Weekday Bias · ES

S&P 500 E-Mini · seasonality · 2513 historical occurrences

Weekday Bias

high confidence

Average close-to-close return and hit rate for each day of the week.

Success rate

54.2%

Average

0.06

%

Median

0.07

%

Sample

2513

occurrences

Read

Mon has been the strongest weekday at 0.08% average return.

Distribution

Best9.80
Worst-10.38
Std dev1.14
Unit%

Key figures

Strongest DayMon

Subreports — where the edge actually lives

FilterGroupRateAvgMedianBestWorstN
MonBy weekday58.5%0.080.146.51-10.38468
TueBy weekday50.6%0.060.019.80-4.37518
WedBy weekday56.3%0.080.089.38-4.74515
ThuBy weekday52.4%0.000.045.72-9.90508
FriBy weekday53.8%0.070.079.19-5.94504

Sample-size honesty

Every statistic on this page is computed from cached exchange history and reports its true sample size. Rates built on fewer than 30 occurrences are marked low confidence — a 90% rate off 10 events is not an edge, it is noise.

EdgefulFinder · Probability & macro analytics. Historical statistics are not forecasts.Data: Yahoo Finance · CFTC · BLS · SEC EDGAR