I think you will find that nose to the horizon will serve you better in a go-around rather than simply "pitching up" - your speed will be low and you will have a loss of stability with a high nose attitude in some training types so nose to the horizon together with your full power and that way you will get an increase of airspeed ready for the climb thus ensuring a wings-level attitude during the recovery too as you will have a better chance of seeing the horizon ahead of you. Then climb away and retract flap in stages. Forget the radio call until you are stable in the climb.
VFE.