ValthorLabs

Research Note

XRM5 historical candidate selection.

Review of successive Router RC iterations and the decision to freeze one historical candidate for monitored demo observation, without exposing entry logic or execution parameters.

SystemXRM5
StatusDemo eligible / not forward verified
Last updated6 Jul 2026
Evidence typeHistorical replay and Monte Carlo review

Hypothesis

Removing unstable candidate branches can improve the full historical profile without increasing the system risk setting.

Test Environment

XAUUSD-focused MetaTrader 5 historical replay environment covering 2022 to May 2026. Safe RC, No Compression and the selected candidate were compared over the same declared range.

Dataset And Periods

The selected candidate contains 50 saved closed positions from 2023 to May 2026. The completed 2022 test produced no qualifying trades; 2026 covers January to May only.

Evidence

PeriodObservationDecision Weight
Safe RC108 trades, +14.778R, PF 1.308 and 12.745R maximum closed-trade drawdown.Reference only
No Compression66 trades, +24.914R, PF 2.044 and 5.065R maximum closed-trade drawdown.Improved candidate
Selected candidate50 trades, +27.028R, PF 2.796 and 3.373R maximum closed-trade drawdown.Freeze for demo

Limitations

The results are hypothetical historical evidence. Closed-trade drawdown excludes potentially deeper intratrade equity drawdown, 2026 is a partial year, and broker execution differences remain unresolved.

Decision

Freeze the selected configuration at unchanged risk and move it to monitored demo observation. No forward or live performance conclusion is available yet.