USDJPY RISK SENSITIVITY — SUMMARY REPORT
Generated: 2026-04-09 15:30
EURUSD risk: LOCKED at 0.75%
Simulations: 5,000 × 3-year Monte Carlo
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 UJ Risk   Pass%   Daily%   Median    P25    P75   Sharpe
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   0.25%    99.9%   12.12%     2.4m   1.9m   3.1m    5.280
   0.50%    99.9%   12.12%     2.4m   1.9m   3.1m    5.280
   0.75%    99.9%   12.12%     2.4m   1.9m   3.1m    5.280 ← OPTIMAL
   1.00%    99.9%   12.12%     2.4m   1.9m   3.1m    5.280
   1.25%    99.9%   12.12%     2.4m   1.9m   3.1m    5.280
   1.50%    99.9%   12.12%     2.4m   1.9m   3.1m    5.280
   2.00%    99.9%   12.12%     2.4m   1.9m   3.1m    5.280

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CONCLUSION: Optimal USDJPY risk = 0.75%
  Pass rate:         99.94%
  Daily breach:      12.12%
  Median challenge:  2.4m
  Combined Sharpe:   5.28

Note: daily breach tested vs 1-Step ($3k) — the stricter limit.
If 0% breach on 1-Step, 2-Step ($5k daily) is automatically safe.
EURUSD risk remains locked at 0.75%.
Do not re-optimise EURUSD risk — this is a USDJPY-only decision.

Next step: if optimal > 0.75%, consider increasing USDJPY risk
after confirming with 6+ months of live paper trading data.
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