Treasury Auction Inventory Fade
- エキスパート
- バージョン: 1.3
- アクティベーション: 5
Fade GBPUSD displacement around selected U.S. Treasury auctions.
TreasuryAuctionInventoryFade is an event-driven MT5 Expert Advisor for GBPUSD M30. It measures the two hours before selected U.S. Treasury 3-year and 10-year note auctions, then trades against the signed pre-event displacement at the 13:00 New York event bar.
Who it is for
For traders who want a narrow event hypothesis rather than continuous signals. It is most suitable for users willing to monitor a static calendar and accept that some calendar years can contain no trades.
How it works
- Use the embedded 3-year/10-year Treasury auction dates.
- Measure GBPUSD displacement over the prior 120 minutes.
- At 13:00 New York, fade the signed move when guards pass.
- Use structural risk controls and exit after 120 minutes or by 15:55.
Historical Strategy Tester evidence
The historical commercial reference is MetaTrader 5 Strategy Tester simulation using the scientific source/SET, MetaQuotes-Demo, model 1, virtual USD 10,000, native GBPUSD M30 host and 1.00% risk.
| Window | Period | Net result | Trades | Profit factor | Max balance DD |
|---|---|---|---|---|---|
| In-sample | 2020-01-01 to 2024-12-31 | USD +1,817.05 | 143 | 1.26 | 10.14% |
| Out-of-sample | 2025-01-01 to 2026-10-03 | USD +256.80 | 21 | 1.26 | 4.28% |
IS included USD -17.91 in 2021 and USD -1,026.03 in 2024. All 21 OOS trades occurred in 2025. From January 1 through October 3, 2026 the OOS report had USD 0.00 and 0 trades because the scientific calendar stopped at December 9, 2025.
Historical results used 1.00% risk. The interface accepts values through 10.00%, including 5–10%, but those higher settings were not measured in the displayed evidence.
Costs and execution limits
The retained commercial deal ledgers record USD 0.00 commission and USD 0.00 swap in the two reference runs. A separate fee total is not available, and this is not a promise of zero costs at another broker. Spread and execution can differ.
The performance reference belongs to a native GBPUSD M30 host. Other hosts do not imply identical execution or P&L. The release calendar is static: future dates after the OOS endpoint are maintenance inputs, not historical evidence.
Essential setup
- Target and reference host: GBPUSD M30.
- Event clock: 13:00 New York.
- Pressure window: 120 minutes; ATR(20).
- Structural stop + 0.10 ATR; minimum stop 0.50 ATR.
- Time exit 120 minutes; 15:55 session fail-safe; 1.00% reference risk.
FAQ
Why were there zero OOS trades in 2026?
The scientific calendar ended on December 9, 2025. No missing 2026 date inside the approved OOS window was backfilled.
Does the current release contain future dates?
Yes. It adds only official tentative 3-year/10-year dates after the October 3, 2026 OOS endpoint, through January 12, 2027. They are not new performance evidence.
Does it download Treasury dates automatically?
No. The calendar is static and must be maintained from primary Treasury schedules and announcements.
Is 5–10% risk validated?
No. The interface accepts it, but the historical reference used 1.00%.
Are zero commission and swap guaranteed?
No. Those values describe the retained reference ledgers only. Another broker can charge different costs.
Before renting
Use the Market demo and Strategy Tester with your broker first. Check the exact symbol, spread, contract specification, sessions and order sizing before starting the one-month rental.
Historical simulation is not a guarantee of future results.
