Month-end Anomaly (USD/JPY) Verification Report Part 1
It's been a while since the last time, but
as I wrote in the previous article
about the end-of-month anomalies, by date and by day of the week, I will write a verification article.
Previous article -Goto's Day Verification Report Part 4
https://www.gogojungle.co.jp/finance/navi/articles/103237
【Verification Conditions】
Period : 2007/1/1～2025/7/10
Currency pair: USDJPY
Dates : 1–5, 6–10, 11–15,
16–20, 21–25, 26–31
Divided into six intervals for verification
Days of the week: Verified separately for Monday to Friday
Time : 09:55 Short entry 14:59 Settlement
SL (Stop Loss): 40 pips
【Results】
Monday:
1–5 days
Number of trades: 156
Profit Factor0.90
6–10 days
Number of trades: 159
Profit Factor0.74
11–15 days
Number of trades: 157
Profit Factor1.06
16–20 days
Number of trades: 158
Profit Factor2.34
21–25 days
Number of trades: 159
Profit Factor1.23
26–31 days
Number of trades: 173
Profit Factor1.70
1–5 days
Number of trades: 157
Profit Factor1.04
6–10 days
Number of trades: 160
Profit Factor0.93
11–15 days
Number of trades: 158
Profit Factor0.93
16–20 days
Number of trades: 158
Profit Factor0.77
21–25 days
Number of trades: 157
Profit Factor1.04
26–31 days
Number of trades: 172
Profit Factor0.97
Wednesday:
1–5 days
Number of trades: 156
Profit Factor0.80
6–10 days
Number of trades: 159
Profit Factor1.02
11–15 days
Number of trades: 158
Profit Factor1.18
16–20 days
Number of trades: 157
Profit Factor1.31
21–25 days
Number of trades: 159
Profit Factor1.50
26–31 days
Number of trades: 171
Profit Factor1.00
Thursday:
1–5 days
Number of trades: 158
Profit Factor1.11
6–10 days
Number of trades: 158
Profit Factor1.15
11–15 days
Number of trades: 159
Profit Factor1.20
16–20 days
Number of trades: 157
Profit Factor1.19
21–25 days
Number of trades: 157
Profit Factor1.43
26–31 days
Number of trades: 173
Profit Factor1.69
Friday:
1–5 days
Number of trades: 156
Profit Factor1.31
6–10 days
Number of trades: 159
Profit Factor1.07
11–15 days
Number of trades: 159
Profit Factor1.31
16–20 days
Number of trades: 157
Profit Factor1.23
21–25 days
Number of trades: 157
Profit Factor1.97
26–31 days
Number of trades: 171
Profit Factor2.05
From the above results, for USD/JPY short trades during 9:55–14:59, the trend can be summarized as follows.
Key points are as follows.
・The latter half of the month tends to be stronger (this is well known, I suppose)
・Tuesdays do not show a clear edge
・Fridays appear to have the highest edge
That is about it.
Because this is a test from the value-time,
changing entry and exit times might yield different results, but
as of now, the verification results confirm the points above.
After repeated such verifications,we have created the following EA.
If you would be interested, I would be glad if you pay attention.
Anomaly Technical
https://www.gogojungle.co.jp/systemtrade/fx/65809
※As of now, it is a bit over, but the forward performance is excellent!
(About 1,000,000 to 1,596,000 in about 4 months)
