GC RSI2 COMEX Reclaim (B3_04)
Very short-term dip/spike reclaim in the direction of the trend: RSI(2) recovers from an extreme and the close is on the right side of the 50 EMA.
Last validated: 2026-10-16 (baseline; weekly cadence starts after launch) · Validation status: Pass — Passes the bar; year 1 flat (+$360); 98% of profit came in year 2.
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 — 1h also passes PF/DD (net ÷ DD only 1.6×)
- Direction
- Long & short, up to 3 trades/day
- Style
- Mean reversion
- Frequency
- about 25 trades a year; entries spread across 05:30–09:00 PT
- In stacks
- GC Stack
- Long when RSI(2) crosses back above 10 (oversold reclaim) with the close above the EMA(50); short when RSI(2) crosses back below 90 with the close below the EMA(50). In the list: 21 longs (+$10,155) and 28 shorts (+$10,490).
- 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: 16 long-exit signals, 21 short-exit signals and 12 flattens at 10:30 PT. Average hold about 1.5 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) | $360 | 1.04 | 22 |
| Year 2 (from 2025-09-01) | $20,285 | 3.34 | 27 |
98% 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: 49 trades, +$20,645, PF 2.13; closed-trade DD $4,115). Per TV4REAL's NQ/GC stack files.
Recent form
Last 3 months (exits 2026-06-24 to 2026-09-23): 10 trades, +$6,330, PF 2.94.
Robustness
Robustness checks not run. 30m and (partly) 1h are in the profitable zone; 15m and 5m lose.
Other timeframes
| Timeframe | Net | PF | Win % | Trades | Max DD | Result |
|---|---|---|---|---|---|---|
| 1h | +$9,485 | 1.64 | — | 35 | $5,932 | passes PF/DD/trades; net ÷ DD only 1.6× |
| 15m | −$12,750 | 0.79 | — | 108 | — | loses |
| 5m | −$37,245 | 0.80 | — | 385 | — | loses |
Flags for this strategy
- Year 1 was flat (+$360, PF 1.04): 98% of profit came in year 2.
- Only 49 trades.
- The least overlapping GC strategy — only 16–23% of the cross strategies' entry days are G4 days — which is why it is in the GC Stack.
- The one GC candidate with two timeframes in the profitable zone.