The Lab
January 5, 2026

Weekday Patterns Tool

Does It Matter Which Day of the Week You Trade?

The Weekday Patterns tool displays the median and average historical returns for each day of the week (Monday through Friday) for any individual stock or ETF, based on multiple years of data.

Traders often wonder whether certain days of the week tend to perform better or worse than others. Questions such as whether Monday is typically weak, whether midweek patterns exist, or whether Friday behaves differently due to weekend risk are common. While these day-of-week effects have been studied extensively in academic research, those studies are usually conducted on broad market indices rather than on specific stocks or sector ETFs.

This tool provides a structured way to examine weekday tendencies at the individual security level, helping traders evaluate whether observed patterns hold up when measured against the actual historical performance of the names they trade.

What the Tool Shows You

Daily

Weekday Returns

Displays the median and average historical returns for each weekday (Monday through Friday), with the ability to toggle between the two measures.

Detail

Year-by-Year Heatmap

Provides a detailed heatmap where each row represents a year and each column represents a weekday. This view helps assess how consistent or variable the weekday patterns have been over time.

Filter

VIX Regime Filter

Allows you to split the weekday analysis by volatility regime, including all data, periods when VIX was below 20, between 20 and 30, or above 30. This helps determine whether patterns behave differently across market environments.

Scan

Market-Wide Heatmap

Offers a broad overview that displays weekday patterns across an entire watchlist, with each row representing a different ticker and each column representing a weekday. This makes it easy to compare seasonal tendencies across multiple names.

How Traders are using the Weekday Patterns Tool

1

Review Weekday Patterns

Select a ticker to see which days of the week have historically delivered stronger or weaker average and median returns.

2

Assess Consistency Over Time

Use the year-by-year heatmap to evaluate whether a weekday's historical edge has been consistent across multiple years or driven primarily by a limited period.

3

Filter by Volatility Regime

Apply the VIX regime filter to determine whether observed weekday patterns appear primarily in low-volatility environments, high-volatility environments, or both.

4

Compare Across a Watchlist

Review the market-wide heatmap to identify which stocks or ETFs share similar weekday patterns, helping you select names that align with your trading window or thesis.

Check which weekday your favorite stock trades best

Open Weekday Patterns Tool

Get in Touch

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interested in learning more about our tools.