Phase 4 / Weekday evidence
London breakout results by weekday
A weekday slice that keeps the sample counts, unresolved outcomes, and pair differences visible instead of declaring one universal best day.
In the 1,276-date matched comparison, EURUSD's highest descriptive 0.50R continuation rate occurred on Thursday at 76.9%, while GBPUSD's highest occurred on Tuesday at 73.0%. In the larger independent samples, EURUSD Thursday measured 77.2% and GBPUSD Wednesday measured 73.2%. These are historical slices, not forecasts.
The weekday table
| Day | Paired days | EUR break | GBP break | EUR 0.50R continuation* | GBP 0.50R continuation* | EUR 0.25R false* | GBP 0.25R false* |
|---|---|---|---|---|---|---|---|
| Monday | 261 | 97.7% | 98.1% | 69.1% | 70.8% | 19.7% | 17.7% |
| Tuesday | 248 | 99.2% | 99.2% | 70.5% | 73.0% | 14.3% | 14.3% |
| Wednesday | 253 | 98.4% | 97.2% | 71.4% | 72.7% | 14.7% | 15.2% |
| Thursday | 258 | 99.6% | 99.2% | 76.9% | 71.9% | 15.3% | 16.3% |
| Friday | 256 | 99.2% | 96.9% | 71.5% | 67.8% | 14.2% | 13.7% |
*Resolved ordered outcomes only. The evidence JSON separately reports ambiguous and unresolved counts for each cell.
What changed across the week
EURUSD's descriptive 0.50R continuation rate was highest on Thursday at 76.9% and lowest on Monday at 69.1%. GBPUSD was highest on Tuesday at 73.0% and lowest on Friday at 67.8%.
The independent full samples are slightly different because they retain dates when only one pair passed both coverage filters. Across all 1,334 EURUSD dates, Thursday was highest at 77.2% and Monday lowest at 69.0%. Across all 1,325 GBPUSD dates, Wednesday was highest at 73.2% and Friday lowest at 67.5%. The matched table above is the fair pair-to-pair comparison; the full-sample figures describe each pair's complete qualifying history.
These rankings are descriptive and were selected after seeing the data. They are not pre-registered hypotheses, and adjacent confidence intervals can overlap. A weekday filter reduces the number of opportunities and may make a strategy more sensitive to a handful of news-heavy dates. The correct next step is out-of-sample testing, not treating the best historical cell as a permanent market law.
How to read continuation and false-break rates
Suppose the Asian range is 40 pips and the high breaks first. A 0.50R continuation requires a later complete M1 candle to print at least 20 pips above the Asian high before a prior complete minute breaks the Asian low. If the low breaks first, the calculation is mirrored. The first breakout candle is excluded from this ordering test because OHLC alone cannot reveal which price occurred first inside that minute.
The phrase false break is target-dependent here. It means the opposite Asian boundary appeared before the stated extension. A date can be a false break under the 1.00R definition but a continuation under 0.25R. That is why this study publishes a ladder of targets instead of one promotional win-rate number.
How to use weekday evidence responsibly
First define the entire strategy without looking at the weekday table: entry buffer, maximum spread, stop, profit management, cancellation time, and whether a second boundary break permits another trade. Then compare the all-day baseline with each weekday slice. A filter is useful only if it improves a metric that matters after costs and remains stable in a later period.
Because this study retains every qualifying date, researchers can use the public daily observations to create a chronological train/test split. That is stronger evidence than repeatedly adjusting a rule against the same five weekday rows.
Weekday takeaways
- Boundary-break frequency stayed high across every weekday for both pairs.
- The best continuation weekday was not the same for EURUSD and GBPUSD.
- Friday was the weakest GBPUSD 0.50R slice in this historical definition.
- Weekday selection is a hypothesis for further testing, not proof of an edge.
Audit the inputs, exclusions, and every qualifying date
This page is generated from the same two binary files served by FXAbsolute. The analyzer validates each header and every timestamp before producing a result. The public evidence file includes the full SHA-256, coverage audit, filter counts, confidence intervals, and a compact observation for every qualifying instrument-day.
| Source | M1 candles | Qualifying days | Coverage | SHA-256 |
|---|---|---|---|---|
| EURUSD_M1.bin | 1,911,141 | 1,334 | 96.4% | 5afa4be2ed37b3170c58f71a86d943ac1216639bc4d64b312603e6072901a9dd |
| GBPUSD_M1.bin | 1,898,746 | 1,325 | 95.8% | ed16e48b0be764c42fe55dd1aacf3f028c519685f18c45ba226f646773bd1e10 |
Open the machine-readable proof JSON
Validation result: zero duplicate timestamps, zero out-of-order timestamps, zero non-minute timestamps, zero invalid OHLC rows, and exact header-length matches in both files. Missing dates and under-covered windows are reported; no candle is synthesized.
Exactly what was tested
1. Build the reference range
For each UTC weekday, the analyzer takes the highest bid high and lowest bid low observed from 00:00 through 07:59 UTC. At least 420 of the possible 480 M1 candles must exist.
2. Observe the next window
Boundary breaks are measured from 08:00 through 15:59 UTC, again requiring at least 420 observed candles. A high or low must move strictly beyond the reference boundary; an equal print is not a break.
3. Preserve event order
The first boundary is found in timestamp order. Ordered target-versus-opposite results begin with the following complete minute. If both thresholds appear inside one M1 bar, the date is labeled ambiguous.
4. Publish unresolved cases
A date that reaches neither the continuation target nor the opposite boundary by 16:00 UTC is unresolved. It stays in the denominator where stated and is never converted into a win or loss.
The continuation distances are expressed as a fraction of that date's own Asian range: 0.25R, 0.50R, and 1.00R. This normalization makes a 20-pip reference day comparable with a 60-pip reference day without pretending that their cash risk is the same.
Continue through the Phase 4 evidence
Replay the underlying markets in the EURUSD backtester or GBPUSD backtester with your own entry, cost, stop, and exit rules.
Questions this dataset can answer
What was the best weekday for the EURUSD London breakout?
Thursday ranked highest under the 0.50R continuation-among-resolved definition: 77.2% in all 1,334 independently qualifying EURUSD dates and 76.9% in the 1,276-date matched comparison. It is not a guaranteed future edge.
What was the best weekday for the GBPUSD London breakout?
Wednesday ranked highest at 73.2% in all 1,325 independently qualifying GBPUSD dates. When restricted to the 1,276 matched pair dates, Tuesday ranked highest at 73.0%.
Does this prove the London breakout strategy is profitable?
No. It proves historical boundary-break and ordered price-event frequencies in bid M1 data. Profitability requires a fully specified entry, spread, slippage, stop, exit, position size, and risk rule.
What is the Asian range in this test?
The Asian reference range is the highest bid high minus the lowest bid low observed from 00:00 through 07:59 UTC on a weekday. This is a fixed research window and does not shift for daylight saving.