Backtest which weekday produces the best intraday returns.
Buy at the selected day's open and sell at the same day's close.
Pick the weekday to trade. Buys at that day's open and sells at the same day's close.
Narrows trades to days where VIX was in the chosen regime.
< 20 calm · 20–30 elevated · > 30 stress.
Filters trades by the open's position relative to the 5-day MA.
< 5D trades only when the open is below the 5-day MA. > 5D only when above.