Strategy Lab Notes

The stories behind the backtests — where each strategy came from, how it was tested, and what survived. Winners and losers alike.

2026-07-05 · breakout · USDJPY · EURUSD · Asian session · backtest · case-study

One Breakout Strategy, Two Currency Pairs, Two Opposite Endings

The Asian-session range breakout that started this whole project: +$35k on USD/JPY, −$5k on EUR/USD — identical rules, identical timing. What five years of tick data taught us about testing across instruments.

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2026-07-05 · seasonality · USDJPY · gotobi · Tokyo fix · backtest · case-study

The Tokyo Fix Anomaly: a Real Edge That Still Didn't Make the Cut

We tested the famous 'gotobi' USDJPY anomaly on 7 years of tick data. It's real — and we still rejected it. Here's the whole story, including the bug we found along the way.

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