m — 30m only — 5m/15m/1h fail
- Direction
- Long & short, up to 3 trades/day
- Style
- Trend following
- Frequency
- about 146 trades a year; the 05:30 PT bar is the most common entry
- In stacks
- —
- Long when the 8, 21 and 55 EMAs are stacked bullishly, the bar's low touched the EMA(21) (within 0.30× ATR) and the close is back above it on an up candle; short is the mirror. In the list: 141 longs (+$8,555) and 145 shorts (+$36,885).
- Shared GC day-session template: COMEX session 05:20–10:30 PT (08:20–13:30 ET); entries 05:25–09:30 PT, everything flat by 10:30 PT; long and short; ADX(14) ≥ 16 with DI agreeing and ATR ≥ $1; initial stop 1.5×ATR (clamped $2.50–$10.00), profit target at 1.5× the stop distance, trailing stop 2.2×ATR, no opposite-signal exit; up to 3 trades a day, one at a time.
- Exits in the list: 100 long-exit signals, 112 short-exit signals, 74 flattens. Average hold about 1.9 hours.
Summary of the rules. The full parameter-level rules document is delivered to subscribers (documents only — no code).
Equity curve & drawdown
Year-by-year
| Period | Net | PF | Trades |
|---|---|---|---|
| Year 1 (exits to 2025-08-31) | -$2,920 | 0.95 | 128 |
| Year 2 (from 2025-09-01) | $48,360 | 1.51 | 158 |
106% of the 2-year profit came in year 2. Year 1 = exits 2024-09-23 to 2025-09-22; year 2 = exits 2025-09-23 to 2026-09-23 (saved trade list clipped to the window: 286 trades, +$45,440, PF 1.30; closed-trade DD $9,105). Per TV4REAL's NQ/GC stack files.
Recent form
Last 3 months (exits 2026-06-24 to 2026-09-23): 45 trades, +$8,625, PF 1.36.
Robustness
Robustness checks not run. Only 30m passes.
Other timeframes
| Timeframe | Net | PF | Win % | Trades | Max DD | Result |
|---|---|---|---|---|---|---|
| 1h | +$6,045 | 1.06 | — | — | $23,052.50 | fails |
| 15m | +$715 | 1.00 | — | — | $41,762.50 | fails |
| 5m | −$41,870 | 0.92 | — | — | — | loses |
Flags for this strategy
- FRAGILE (Tier B). PF 1.316 is only 0.016 above the 1.30 bar; year 1 lost $2,920 (PF 0.95).
- Single timeframe (30m only).
- About 80% of profit comes from shorts.
- G5 never improves a stack: all 16 of the 57 GC subsets that break the $15k drawdown cap contain G5, and every set containing it has year-1 PF of 1.02 or lower. It is NOT in the GC Stack.
- Headline is the ladder run (291 trades, +$47,345); the exported list has 286 trades, +$45,440, PF 1.30 because it starts 2024-10-03 (5 early trades missing).