We just launched the Weekday Patterns tool. Day-of-week return patterns for every leveraged and inverse ETF, backed by years of data.
Is Monday really the worst day to hold UVXY? Is there a midweek pattern that repeats? Do Fridays behave differently because of weekend risk? These are questions every active trader has wondered about but few have actually tested.
Day-of-week effects have been studied in academic finance for decades, but almost always for broad market indexes. When it comes to leveraged and inverse ETFs, the research barely exists. And the products behave differently enough from the S&P 500 that broad market findings don't necessarily apply.
Until now, getting day-of-week return data for these specific products meant downloading the full price history and running the calculations yourself, for every ticker, for every weekday.
We built something better.
The Weekday Patterns tool shows the median and average daily return for each day of the week, Monday through Friday, for every ticker in the CI Volatility suite. Pick a ticker and instantly see whether certain days consistently perform better or worse than others.
Select UVXY and you see which weekday historically delivered the steepest losses and whether any day offered a relative reprieve. Compare across SQQQ, SOXS, VXX, and others to see if the patterns are product-specific or universal.
No more hunches about "Monday weakness" or "Friday reversals." Just the data.
Complete day-of-week return breakdowns for every ticker in the suite.
See the median and average daily return for Monday, Tuesday, Wednesday, Thursday, and Friday. Toggle between the two for different perspectives.
A clean bar chart showing all five weekdays at a glance. Instantly spot which days are consistently positive, negative, or neutral.
Switch to Detail view for the complete statistical breakdown: sample size, standard deviation, and individual data points behind each weekday average.
UVXY, UVIX, VXX, SQQQ, SPXU, SOXS, ZSL built in, plus a custom ticker option for any symbol you want to analyze.
Summary gives you the quick visual read. Detail gives you the full dataset behind each bar so you can assess consistency and outliers.
Flip between tickers to see whether weekday effects are consistent across products or unique to specific leveraged ETFs.
The tool calculates the daily return for each ticker on every trading day in its history, then groups those returns by weekday. For each day (Monday through Friday), it computes the median return, the average return, and the full distribution.
The tool gives you:
This is the tool you want when deciding whether to enter, exit, or hold over a specific day. If Wednesdays historically see the steepest declines for your ticker, that's actionable context.
Five ways members are already applying the Weekday Patterns tool to their process.
Time entries for the weekday with the strongest historical tailwind for your intended direction.
Check whether holding overnight into a historically weak day is worth the risk, or if closing before is the better play.
At the start of each week, review which days historically favor your positions and plan your activity accordingly.
See whether Monday weakness in UVXY also shows up in VXX and UVIX, or if the pattern is product-specific.
Layer weekday patterns on top of other signals. Only take trades when the day-of-week effect aligns with your setup.
The Weekday Patterns tool is available in your dashboard under Premium Tools. If you're a CI Volatility member, you already have access.
Open the Weekday Patterns Tool
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