KEEPER FILTER

Session Timing Filter on XAUUSD — London–NY Overlap Only

Not all hours are equal. This experiment tested whether restricting entries to the highest-volume window improves results — and it did, meaningfully, by trading less.

Trades/month
-38%
PF gain
+10%
Max drawdown
-3.1%
Folds passed
26 / 32

The test

Take the same setups, but only during the London–New York overlap (07:00–15:00 GMT) when gold volume and directional conviction are highest. Everything else about the strategy is unchanged.

The result

Trade frequency dropped 38%, but profit factor rose from 1.22 to 1.35 and max drawdown fell to -3.1%. 26 of 32 folds passed. Fewer, better trades — the recurring theme of the whole course.

Why it works

Outside the overlap, gold often drifts in thin, mean-reverting chop that punishes breakout and sweep entries. The overlap concentrates the real institutional flow, so the same signal has a much higher hit rate when it's confirmed by volume context.

The takeaway

Volume context is non-trivial. A filter that removes a third of your trades and improves every metric is one of the best trades you can make — because the trades it removes are the ones with negative expectancy.

Want the EA and the full walk-forward dataset?
The free pack includes the MIDAS EA (30-day trial + unlimited backtesting) and Module 0. The full course ships all 8 experiments, the 32-fold dataset, and the production MQL5 source. Get the Free Pack →

FAQ

What is the best time to trade gold?
In our test the London–New York overlap (07:00–15:00 GMT) was clearly best — restricting to it raised profit factor from 1.22 to 1.35 while cutting drawdown.
Does a session filter improve a trading strategy?
Yes — filtering to the high-volume overlap improved every metric in our walk-forward test despite cutting trade frequency 38%.