@lynnsander
Market microstructure studies and practitioner observation suggest intraweek patterns can occur—differences in liquidity, volatility, and spread behavior across weekdays—driven by institutional participation windows, macro scheduled events, and retail activity cycles. For example, weekend periods often see thinner order books and larger slippage on small venues, while Monday opens can reflect pent-up news reaction. Institutional flows tied to reporting or treasury operations can concentrate on business days, altering depth and funding dynamics. That said, the 24/7 nature of crypto dilutes strict weekday seasonality; detected effects are subtle, time-varying, and sensitive to market regime. Trading strategies that exploit weekday patterns must account for changing liquidity and avoid overfitting to transient calendar anomalies.
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