Goto Day Verification Report Part 2
It’s almost Friday’s Gotō day soon!
As I mentioned in my previous post,
in Gotō day trading, it may be well known,
Fridays seem to have the highest edge.
Previous article -Gotō Day Verification Report
https://www.gogojungle.co.jp/mypage/display/navi/article/100637
Last time it was by day of week, so this time I collected data by specific dates.
Period : 2007/1/1～2025/7/10
Currency pair 一：USDJPY
Date ：3rd–31st
Time : 00:01 Long entry 09:54 exit
SL : 40 pips
Regarding advance Gotō days, since each instance has few trades
the variance may be large, but looking at the total
the edge seems to have slightly declined, I think.
Also, as expected,
at the beginning and end of the month, the edge appears to fall compared with 8th–25th.
Below are the backtesting results.
【Results】
Day 3: (Because it’s an advance Gotō day, Friday)
Number of trades 31
Profit Factor0.87
Day 4: (Because it’s an advance Gotō day, Friday)
Number of trades 33
Profit Factor1.22
Day 5:
Number of trades 127
Profit Factor1.31
Day 8: (Because it’s an advance Gotō day, Friday)
Number of trades 32
Profit Factor1.59
Day 9: (Because it’s an advance Gotō day, Friday)
Number of trades 32
Profit Factor2.48
Day 10:
Number of trades 128
Profit Factor2.24
Day 13: (Because it’s an advance Gotō day, Friday)
Number of trades 33
Profit Factor1.68
Day 14: (Because it’s an advance Gotō day, Friday)
Number of trades 31
Profit Factor1.17
Day 15:
Number of trades 127
Profit Factor1.88
Day 18: (Because it’s an advance Gotō day, Friday)
Number of trades 31
Profit Factor1.11
Day 19: (Because it’s an advance Gotō day, Friday)
Number of trades 30
Profit Factor1.58
Day 20:
Number of trades 128
Profit Factor2.01
Day 23: (Because it’s an advance Gotō day, Friday)
Number of trades 32
Profit Factor1.79
Day 24: (Because it’s an advance Gotō day, Friday)
Number of trades 31
Profit Factor0.63
Day 25:
Number of trades 127
Profit Factor1.66
Day 28: (Because it’s an advance Gotō day, Friday)
Number of trades 31
Profit Factor1.59
Day 29: (Because it’s an advance Gotō day, Friday)
Number of trades 30
Profit Factor0.37
Day 30:
Number of trades 114
Profit Factor0.99
Day 31:
Number of trades 74
Profit Factor0.74
I will also attach an image for the 10 days that seem to perform the best.
【Day 10】
So far I have been testing Gotō days with long positions, but
next time I plan to test a short USD/JPY starting at 9:55. (Is Tuesday unusually bad?)
Additionally, based on the results obtained up to this point, I plan to update the following EA.
Anomaly Technical
https://www.gogojungle.co.jp/systemtrade/fx/65809