reading 25 years of daily bars…

weekality — which week of the month pays, and which costs?

Every session of the last twenty-five years sorted into the week of its month it fell in, so you can see whether the start, the middle or the end of a month has paid. A week here is five trading sessions by default — the way a market participant counts one — with calendar weeks offered as the alternative. The measure is log basis points (100 bp = 1 per cent) and every figure is gross of commission, spread and tax. Because only five buckets are being scanned, the number of readings and the number chance alone puts past the line are printed beside every answer. You pick the stretch of history; this page reports its arithmetic and never ranks one window against another. Every ticker on the /robot board is here, grouped by the hours it trades — futures, US shares, foreign listings, currencies and crypto each state their own day boundary, because an "open", a "close" and a "day" are different things in each.

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Instrument Week Counted Measure Compared with Window
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Which week of the month goes up, and which goes down? each week’s average · below it the same weeks split into open-hours and overnight · below that the running total across the month
Which instruments ran hot in which week of the month? one row an instrument, one column a week · red is hot for that row, blue is cold · click a cell to jump to that instrument, double-click to sort by the picked week
Every week of the month — and what doing the obvious thing paid over the same stretch … …
Effects that already have a name … These are published calendar patterns with known mechanics. The turn of the month lives inside week 1, and the third-Friday expiry inside week 3, so they are listed here with their own arithmetic — a week that lands on one is read as that effect rather than as a discovery.
Every instrument on the board — its own best and worst week of the month … Grouped by the hours each instrument trades, because an "open", a "close" and a "day" mean different things in each group — every group states its own day boundary in its header. Depth runs from about 25 years to a few months, so a deep row and a shallow row are never comparable in one column and every row prints its own dates and count. A ticker that is on the board but has no daily tape in the house stores yet is listed with every figure absent, never zero. Sort any column.
Machine-readable text dump — every number on this page, as plain fixed-width text 
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