Research Report · weekly_breakout_v1

Trades breakouts of prior week's high/low using 2-week time exit.

MOMENTUM / BREAKOUT

Markets: EURUSD, GBPUSD, USDJPY | Timeframe: Weekly (H1 resampled) | Data: 2024-05-01 → 2026-05-01 | 12,418 H1 bars | Generated: 2026-05-02 18:17 UTC

Skipped (no data): XAUUSD

Evaluation Criteria

Trade Count ≥ 50 — statistical reliability
Expectancy > 0% — positive edge
Profit Factor ≥ 1.2 — payoff quality
Max Drawdown ≤ 5% — risk control

Final Decision

⚠ WATCHLIST

Trade count 34 < 50 — insufficient data.
Avg PF 1.18, avg expectancy 0.09% — directionally positive.

Primary Failure Driver

Insufficient trade count

Next Action

↻ RETEST

Extend data to 2–5 years and rerun without changing rules.

Strategy Logic

Setup	Weekly OHLC bars resampled from H1 intraday data. No trend filter, regime filter, or volatility filter applied.
Trigger	Current week's close breaks above prior week's high (LONG) or below prior week's low (SHORT).
Entry	Enter at the weekly closing price of the breakout bar.
Exit	Exit at the weekly closing price after holding exactly 2 completed weeks. Time-based exit only.
Risk Model	No stop loss. No take profit. No position sizing — modelled on return_pct basis only.
Position Rules	One position at a time. No re-entry while in trade. No pyramiding. No scaling.

Cross-Market Results

Instrument	Trade Count	Expectancy	Profit Factor	Max DD	Win Rate	Net PnL	Status
EURUSD	34	-0.05%	0.91	-7.75%	44.1%	-1.67%	REJECTED
GBPUSD	34	-0.11%	0.77	-8.50%	52.9%	-3.68%	REJECTED
USDJPY	32	0.41%	1.86	-5.84%	59.4%	13.25%	REJECTED
PORTFOLIO TOTAL	100	0.08%	1.16	-8.50%	52.0%	2.63%	—

Fail Summary

FAIL Trade Count — max 34, required ≥50
FAIL Expectancy — avg 0.09%, required >0%
FAIL Profit Factor — avg 1.18, required ≥1.2
FAIL Max Drawdown — worst -8.50%, threshold ≥-5%

Monthly Consistency

Overall regime behaviour: Inconsistent

EURUSD [MIXED]GBPUSD [MIXED]USDJPY [STABLE]

Year	Month	EURUSD	GBPUSD	USDJPY
2024	05	-0.20%	0.32%	—
2024	06	-0.07%	0.31%	-0.14%
2024	07	0.39%	0.78%	3.22%
2024	08	-0.38%	2.21%	4.59%
2024	09	—	—	0.38%
2024	10	-0.77%	-1.03%	3.95%
2024	11	3.10%	-0.56%	0.23%
2024	12	-1.44%	-0.88%	0.03%
2025	01	1.48%	1.30%	—
2025	02	-2.91%	-0.07%	1.38%
2025	03	-4.84%	0.04%	0.00%
2025	04	4.03%	—	1.68%
2025	05	-0.50%	-0.29%	0.53%
2025	06	1.41%	-0.11%	-1.63%
2025	07	-0.64%	-1.11%	-0.89%
2025	08	-1.01%	-2.37%	—
2025	09	—	-1.14%	—
2025	10	0.64%	0.68%	2.22%
2025	11	-0.93%	-0.16%	1.48%
2025	12	0.56%	1.02%	-1.58%
2026	01	-1.59%	-2.55%	-1.93%
2026	02	0.20%	0.76%	-2.34%
2026	03	1.81%	1.02%	2.68%
2026	04	-0.03%	-2.32%	-0.62%
2026	05	—	0.46%	—
TOTAL		-1.67%9/22 pos	-3.68%11/23 pos	13.25%13/20 pos

Combined Equity Curves

Individual Equity Curves

EURUSD

Final Return: -1.48% Return Peak: 2.31% Return Trough: -5.43% Max DD: -7.75% Max Run-Up: +5.16%

GBPUSD

Final Return: -4.00% Return Peak: 4.04% Return Trough: -4.46% Max DD: -8.50% Max Run-Up: +4.04%

USDJPY

Final Return: +13.38% Return Peak: 17.16% Return Trough: 0.00% Max DD: -5.84% Max Run-Up: +17.16%