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Bank Holidays Are Not What You Think — I Backtested Every UK and US Holiday

July 20, 2026 · 5 min read · Calendar Data

Conventional wisdom: "Don't trade bank holidays — volume is too low." So I tested it. Every UK bank holiday. Every US federal holiday. 2023 through 2025. GBPUSD only. Same pullback strategy across all days.

Day TypeTradesWin RateProfit Factor
Normal Trading Days18052%1.64
UK Bank Holiday2429%0.51
US Bank Holiday2236%0.78
Both UK + US Holiday425%0.22

The advice is right — but for the wrong reason. The problem isn't low volume. It's fakeouts. On UK holidays, GBPUSD candle wicks were 2.3x normal size. Price would break a level, trigger my entry, reverse, and run my stop — all within 8-10 candles. 71% of my holiday trades were stopped out. It wasn't quiet. It was deceptive.

The Pattern: Wicks Double, Setup Quality Halves

On normal days, GBPUSD H1 wicks average 6-8 pips. On UK holidays, the average jumps to 16 pips. That's not noise — it's institutional desks running skeleton crews with wider spreads and algorithmic stop-hunting. The pullback strategy relies on clean retracements to levels. On holidays, price "retraces" through levels by 15 pips, triggers all the stops, then reverses. You lose even when you read the direction correctly.

Christmas Week is the worst. December 24-31 across all 3 years produced a combined profit factor of 0.18. 82% of trades lost. The only profitable Christmas week trade was a single long on December 27, 2024 that hit TP by 3 pips. Everything else was a donation to the holiday skeleton crew.
Simple rule: Check your economic calendar. If it's a bank holiday in either the UK or US, close FXAbsolute and come back tomorrow. Use the day to backtest a random non-holiday week instead. The data says you'll preserve 3-5% of your account per holiday avoided.

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