Strongest month
Nov
Weakest month
Feb
Years sampled
10
Average return by month
Jan+1.86%80% · n=10
Feb-1.14%40% · n=10
Mar-1.11%50% · n=10
Apr+2.46%70% · n=10
May+1.98%80% · n=10
Jun+1.68%60% · n=10
Jul+2.54%90% · n=10
Aug+1.36%60% · n=10
Sep-0.79%60% · n=10
Oct+0.30%50% · n=10
Nov+3.87%80% · n=10
Dec+0.29%70% · n=10
Average return by weekday
Close-to-close from the previous session, so Monday includes the weekend gap. Weekends have no sessions in the feed, so only Mon–Fri are reported.
Best day
Mon
by average return
Worst day
Thu
by average return
Sessions per day
470
~10 years of data
Monday effect
+0.09%
weekend gap included
Mon+0.087%59.1% · n=470
Tue+0.062%50.9% · n=517
Wed+0.074%56% · n=514
Thu-0.002%52.5% · n=507
Fri+0.072%53.9% · n=505