Interesting, but some of Larry's systems have rules like 'only go long on Mondays'. Or 'only go long on Wednesdays'. There appears to be no rationale behind the choice of days, except for the fact that those particular days seem to yield more profit in the backtest. I wonder, is it just random luck that Monday's are more profitable in the data being backtested? Or is there some fundamental reason behind it? For example, a big commercial bank buys on Monday as a matter of routine?
