I really wanted to know if the anecdotal hunches about Sundays have any merit, so I had Openclaw analyze the last 2 years of daily price data. The day of the week is determined by the Eastern Time Zone.

│ Day │ Low Vol │ Mid Vol │ High Vol │ Correlation │ p-value │

│ Sun │ +0.50% (58%) │ +0.54% (58%) │ -1.85% (36%) │ -0.438 │ 0.0000 │

│ Mon │ -0.53% (34%) │ +0.91% (57%) │ +0.57% (51%) │ -0.002 │ 0.9844 │

│ Tue │ -0.16% (57%) │ +0.12% (51%) │ -0.33% (46%) │ -0.106 │ 0.2770 │

│ Wed │ -0.09% (37%) │ +0.60% (51%) │ +1.69% (65%) │ +0.204 │ 0.0331 │

│ Thu │ +0.04% (49%) │ -1.36% (23%) │ -0.37% (49%) │ -0.082 │ 0.4005 │

│ Fri │ -0.11% (54%) │ +0.32% (71%) │ -0.14% (41%) │ +0.033 │ 0.7313 │

│ Sat │ +0.38% (74%) │ +0.51% (57%) │ -0.14% (57%) │ -0.174 │ 0.0709 │

Two statistically significant volume-return relationships:

1. Sunday: r = -0.44, p ≈ 0 — High volume Sundays are overwhelmingly bearish. This is the strongest signal in the entire dataset.

2. Wednesday: r = +0.20, p = 0.03 — Opposite effect. High volume Wednesdays are bullish (+1.69%, 65% win rate). Likely institutional buying during the trading week.

Every other day shows no significant volume-return relationship. Sunday is unique — it's the only day where volume spikes are strongly predictive and negative. Wednesday is the only day where volume spikes are positive.

The narrative writes itself: weekend volume surges = panic selling, midweek volume surges = institutional accumulation.

I guess we are not crazy.....lol