Amazon (AMZN) shows a clear weekday edge on Tuesdays. Daily-bar backtest from 16.05.1997-16.10.2026 on NASDAQ data: 802 up Tuesdays out of 1,520 (52.76% win rate), cumulative ROI of 2,164.4% on Tuesdays only, profit factor 1.28 and Sharpe ratio 1.26. The win rate is modest; the edge comes from larger average gains than losses (average Tuesday +0.26%). Longest winning run 12 Tuesdays, longest losing run 10; volatility 3.26%. Tuesday is AMZN's strongest weekday by far: Monday, Wednesday, Thursday and Friday returns are only a fraction of Tuesday's over the same period. Video: youtube.com/shorts/348U2vSGkao Historical pattern only - not investment advice, no guarantee of future results.
Over an empirical backtest sample comprising 1,520 audited executions, this model achieved a cumulative net return of +2,164.4% (+11.0% compound annual growth rate). Trade execution efficiency registered a 52.8% win rate (maintaining favorable win probability), paired with a marginally positive profit factor of 1.28. Downside risk analysis records a maximum historical drawdown of -94.1% (elevated drawdown risk during market contractions requiring disciplined margin management), while current drawdown stands at -6.8% from recent peak equity. Risk metrics reflect an annualized Sharpe ratio of 1.26 (positive risk-adjusted compensation) alongside an R² statistical fit score of 0.85 (85% consistency, indicating high equity curve linearity with controlled dispersion).
Historical return drift exhibits negative expectancy or elevated drawdown during the tested interval; macro trend filters are recommended.
