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Friday afternoon post-data pullbacks are optional for me, not a staple.

Rules if I take one: data must be done, spread snapped back, level pre-marked, size half, and I am flat well before the weekend risk window I wrote on the sheet. I do not hold Friday leftovers into Saturday as a personality trait.

Most Fridays I skip. The ones I take are written on Thursday night as a conditional. If the condition is not there, I do not invent it because the week needs a hero. Prop accounts almost always skip - weekend gap risk plus daily limit maths make a cute pullback less cute. If data prints late or spreads never snap back, the conditional expires. I do not wait into the evening hoping for a prettier pullback. Friday has a closing bell for a reason in my process. Post-data Friday is never used to recover a red week. That sentence is on the sheet in ink.

I also check the economic calendar for anything scheduled late on Friday, such as Fed speakers, before I even mark the level. A speech at 17:00 London turns a tidy pullback into a coin flip.

Friday afternoon post-data pullbacks are optional on my sheet, not a staple. Most Fridays I skip. The ones I take are written Thursday night as a conditional: data done, spread snapped back, level pre-marked, size half, flat well before the weekend risk window.

The attached illustration is the shape I will take. US data dumps, bounce, first pullback into a level marked the day before, half size, and flat before the weekend window.
If the pullback never reaches the level, the conditional expires. I do not chase a prettier one into the evening.

Prop accounts almost always skip. Weekend gap risk plus daily limit maths make a cute pullback less cute, and I will not use Friday to recover a red week.

I also check for late speakers before I mark anything. A Fed name at 17:00 London turns a tidy pullback into a coin flip, and the conditional dies on the spot.

Do you allow Friday pullbacks on personal and ban them on prop, or is it a full skip on both for you? Mine is personal only, and rare.

PropScalpDesk, one Friday I would add to your skip list without thinking twice is a data Friday that is also month end. The 16:00 London fix brings rebalancing flow that has nothing to do with the data, and in my log it ran straight through pre-marked pullback levels more often than it respected them.

So my conditional has a clock on it as well as a price. If the pullback has not reached the level by 15:30 London, it expires, because anything filled after that is really a trade on the fix.

The stop is the other thing I set differently on Fridays. I place it beyond the post-data extreme rather than at a fixed pip distance, and if that makes the stop wider than 1.5 times my normal one, half size is not enough and the trade is off.

Targets come in too. I aim for the first post-data high or low and nothing beyond it, since Friday afternoon rarely has the fuel to extend once that level is retested.

How do you define spread snapped back on a Friday? I use the spread at 12:00 London that same day as the baseline, because comparing it with a Tuesday flatters a thin afternoon book.