Gōtō Date Verification Report Part 4
Today is a Goto day on the 30th, right!
As I wrote in the previous article,
this time is from 9:55 for a USDJPY short trade,
divided by date, by the first half and second half of the month, and by day of the weekI will write a verification article for these.
Previous article - Goto Day Verification Report, Part 3
https://www.gogojungle.co.jp/finance/navi/articles/102457
First, I will present the results by day.
Period : 2007/1/1～2025/7/10
Currency pair : USDJPY
Dates : 5, 10, 15, 20, 25, 30 days
Time : 09:55 Short entry 14:59 Close
SL : 40 pips
【Result】
5th day:
Number of trades 159
Profit factor1.42
10th day:
Number of trades 158
Profit factor0.82
15th day:
Number of trades 157
Profit factor1.24
20th day:
Number of trades 159
Profit factor1.89
25th day:
Number of trades 156
Profit factor1.85
30th day:
Number of trades 146
Profit factor2.43
This is as expected, but after the 20th, the USDJPY short seems to perform better!
Especially the 30th day seems to have very good results.
From here, I divided into the early half of the month (days 5, 10, 15) and the late half (days 20, 25, 30),
and collected weekday-by-weekday data.(Time, SL, etc. conditions are the same as the date-by-date verification)
Because it’s by weekday, the number of trades is smaller, so there may be larger fluctuations.
【Results】
5, 10, 15 days _ Monday：
Number of trades 93
Profit factor1.12
5, 10, 15 days _ Tuesday：
Number of trades 97
Profit factor0.99
5, 10, 15 days _ Wednesday：
Number of trades 93
Profit factor1.18
5, 10, 15 days _ Thursday：
Number of trades 97
Profit factor1.12
5, 10, 15 days _ Friday：
Number of trades 94
Profit factor1.27
20, 25, 30 days _ Monday：
Number of trades 94
Profit factor3.48
20, 25, 30 days _ Tuesday：
Number of trades 90
Profit factor1.70
20, 25, 30 days _ Wednesday：
Number of trades 95
Profit factor1.48
20, 25, 30 days _ Thursday：
Number of trades 89
Profit factor2.40
20, 25, 30 days _ Friday：
Number of trades 93
Profit factor1.76
Because the number of trades is small, the confidence is lower, but Mondays in the late month seem to perform quite well.
In the previous article, data by weekday was shown for the 5, 10, 15, 20, 25, 30 days, but
the reason Mondays were the best in this analysis as well
seems to be pulled by the late-month performance.
In summary, what is clearly evident is
From 9:55 at the Goto time, USDJPY short tends to be stronger in the late half of the month.
(This may be well known, though...)
This is likely more influenced by the end-of-month anomaly than by the Goto day itself.
Therefore, next time I would like to step away a bit from Goto days and investigate the end-of-month anomaly
by date and by day of the week.
Also, although the number of trials is small, if Mondays have performed this well,
there may be reasons to be optimistic.
By accumulating such verifications,the following EA isbeing created.
Today, Thursday the 30th, there is also a plan to enter around 9:54–9:55.
If you don’t mind, I would be glad if you could pay attention.
Anomaly Technical
https://www.gogojungle.co.jp/systemtrade/fx/65809