Gotō Day Verification Report
Gōtō day will be here soon on 9/25 (Thu).
I previously wrote about the differences in the advantages of Gōtō days in this article.
This time, only the day of the week, but
we took a backtest and verified it.
Previous article -Gōtō day is also advantageous depending on the conditions
https://www.gogojungle.co.jp/finance/navi/articles/99101
First, the test conditions,
Period: 2007/1/1～2025/7/10
Currency pair: USDJPY
Date: 10th, 15th, 20th, 25th(Earlier Gōtō days are not included here; they are verified separately below)
Time: 00:01 Long entry, 09:54 settlement
SL: 40 pips
With these conditions, we backtested the days of Tuesday through Friday.
【Results】
Tuesday:
Number of trades: 128
Profit factor1.63
Wednesday:
Number of trades: 127
Profit factor1.63
Thursday:
Number of trades: 127
Profit factor2.03
Friday:
Number of trades: 128
Profit factor2.52
As expected,Friday had the best performance.
Since earlier Gōtō days were not included here,
we also verified only the earlier Gōtō days. (Naturally, it becomes Friday)
Test period remains the same: 2007/1/1～2025/7/10
Time: 00:01 Long entry, 09:54 settlement
SL: 40 pips
Only earlier Gōtō days (Friday) : (8, 9, 13, 14, 18, 19, 23, 24)
Number of trades: 252
Profit factor1.42
As expected,early Gōtō days tend to perform slightly worse.
Perhaps because when it is an early Gōtō day, some people do not recognize it as a Gōtō day,
Even though it is Friday, the result was lower than other days.
Also, although it was generally understood that Tue-Thu-Fri performed well,
looking at the results this time,
Tuesday did not look bad in terms of profit factor.
In terms of profit, it seems that Tue < Wed.
(Backtest results are pasted below)
Note: 00:01–09:54, so Monday cannot be tested
Next time, I plan to backtest by specific dates.
Also, with the results obtained this time, I will re-test the EA below to see
If the performance improves, I will consider updating it in the future.
Anomaly Technical
https://www.gogojungle.co.jp/systemtrade/fx/65809
Finally, I will paste the results of the backtests I conducted in one place m(_ _)m
[Tuesday]
[Wednesday]
[Thursday]
[Friday]
[Earlier Gōtō day (Friday)]
Thank you for reading until the end.