QQQ. Days of the week. One day open to 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 | Wed | Thu | Fri | |
|---|---|---|---|---|---|
| PL % | -31.41 | -57.87 | 19.94 | 40.06 | -71.24 |
Day of week profit/loss grouped by the year
| Year | Mon | Tue | Wed | Thu | Fri |
|---|---|---|---|---|---|
| 1999 | 1.44 | -25.48 | 16.84 | 0.68 | 1.66 |
| 2000 | -2.20 | -21.87 | -42.50 | 9.29 | -11.21 |
| 2001 | -5.96 | -33.02 | 11.97 | 16.41 | -12.26 |
| 2002 | -3.49 | -25.66 | 27.42 | -16.91 | -4.92 |
| 2003 | 2.13 | 17.88 | -10.39 | 19.08 | -9.07 |
| 2004 | 2.25 | -1.88 | 7.21 | 0.75 | -11.78 |
| 2005 | -0.48 | -4.75 | -1.02 | -1.38 | -6.06 |
| 2006 | -1.77 | 0.82 | 12.35 | 1.41 | -11.76 |
| 2007 | -6.74 | 3.74 | 13.19 | -3.68 | -5.79 |
| 2008 | -24.15 | 8.93 | -22.10 | 5.42 | 0.49 |
| 2009 | 7.07 | 2.90 | 10.14 | 9.54 | 5.99 |
| 2010 | -0.88 | -0.90 | 9.45 | -1.56 | -2.48 |
| 2011 | 1.32 | 21.46 | -12.64 | 1.00 | -4.22 |
Query used:
select
case DATEPART(W, t.d)
when 2 then 'Mon'
when 3 then 'Tue'
when 4 then 'Wed'
when 5 then 'Thu'
when 6 then 'Fri'
end 'Day of Week',
cast(sum((t.c- t.o)/t.o * 100) as decimal(10,2)) 'PL %',
count(*) 'Num of Trades',
cast(sum((t.c- t.o)/t.o * 100) as decimal(10,2)) / count(*) 'Trade PL'
from qqq t
group by DATEPART(W, t.d)
order by DATEPART(W, t.d)