Free research · Break of structure (BOS) and change of character (CHoCH)

Break of Structure and Change of Character on Gold: What 9 Years of XAUUSD Show

Short answer: across 72 versions on the 15-minute, 1-hour and 4-hour charts, 1 lost reliably and 1 passed our bar, and that one's return beyond gold's own rise is uneven across the years (breakdown below). We treat it as unproven.

Tested onGold (XAUUSD)
DataJanuary 2017 to September 2026 (9 years 8 months)
Rule versions tested72
Win rate we measured (after costs)48.4% over 2774 trades (M15 bullish → buy, the biggest sample)Across every chart in the main table: lowest 43.2% on H1 bearish → sell (648 trades), highest 55.1% on H4 bullish → buy (198 trades). Winning more often is not the same as making money; the tables below show both.

Short answer: across 72 versions on the 15-minute, 1-hour and 4-hour charts, 1 lost reliably and 1 passed our bar, and that one's return beyond gold's own rise is uneven across the years (breakdown below). We treat it as unproven.

We also tried to extend this test to all eight timeframes (1-minute to weekly). That run's random-series check raised one false alarm, so by the rule we set before running it, that run does not count. We are not reporting its numbers as results, and we will not re-run the check until it passes.

Read this first, what this test can and cannot tell you

What we tested

Swing points with 5 candles each side (and a wider 50-candle version). The first close beyond the latest unbroken swing is a break: a CHoCH if the trend was the other way, otherwise a BOS. Buy on bullish breaks, sell on bearish ones, at the next open; exits after 4, 12 or 24 candles. Charts: M15, H1, H4.

Results (5-candle swings, exit after 12 candles)

Chart Label Direction Trades Win rate Average per trade (bp, after spread) Verdict
M15 BOS bullish → buy 2581 47.8% +0.76 no edge (not significant)
M15 BOS bearish → sell 2219 43.9% -0.31 no edge (not significant)
M15 CHoCH bullish → buy 2774 48.4% -0.80 no edge (not significant)
M15 CHoCH bearish → sell 2773 45.4% -2.71 no edge (not significant)
H1 BOS bullish → buy 680 50.7% +5.73 no edge (not significant)
H1 BOS bearish → sell 527 47.8% +3.42 no edge (not significant)
H1 CHoCH bullish → buy 651 50.5% +4.00 no edge (not significant)
H1 CHoCH bearish → sell 648 43.2% -4.63 no edge (not significant)
H4 BOS bullish → buy 198 55.1% +19.45 too few trades to judge
H4 BOS bearish → sell 149 48.3% -3.62 too few trades to judge
H4 CHoCH bullish → buy 183 53.0% +10.60 too few trades to judge
H4 CHoCH bearish → sell 183 46.4% +1.65 too few trades to judge

The one version that passed, and why we don't trust it yet

Buying a bullish BOS on the 1-hour chart and exiting after 24 candles: 533 trades, 55.2% winners, +14.69 bp per trade after spread (t +3.45). Year by year:

Year Trades Win rate Average per trade (bp, after spread)
2017 49 55% -0.97
2018 44 55% +6.66
2019 57 51% +3.10
2020 61 67% +32.33
2021 55 44% +0.42
2022 52 48% +4.89
2023 53 58% +13.77
2024 56 57% +5.05
2025 65 66% +46.98
2026 41 44% +26.60

Its return beyond gold's own rise, by period (bp per trade): 2017-19 +0.4 (150 trades), 2020-22 +11.4 (168 trades), 2023-24 +2.5 (109 trades), 2025-26 +27.5 (106 trades). In the stricter eight-timeframe accounting it would not clear the bar (t 3.45 against 3.65).

The one that loses

M15 CHoCH sell, exit after 4 candles: 2785 trades, 41.9% winners, -2.38 bp per trade, negative in 10/10 years.

How we tested

Think we got it wrong? Show us. Send your rules, your data source and your result (form fields: your definition · timeframe · data source and dates · costs you charged · your result and sample size · a link or file). If your test holds up, we publish the correction on this page, dated, with your name if you want it.

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