QQQ. Days of the week. Yesterday's close to today's close.
Profit/loss calculated for each day of the week for the period from 3/10/1999 till 11/28/2011: go long on open, exit on close.
| Mon-Tue | Tue-Wed | Wed-Thu | Thu-Fri | Fri-Mon | |
|---|---|---|---|---|---|
| PL % | -11.29 | 32.87 | 111.78 | -46.44 | -7.85 |
Day of week profit/loss grouped by the year
| Year | Mon-Tue | Tue-Wed | Wed-Thu | Thu-Fri | Fri-Mon |
|---|---|---|---|---|---|
| 1999 | 11.45 | -16.75 | 35.89 | 11.93 | 19.77 |
| 2000 | 4.88 | -16.19 | -65.38 | 24.78 | 23.76 |
| 2001 | -14.10 | -18.73 | 14.06 | 27.05 | -34.20 |
| 2002 | -5.57 | -27.62 | 18.45 | -15.07 | -8.34 |
| 2003 | 10.42 | 20.61 | -6.08 | 25.68 | -7.28 |
| 2004 | 6.12 | 3.32 | 7.36 | -0.01 | -5.34 |
| 2005 | 4.69 | -3.46 | -0.46 | 1.64 | 0.05 |
| 2006 | -1.50 | 0.27 | 14.65 | 4.10 | -9.42 |
| 2007 | -4.68 | 7.62 | 19.06 | -5.19 | 2.32 |
| 2008 | -18.11 | 13.54 | -30.53 | 2.21 | -13.06 |
| 2009 | 3.13 | 1.89 | 19.59 | 15.46 | 6.83 |
| 2010 | 13.27 | -3.99 | 15.23 | 1.45 | -5.94 |
| 2011 | 1.08 | 17.21 | -11.67 | 2.45 | -5.48 |
Query used:
select
case DATEPART(W, t_1.d)
when 2 then 'Mon-Tue'
when 3 then 'Tue-Wed'
when 4 then 'Wed-Thu'
when 5 then 'Thu-Fri'
when 6 then 'Fri-Mon'
end 'Day of Week',
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(W, t_1.d)
order by DATEPART(W, t_1.d)