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: 2025-11-02 → 2026-05-01 | 3,065 H1 bars | Generated: 2026-05-02 15:11 UTC

Evaluation Criteria

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

Final Decision

✘ REJECT

Insufficient trade count and negative expectancy.
No statistical edge on available data.

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	8	0.09%	1.40	-1.65%	50.0%	0.75%	REJECTED
GBPUSD	9	-0.18%	0.68	-3.08%	55.6%	-1.60%	REJECTED
USDJPY	9	-0.30%	0.58	-5.84%	33.3%	-2.72%	REJECTED
PORTFOLIO TOTAL	26	-0.14%	0.73	-5.84%	46.2%	-1.19%	—

Fail Summary

FAIL Trade Count — max 9, required ≥50
FAIL Expectancy — avg -0.13%, required >0%
FAIL Profit Factor — avg 0.89, required ≥1.2
PASS Max Drawdown — worst -5.84%, threshold ≥-5%

Monthly Consistency

Overall regime behaviour: Inconsistent

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

Year	Month	EURUSD	GBPUSD	USDJPY
2025	11	-0.20%	—	1.05%
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		0.75%3/6 pos	-1.60%4/6 pos	-2.72%2/6 pos

Combined Equity Curves

Individual Equity Curves

EURUSD

Final Return: +0.96% Return Peak: 0.98% Return Trough: -1.08% Max DD: -1.65% Max Run-Up: +2.06%

GBPUSD

Final Return: -2.62% Return Peak: 0.00% Return Trough: -3.08% Max DD: -3.08% Max Run-Up: +1.98%

USDJPY

Final Return: -3.77% Return Peak: 0.00% Return Trough: -5.84% Max DD: -5.84% Max Run-Up: +2.68%