The short answer
Being late made no difference until the move was very extended. Entries after a break had run 1 to 5 times the average M15 range did about as well as entries at a fresh break and as random entries (-0.06R to -0.10R a trade for all three, after costs). Only entries more than 5 times the average range past the level were clearly worse (-0.36R). In other words, 'too late' was not a reason to skip a trade, but no breakout entry, early or late, beat chance either.
What we tested
- Markets
- XAUUSD (gold), EURUSD, GBPUSD, USDJPY, US500, US100
- Period
- Year 1 and year 2
- At the first M15 close where an active structure break was fresh (0.5-1 average range, under 2 of extension) and the first where it was extended, enter in the break's direction.
- Same stop (1.5 x the M15 average range), 2R target and four-hour limit for every entry, plus random entries for comparison.
Results
| Entry | Year 1 | Year 2 |
|---|---|---|
| Fresh break | -0.074R (n 4,740) | -0.093R (n 4,629) |
| Extended ('too late') | -0.064R (n 3,109) | -0.100R (n 3,083) |
| Random entry | -0.075R | -0.061R |
| Run beyond the level | Trades | Average R |
|---|---|---|
| 2-3 average ranges | 2,207 | -0.109R |
| 3-5 average ranges | 309 | -0.134R |
| More than 5 | 52 | -0.357R |
What it means
- We changed RezSync Algo after this test: the AI no longer holds back only because a move has run, unless it is more than 5 average ranges extended.
Limits of this test
- The very-extended band has only 52 trades.
Frequently asked questions
Should you chase a breakout that has already moved?
In our test, entries after a move had run 1 to 5 average ranges did no worse than fresh-break entries; only moves more than 5 average ranges extended were clearly worse. Neither early nor late entries beat random ones.
How every test on these pages works
- Prices: the broker's own bars from an FTMO cTrader account. Fills are simulated minute by minute on one-minute bars; when one minute touches both the stop and the target, the stop is assumed to fill first.
- Costs: the broker's bid/ask spread measured by hour of day, commission per market, and the broker's own overnight swap rates for anything held past the daily rollover.
- Periods: year 1 = 24 Oct 2024 to 23 Oct 2025, year 2 = 24 Oct 2025 to 24 Oct 2026. Daily rules also use Dec 2020 to Oct 2024 ("2021-24"). Rules are written down before testing and are not tuned on the period that judges them.
- Controls: every rule is compared with entries that have no reason behind them (random sides, random days, or the same rule at fake levels), so a result has to beat chance, not just be positive.
- R is the trade's risk (entry to stop). An average of +0.10R means the average trade made a tenth of what it risked; -0.10R means it lost a tenth.
The full results for the rules RezSync Algo trades, by market and risk profile with every trade downloadable, are in the backtest report.
Related research
Research, not financial advice. These are simulated results on historical prices: they involve no real money, are produced with hindsight of the rules, and past results do not predict future ones. Costs and fills are modelled, and your broker's prices and costs will differ. Trading leveraged products carries a high risk of losing money; test on a demo account first.