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Strategies / Pattern / Month End Calendar Window

Month End Calendar Window

Buys from the 26th day of the month onward and sells once the day of the month is below 20. Entries rely only on the calendar, not on price.

PatternLong onlySwingGBP/USDDaily
1.37Profit factor
8,431Net profit USD
55.36%Win rate
616Trades
-1,644Max drawdown
13.69Avg trade

Best run of 2. GBP/USD, Daily, spread 1.8, from run pf:2026-10-10-GBPUSD-D.tsv:3.

Entry rules, long

Exit rules

  1. The day of the month is below 20

Test conditions

PeriodUp to 2026-10-10
InstrumentGBP/USD, Daily
Spread1.8 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-11

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GBP/USDBest runDaily1.37 61655.368,431 USD-1,644
Brent CrudeDaily1.26 22855.267,579 EUR-6,010

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Month End Calendar Window
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

18 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Month End Calendar Window in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 2 market and timeframe combinations. The best run was GBP/USD, Daily, with a profit factor of 1.37 over 616 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,644 USD at the tested position size, against a net result of 8,431 USD.

Does it trade long, short or both?

It only takes long trades.

Related

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1.35 PF · 442 trades

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.comStatsDocs