Day of week analysis
Performance broken down by weekday for the two top-performing strategies — with and without single-trade outliers stripped.
Why look at day of week?
0DTE expirations have different characteristics on different days of the week. Monday opens with weekend gap risk; Wednesday is FOMC day in some weeks; Friday has weekly options expiry overlap. If a strategy has a hidden day-of-week dependency it changes how you'd want to deploy it.
Two strategies are analysed here: Iron Fly V1 +30m (the largest profit pool in the book) and Dynamic 0DTE +30m (the highest avg P/L per trade).
Trade frequency
Both strategies fire roughly daily (~1.0 trade per active session) Monday through Friday. Skipped sessions are usually due to market holidays or scheduling gaps. Dynamic 0DTE has been more consistent (min 3/week) but it has only been live for 9 weeks vs V1's 17.
Iron Fly V1 +30m — by weekday
| Day | Trades | Win % | Total P/L | Avg P/L | Best | Worst |
|---|
Dynamic 0DTE +30m — by weekday
| Day | Trades | Win % | Total P/L | Avg P/L | Best | Worst |
|---|
What the cleaned data says
Wednesday is the standout day for both strategies. Highest win rate and the most consistent positive total P/L for both Iron Fly V1 and Dynamic 0DTE.
Monday is solid for both. High win rates, consistent positive P/L, no major losses for either strategy.
Tuesday is the weakest day on a per-trade basis. Iron Fly V1 grinds out small wins at a low win rate. Dynamic 0DTE actually loses money on Tuesday — its single worst trade (−$15.92) was on a Tuesday.
Thursday is mixed. Generally positive for V1, but negative for Dynamic 0DTE because of one −$12.42 trade.
Friday is high-variance with the outliers removed — modest results for both strategies. The pre-cleanup view made Friday look dominant, but that was driven entirely by the 2026-03-20 anomalous-credit trades.
Both strategies' worst losses came mid-week (Tue–Thu), not on Monday or Friday as you might expect. The −$15.92 (Tue) and −$12.42 (Thu) Dynamic 0DTE losses are the only two trades in the strategy's history with losses worse than −$5. They warrant individual examination.
Mon + Wed only? If a trader wanted to run these strategies on a subset of days for capital efficiency, Monday plus Wednesday would be the cleanest pick from this dataset — both days are unambiguously profitable on a per-trade basis with no fat-tail risk for either strategy. However, the sample sizes per day are very small (6–18 trades) and this could regress with more data.