Bitcoin Radar · Day of week · as of 01 Nov 2026 close
Bitcoin Day of week: Thursday close Neutral
First Thursday close after a different weekday; the return is that day's close-to-close change. Below: that day's close-to-close return (previous close to this close) since 19 Aug 2011.
- Current Weekday
- Sunday
- Median that day
- -0.0%
- Occurrences
- 793
About this signal
Thursday close is a neutral Day of week signal: First Thursday close after a different weekday; the return is that day's close-to-close change.
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.
"Thursday close" is a neutral Day of week signal: First Thursday close after a different weekday; the return is that day's close-to-close change. On the 793 occasions since 25 Aug 2011, that day's close-to-close median return was -0.0% (mean -0.0%, 49% positive) against +0.1% on all days, a median edge of -0.1%.
Return on "Thursday close"
| Horizon | n | Median | Mean | Win rate | Best | Worst | Baseline | Edge |
|---|---|---|---|---|---|---|---|---|
| that day | 793 | -0.0% | -0.0% | 49% | +31.7% | -48.5% | +0.1% | -0.1% |
Most recent times the signal turned on
| Close date | BTC close | That day |
|---|---|---|
| 29 Oct 2026 | $77,793 | -4.3% |
| 22 Oct 2026 | $81,315 | -3.2% |
| 15 Oct 2026 | $82,131 | +0.7% |
| 08 Oct 2026 | $81,676 | -1.9% |
| 01 Oct 2026 | $84,853 | +1.5% |
| 24 Sep 2026 | $84,383 | -0.0% |
| 17 Sep 2026 | $76,355 | +0.3% |
| 10 Sep 2026 | $76,529 | -2.2% |
| 03 Sep 2026 | $81,265 | +5.1% |
| 27 Aug 2026 | $80,279 | +1.6% |
| 20 Aug 2026 | $73,008 | +5.4% |
| 13 Aug 2026 | $63,418 | +0.0% |
Distribution of outcomes
Histogram of Bitcoin's same-day returns after this 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)
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.