No. 30｜Shiroyagi's EA Operation Log｜FX3EA Realized P/L +7,810 yen, kotukotu-EX closed 12 lots (10/12〜10/23)

Since two weeks have passed since the previous issue, I will summarize the 10 business days from October 12 to 23. During this period, out of the five forward-measured products, there were a total of 25 settlements across four products, and the net profit of FX3EA was +7,810 yen. Of this, +5,178 yen came from 12 settlements of kotukotu-EX. Meanwhile, the stock market collapsed following the positive surprise in the US September CPI on the 14th, and Index Seven closed one long position on the S&P 500 at −$189.45. The unrealized total for FX3EA widened from −24,339 yen on October 9 to −29,496 yen due to evolves in Shiroyagi-san’s Evolution version carrying over three new positions.

■Market during this period

The US CPI for September released on the 14th (US time) showed a total year-over-year increase of +3.7% (forecast +3.6%), and core CPI excluding food and energy rose +2.6% (forecast +2.5%). Both exceeded expectations, which spurred concerns about continued monetary tightening and selling in tech stocks led by semiconductors, resulting in the S&P 500 closing at 7,718.94 (down 86.51 points, -1.11%) from the previous day. The next day the Nikkei Average fell to 64,425.95, down 3,318.34 from the previous day (largest drop in three years). On the 16th the S&P 500 stood at 7,659.44 (−84.62, −1.1%), down 152.10 points (−1.9%) for the week from the 9th close. On the same day, Bank of Japan Governor Ueda was reported to continue raising policy rates as inflation approached 2%, while the USD/JPY remained around 158 with little movement.

On the 19th, the S&P 500 rebounded as tech stocks that had been sold off the previous week were bought back,7,690.73(+0.41%), but due to crude oil prices rising on geopolitical tensions in the Middle East, Friday the 23rd closed at7,623.68(−39.75, −0.5%), for the week down −35.76 (−0.5%). From the 9th close of 7,811.54 to two weeks later, it fell by −187.86 (about −2.4%). The Nikkei closed on the 23rd at62,693.16 yen(−214.68 from the previous day), down from the 9th close of 69,030.92 yen by −6,337.76, and TOPIX stood at3,965.81(−31.69), down from 4,104.81 on the 9th by −139.00. Yahoo! Finance’s rate shown at 19:00 on the 25th (Sunday, NY close on the 23rd due to market holiday) shows USD/JPY at9.447 yen, AUD/JPY at110.333 yen, NZD/JPY at89.372 yen, USD/JPY at156.826 yen. Compared with the values shown in the previous issue (night of the 10th), USD/JPY is down from 158.271 to −1.445, AUD/JPY from 110.596 to −0.263, NZD/JPY from 88.868 to +0.504.

■EA status (10/12–10/23)

“Confirmed profit and loss for the period” is the sum of daily profits and losses on the detail statistics (monthly) pages for each product, excluding results plus swap and fees, from after the previous issue’s data collection date (October 11–23). Balances and unrealized P/L are the values displayed on the page from 19:00–19:37 on October 25 (as the market is closed on the 23rd, NY close level). The comparison target is the values displayed from 20:00–20:45 on October 10 (as described in Issue 29). Annualized figures (this year / cumulative) are for reference with a simple interest basis and use an initial amount.

①sheep6 AUD/JPY・NZD/JPY ｜M30｜Long-only, up to 6 trades

During this period there were no settlements or new positions. We carried over 4 NZD/JPY long positions (placed Aug 21 at 95.113, 0.01 lot; Sept 2 at 92.846, 0.02 lot; Sept 8 at 90.578, 0.03 lot; Sept 30 at 88.309, 0.05 lot; total 0.11 lot). The unrealized P/L improved from −21,203 yen to −17,297 yen as NZD/JPY recovered from 88.868 to 89.372. The official operation chart shows a temporary drop to about −6,374 yen on the 20th, then widening again after the 22nd (approximate chart reading). Balance-to-equity ratio is about 1.0%, with the actual maximum drawdown at 226,351 yen (26.62%), which is well below 10% of balance.

②Kuroyagi-san Evolution AUD/JPY｜M30｜MA + BB reversal, averaging down & swap

As of the 9th, with zero holdings, during this period there were three rounds of opening and closing positions. One position opened on the 12th at 110.491, settled on the 14th at 110.675, profit +552 yen with swap +40 yen for +592 yen. On the 16th 110.761 (16th 110.761), 15th 109.937, 15th 109.187 were settled in bulk on the 16th at 110.013–110.015, resulting in −2,244 yen, +234 yen, +2,484 yen with swap +119 yen totaling +593 yen. One position opened on the 20th at 110.624 and settled on the 21st at 110.726 for +306 yen plus swap +19 yen, and two positions opened on the 21st at 110.866 and 111.018 settled at 10:47 and 20:42 for +561 yen each, totaling +1,447 yen for the 21st. Afterwards, on the 22nd 00:30 at 111.170, 08:44 at 110.409, and 03:05 on the 23rd at 109.650, three positions of 0.03 lots were opened; as AUD fell into the 109 yen range on the 23rd, we averaged down with 0.09 lots total, carrying unrealized −7,438 yen. The actual maximum drawdown is 1,245,840 yen (29.13%), which is less than 1% of balance. The win rate upper figure is 70.13% (2512/3582), Profit Factor 1.17.

③kotukotu-EX ZAR/JPY｜H4｜BB trend-following, averaging down & swap

This period features the most settlements for this EA, with 12 settlements across four rounds. On the 12th at 03:10, three positions opened on Oct 1 at 9.601, Oct 6 at 9.554, Oct 8 at 9.515 (0.21 lot each) were closed at 9.591, yielding a swap +434 yen and a net +2,597 yen. On the 16th at 06:53–54, the three positions opened on the 12th and 14th at 9.594, 9.565, 9.537 were closed at 9.599 for +2,553 yen with swap +432 yen. On the 22nd at 16:34, the three positions (Oct 12 at 9.600, Oct 22 at 9.520 and 9.481) closed at −147 yen with swap +163 yen for +16 yen, and the three positions opened on the 23rd at 9.560, 9.500 (three lots) closed at 9.470 on the 23rd with −42 yen and swap +54 yen for +12 yen. Including fees for 12 lots of −1,764 yen (−147 yen per lot), the balance change is +3,414 yen, matching the difference (1,273,670 yen → 1,277,084 yen). [Post-reflection] The three positions opened on Oct 1 at 9:47, Oct 6 at 11:42, Oct 8 at 17:59 had settlements earlier than the previous issue, but at the data collection time of the previous issue, there was no open price shown and the initial trades began displaying as “Updating results.” The earliest portion of the trade history at the time of acquisition showed four lines of “Updating results,” with no number of lots or entry price. Unrealized P/L moved from −3,136 yen to −4,761 yen, which is 0.4% of balance, and the actual maximum drawdown was 202,772 yen (41.61%), about 2.3% of balance. Win rate 73.36% (603/822), Profit Factor 1.63.

④Index Seven S&P 500, Nikkei 225 ｜D1｜ 7 logic long-only

The two positions carried over from the previous issue were a 5-lot position (7,738.51) settled on the 11th at 22:00 for 7,822.48, yielding +$83.97; a 7-lot position (7,834.22) settled on the 13th at 00:00 for 7,808.33, yielding −$25.89. A position opened at 00:00 on the 12th at 7,836.07 was closed on the 18th at 7,646.62 after CPI-related declines, yielding −$189.45. Among the trade history, this is the largest per-position loss since measurement began, and the top-loss statistic shows −$189.00. A position opened at 15:00 on the 15th at 7,704.02 was closed on the 21st at 7,739.39 for +$35.37, and at the same time a new position (0.01 lot) was opened at 7,739.42. Unrealized is −$110.00. Account balance decreased from $10,438.00 to $10,341.00, a drop of $97.00. Since the measurement entered its 91st day, annualized figures are included in this issue, but are for reference with higher volatility. Win rate 46.43% (13/28), Profit Factor 1.37, Maximum drawdown 38.91% ($428.00).

⑤Rand Builder ZAR/JPY｜Swap + Compound Interest · Downward protection 3 layers

At 16:06 on the 16th, two 0.05 lot positions opened on the 9th at 9.560 and on the 15th at 9.520 were settled at 9.590, resulting in a profit of +500 yen plus swap +46 yen for a total of +546 yen as per the calendar numbers. The balance change including fees for two trades (−70 yen) is +476 yen. New trades were opened on the 16th at 06:54 (9.601), on the 22nd at 09:28 (9.561), at 12:02 (9.521), at 14:25 (9.481), and on the 23rd at 15:35 (9.441), all 0.05 lots. Position count increased from 9 positions totaling 0.58 lot to 13 positions totaling 0.78 lot (8 positions from Aug 25–Sep 14 at 0.53 lot and 5 positions since Oct 16). The top positions figure in the upper statistics shows 13. Unrealized is −17,892 yen to −23,028 yen as the USD/JPY fell into the 9.4 range. The initial capital was 1,000,000 yen, about 2.3%, and the design maximum drawdown (including unrealized) around 22.5% is only a small fraction of that. Win rate 66.67% (20/30), Profit Factor 2.63, Maximum Drawdown 48.31% (26,917 yen).

⑥ Rand Builder (Real Account)FXTF・ZAR/JPY ｜H4 Active ｜ Self-measured (MT4 screen)

From here on, this is not the GogoJungle forward measurement but the MT4 screen of Rand Builder being operated in the FXTF real account. The numbers are copied as displayed in MT4. The comparison is the difference from the last data extraction (10/10 20:57).

In the real account, EA2 settled 2 positions. According to MT4, positions opened on Oct 9 at 12:02 at 9.556 and on Oct 14 at 21:38 at 9.525 for 0.12 lot each were closed on Oct 16 at 06:49 at 9.590 and 9.589 respectively, yielding +408 yen and +768 yen, swap +94 yen and +62 yen, fees −84 yen each, totaling +1,164 yen. The balance difference (1,311,206 yen → 1,312,370 yen) matches. Afterwards, EA2 opened on Oct 16 at 09:17 (9.585), Oct 22 at 09:35 (9.546) and 12:52 (9.507), Oct 23 at 03:15 (9.468) and 16:15 (9.428) for 0.12 lot each, leaving 5 positions. EA1’s 8 trades (from Aug 26 to Sep 10, total 1.35 lots) showed no activity over the period, while Rand Builder’s unrealized P/L widened to −19,842 yen due to holdings increasing to 13 positions as USD/JPY declined. Margin maintenance dropped from 1130% to 852%, and the estimated margin call changed from 4.428 to 4.423.

■Period summary

FX3EA total: period’s realized profit+7,810 yen／ as of the 23rd, total unrealized P/L−29,496 yen
Index Seven (in USD): period’s realized profit−$96.00／ unrealized−$110.00
Rand Builder (Forward): period’s realized profit+546 yen／ unrealized−23,028 yen
Rand Builder (Real Account - FXTF): period’s realized profit+1,164 yen／ unrealized−56,681 yen

During this period, there were a total of 25 settlements (Shiroyagi-san Evolution Version 7 settlements, kotukotu-EX 12 settlements, Index Seven 4 settlements, Rand Builder 2 settlements). FX3EA’s realized profit of +7,810 yen breaks down into kotukotu-EX +5,178 yen and Shiroyagi-san Evolution Version +2,632 yen, while sheep6 had no settlements. For kotukotu-EX, on a balance basis after fees of −1,764 yen, the net is +3,414 yen. As of the 23rd, FX3EA’s unrealized total of −29,496 yen is broken down into sheep6 −17,297 yen, evolution version −7,438 yen, kotukotu-EX −4,761 yen; the increase of 5,157 yen since the 9th results from new three positions in evolution version (−7,438 yen) and kotukotu-EX (−1,625 yen) partially offset by a reduction in sheep6 (+3,906 yen). All are below each EA’s actual maximum drawdown. Index Seven balances decreased by $97.00 due to stock declines, Rand Builder (Forward) increased holdings to 13 and unrealized P/L widened by 5,136 yen. The real account Rand Builder also saw EA2 settle 2 positions totaling +1,164 yen, while EA2’s averaging down and EA1’s carryover of 8 positions widened unrealized P/L by 19,842 yen.This period also shows no anomalies across all EAs.

■Announcements

In case of future gaps between updates, I will consolidate the differences since the previous issue into one post. Upcoming key items include the US FOMC on the 27–28 and the Bank of Japan's policy meeting (Outlook Report) on the 29–30.

■List of EAs used

• sheep6(Win rate 92.84% / PF 5.39 / Max DD 26.62%)
• Careful, Slow Evolution of Shiroyagi-san AUDJPY(Win rate 70.11% / PF 1.17 / Max DD 29.17%)
• kotukotu-EX ZARJPY(Win rate 73.47% / PF 1.64 / Max DD 41.61%)
• Index Seven | Nikkei 225 & S&P500(Measurement 4 months)
• Rand Builder Rand Builder(Forward measurement 66 days)

This article is for information purposes only and does not constitute investment advice. The figures shown are from GogoJungle forward measurement (demo account), and the real account for item ⑥ is self-measured on MT4. Future results are not guaranteed.