Bitcoin Radar · Bitcoin cycle · as of 01 Nov 2026 close
Bitcoin Day of week: Sunday Sunday close
Close-to-close return realised on each weekday. This page shows that day's close-to-close return (previous close to this close) for every Day of week trigger signal since 19 Aug 2011.
- Weekday
- Sunday
- BTC close
- $78,233
- Active signal
- Sunday close
- Median that day
- +0.0%
What is the Day-of-Week Effect?
The day-of-week effect groups Bitcoin's close-to-close return by the weekday of the daily close. Each row is the return realised on that weekday, from the previous UTC close to that weekday's close. Bitcoin trades on weekends, when volume is thinner.
Formula. That day's return = close[t] / close[t-1] - 1, recorded on the first UTC daily close of that weekday after a different weekday.
How to read it
- This is the day's own return, not what happened in the following week or month.
- Weekend closes have historically had lower volume.
- Differences between weekdays are usually small relative to Bitcoin's daily volatility.
Why it matters for Bitcoin
Included because it is frequently asked about. The table is the measured Monday-through-Sunday return, not a multi-week forecast.
Signals tracked on this page
- Monday close Neutral First Monday close after a different weekday; the return is that day's close-to-close change.
- Tuesday close Neutral First Tuesday close after a different weekday; the return is that day's close-to-close change.
- Wednesday close Neutral First Wednesday close after a different weekday; the return is that day's close-to-close change.
- Thursday close Neutral First Thursday close after a different weekday; the return is that day's close-to-close change.
- Friday close Neutral First Friday close after a different weekday; the return is that day's close-to-close change.
- Saturday close Neutral First Saturday close after a different weekday; the return is that day's close-to-close change.
- Sunday close Neutral First Sunday close after a different weekday; the return is that day's close-to-close change.
As of the 01 Nov 2026 daily close, Bitcoin's Day-of-Week Effect reads Sunday, which is the "Sunday close" signal. Since 19 Aug 2011, across 794 times this weekday occurred, Bitcoin's close-to-close median return that day was +0.0% (mean +0.1%, 51% positive) versus +0.1% on all days.
Bitcoin return on each Day of week trigger
Median close-to-close return realised on that weekday (previous close to this close). Hover or tap a cell for the mean, win rate and edge versus all Bitcoin days. Click a signal for its dedicated page with recent occurrences.
| Signal | Reading | Median that day |
|---|---|---|
| Monday close Neutral | First Monday close after a different weekday; the return is that day's close-to-close change. | +0.2% |
| Tuesday close Neutral | First Tuesday close after a different weekday; the return is that day's close-to-close change. | +0.2% |
| Wednesday close Neutral | First Wednesday close after a different weekday; the return is that day's close-to-close change. | +0.2% |
| Thursday close Neutral | First Thursday close after a different weekday; the return is that day's close-to-close change. | -0.0% |
| Friday close Neutral | First Friday close after a different weekday; the return is that day's close-to-close change. | +0.2% |
| Saturday close Neutral | First Saturday close after a different weekday; the return is that day's close-to-close change. | +0.1% |
| Sunday close active Neutral | First Sunday close after a different weekday; the return is that day's close-to-close change. | +0.0% |
| Baseline: all Bitcoin daily closes | Median close-to-close return on all Bitcoin days. | +0.1% |
Distribution of outcomes after "Sunday close"
Histogram of Bitcoin's same-day returns for the active signal. The vertical axis is the number of triggers; the horizontal axis is close-to-close return, compressed so large outliers do not hide the typical range. Bars left of zero are losses, right are gains.
that day
That day's return (compressed scale)
| Horizon | n | Median | Mean | Win rate | Best | Worst | Baseline | Edge |
|---|---|---|---|---|---|---|---|---|
| that day | 794 | +0.0% | +0.1% | 51% | +17.0% | -30.2% | +0.1% | -0.1% |
Most recent "Sunday close" occurrences
| Close date | BTC close | That day |
|---|---|---|
| 01 Nov 2026 | $78,233 | +1.0% |
| 25 Oct 2026 | $80,048 | -0.9% |
| 18 Oct 2026 | $82,002 | +0.8% |
| 11 Oct 2026 | $83,679 | +0.9% |
| 04 Oct 2026 | $86,510 | +2.1% |
| 27 Sep 2026 | $84,457 | +0.0% |
| 20 Sep 2026 | $81,152 | -0.1% |
| 13 Sep 2026 | $76,809 | -0.6% |
| 06 Sep 2026 | $80,339 | +0.6% |
| 30 Aug 2026 | $77,702 | -0.7% |
| 23 Aug 2026 | $77,716 | +0.8% |
| 16 Aug 2026 | $62,832 | -0.3% |
Frequently asked questions
Why not show 1-week, 1-month and 3-month returns here?
Every weekday occurs, so those longer windows overlap almost completely and look like the baseline. The weekday effect, if any, is in that day's own close-to-close return.
How are these Bitcoin returns calculated?
Every statistic uses Bitstamp BTC/USD daily closes since August 2011. For day of week, the number is that weekday's own close-to-close return: close[t] / close[t-1] - 1. It is not what Bitcoin did over the next week, month or quarter. Tables show the median because daily returns are skewed; the mean is on hover. Win rates are compared with the average Bitcoin day.
Why are these statistics based on initial triggers only?
Trigger statistics record only the first daily close when a condition is met, rather than every consecutive close during an ongoing regime. This eliminates overlapping, auto-correlated observations that dilute signal clarity and provides clean, independent forward returns.
Is this trading advice?
No. These are descriptive historical statistics, not forecasts. Past behaviour of an indicator on Bitcoin does not guarantee future results, and sample sizes for rare signals are small.
Methodology
- Data. Bitcoin (BTC/USD) daily closes from Bitstamp, 18 Aug 2011 to 01 Nov 2026 (5555 closes). One exchange, one series, no splicing.
- Trigger evaluation. Evaluated strictly on the initial daily close when the signal condition turns active (the first close after being inactive). Consecutive ongoing closes are excluded to prevent signal dilution and sample clustering.
- That day's return.
close[t] / close[t-1] - 1on the weekday's UTC daily close. This is the day's own return, not a 1-week, 1-month or 3-month forward window. Indicators use data up to and including close[t], so there is no lookahead. - Statistics. Tables show the median return because Bitcoin's return distribution is right-skewed; the mean is on hover (and in the detailed columns). Also published: occurrence count n, win rate (share of positive returns), and the unconditional Bitcoin baseline over the same horizon. Edge = median minus baseline median. Signals with fewer than 3 occurrences are omitted.
- Caveats. Rare signals have small samples. External series start later than price (Fear & Greed 2018). Open interest and long/short ratios are excluded because no reliable multi-year history exists.
- Refresh. Recomputed once per day after the 00:00 UTC close. Last computed 2 Nov 2026 00:10 UTC.