QQQ. Days of the week. Yesterday's open 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 % | -45.12 | -27.27 | 130.52 | -7.76 | -78.21 |
Day of week profit/loss grouped by the year
| Year | Mon-Tue | Tue-Wed | Wed-Thu | Thu-Fri | Fri-Mon |
|---|---|---|---|---|---|
| 1999 | 10.46 | -11.38 | 10.19 | 25.55 | 23.93 |
| 2000 | -8.43 | -18.35 | -85.09 | -15.70 | 33.24 |
| 2001 | -16.63 | -29.29 | -21.52 | 40.26 | -24.59 |
| 2002 | -4.80 | -36.08 | -10.50 | 6.51 | -19.94 |
| 2003 | 1.59 | 24.58 | 11.70 | 15.01 | 9.67 |
| 2004 | -3.98 | 3.66 | 5.38 | 6.58 | -4.03 |
| 2005 | -0.81 | -4.76 | -5.20 | 0.43 | -0.79 |
| 2006 | -11.19 | -3.57 | 15.71 | 16.14 | -8.19 |
| 2007 | -11.14 | 2.22 | 22.60 | 8.77 | -2.30 |
| 2008 | -14.53 | -12.85 | -21.85 | -26.46 | -4.35 |
| 2009 | 9.00 | 9.44 | 22.38 | 25.61 | 18.05 |
| 2010 | 10.20 | -5.70 | 14.21 | 9.65 | -5.96 |
| 2011 | -5.17 | 19.10 | 9.67 | -8.53 | -5.66 |
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.o- 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)