QQQ. Days of the week. Yesterday's open to today's open.
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 % | 1.05 | -45.06 | 80.08 | 71.87 | -25.73 |
Day of week profit/loss grouped by the year
| Year | Mon-Tue | Tue-Wed | Wed-Thu | Thu-Fri | Fri-Mon |
|---|---|---|---|---|---|
| 1999 | 8.53 | 14.27 | -6.78 | 25.16 | 22.29 |
| 2000 | -3.85 | 2.17 | -42.31 | -23.95 | 45.00 |
| 2001 | -10.84 | 3.96 | -30.81 | 23.76 | -11.61 |
| 2002 | -1.51 | -10.51 | -36.54 | 23.63 | -15.09 |
| 2003 | -0.33 | 6.76 | 22.19 | -4.12 | 18.99 |
| 2004 | -6.19 | 5.71 | -1.75 | 5.91 | 7.65 |
| 2005 | -0.38 | -0.01 | -4.20 | 1.82 | 5.15 |
| 2006 | -9.49 | -4.36 | 3.38 | 14.73 | 3.68 |
| 2007 | -4.30 | -1.57 | 9.53 | 12.39 | 3.60 |
| 2008 | 8.64 | -20.74 | 0.02 | -31.28 | -3.60 |
| 2009 | 1.72 | 6.59 | 12.11 | 16.02 | 11.96 |
| 2010 | 11.13 | -4.77 | 4.85 | 11.27 | -3.50 |
| 2011 | -6.65 | -2.17 | 22.24 | -9.81 | -1.54 |
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)