Report Guides
Average returns, volatility, and win rates by day of week
Market returns are not uniformly distributed across weekdays. Institutional flows, scheduled events, and portfolio rebalancing create persistent patterns in average returns, volatility, and win rates by day of week.
| Metric | Description |
|---|---|
| Average Return | Mean daily return for each weekday |
| Win Rate | Percentage of up days by weekday |
| Average Range | Typical high-low range by weekday |
| Volatility | Standard deviation of returns by weekday |
Adjust your position sizing based on weekday characteristics. Trade larger on high-range, high-win-rate days and smaller on low-probability days. Use weekday return bias as a tiebreaker when your analysis is neutral.