I’ve decided to trust my system a bit and exit the GY trade partially. I have one entry at 168.69, which I have closed at 169.03, for +34 pips.
The other entry is at 169.68 (bad entry, not supported by my system rules; I was chasing the market ;-( . After closing part of this trade, the remaining is only $2/pip which is painless. Another reason for me to keep this part open is that GU is still has a long signal, so GY has not really turned; only one of its legs, the USDJPY leg has generated a sell signal.