Day-of-week effect study

Do historical returns differ by day of the week?

Quant strategies and backtests QNT-021 Bar Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Download CSV Sample JSON Specification JSON Sample as of

0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Sample C
1.86 %
Lowest item: Sample G
-2.49 %
Average
-0.11 %
Number of items
8 items

Day-of-week effect study

Average daily return (%) (Bar)

Benchmark / after-cost return (%)

Benchmark / after-cost return (%) (Line)

Event detail and data date

Average daily return (%) and Benchmark / after-cost return (%) (Table)

Sample data rows

Symbol/event/scenarioAverage daily return (%)Benchmark / after-cost return (%)Data date (sample)
Sample A -2.45 4.74 2026-10-16
Sample B 0.69 2.69 2026-10-16
Sample C 1.86 3.61 2026-10-16
Sample D 1.67 5.62 2026-10-16
Sample E -0.31 3.65 2026-10-16
Sample F 0.64 3.73 2026-10-16
Sample G -2.49 13.35 2026-10-16
Sample H -0.51 9.86 2026-10-16