Strongest month
Nov
Weakest month
Feb
Years sampled
10
Average return by month
Jan+1.86%80% Β· n=10
Feb-1.14%40% Β· n=10
Mar-1.11%50% Β· n=10
Apr+2.46%70% Β· n=10
May+1.98%80% Β· n=10
Jun+1.68%60% Β· n=10
Jul+2.54%90% Β· n=10
Aug+1.36%60% Β· n=10
Sep-0.61%63.6% Β· n=11
Oct+0.29%50% Β· n=10
Nov+3.75%80% Β· n=10
Dec+0.29%70% Β· 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 MonβFri are reported.
Best day
Wed
by average return
Worst day
Thu
by average return
Sessions per day
468
~10 years of data
Monday effect
+0.08%
weekend gap included
Mon+0.077%58.5% Β· n=468
Tue+0.057%50.6% Β· n=518
Wed+0.079%56.3% Β· n=515
Thu+0.001%52.4% Β· n=508
Fri+0.075%53.8% Β· n=504