Timing and Session Research
Test hour, weekday, weekend, and month effects without manufacturing patterns.
Education is not a profit promise or personal financial advice. Validate on demo, understand the complete risk, and keep control of every bot you start.
Time is a hypothesis
A good-looking hour or weekday in historical data may be random. Test time filters only after defining them, and verify them on periods that were not used to discover the pattern.
Synthetic and forex markets differ
Synthetic indices can run continuously under broker-defined behavior. Forex liquidity, spread, news, and sessions vary. Session labels should never be copied from one market type to another without evidence.
Required reporting
Report sample size, payout assumptions, return, drawdown, longest losing sequence, stability by month, and holdout results. A filter with very few trades is not strong evidence even if its return is high.