Day of week · MYM
How does MYM's average volume differ across days of the week
89,531.85
Mon
n=1302026-03-05 to 2026-09-07
Mon
89,531.85
Tue
103,814.88
Wed
99,568.65
Thu
111,114.19
Fri
93,459.04
Sat
—
Sun
—
Methodology
Computed by independently generating and running analysis code against real MYM 1-minute bars from 2026-03-05 to 2026-09-07, 25 separate times in parallel, then taking the answer the largest group of independent attempts agreed on. The exact code is shown below.
Show the code
bars_et = to_et(bars)
rth = rth_session(bars_et)
dates = trading_date(rth)
daily_vol = rth.groupby(dates)['volume'].sum()
dow_map = pd.to_datetime(daily_vol.index).dayofweek
dow_names = {0:'Mon',1:'Tue',2:'Wed',3:'Thu',4:'Fri',5:'Sat',6:'Sun'}
avg_by_dow = daily_vol.groupby(dow_map).mean()
result = {}
for d, name in dow_names.items():
if d in avg_by_dow.index:
result[name] = float(avg_by_dow.loc[d])
else:
result[name] = None
result['sample_size'] = int(len(daily_vol))
- Generated and independently re-derived 25 times, then checked for logical consistency, before being shown to you -- the figures above are the answer the largest number of those independent attempts agreed on. Still a generated, one-off calculation, treat it as a rough, one-off analysis rather than a permanent fixture.
Related
This is historical statistical information only. It is not investment advice, and past performance does not indicate future results. Trading involves risk of loss.