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I ran a two-week small-size experiment: USDJPY allowed at London open at one-quarter of EURUSD size, same continuation rules, strict news flat around BOJ-sensitive windows.

Result: a handful of clean drives, more scratchy sessions than EURUSD, and one week where I broke the quarter-size rule after a winner - which ended the experiment's purity. Process lesson beat the P&L lesson.

I kept USDJPY on a reduced roster afterwards, still small, still with yen-headline paranoia. Experiments only count if size discipline holds. On prop I would not run this experiment during a challenge phase; personal capital is for that. Challenge is for the already-tested roster. I wrote the experiment rules on Monday and scored myself Friday on rule breaks, not on pips. The scoreboard that mattered was discipline. Pips were a side comment. After the experiment I needed a clean week at the reduced size before any talk of raising USDJPY toward EURUSD risk. Patience on size is part of the experiment, not the epilogue.

If anyone wants to try something similar: keep the experiment short, write the size rule down before you start, and decide in advance what result would make you drop the pair.

Was the quarter size defined in lots or in risk? I ask because the two drift apart on USDJPY. With the rate near 150, a pip on a standard lot is worth about $6.70 against $10 on EURUSD, so a quarter of the lots is closer to a sixth of the cash per pip.

Stop distance pushes it the other way, since my USDJPY stops at the open run a few pips wider. In practice my risk landed somewhere between a fifth and a quarter, which is fine, but the trades weren't the same size from one day to the next.

So for my own small size trials I set the size as a fraction of R and let the calculator work out the lots. The trade panel is preloaded with that fraction, so breaking the rule means typing a new number, which is harder to do on autopilot after a winner.

Scoring rule breaks on Friday rather than pips is the right scoreboard. I'd add one category, setups the rules allowed that I skipped, since hesitation breaks an experiment too.

On the yen headline side, I keep a note of the levels where officials last talked about excessive moves. Near those levels I halve whatever size the experiment allows, even outside BOJ windows.

PropScalpDesk, two weeks of London opens is about ten sessions, and if the setup fires most days that is maybe eight trades. With a hit rate around 40 percent, anything from one winner to six is ordinary luck on that sample, another reason your discipline scoreboard was right.

The thing I would check in the notes is overlap with EURUSD. Continuation at the London open on both pairs is usually one dollar move, so a long EURUSD and a short USDJPY taken in the same drive are the same idea twice.

When I tried it, I capped the two together at one normal EURUSD risk. If the EURUSD trade was already on, USDJPY only got whatever was left of that cap, which was often nothing.

That also changed how the scratchy sessions read. Several of mine were days when the dollar had no direction and both pairs chopped, so the yen was not really the problem.

For a drop rule I would write down a spread figure too. If USDJPY at 08:00 was regularly above about 1.5 times its London median, the open would come off the roster no matter what the pips said.

Did your scratchy sessions line up with flat EURUSD mornings, or were they yen specific? I suspect most of mine were the first kind.