QQQ. Days of the month, close to close.

Profit/loss (%) calculated for each day of the month for the period from 3/10/1999 till 11/28/2011: go long on close, exit on close next day.

day	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	2011	Total
1	2.94	9.93	17.86	5.71	5.70	6.08	2.89	-0.29	-0.17	0.02	0.85	6.39	-4.31	53.56
2	5.54	-2.83	-18.42	-12.82	11.69	2.48	3.47	-1.66	2.30	-7.76	3.61	8.39	-3.63	-9.64
3	6.11	10.53	9.68	-8.43	3.32	-4.04	-2.25	1.76	-1.00	-0.58	5.10	4.95	2.17	27.34
4	3.06	-3.81	1.54	0.61	-0.30	1.52	1.03	5.77	4.15	-7.61	8.78	-6.34	-3.62	4.75
5	9.95	0.45	12.55	-1.39	-4.99	2.94	-1.82	-0.35	2.01	0.71	1.67	4.95	2.47	29.14
6	-2.22	-15.24	-6.09	5.00	3.40	-3.17	-0.29	-0.31	4.51	-13.15	3.62	-4.43	2.11	-26.28
7	1.95	22.95	-5.10	-9.37	3.24	0.54	2.80	-5.53	-4.61	-6.46	-9.23	-1.53	2.74	-7.58
8	0.16	-5.87	-9.30	16.17	-2.73	-4.03	-1.36	1.98	0.90	6.13	3.77	3.33	-5.73	3.39
9	3.22	-4.86	-12.64	-15.22	-1.22	-0.78	0.75	-2.43	-6.06	-7.65	4.57	2.91	-1.22	-40.61
10	2.25	-21.67	10.27	2.68	-1.26	0.81	-2.16	0.24	-0.80	-1.10	3.63	9.27	-2.36	-0.17
11	7.01	3.84	11.26	0.11	4.53	2.61	1.44	-1.45	-0.69	-5.97	0.92	-0.96	5.57	28.25
12	-3.67	-16.62	7.59	1.57	6.40	2.37	0.43	-2.82	2.55	-1.84	2.19	-0.49	2.54	0.20
13	-2.16	10.76	-0.62	-1.92	3.41	-1.98	-0.24	-0.11	5.09	23.31	0.30	2.62	2.39	40.83
14	-6.13	-8.05	-3.95	13.72	4.40	-2.17	0.31	5.66	-0.75	-11.34	-1.24	0.25	3.23	-6.07
15	3.47	0.58	-4.96	11.79	-0.91	-2.78	-1.52	7.64	-2.72	-15.17	2.14	3.70	1.78	3.02
16	9.77	4.71	-9.95	-1.86	4.38	-0.50	-1.41	1.49	0.78	16.17	4.22	-1.94	-5.48	20.39
17	5.22	11.92	-9.12	8.79	-5.65	3.52	1.77	-4.11	-0.36	-11.68	-2.39	3.49	-3.64	-2.28
18	2.65	-8.44	11.41	-9.67	8.87	4.59	0.00	-0.84	1.80	4.47	6.49	1.10	-5.00	17.40
19	-6.61	1.33	12.45	-13.70	-5.32	-5.13	0.60	1.66	-1.57	-4.19	0.08	-1.45	-1.65	-23.54
20	1.84	-10.00	-21.31	-2.32	0.19	0.93	-2.88	-2.89	3.19	-2.83	-8.15	-0.72	-0.06	-44.96
21	12.12	-3.62	-0.73	0.73	2.61	0.43	2.24	-4.93	6.36	-3.37	7.12	-0.73	2.37	20.54
22	-5.31	7.92	10.03	-7.32	0.34	0.70	-2.77	-1.91	0.77	-11.63	-2.36	1.36	-5.32	-15.51
23	0.16	-3.45	-9.42	-4.77	3.67	-2.16	0.10	-1.36	1.70	-0.74	7.33	-2.84	2.11	-9.62
24	3.00	3.05	10.71	1.02	-12.02	1.90	0.12	3.30	1.12	8.27	4.47	0.81	4.21	29.95
25	2.40	-4.26	1.51	-0.66	0.05	6.94	1.14	3.78	0.03	0.68	1.65	1.72	-2.16	12.86
26	-0.57	-2.79	-1.67	-5.62	0.51	0.69	0.81	3.02	-0.43	-0.87	4.49	-1.54	5.52	1.54
27	-0.64	0.77	3.01	-3.43	3.46	1.06	-2.76	-2.34	-4.61	-2.09	-5.50	3.46	4.62	-4.95
28	5.84	-11.44	-14.23	-5.33	8.39	-2.62	-1.11	0.80	-0.56	9.68	4.35	-4.26	0.77	-9.74
29	5.69	-15.37	-6.36	-1.72	6.19	3.99	-0.21	5.60	4.86	-9.87	0.80	-4.39	2.58	-8.19
30	-4.25	5.73	-8.36	3.48	-3.95	-3.06	0.42	-1.10	0.59	7.49	-5.02	-5.91	-0.13	-14.08
31	-0.50	15.70	-3.56	-3.98	-3.05	-0.23	2.92	-0.17	0.75	3.02	-1.36	-1.15	0.72	9.14

Query used:


--1
select [day], [1999], [2000], [2001], [2002], [2003], [2004], [2005], [2006],[2007], [2008], [2009], [2010], [2011], [2012] Total into #t
from 
	(	select cast((t.c- t_1.c)/t_1.c * 100 as decimal(10,2))  pl, DATEPART(d, t.d) [day], YEAR(t.d) y 
		from qqq t
		join qqq t_1 on t_1.id = t.id -1
		) p
pivot
(
sum(pl)
for y in ([1999], [2000], [2001], [2002], [2003], [2004], [2005], [2006],[2007], [2008], [2009], [2010], [2011],[2012])
) r	
order by [day]

--2
update t
set t.Total = p.pl
from #t t
join  (
	select
      datepart(d, t.d) [day], 
      cast(sum((t.c- t_1.c)/t_1.c * 100) as decimal(10,2)) 'PL'  
      from qqq t
      join qqq t_1 on t_1.id = t.id -1
      group by   datepart(d, t.d)
      ) p on T.[day] = p.[day]

--3
DECLARE @HeaderList varchar(max)
SELECT @HeaderList = COALESCE(@HeaderList + '', '') +    name 
from tempdb.sys.columns where object_id = object_id('tempdb..#t') order by column_id
select '' + @HeaderList + ''


--4
DECLARE @SelectList varchar(max)
SELECT @SelectList = COALESCE(@SelectList + '+''''+', '') +    'CAST([' + name + '] AS varchar(50))'
from tempdb.sys.columns where object_id = object_id('tempdb..#t') order by column_id
--select '' + @SelectList + ''
declare @sql varchar(max)

select @sql = 'select ''''+' + @SelectList + '+'''' from #t'

exec (@sql)



3 and 4 can be replaced with:

DECLARE @HeaderList varchar(max), @head varchar(1000)
SELECT @HeaderList = COALESCE(@HeaderList + '', '') +    name 
from tempdb.sys.columns where object_id = object_id('tempdb..#t') order by column_id
select @head = '' + @HeaderList + ''

DECLARE @SelectList varchar(max)
SELECT @SelectList = COALESCE(@SelectList + '+''''+', '') +    'CAST([' + name + '] AS varchar(50))'
from tempdb.sys.columns where object_id = object_id('tempdb..#t') order by column_id

declare @sql varchar(max)
select @sql = 'select ''' + @head + ''' union all select ''''+' + @SelectList + '+'''' from #t'
exec (@sql)