Strategies / Pattern / Turn of the Month Long Short

Turn of the Month Long Short

It buys once the day of the month reaches 25 and sells from day 4 until day 20. Only one position is open at a time.

PatternLong & shortSwingUSD/JPYDaily

1.34Profit factor

1,509Net profit USD

55.84%Win rate

77Trades

-1,084Max drawdown

19.59Avg trade

Best run of 5. USD/JPY, Daily, spread 1.4, from run pf:2026-10-10-USDJPY-D.tsv:40.

Entry rules, long

Exit rules

The day of the month is 4 or later and below 20, closing the long.

Test conditions

Period	Up to 2026-10-10
Instrument	USD/JPY, Daily
Spread	1.4 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-11

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	Daily	1.34	77	55.84	1,509 USD	-1,084
Brent Crude	Daily	1.31	228	55.26	12,385 EUR	-5,327
US Crude Oil	Daily	1.22	523	52.01	21,051 EUR	-6,779
GBP/USD	Daily	1.16	616	52.11	5,180 USD	-2,472
EUR/USD	Daily	1.14	568	49.65	4,061 USD	-2,781

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Turn of the Month Long Short
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

22 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Read this firstKnown weaknesses3 points

The best run has only 77 trades, which is a small sample to judge it on.
The maximum drawdown of 1,084 USD is large next to the net profit of 1,509 USD.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Turn of the Month Long Short 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 5 market and timeframe combinations. The best run was USD/JPY, Daily, with a profit factor of 1.34 over 77 trades.

How large was the drawdown?

The best run had a maximum drawdown of 1,084 USD at the tested position size, against a net result of 1,509 USD.

Does it trade long, short or both?

It trades both long and short.

Trend Surfer

Best run on the same market, USD/JPY.

1.04 PF · 10,813 trades