System profile / Updated 6 July 2026
XRM5
A regime-aware XAUUSD research system developed for MetaTrader 5. The current work focuses on preserving useful intraday behavior while removing unstable branches, reducing closed-trade drawdown and preparing a frozen candidate for monitored demo observation.
Research thesis
Different gold regimes require different admission rules.
XRM5 does not treat every intraday XAUUSD condition as interchangeable. It separates market-state classification, candidate selection, portfolio arbitration, risk control and execution so that weak branches can be rejected without rewriting the whole system.
Current research question
Can the improved historical profile survive unseen demo data?
The latest candidate passed the declared historical and Monte Carlo gates at unchanged risk. That permits a monitored demo stage, but it does not create a verified forward record and does not justify higher risk or a commercial release.
Current candidate
A smaller and more selective Router RC.
The selected build removes an unstable compression branch and one weak directional confirmation path. Core risk settings remain unchanged. Internal thresholds, entry rules and source code are not published.
Market snapshot
Normalizes session state, volatility, spread context and directional conditions before a strategy is considered.
Strategy router
Allows only eligible research modules to submit candidates. A weak module can be disabled as one controlled change.
Portfolio arbitration
Resolves competing same-day candidates and prevents a lower-priority setup from overriding stronger portfolio logic.
Risk and execution
Applies position risk, loss constraints and broker-facing execution checks after the research candidate has passed its gates.
Iteration record
Improvement came from removal, not higher risk.
All three Router RC stages cover the same 2022-May 2026 research range. The sequence documents the effect of controlled removals rather than a change in position risk.
| Build | Change | Trades | Total R | PF | Max closed DD | Decision |
|---|---|---|---|---|---|---|
| Safe RC | Reference configuration | 108 | +14.778R | 1.308 | 12.745R | Research only |
| No Compression | Unstable branch disabled | 66 | +24.914R | 2.044 | 5.065R | Improved candidate |
| Selected candidate | Additional weak confirmation path disabled | 50 | +27.028R | 2.796 | 3.373R | Monitored demo eligible |
Validation evidence
Progress documented with real replay data.
Figures are generated from saved XRM5 analysis files and closed-position CSV exports. Results are hypothetical historical evidence, not a live account record.
Open four detailed validation charts
Decision gates
Eligible for observation, not for performance claims.
The latest analysis marks the candidate as demo eligible at current risk. The next stage must collect genuinely unseen execution evidence.
All non-empty periods positive
2023, 2024, 2025 and January-May 2026 finished above zero in the selected replay.
Per-period PF threshold
Each non-empty period met the declared minimum PF of 1.20.
Closed DD constraint
Maximum closed-trade drawdown remained below the declared 8R research limit.
Monte Carlo loss-risk gate
Estimated probability of a non-positive total result remained below 5%.
Monitored demo evidence
No new forward conclusion should be made until an unseen demo sample has accumulated.
Public live record
No live-capital performance record or independently verified track record is presented.
Forward observation log
No unseen demo sample has been published yet.
This register will separate environment readiness, execution observations and closed-trade evidence from the historical replay. Pending fields are intentionally left empty rather than estimated.
Freeze before observation
The candidate version and risk configuration must be recorded before the first eligible demo event.
Record execution context
Broker specification, spread, slippage, rejected orders and operational interruptions remain part of the evidence.
Publish without selection
Weak periods, inactivity and implementation discrepancies will remain visible alongside favourable observations.
Delay conclusions
No profitability or release conclusion will be drawn from an immature sample.
What improved
Cleaner evidence with less drawdown.
- Safe RC total result increased from 14.778R to 27.028R.
- Profit factor increased from 1.308 to 2.796.
- Maximum closed-trade drawdown fell from 12.745R to 3.373R.
- Monte Carlo P(total R at or below zero) fell from 12.322% to 0.062%.
- The final configuration uses fewer trades and unchanged base risk.
What remains unresolved
Historical strength is not forward proof.
- 2022 produced zero qualifying trades; this is a valid completed test, not missing data.
- The 2026 period covers January-May only and is a small sample.
- Closed-trade drawdown does not include potentially deeper intratrade equity drawdown.
- Broker spread, slippage and XAUUSD contract specifications can change outcomes.
- The current candidate still requires monitored demo observation before any release decision.
| Area | Current position | Boundary |
|---|---|---|
| Market | XAUUSD/GOLD intraday research only. | Results should not be generalized to other symbols or asset classes. |
| Platform | MetaTrader 5 automated execution environment. | Symbol suffixes, tick value, stops level and execution model require broker review. |
| Validation | Historical replay, period checks and Monte Carlo gates completed for the selected candidate. | Historical and simulated evidence remains hypothetical. |
| Forward | Candidate is eligible for monitored demo at unchanged risk. | Forward evidence is not yet established. |
| Commercial | No public license or purchase offer. | Release requires additional unseen evidence, documentation and support readiness. |
Optional infrastructure route
RoboForex
Listed only as a compatible MetaTrader 5 route for eligible jurisdictions. XAUUSD symbol specification, execution costs and account conditions must be checked independently.
Check availability
Affiliate link. Availability depends on country of residence and broker verification. EU/EEA/UK residents may proceed only on their own initiative.
Future licensing
Commercial access remains closed.
Compatibility and support requirements can be registered while forward evidence is collected. This is not a purchase path or release commitment.