SPY volatility by day of week (2020-2025) Study on SPY 1d, published to the Agenticks Community and free to open. Over 5 years: Thursday highest range, Monday highest returns volatility, Monday highest ATR. Wednesday and Thursday are not consistently the most volatile days. Thursday has the highest intraday range, Monday has the highest daily returns volatility, and Monday has the highest ATR. What this run recorded Type: StudyInstrument: SPYTimeframe: 1dNet return: 0%Max drawdown: 0%Trades: 0 These are backtested results on historical data, not realized trading performance. A backtest does not predict future results. Tags1dday-of-weekseasonalityspyvolatility Open it Browse every published build Build and backtest your own strategy in AlgoAgent