> ## Documentation Index
> Fetch the complete documentation index at: https://docs.glitchexecutor.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Weekend holding

> Which firms permit weekend holds, the swap-cost math, and the gap-risk scenarios that bust accounts on Sunday-evening open.

Weekend holding policy varies by firm, instrument, and account stage. The rules matter most for swing traders + multi-day algos; scalpers rarely hit weekend exposure.

## Firm-by-firm policy

| Firm                | Weekend hold         | Swap charged             | Gap-risk on trailing DD                   |
| ------------------- | -------------------- | ------------------------ | ----------------------------------------- |
| FundingPips Zero    | Permitted            | Standard broker swap     | Trailing DD: floor moves over the gap     |
| FTMO Phase 1        | Permitted            | Standard broker swap     | Static DD: floor unchanged across weekend |
| MyForexFunds        | Permitted            | Standard broker swap     | Static DD: same as FTMO                   |
| Apex Trader Funding | Restricted (futures) | N/A — futures don't swap | Trailing DD: futures gap differently      |
| The5ers High Stakes | Permitted            | Standard broker swap     | Static DD: floor unchanged                |
| GetLeveraged Turbo  | Permitted            | Standard broker swap     | Trailing DD: floor moves                  |

## The gap-risk problem on trailing-DD firms

A trader holds USDJPY over a weekend on a FundingPips Zero account. The Friday close is 150.40 with the account balance at $108,000 (trailing DD floor: $102,600). Sunday-evening reopen, an unexpected BOJ statement gaps USDJPY to 149.50 — 90 pips against the position. At a 0.5-lot size, that's a $450 loss. The new closed balance is $107,550. The trailing DD floor is unchanged (it only moved up on prior peaks, doesn't move down). But the operator's account is now \$4,950 above the floor — uncomfortably close.

Worst case: the gap is large enough to immediately breach the daily-loss cap on Monday open. FundingPips' 3% daily cap on $108k is $3,240. A 90-pip gap on a 1.0-lot USDJPY position ($900 loss) is fine; a 90-pip gap on 4.0 lots ($3,600) breaches the daily cap on Monday.

## Swap cost math

For multi-night holds, swap is a real cost. Typical EURUSD long swap on a prop-firm broker: $-2 to $-5 per night per standard lot. Triple-swap Wednesday night (banks settle Friday for spot-FX, so Wednesday→Thursday gets 3 nights of swap). A 5-day swing on 1.0 lot EURUSD pays $20–$40 in swap, against a typical 30-pip move = \$300 profit. Swap eats 7–13% of the gross.

Some firms (Apex on futures contracts) don't have swap because the instrument settles overnight without rollover.

## Operational planning

Three workflows for swing traders:

### 1. Close-and-reopen (most common)

Flatten Friday afternoon, reopen Sunday/Monday at market price. Accepts the loss of Friday-close-to-Monday-open profit drift; eliminates gap risk + swap cost. Conservative; most swing systems use this.

### 2. Hold-with-tight-stops

Keep position open through weekend with a stop-loss tightened to 1.5R of typical gap risk. Captures Friday-to-Monday drift on the upside; bounded loss on the downside.

### 3. Hedge into the weekend

Open an offsetting position on a correlated instrument (long EURUSD + long DXY, for example) to flatten directional exposure across the weekend. Costs spread on both positions; eliminates gap risk.

## How Glitch Executor encodes this

The Strategy IR has a `schedule.weekendFlat` boolean (default true). When true, the compiled cBot/EA closes all open positions by Friday 16:00 EST and refuses new entries after Friday 12:00 EST. Combine with `schedule.holidayFlat` to avoid holding through known market holidays (US Independence Day, UK Bank Holidays, etc.) where the same gap-risk logic applies.

## What this rule is NOT solving

It's not solving "I want to hold positions for weeks." Multi-week holds at any prop firm are dominated by either swap costs or by the eval-stage time limit (where present). Long-term strategies belong on self-funded accounts, not prop challenges.

See related: [drawdown math](/concepts/drawdown-math), [payout cycles](/concepts/payout-cycles), [news blackouts](/concepts/news-blackouts).