Learn how to structure a prop firm challenge without weekend holding: weekly trading windows, Friday exit rules, risk pacing, Monday re-entry, news planning and a flat-weekend evaluation routine.
Akash Mane is the Founder and CEO of Prop Firm Bridge, where he leads the company’s vision, platform growth, and long term strategic direction. He oversees operations across research, marketing, content systems, SEO, and product positioning while driving the platform’s mission of becoming a trusted authority in the prop firm industry. At Prop Firm Bridge, Akash plays a direct role in shaping educational frameworks, comparison systems, and trader focused resources designed to help users make informed decisions with transparency and confidence. His work focuses on building scalable organic growth systems, improving platform authority, and strengthening trust through accurate, structured, and search optimized content. In addition to leadership responsibilities, he actively manages growth strategy, social media marketing, search visibility, and brand development to expand the platform’s reach across global trading audiences.
Manoj Gholap is responsible for content accuracy, compliance, and factual integrity at Prop Firm Bridge. He acts as the final verification layer for all published content, ensuring that prop firm reviews, rules, and comparisons are clear, accurate, and aligned with transparency standards. Manoj plays a key role in maintaining trust and credibility across the platform.
How to Pass Prop Firm Challenge Without Ever Holding Weekend Positions is a strategy-design guide for traders who want a simpler evaluation process. A trader does not need Friday-to-Monday exposure to complete most prop-firm challenges. A flat-weekend approach can remove one source of gap risk, reduce rule confusion across multiple firms and make Friday compliance easier. The trade-off is that genuine swing strategies may lose some opportunity when positions are forced closed before a move completes.
The key is not to close randomly every Friday and hope the strategy still works. Build the no-weekend rule into the system from the beginning. Choose setups that normally resolve within the trading week, pace risk so Friday does not become a deadline, close positions early enough to avoid thin-market execution, and treat Monday as a fresh session rather than a chance to chase missed gaps.
Prop Firm Bridge research note: Akash Mane, Founder and CEO of Prop Firm Bridge, reviews prop-firm risk through current rules, account mechanics and repeatable process. This article is educational; no trading routine can guarantee that a challenge will be passed.
Book insight: Trading in the Zone by Mark Douglas is useful because a trader can accept missed opportunities as part of a defined risk process.
Yes. Weekend holding is not a requirement for most evaluation structures. The challenge normally measures profit target, loss limits and other trading rules rather than demanding exposure every day. A trader can operate only during chosen liquid sessions, close before the weekend and continue the following week. The question is whether the underlying strategy has enough edge and opportunity during those permitted windows.
A no-weekend plan is especially natural for intraday traders. Their setups are already designed to open and close within one session or day. Forcing those trades to remain open because Friday arrives would actually be a strategy violation. The flat-weekend rule simply formalizes the existing holding period.
For swing traders, the answer requires testing. If much of the strategy's expectancy comes from holding through weekend gaps or multi-day trends, closing every Friday can reduce returns. But some swing systems can adapt by taking partial profit, using shorter targets or re-entering on Monday after conditions normalize.
The important point is that avoiding weekend exposure is not “trading scared.” It is a valid system architecture when tested and applied consistently.
The trader removes direct Friday-to-Monday gap exposure on closed positions. There is no open stop that can be jumped, no floating P&L that can change before the trader has normal execution access, and no overnight financing on positions that are no longer open. Account-specific weekend-holding rules also become easier because the trader's personal rule is stricter: be flat.
Flatness does not remove all Monday risk. The market can still gap, spreads can be wide and the trader can chase the move. It simply means the account starts the new week without inherited position risk. The Monday decision becomes whether a new setup exists.
It also simplifies multi-firm trading. If one CFD evaluation allows weekends and another funded account does not, a universal personal flat rule can prevent cross-account mistakes. The trader still needs to know each official deadline, but no account relies on maximum permission.
The cost is opportunity. A position closed Friday can gap favorably without the trader. That cost needs to be measured rather than ignored.
Prop-firm challenges already require attention to daily loss, maximum loss, targets, server time and prohibited practices. Removing weekend exposure reduces the number of conditional decisions. Friday becomes a predictable close-and-review day rather than a debate about every open trade.
Simplicity can also improve psychology. The trader is not monitoring weekend headlines, worrying about a gap or planning emergency reactions at the Sunday reopen. Rest can improve Monday decision quality. A repeatable weekly rhythm can reduce overtrading.
However, simplicity is useful only if the strategy remains viable. A trader should not adopt a flat rule merely because it feels comfortable if historical testing shows that it destroys the system's edge. The rule needs to be compatible with the setup horizon.
Think of simplicity as a risk-management advantage that must still earn its place in the strategy.
Book insight: The Daily Trading Coach by Brett N. Steenbarger supports using defined routines so discipline is not renegotiated each day.
A no-weekend strategy does not need to start at the first available Sunday/Monday quote. Weekly opens can have wider spreads and uneven liquidity. Many traders can wait for their normal session—London, New York or another tested window—before considering new trades. The system should define when conditions become acceptable.
For example, a trader may prohibit new entries during the first hour after the weekly open and resume only when spreads return to normal. Another strategy may trade Monday only after a specific session structure forms. The exact rule should come from testing.
Starting later can also reduce emotional response to a gap. If Friday's closed trade would have benefited from the gap, the trader avoids chasing immediately. If the gap would have hurt, the trader avoids overconfidence about having escaped it.
Write the Monday start time in server and local time. Keep it consistent across the evaluation.
Set a final-new-entry window before Friday's close. If the strategy typically needs six to twelve hours to develop, entering just before the personal Friday cutoff can create a forced exit before the trade has enough time. A no-weekend system should avoid creating trades that are structurally incompatible with the remaining week.
For example, the trader can stop initiating new multi-hour positions after a defined Friday session or even after Thursday for slower setups. Existing trades can still be managed according to the Friday exit plan. The exact cutoff depends on average holding time.
This reduces the temptation to turn a late trade into a weekend hold because “it only needs a little more time.” The strategy knew before entry that the clock was too short.
Measure performance by entry day. If late-Friday trades consistently underperform due to forced exits, remove them.
By creating natural boundaries. The trader knows there is no need to squeeze a final setup out of Friday afternoon and no need to trade the thin weekly open. Those periods become planning and review time.
Use the closed window for journaling, rule verification, economic-calendar preparation and recovery. The account's profit target does not require constant market participation. Selectivity can protect drawdown.
The weekly window can also align with the strategy's strongest sessions. If data shows most edge occurs Tuesday through Thursday, concentrating there can improve efficiency. Do not trade Monday/Friday simply because they exist.
A schedule is not a guarantee of better performance, but it makes risk exposure deliberate.
Book insight: Come Into My Trading Room by Alexander Elder helps match timeframe, entry and exit rules.
Intraday trend, breakout, mean-reversion and session-based strategies can fit well when they normally close before daily rollover or the end of a session. Shorter-duration swing setups can also fit if they usually resolve within one to three days and the trader avoids opening them too late in the week.
The important factor is average and maximum planned holding period. If the strategy's edge requires sitting through several weekends, forcing it into a no-weekend evaluation can create repeated premature exits. Rather than distorting it, use a strategy that naturally matches the account routine.
Do not confuse timeframe with risk. A five-minute strategy can still be dangerous if oversized; a daily-chart strategy can be conservatively sized. The flat-weekend choice is about exposure duration, not automatic safety.
Backtest entries by weekday and exit timing before committing challenge fees.
One approach is to open higher-timeframe positions earlier in the week and require them to be closed by the Friday cutoff. Another is to use a partial-exit rule: take most risk off Friday and close the remainder too, then reassess Monday. A third is to re-enter after the weekly reopen if the original setup remains valid.
Re-entry should be treated as a new trade. Use Monday's price, stop and remaining drawdown rather than assuming the old position simply continues. A gap can change reward-to-risk materially.
Test whether Friday exits reduce average winner more than they reduce tail loss. If net expectancy remains positive and drawdown improves, the adaptation can be suitable for an evaluation.
Do not widen weekday stops to compensate for the forced Friday exit. Keep technical risk logic intact.
They have less time to develop before the mandatory personal exit. A setup with a typical 24-hour maturation period entered a few hours before the cutoff is unlikely to receive the same opportunity as the same setup on Tuesday. This can reduce expectancy.
Create a minimum time-to-Friday-close requirement. If the setup historically needs eight hours, require substantially more than eight hours of usable market time to allow normal noise. The threshold can differ by instrument and session.
Late-week event risk can also be higher because positions are closer to the weekly close. Use scheduled news filters and symbol trading hours.
The best Friday trade is sometimes no trade.
Book insight: Trading in the Zone supports thinking in series of trades rather than needing one specific trade to deliver a target.
Do not convert the profit target into a rigid weekly quota that encourages forcing trades. Instead estimate how many normal-risk trades the strategy historically needs to reach the target under reasonable expectancy. Use that estimate for patience, not as a promise.
If the evaluation has no time limit or a generous one, there is little reason to take special Friday risk to hit a weekly number. The trader can close flat and continue next week. If a time limit exists, the strategy still needs to respect loss limits; increasing risk late in the period can make failure more likely.
Track process goals such as number of A-grade setups followed correctly, maximum daily risk used and rule compliance. Those are controllable. Weekly profit is partly random.
A flat-weekend routine works best when the trader accepts that some weeks will end with no progress.
The trader knows the market will soon close and can feel there is one last chance to make the week “worth it.” This can lead to larger size, lower-quality setups or holding a losing intraday trade longer than planned. The weekly close becomes an artificial performance deadline.
Remove the deadline from the goal. The account target spans the evaluation, not each Friday. Set a rule that position risk can never increase because it is Friday. If anything, late-week risk can be reduced because the remaining management window is shorter.
Journal any trade whose reason includes “last chance,” “finish the week,” or “make back this week.” Those phrases often indicate process drift.
End the week according to the plan even if P&L is unsatisfying.
Use a personal daily stop lower than the firm's hard daily-loss limit. Once reached, stop trading. This prevents losses from accumulating into Friday desperation. A weekly cap can provide another layer: if a defined amount of drawdown is used by Thursday, Friday becomes review-only or reduced-risk.
The exact percentages should be based on strategy statistics and account rules. The principle is to preserve enough buffer that one difficult week does not threaten the evaluation.
Risk pacing also prevents a strong week from causing overconfidence. A personal maximum exposure remains the same even after several wins.
For no-weekend traders, Friday is the end of the risk cycle. Reset psychologically Monday rather than carrying a recovery mission forward.
Book insight: The Daily Trading Coach supports turning high-stress moments into checklists.
Earlier than any hard account deadline. The personal cutoff should leave time for rejected orders, connection problems, thin liquidity and holiday schedule differences. It should also fit the symbol's actual market hours rather than a generic “5 p.m.” rule.
For a universal no-weekend policy, the trader can set one conservative cutoff that is earlier than all relevant account deadlines, provided it does not unnecessarily damage the strategy. Multi-firm traders may still need symbol-specific times.
Check holiday weeks because markets can close early. Futures products can have explicit daily flat times. Use official documentation and platform specifications.
After closing, confirm positions and pending orders in the platform rather than assuming the order succeeded.
The personal flat rule says both must be closed by the deadline. However, the path to the exit can differ if the tested strategy uses profit targets, trailing stops or earlier invalidation. A winning trade can be closed according to its normal management before the cutoff; a losing trade should not be given extra room just because realizing the loss feels unpleasant.
A common mistake is holding only losers into the final minutes while taking winners early. This creates negative asymmetry. The Friday protocol should prevent the calendar from becoming an excuse to change the original plan.
Record whether the position was closed because of strategy exit or weekend cutoff. This helps measure the opportunity cost of the flat rule.
Do not reopen after closing unless the system explicitly permits a new setup with enough time remaining.
Cancel orders that could create exposure after the personal cutoff. This includes manual pending entries and automated orders. Some futures programs explicitly require resting orders cancelled before the daily close; a no-weekend personal policy should be at least as strict.
Check EAs, trade copiers and bracket orders. A trader can manually flatten and then have automation reopen a position minutes later. Friday mode should disable new entries after the cutoff.
Document cancellation in the checklist. If the platform has a “close all/cancel all” function, verify its behavior in advance rather than learning during a live deadline.
Restart automation Monday only after account status and market conditions are checked.
Book insight: Market Wizards repeatedly shows that protecting capital is more important than maximizing every individual move.
Not simply because they are profits. Use the strategy's normal exit rules until the personal cutoff approaches. If the flat-weekend rule requires closure, all remaining trades are then exited regardless of P&L. Moving every target closer on Friday can reduce expectancy.
However, if the strategy includes time-based exits, Friday can be a legitimate time filter. Backtest whether taking profit during the final liquid session improves net performance compared with waiting until the hard cutoff.
Do not measure quality by whether Monday later gapped further in the same direction. The flat rule intentionally gives up that tail of the distribution.
Use shadow data to quantify what is sacrificed.
If the system allows scaling out, taking some profit earlier can reduce emotional pressure and execution size near the deadline. The remaining position still has to be closed before the no-weekend cutoff. This is different from leaving a small runner open through the weekend.
Partial exits add transaction cost and can reduce average winner, so they should be tested. Do not adopt them solely because closing the whole position feels uncomfortable.
The best structure depends on how the strategy's winners develop during Friday sessions.
Keep the rule simple enough to execute across multiple accounts.
Because profit does not change the operating design. A trader may think a strong week provides cushion to hold one exceptional setup, but making exceptions reintroduces the gap risk and rule complexity the flat-weekend strategy was designed to remove.
If data later shows weekend holding improves the system enough to justify the risk, redesign the strategy formally. Do not create ad hoc exceptions based on recent P&L.
A trailing-drawdown account can also make “cushion” deceptive because the floor may have risen with profits.
Consistency is the value of the rule.
Book insight: The Psychology of Trading by Brett N. Steenbarger is especially relevant to the emotional cost of a rule that intentionally gives up some winners.
Accept that the rule had an opportunity cost. The profitable gap does not prove the rule is wrong. The decision was to remove both favorable and adverse weekend exposure. Judge it across a sample.
Record the hypothetical result in a shadow journal. Include what the stop and financing would have been. Over time, compare closed-Friday results with held-weekend alternatives. This replaces selective memory with evidence.
Do not post-mortem the decision emotionally on Sunday night. The market can reward a bad process and punish a good one. Your evaluation plan needs repeatability.
If the data eventually shows the rule consistently sacrifices too much edge, revise it between challenges, not impulsively during one.
A trader sees that the market moved without them and feels compelled to get back in immediately. The entry can occur after most of the gap has already happened, with wide spreads and poor reward-to-risk. The trader is no longer following the original setup; they are buying back missed emotion.
Use a Monday re-entry rule that requires normal spread, a fresh setup and a new stop/target calculation. The old Friday entry is irrelevant. If there is no new setup, remain flat.
Consider a mandatory wait until the strategy's normal session. This is especially useful for traders who struggle with weekly-open FOMO.
Track “chase trades” separately. Their performance often reveals the cost of emotional re-entry.
Different strategies use different exposure. A swing trader who legitimately holds through weekends is not following the same system as a flat-weekend intraday trader. Comparing isolated screenshots ignores the risk distribution and account rules.
Focus on your strategy's net expectancy, maximum drawdown and rule compatibility. The goal is to complete the challenge with a repeatable process, not to capture every market move.
Reduce social-media exposure around Sunday opens if it triggers impulsive behavior. Prepare your own Monday plan instead.
Consistency beats identity. You do not need to be “a swing trader” or “a scalper” socially; you need a system that fits the account.
Book insight: Come Into My Trading Room supports treating every entry as a fresh decision with current information.
At the strategy's tested time, not necessarily the first quote. Weekly opens can have wider spreads and uneven liquidity. A trader can wait until London, New York or another defined session before reactivating entries.
Review weekend news, the gap size, upcoming economic releases and current account equity first. Confirm that the daily-loss reference has reset as expected.
Do not let a missed Friday position dictate the first Monday trade. The new week begins from current price.
Automation should remain in “no new entries” mode until the chosen resume time.
Rebuild it from scratch. Identify current structure, invalidation and target. Calculate risk from Monday's entry, not the old Friday price. A favorable gap may have destroyed reward-to-risk; an adverse gap may have invalidated the thesis or created a new setup.
If the same thesis is still valid and the strategy provides a new entry, take it at normal risk. Do not increase size because the trader feels they “saved” risk by being flat.
Record whether the re-entry was a valid strategy setup or a discretionary continuation. This helps evaluate the flat-weekend adaptation.
Some missed trades should simply be left missed.
Use a personal reduced-risk rule when opening conditions are abnormal. If spreads or volatility exceed the strategy's normal range, wait or reduce size. A large gap can change correlations and stop distances.
Keep the same daily loss cap. Do not treat the lack of weekend loss as permission to risk more on Monday. The challenge benefits from stable exposure.
If major news is scheduled shortly after the open, consider waiting until the event passes if that matches the account's news rules and strategy.
Recalculate everything in account currency.
Book insight: The Art of Currency Trading helps use catalysts for preparation rather than necessarily trading through them.
Weekend developments can shape Monday watchlists, but the trader does not need pre-existing exposure to benefit. Review which markets repriced, which levels were skipped and where liquidity returns. Then wait for technical confirmation.
A political or commodity headline can identify the instruments likely to be active. Use that information to focus attention, not to chase the first move.
Because the account is flat, the trader can choose whether the post-gap conditions fit risk. This optionality is one advantage of the no-weekend approach.
Write potential scenarios Sunday, but place trades only when the market is open and the strategy confirms.
If a high-impact release occurs late Friday, avoid letting the event create a position that cannot be managed before the personal cutoff. The strategy can trade the event only if the account allows news trading and enough time remains for normal management.
Otherwise, observe the reaction and use it to prepare Monday levels. A flat-weekend trader does not need to participate in every Friday catalyst.
Check firm-specific news restrictions independently from weekend rules. Permission in one area does not imply permission in another.
Protect the weekly risk budget.
Yes. Review higher-timeframe structure, weekend headlines, economic calendar, session opens and account status. Build scenarios and alerts. The objective is to arrive Monday prepared rather than exposed.
Preparation can include recalculating position size for likely stop distances, checking server-time changes and updating firm rules. It can also include reviewing the previous week's journal.
Do not turn preparation into constant price monitoring. Rest is part of performance.
A written Monday plan is more useful than an impulsive first-open trade.
Book insight: Market Wizards supports choosing a style that fits the environment.
Because it is stricter than accounts that allow holding and compliant with accounts that require closure, provided the trader respects each exact cutoff. It reduces product-specific differences in daily decision-making. The trader still must know when and what must be closed.
This is useful for multi-firm portfolios. FTMO CFD Evaluation can allow weekends while Standard funded accounts can differ; FundedNext CFD and Futures differ; The5ers Bootcamp and Futures differ. A universal flat personal policy avoids carrying exposure in any of them.
However, some futures programs also require daily overnight flatness, not just Friday. The no-weekend rule alone does not replace those daily rules. Account-specific compliance remains necessary.
Personal simplification sits on top of firm rules, never below them.
FTMO's current CFD evaluation permits weekend holding, Standard funded FTMO Accounts have closure requirements, and Swing accounts permit more flexibility. FTMO Futures requires daily flatness. The5ers Bootcamp allows weekend holding, while its Futures programs do not. FundedNext CFD Stellar accounts allow it, while FundedNext Futures does not. FundingPips has current temporary Master-stage differences. Blueberry Funded Flex 1-Step currently says weekend holding is not allowed.
A flat-weekend trader does not need the maximum permission, but needs the exact deadline and any pending-order requirements. The official source still controls.
Use a last-verified date in the account sheet.
Do not assume 2026 conditions will remain unchanged indefinitely.
Weekend flexibility becomes a lower-priority feature if the strategy is always flat. The trader can focus more on drawdown type, trading costs, platforms, payout conditions, news rules, consistency and other factors that affect the actual system.
This can widen the set of suitable accounts. A firm that restricts weekend holding is not a disadvantage to a trader who never uses it.
Still compare Friday cutoffs and daily overnight rules. A futures product with a daily flat requirement can affect the strategy even before the weekend.
Choose the complete account, not one feature.
Book insight: The Psychology of Trading supports replacing emotionally vivid missed trades with measured data.
For every Friday-forced exit, record the actual exit price and a hypothetical held result at the next normal strategy exit or Monday assessment. Include financing, slippage assumptions and the stop. Compare net outcomes.
Aggregate results by instrument and setup. Some strategies may lose little from Friday closure; others may lose a large part of their edge. Avoid combining them into one average if their behavior differs.
Also compare tail loss. The held version may earn more gross profit but have much larger adverse gaps. In a prop evaluation, reducing tail loss can be worth some average return.
Use a meaningful sample before making changes.
Compare risk-adjusted performance and rule compatibility, not just total profit. Does the held version have larger maximum drawdown? How often does it approach the daily or maximum-loss boundary? Does financing reduce the difference? Is weekend holding permitted at every intended account stage?
If the held version is clearly superior and fits the rules, the trader can consider a separate weekend-capable strategy in a future evaluation. But redesign it deliberately with gap sizing and event filters.
Do not break the current challenge plan midstream because of a few missed winners.
Strategy changes deserve testing.
Not only when it avoids a dramatic gap loss. Its value can appear through lower stress, fewer rule mistakes, simpler automation, better Monday discipline and smaller drawdown variance. Those benefits should be recorded alongside P&L.
If the trader repeatedly sleeps better and makes better Monday decisions when flat, behavioral improvement can be economically meaningful.
Conversely, if FOMO causes constant Monday chasing, the psychological process needs work. The rule alone cannot solve behavior.
Measure the full system.
Book insight: The Daily Trading Coach supports routines that make correct behavior repeatable over many weeks.
Sunday: review calendar and higher-timeframe levels without entering. Monday: start at the tested session, use normal risk. Tuesday–Thursday: execute the core strategy. Friday: stop new entries at the predetermined time, manage existing trades, flatten by personal cutoff, cancel orders, confirm account state and complete the weekly review.
Set personal daily and weekly risk caps below the firm's hard limits. Recheck rule updates weekly. Keep one account sheet per firm/product/stage.
Use the same routine regardless of whether the week is profitable. Do not add special Friday trades to repair P&L.
Rest after the close. The next decision is Monday.
It limits exposure to defined windows, removes weekend gap risk and reduces late-week overtrading. Combined with conservative position sizing, it can make losses more predictable. Predictability helps keep the account away from hard boundaries.
The routine does not prevent normal losing streaks. It simply removes one category of tail event. The strategy still needs positive expectancy and disciplined execution.
Track remaining drawdown daily. If buffer shrinks, reduce risk according to the plan rather than extending the week with more trades.
Preserving the ability to trade next week is more valuable than forcing Friday profit.
Use rules that can continue into the funded stage. A flat-weekend approach can be especially useful when funded accounts have stricter weekend policies than evaluations. The trader does not need to relearn Friday behavior after passing.
Reverify funded rules anyway because news, payout, consistency and daily-loss conditions can change. Keep the personal flat policy while updating external constraints.
Continue measuring opportunity cost. If the funded strategy later needs swing exposure, use an account type that explicitly supports it rather than making informal exceptions.
Sustainability comes from alignment between strategy, account and routine.
Akash Mane is the Founder and CEO of Prop Firm Bridge. His research focuses on verified prop-firm rules, evaluation mechanics and practical drawdown management designed to help traders make informed decisions. Connect with Akash on LinkedIn: Akash Mane.
A trader can build an entire prop-firm evaluation around being flat every weekend. The method works best when it is designed into the strategy rather than imposed at the last minute. Define a weekly trading window, avoid late entries that need more time than the week provides, pace risk so Friday never becomes a deadline, flatten before the required cutoff and treat Monday as a fresh trade environment.
The flat-weekend rule removes gap exposure but creates opportunity cost. Measure both. If the strategy remains profitable after Friday exits and the account experiences lower tail risk, the simplicity can be a strong fit for evaluations. If the edge depends on uninterrupted multi-day holding, choose a compatible account and a properly tested swing framework instead. For more verified prop-firm education and rule guides, visit Prop Firm Bridge.
The structured FAQ below answers common flat-weekend challenge questions without duplicating Q&A text inside the body.
Yes. Weekend holding is not normally required. A trader can build a strategy around weekday sessions and close all positions before the weekend, provided the strategy still has enough edge to meet the challenge rules.
It removes direct Friday-to-Monday gap exposure and can simplify compliance across accounts with different weekend rules.
Opportunity cost. Genuine swing trades can continue moving after Friday, so a flat-weekend rule may reduce average winner or require Monday re-entry.
Set a latest-entry time based on the strategy's normal holding period. Avoid entries that do not have enough time to develop before your personal Friday cutoff.
Yes if a fresh valid setup exists. Treat it as a new trade using Monday's price, stop, target and current account risk rather than blindly continuing Friday's position.
No. You still need to know exact closure deadlines, pending-order requirements, and any daily overnight rules, especially on futures accounts.
Keep shadow data comparing actual Friday exits with hypothetical weekend-held results after financing and gap risk over a meaningful sample.
It removes weekend gap exposure, which can be valuable when progress is worth protecting, but position sizing and strategy quality still matter during weekdays.
